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Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...
Persistent link: https://www.econbiz.de/10014480485
This paper proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in linear regression is equal to zero when a regressor is mismeasured. We assume there are two contaminated measurements of the regressor of interest. We allow the two measurement errors to be...
Persistent link: https://www.econbiz.de/10014480598
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and...
Persistent link: https://www.econbiz.de/10014581847
im Folgenden durch beschreibende Statistik und Regressionsanalyse an den Beispielländern Brasilien, China, Indien und …
Persistent link: https://www.econbiz.de/10010276003
The aim of this study is to analyse how research and innovation activities, funded by the Nanosciences and Nanotechnologies, Materials, New Production Technologies (NMP) and the Industrial Biotechnology (B) themes in the Seventh Framework Programme for Research (FP7) (together: FP7 NMBP), are...
Persistent link: https://www.econbiz.de/10011476945
The design of regression models that are not affected by outliers is an important task which has been subject of numerous papers within the statistics community for the last decades. Prominent examples of robust regression models are least trimmed squares (LTS), where the k largest squared...
Persistent link: https://www.econbiz.de/10014497483
In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to multivariate outlier identifiers. We show how this term...
Persistent link: https://www.econbiz.de/10010316592
We distinguish between three types of outliers in a one-way random effects model. These are formally described in terms of their position relative to the main part of the observations. We propose simple rules for identifying such outliers and give an example which involves median-based statistics.
Persistent link: https://www.econbiz.de/10010316701
The concept of breakdown point was introduced by Hodges (1967) and Hampel (1968, 1971) and still plays an important though at times a controversial role in robust statistics. It has proved most successful in the context of location, scale and regression problems. In this paper we argue that this...
Persistent link: https://www.econbiz.de/10010316713
Heterogeneous firms are at the heart of both the New New International Trade Theory and the Micro-econometrics of International Firm Activities. One important aim of microeconometric studies is to uncover stylized facts that hold over space and time, and that can both inspire theoretical models...
Persistent link: https://www.econbiz.de/10010274662