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analysis, Statis, and distatis), and non-parametric resampling techniques (e.g., permutation and bootstrap). Several examples …
Persistent link: https://www.econbiz.de/10010730218
Composite endpoints are often used as primary efficacy endpoints, particularly in the field of oncology and cardiology. These endpoints combine several time-to-event variables of interest within a single time-to-first-event variable. Thereby, it is intended to enlarge the expected effect size...
Persistent link: https://www.econbiz.de/10010871375
Model selection and model averaging are two important techniques to obtain practical and useful models in applied research. However, it is now well-known that many complex issues arise, especially in the context of model selection, when the stochastic nature of the selection process is ignored...
Persistent link: https://www.econbiz.de/10010871378
. Specifically, the following tests for fixed effects are considered: (i) a bootstrap-based test, (ii) the Bartlett-corrected usual … profile likelihood proposed by Barndorff-Nielsen, based on the work of Severini. Bootstrap resampling is performed to …
Persistent link: https://www.econbiz.de/10010709952
additional modeling assumptions is offered. In addition, a clustered resampling (bootstrap) procedure is proposed to estimate the … variance and it is shown that the bootstrap procedure captures the correct variance under no additional model assumptions …
Persistent link: https://www.econbiz.de/10011191015
in random effects. This study proposes a parametric bootstrap method to overcome this problem. The simulation results of … the bootstrap test indicate that score tests hold the nominal level and provide good power. …
Persistent link: https://www.econbiz.de/10010617228
reference rule, the least squares cross-validation procedure, two types of plug-in procedures, and a bootstrap based method. The …
Persistent link: https://www.econbiz.de/10010617235
climatology, are used to illustrate the basic ideas. The application of different forms of the bootstrap for functional data is …
Persistent link: https://www.econbiz.de/10010595087
seed matrix on a subspace to contain the central subspace. In the article, we will suggest a bootstrap determination …
Persistent link: https://www.econbiz.de/10010603412
Panel data unit root tests which allow for a common structural break in the individual effects or linear trends of the AR(1) panel data model are suggested. These allow the date of the break to be unknown. The tests assume that the time-dimension of the panel (T) is fixed (finite) while the...
Persistent link: https://www.econbiz.de/10010776988