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Classical regression analysis uses partial coefficients to measure the influences of some variables (regressors) on …
Persistent link: https://www.econbiz.de/10011511033
Explained variance (R^2) is a familiar summary of the fit of a linear regression and has been generalized in various …), and there are variables measured on individuals and each grouping unit. The models are based on regression relationships … based on comparing variances in a single fitted model rather than comparing to a null model. In simple regression, our …
Persistent link: https://www.econbiz.de/10011513072
The optimal minimum distance (OMD) estimator for models of covariance structures is asymptotically efficient but has much worse finite-sample properties than does the equally-weighted minimum distance (EWMD) estimator. This paper shows how the bootstrap can be used to improve the finite-sample...
Persistent link: https://www.econbiz.de/10014075738
This paper is concerned with the problems of posterior simulation and model choice for Poisson panel data models with multiple random effects. Efficient algorithms based on Markov Chain Monte Carlo methods for sampling the posterior distribution are developed. A new parameterization of the...
Persistent link: https://www.econbiz.de/10014076167
Particle filtering is a useful statistical tool which can be used to make inference on the latent variables and the structural parameters of state space models by employing it inside MCMC algorithms (Flury and Shephard, 2011). It only relies on two assumptions (Gordon et al, 1993): a: The...
Persistent link: https://www.econbiz.de/10014102930
This paper considers treatment evaluation in a discrete time setting in which treatment could start at any point in time. A typical application is an active labor market policy program which could start after any elapsed unemployment duration. It is shown that various average effects on survival...
Persistent link: https://www.econbiz.de/10010230548
This paper investigates the effects of ordinal regressors in linear regression models. Each ordered categorical …
Persistent link: https://www.econbiz.de/10010457738
This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the...
Persistent link: https://www.econbiz.de/10012857026
In this supplemental article, we introduce some useful results in spectral theory and perturbation theory. Some of the results are well-established. We briefly review them for the purpose of easy reference. We derive a novel bound for the perturbation of eigenprojections, which plays a key role...
Persistent link: https://www.econbiz.de/10012822551
the kernel weights of our panel data semi-parametric regression models. We find that a life expectancy measure for years …
Persistent link: https://www.econbiz.de/10012985618