Showing 1 - 9 of 9
Confidence intervals for the mean of one sample and the difference in means of two independent samples based on the ordinary-t statistic suffer deficiencies when samples come from skewed distributions. In this article, we evaluate several existing techniques and propose new methods to improve...
Persistent link: https://www.econbiz.de/10005751054
The last decade methods for quantifying the research output of individual researchers have become quite popular in academic policy making. The h- index (Hirsch, 2005) constitutes an interesting quality measure that has attracted a lot of attention recently. It is now a standard measure available...
Persistent link: https://www.econbiz.de/10011092374
Objectives. This paper explores the use of regression models for estimating health status of schizophrenic patients, from a Bayesian perspective. Our aims are: 1- To obtain a set of values of health states of the EQ-5D based on self-assessed health from a sample of schizophrenic patients. 2- To...
Persistent link: https://www.econbiz.de/10005688636
In a common ROC study design, several readers are asked to rate diagnostics of the same cases processed under different modalities. We describe a Bayesian hierarchical model that facilitates the analysis of this study design by explicitly modeling the three sources of variation inherent to it....
Persistent link: https://www.econbiz.de/10005750994
1- To obtain a set of values of health states of the EQ-5D based on self-related health VAS using linear and non- linear models Bayesian techniques. 2 - To analyse "logical consistency" in different models and to derive a model free from logical inconsistencies. 3 - To analyse and compare...
Persistent link: https://www.econbiz.de/10005656087
Bayesian model averaging attempts to combine parameter estimation and model uncertainty in one coherent framework. The choice of prior is then critical. Within an explicit framework of ignorance we define a ‘suitable’ prior as one which leads to a continuous and suitable analog to the...
Persistent link: https://www.econbiz.de/10011090439
This article is concerned with the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals which implement, respectively, the exact Bayesian Model Averaging (BMA) estimator and the Weighted Average Least...
Persistent link: https://www.econbiz.de/10011090696
Empirical growth research faces a high degree of model uncertainty. Apart from the neoclassical growth model, many new (endogenous) growth models have been proposed. This causes a lack of robustness of the parameter estimates and makes the determination of the key determinants of growth...
Persistent link: https://www.econbiz.de/10011091371
Abstract: Prediction under model uncertainty is an important and difficult issue. Traditional prediction methods (such as pretesting) are based on model selection followed by prediction in the selected model, but the reported prediction and the reported prediction variance ignore the uncertainty...
Persistent link: https://www.econbiz.de/10011091622