Statistical inference in nested linear models that result from linear restrictions on the parameters of encompassing linear models can be considered to result from the conditional distribution under the encompassing model. We extend this reasoning to nested models that result from general...

This book presents the theory of probability and mathematical statistics at a level suitable for researchers at the frontiers of applied disciplines. Examples and exercises make essential concepts in measure theory and analysis accessible to those with preparation limited to vector calculus....

AbstractThe following sections are included:IntroductionIntegrationIntegrals on Abstract Measure SpacesIntegrals on Sets of Real NumbersProperties of E(·)Expectations as Informative FunctionalsMoments of Random VariablesGenerating FunctionsConditional ExpectationMoments of Conditional...

Much research in health economics revolves around the analysis of hierarchically structured data. For instance, combining characteristics of patients with information pertaining to the general practice (GP) clinic providing treatment is called for in order to investigate important features of...

International marketing research, in most cases, involves at least two levels (e.g., firms within countries) that make the hierarchical linear modeling (HLM) a suitable data analysis technique. Due to its robustness, the use of HLM in the international business (IB) research has increased...

We establish the equivalence between a commonly used out-of-sample test of equal predictive accuracy and the difference between two Wald statistics. This equivalence greatly simpli?es the computational burden of calculating recursive out-of-sample tests and evaluating their critical values. Our...

Recent research suggests that regional hydrologic and economic implications should be considered before adopting policies encouraging efficient irrigation technology. Investigating regional effects of irrigation efficiency investments relies on predicting how farmers will adopt irrigation...

A procedure for testing the signicance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has a nhp2/2 standard normal...

The models in structured families correspond to the treatments of a fixed effects base design <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\pi $$</EquationSource> </InlineEquation>. Then the action of factors in <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\pi $$</EquationSource> </InlineEquation>, on the fixed effects parameters of the models, is studied. Analyzing such a families enables the study of the action of nesting factors on the...</equationsource></inlineequation></equationsource></inlineequation>

An emergent body of literature examined why some firms apply some environmental initiatives while other firms do not take responsibility for their natural environment? Thus, firm environmental orientation (responsiveness and performance) are linked in the literature to several variables....