Search Results - subject:"estimability"

An objective measure of distributional estimability as applied to the phase-type aging model

Nie, Cong; Liu, Xiaoming; Provost, Serge B. - In: Risks : open access journal 12 (2024) 2, pp. 1-26

the model is affected by a significant estimability issue, its profile likelihood functions being flat. While existing … methods for assessing distributional non-estimability require the subjective specification of thresholds, this paper … objectively quantifies estimability in the context of general statistical models. More specifically, this is achieved via a …

Persistent link: https://www.econbiz.de/10014497332

The Shapley value of age-period-cohort effects

Bovi, Maurizio - 2021

The exact linear dependency among age, period and birth cohort makes it impossible to recover the true parameters of Age-Period-Cohort (APC) models. We then propose to extract reliable information from APC models via the Shapley decomposition, a model-agnostic procedure from game theory that...

Persistent link: https://www.econbiz.de/10013174188

Revisiting identification concepts in Bayesian analysis

Florens, Jean-Pierre; Simoni, Anna - In: Annals of economics and statistics 144 (2021), pp. 1-38

Persistent link: https://www.econbiz.de/10013464882

The shapley value of age-period-cohort effects

Bovi, Maurizio - In: Journal of Applied Economics 24 (2021) 1, pp. 297-317

Persistent link: https://www.econbiz.de/10015334132

Professor C.R. Rao, the Founder President of the Indian Econometric Society is Awarded the International Prize in Statistics, 2023

Kumar, T. Krishna - In: Journal of quantitative economics 21 (2023) 3, pp. 473-480

Persistent link: https://www.econbiz.de/10014381121

Some overall properties of seemingly unrelated regression models

Sun, Yuqin; Ke, Rong; Tian, Yongge - In: AStA Advances in Statistical Analysis 98 (2014) 2, pp. 103-120

restrictions, estimability of parametric functions under a singular seemingly unrelated regression model using the matrix rank …

Persistent link: https://www.econbiz.de/10010759618

On MLEs in an extended multivariate linear growth curve model

Filipiak, Katarzyna; Rosen, Dietrich - In: Metrika 75 (2012) 8, pp. 1069-1092

In this paper the extended growth curve model is considered. The literature comprises two versions of the model. These models can be connected by one-to-one reparameterizations but since estimators are non-linear it is not obvious how to transmit properties of estimators from one model to...

Persistent link: https://www.econbiz.de/10010994999

Root-n estimability of some missing data models

Yuan, Ao; Xu, Jinfeng; Zheng, Gang - In: Journal of Multivariate Analysis 106 (2012) C, pp. 147-166

preliminary assessments of the root-n estimability in these models. In this article, we study this problem for four missing data …

Persistent link: https://www.econbiz.de/10010572283

On equalities of estimations of parametric functions under a general linear model and its restricted models

Tian, Yongge - In: Metrika 72 (2010) 3, pp. 313-330

Persistent link: https://www.econbiz.de/10008673988

On the natural restrictions in the singular Gauss–Markov model

Tian, Yongge; Beisiegel, M.; Dagenais, E.; Haines, C. - In: Statistical Papers 49 (2008) 3, pp. 553-564

Persistent link: https://www.econbiz.de/10008533920