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Measurement error, biases, and the validation of complex models
Carroll, Raymond J.; Galindo, Christian D. - 1997
There are three major points to this article: 1. Measurement error causes biases in regression fits. The line one would obtain if one could accurately measure exposure to environmental lead media will differ in important ways when one measures exposure with error. 2. The effects of measurement...
Persistent link: https://www.econbiz.de/10009631751
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Errors in variables models
Liang, Hua - 1999
Persistent link: https://www.econbiz.de/10009581095
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Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
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Comparison of model reduction methods for VAR processes
Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut - 2002
The objective of this study is to compare alternative computerized model-selection strategies in the context of the vector autoregressive (VAR) modeling framework. The focus is on a comparison of subset modeling strategies with the general-to-specific reduction approach automated by PcGets....
Persistent link: https://www.econbiz.de/10009627281
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Asymptotic properties of model selection procedures in linear regression
Droge, Bernd (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919491
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The local power of some unit root tests for panel data
Breitung, Jörg - 1999
(1993) and Im, Pesaran and Shin (1997) suggest bias adjusted t-statistics. Such corrections are necessary to account for the … affected by two different terms. The first term represents the asymptotic effect on the bias due the detrending method and the … do not require a bias correction. The results of a Monte Carlo experiment suggest that avoiding the bias can improve the …
Persistent link: https://www.econbiz.de/10009581103
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Error reduction in density estimation under shape restrictions
Rychlik, Tomasz - 1999
For the problems of nonparametric estimation of nonincreasing and symmetric unimodal density functions with bounded supports we determine the projections of estimates onto the convex families of possible parent densities with respect to the weighted integrated squared error. We also describe the...
Persistent link: https://www.econbiz.de/10009579180
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Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
Liang, Hua - 1997
We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT β + g(T) when the T's are measured with additive error. We derive an estimator of β by modification local-likelihood method. The resulting estimator of β is shown to be asymptotically...
Persistent link: https://www.econbiz.de/10009657894
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Theoretical properties of two estimators in partially linear single-index measurement error models
Liang, Hua; Wang, Naisyin - 1999
Considering partially linear single-index errors-in-variables model which can be described as Y = n(X T a) + ZT ßo + e when the Z' s are measured with additive errors. The general estimators established in literature are biased when ignoring the measurement errors. We proposed two estimators in...
Persistent link: https://www.econbiz.de/10009582402
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Design aspects of calibration studies in nutrition, with analysis of missing data in linear measurement error models
Carroll, Raymond J.; Freedman, Laurence; Pee, David - 1997
analysis. In the usual linear model with no missing data, method of moments estimates and normal-theory maximum likelihood …
Persistent link: https://www.econbiz.de/10009631748