Showing 1 - 10 of 74
regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence …
Persistent link: https://www.econbiz.de/10009627286
Persistent link: https://www.econbiz.de/10001919491
Persistent link: https://www.econbiz.de/10001916755
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error … score function obtained from the residuals of a preliminary nonparametric regression. We show that our estimator is … ; Nonparametrie Regression …
Persistent link: https://www.econbiz.de/10009613602
Persistent link: https://www.econbiz.de/10009613610
In a single index Poisson regression model with unknown link function, the index parameter can be root-n consistently … regression ; kernel estimation ; bandwidth selection …
Persistent link: https://www.econbiz.de/10009614290
We consider a problem of estimation of parametric components in a partial linear model. Suppose that a finite set E of linear estimators is given. Our goal is to mimic the estimator in E that has the smallest risk. Using a second order expansion of the risk of linear estimators we propose a...
Persistent link: https://www.econbiz.de/10009614293
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very … regression models. Therefore, I adapt some robust methods, such as least trimmed squares, to nonlinear and limited …, as well as examples of regression models which the proposed estimators can be applied to. -- least trimmed squares …
Persistent link: https://www.econbiz.de/10009618360
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression … likelihood method is developed. It is shown that when missing responses are imputed using the semiparametric regression method …
Persistent link: https://www.econbiz.de/10009620774
performed telephone interviews on a ross-sectional random population sample of 1124 French women who had been pregnant between … regression and generalised partial linear models, a class of semiparametric regression models. Our final random effect logistic … regression model predicted that, among women aged 25 years, the odds-ratio (OR) of spontaneous abortion associated with the male …
Persistent link: https://www.econbiz.de/10009621414