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En este documento se proponen nuevos métodos con el objetivo de construir intervalos de confianza para el sesgo del estimador de mínimos cuadrados en dos etapas y para la distorsión del tamaño del test de Wald asociado a los modelos de variables instrumentales. Es importante destacar que...
Persistent link: https://www.econbiz.de/10012532189
En este documento se analiza la estimación por máxima verosimilitud de modelos lineales de datos de panel con efectos fijos y regresores endógenos. El estimador máximo verosímil resultante es asintóticamente equivalente a estimadores de panel por el Método Generalizado de Momentos...
Persistent link: https://www.econbiz.de/10012548701
, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope … with heterogeneous error distributions and is proven to hold asymptotically. In simulation studies factor based bootstrap … inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features. Regarding current account …
Persistent link: https://www.econbiz.de/10009429004
In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These models are developed to facilitate statistical analysis frequently encountered in medical research or reliability studies. In analyzing real data sets, checking the validity of...
Persistent link: https://www.econbiz.de/10009431108
The application of the bootstrap to spatially correlated data has not been studied as widely as its application to time … implementing the bootstrap method. Kunsch (1989), Politis and Romano(1993, Liu and Singh(1992) have suggested bootstrapping methods …
Persistent link: https://www.econbiz.de/10009431163
Poisson regression in a log-linear model. The third one is a nonparametric approach based on bootstrap percentile confidence … computationally expensive and it has desirable Type I errors in most cases as well as good powers. The bootstrap-based method is the …
Persistent link: https://www.econbiz.de/10009431223
) estimation and by Huber Proposal 2 M-estimation. We also apply bootstrap methods to these Levene type tests and compare by …
Persistent link: https://www.econbiz.de/10009431274
-order selection criteria (both information theoretic based and bootstrap-based). Also, we show that for some models the performance of … the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index … Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …
Persistent link: https://www.econbiz.de/10009438286
the classical paradigm, by investigating the best way to estimate bootstrap confidence limits on recreational harvest and …
Persistent link: https://www.econbiz.de/10009438291
estimator (CME), the bootstrap and the more recently proposed hook-and-loop resampling based model selection. The advantages and …
Persistent link: https://www.econbiz.de/10009438332