Similar Search Results

On the association between a random parameter and an observable

Linde, Angelika - In: TEST: An Official Journal of the Spanish Society of … 13 (2004) 1, pp. 85-111

Persistent link: https://www.econbiz.de/10005390545

Maximum likelihood estimation in exponential orthogeodesic models

Blæsild, Preben - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 43-55

Persistent link: https://www.econbiz.de/10005395539

Combining standardized mean differences using the method of maximum likelihood

Yuan, Ke-Hai; Bushman, Brad - In: Psychometrika 67 (2002) 4, pp. 589-607

Persistent link: https://www.econbiz.de/10005757824

On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture

Lanot, Gauthier - Centre for Economic Research, School of Economics and … - 2002

The estimation of models involving discrete mixtures is a common practice in econometrics, for example to account for unobserved heterogeneity. However, the literature is relatively uninformative about the measurement of the precision of the parameters. This note provides an analytical...

Persistent link: https://www.econbiz.de/10005416695

Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators

Taniguchi, Masanobu; Puri, Madan - In: Annals of the Institute of Statistical Mathematics 47 (1995) 3, pp. 581-600

Persistent link: https://www.econbiz.de/10005616376

ML Estimation of Mean and Covariance Structures with Missing Data Using Complete Data Routines

Jamshidian, Mortaza; Bentler, Peter M. - In: Journal of Educational and Behavioral Statistics 24 (1999) 1, pp. 21-24

We consider maximum likelihood (ML) estimation of mean and covariance structure models when data are missing. Expectation maximization (EM), generalized expectation maximization (GEM), Fletcher-Powell, and Fisher-scoring algorithms are described for parameter estimation. It is shown how the...

Persistent link: https://www.econbiz.de/10010775986

ML Versus MI for Missing Data With Violation of Distribution Conditions

Yuan, Ke-Hai; Yang-Wallentin, Fan; Bentler, Peter M. - In: Sociological Methods & Research 41 (2012) 4, pp. 598-629

Normal-distribution-based maximum likelihood (ML) and multiple imputation (MI) are the two major procedures for missing data analysis. This article compares the two procedures with respects to bias and efficiency of parameter estimates. It also compares formula-based standard errors (SEs) for...

Persistent link: https://www.econbiz.de/10010614757

Information on parameters of interest decreases under transformations

Fewster, R.M.; Jupp, P.E. - In: Journal of Multivariate Analysis 120 (2013) C, pp. 34-39

An important property of Fisher information is that it decreases weakly under transformation of random variables. Kagan and Rao (2003) [A. Kagan, C.R. Rao, Some properties and applications of the efficient Fisher score, J. Statist. Plann. Inference 116 (2003) 343–352] showed that, in the...

Persistent link: https://www.econbiz.de/10011042031

On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture

Lanot, Gauthier - EconWPA - 2002

Persistent link: https://www.econbiz.de/10005556375

Derivatives usage in risk management by U.S. and German non-financial firms: A comparative survey

Bodnar, Gordon M.; Gebhardt, Günther - Center for Financial Studies - 1998

both size and industry composition. We find that German firms are more likely to use derivatives than US firms, with 78% of … German firms using derivatives compared to 57% of US firms. Aside from this higher overall usage, the general pattern of … derivative usage is most common, followed closely by interest rate derivatives, with commodity derivatives a distant third. Usage …

Persistent link: https://www.econbiz.de/10010986461

1
2
3
4
5
6
7
8
9
10
Next
Last