Showing 1 - 10 of 14
In lifetime analysis of electric transformers, the maximum likelihood estimation has been proposed with the EM algorithm. However, it is not clear whether the EM algorithm offers a better solution compared to the simpler Newton-Raphson algorithm. In this paper, the first objective is a...
Persistent link: https://www.econbiz.de/10011110797
Partial least squares-based path modeling with latent variables is a methodology that allows to estimate complex cause-effect relationships using empirical data. The assumption that the data is collected from a single homogeneous population is often unrealistic. Identification of different...
Persistent link: https://www.econbiz.de/10005787133
Dependent censoring arises in biomedical studies when the survival outcome of interest is censored by competing risks. In survival data with microarray gene expressions, gene selection based on the univariate Cox regression analyses has been used extensively in medical research, which however,...
Persistent link: https://www.econbiz.de/10011112404
possibly age-varying (non-proportional), and there is multiplicative frailty with arbitrary distribution. Our framework …
Persistent link: https://www.econbiz.de/10005787182
This book is a practical reference guide accompanied with an Excel Workbook. This book gives an elementary introduction of the weighted standard deviational ellipse. This book also presents the computational aspects of the weighted exponential distributions as well. For the examples given,...
Persistent link: https://www.econbiz.de/10011272699
Most existing semi-parametric estimation procedures for binary choice models are based on the maximum score, maximum likelihood, or nonlinear least squares principles. These methods have two problems. They are difficult to compute and they may result in multiple local optima because they require...
Persistent link: https://www.econbiz.de/10011107416
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal data. The main assumption behind these models is that the response variables are conditionally independent given a latent process which follows a first-order Markov chain. We first illustrate the...
Persistent link: https://www.econbiz.de/10011108696
In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we propose an approach based on nested hidden (latent) Markov...
Persistent link: https://www.econbiz.de/10011109962
It has been argued that the deterministic frontier approach in inefficiency measurement has a major limitation as inefficiency is mixed with measurement error (statistical noise) in this approach. The result is that inefficiency is contaminated with noise. Later stochastic frontier approach...
Persistent link: https://www.econbiz.de/10011114275
The paper estimates a large-scale mixed-frequency dynamic factor model for the euro area, using monthly series along with Gross Domestic Product (GDP) and its main components, obtained from the quarterly national accounts. The latter define broad measures of real economic activity (such as GDP...
Persistent link: https://www.econbiz.de/10005789536