Showing 1 - 10 of 222
This paper argues that, when using a large database, organizational researchers would benefit from the use of specific multivariate exploratory data analysis (MEDA) before performing statistical modelling. Issues such as the representativeness of the database across domains (countries or...
Persistent link: https://www.econbiz.de/10013327684
This paper argues that, when using a large database, organizational researchers would benefit from the use of specific multivariate exploratory data analysis (MEDA) before performing statistical modelling. Issues such as the representativeness of the database across domains (countries or...
Persistent link: https://www.econbiz.de/10012120176
Persistent link: https://www.econbiz.de/10014465266
Persistent link: https://www.econbiz.de/10005602931
Persistent link: https://www.econbiz.de/10014635289
We examine the hypothesis of an increase of humus disintegration by analyzing chemical substances measured in the seepage water of a German forest. Problems arise because of a large percentage of missing observations. We use a regression model with spatial and temporal effects constructed in an...
Persistent link: https://www.econbiz.de/10010306276
An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An iterative...
Persistent link: https://www.econbiz.de/10010331121
We consider the estimation of measures of persistent poverty in panel surveys with missing data, focusing on the persistent poverty headcount, its duration-adjusted variant, and a related measure used by the European Union as an indicator of the risk of persistent poverty. We develop a partial...
Persistent link: https://www.econbiz.de/10010331212
In this paper we propose a methodology to estimate a dynamic factor model on data sets with an arbitrary pattern of missing data. We modify the Expectation Maximisation (EM) algorithm as proposed for a dynamic factor model by Watson and Engle (1983) to the case with general pattern of missing...
Persistent link: https://www.econbiz.de/10011605235
This paper shows how to compute the h-step-ahead predictive likelihood for any subset of the observed variables in parametric discrete time series models estimated with Bayesian methods. The subset of variables may vary across forecast horizons and the problem thereby covers marginal and joint...
Persistent link: https://www.econbiz.de/10011605581