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A comparison of five robust regression methods with ordinary least squares: relative efficiency, bias and test of the null hypothesis
Anderson, Cynthia - 2001
A Monte Carlo simulation was used to generate data for a comparison of five robust regression estimation methods with ordinary least squares (OLS) under 36 different outlier data configurations. Two of the robust estimators, Least Absolute Value (LAV) estimation and MM estimation, are...
Persistent link: https://www.econbiz.de/10009475082
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ACRE: A Revenue-Based Alternative to Price-Based Commodity Payment Programs
Cooper, Joseph C. - 2009
This paper develops a stochastic model for estimating the probability density function of the Average Crop Revenue Election (ACRE), a revenue-based commodity support payment that is offered under the 2008 Farm Act as an alternative to the traditional suite of price-based commodity payments, that...
Persistent link: https://www.econbiz.de/10009444687
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Payments under the Average Crop Revenue Program: Implications for Government Costs and Producer Preferences
Cooper, Joseph C. - 2009
This paper develops a stochastic model for comparing payments to U.S. corn producers under the U.S. Senate’s Average Crop Revenue Program (ACR) versus payments under the price-based marketing loan benefit and countercyclical payment programs. Using this model, the paper examines the...
Persistent link: https://www.econbiz.de/10009444753
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A simulated annealing methodology for clusterwise linear regression
DeSarbo, Wayne S.; Oliver, Richard L.; Rangaswamy, Arvind - 1989
In many regression applications, users are often faced with difficulties due to nonlinear relationships, heterogeneous subjects, or time series which are best represented by splines. In such applications, two or more regression functions are often necessary to best summarize the underlying...
Persistent link: https://www.econbiz.de/10009476611
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Three Essays in Applied Microeconomic Theory.
Jun, Jooyong - 2009
This dissertation consists of three essays studying various issues in applied microeconomic theory.The first essay …
Persistent link: https://www.econbiz.de/10009476657
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Three Essays on Professional Advising.
Yoon, Kyoung-Soo - 2008
This dissertation considers three topics in professional advising and forecasting. Chapter 1 examines a principal's optimal contracting with experts. In an environment where experts have heterogeneous private signal distributions and type dependent reservation utilities, we show that the...
Persistent link: https://www.econbiz.de/10009476989
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A Representation of Partially Ordered Preferences
Seidenfeld, Teddy; Schervish, Mark J.; Kadane, Joseph B. - 1995
, de Finetti, Savage and Anscombe and Aumann in giving axioms for a theory of robust preferences. We establish that …
Persistent link: https://www.econbiz.de/10009441010
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Simulating Statistical Power Curves with the Bootstrap and Robust Estimation
Herrington, Richard S. - 2001
to power planning (Cohen, 1988) usually focus on normal theory settings and in general do not make available … that: 1) bootstrap confidence intervals using Mestimators gave shorter confidence intervals than the normal theory … normal theory counterpart when the data had heavy tailed distributions; 3) the smoothed bootstrap controls type I error rate …
Persistent link: https://www.econbiz.de/10009475066
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Including severe uncertainty into environmentally benign life cycle design using information gap-decision theory
Duncan, Scott Joseph - 2008
theory (IGDT), requires no more information than a nominal estimate; error bounds on that estimate are unknown. The IGDT … theory to EBDM problems is characterized. Conditions that warrant an info-gap analysis are reviewed, the insight it can …
Persistent link: https://www.econbiz.de/10009475956
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Inverse Problems in High Dimensional Stochastic Systems Under Uncertainty.
Harrington Jr., Patrick Lloyd - 2010
Increasingly often, problems in modern medicine, quantitative finance, or social-networking involve tens of thousands of variables that interact with each other and jointly evolve over time. The states of these variables may correspond to the phenotype of a particular individual, the price of a...
Persistent link: https://www.econbiz.de/10009476982