Showing 1 - 10 of 15
Beta regression - an increasingly popular approach for modeling rates and proportions - is extended in various directions: (a) bias correction/reduction of the maximum likelihood estimator, (b) beta regression tree models by means of recursive partitioning, (c) latent class beta regression by...
Persistent link: https://www.econbiz.de/10010294793
It is popular belief that the weather is bad more frequently on weekends than on other days of the week and this is often perceived to be associated with an increased chance of rain. In fact, the meteorological literature does report some evidence for such human-induced weekly cycles although...
Persistent link: https://www.econbiz.de/10010294809
Commonly used classification and regression tree methods like the CART algorithm are recursive partitioning methods that build the model in a forward stepwise search. Although this approach is known to be an efficient heuristic, the results of recursive tree methods are only locally optimal, as...
Persistent link: https://www.econbiz.de/10010294812
Measurement invariance is an important assumption in the Rasch model and mixture models constitute a flexible way of checking for a violation of this assumption by detecting unobserved heterogeneity in item response data. Here, a general class of Rasch mixture models is established and...
Persistent link: https://www.econbiz.de/10010294820
In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical...
Persistent link: https://www.econbiz.de/10010296617
The capabilities of the package exams for automatic generation of (statistical) exams in R are extended by adding support for learning management systems: As in earlier versions of the package exam generation is still based on separate Sweave files for each exercise - but rather than just...
Persistent link: https://www.econbiz.de/10010312213
Structured additive regression (STAR) models provide a flexible framework for modeling possible nonlinear effects of covariates: They contain the well established frameworks of generalized linear models (GLM) and generalized additive models (GAM) as special cases but also allow a wider class of...
Persistent link: https://www.econbiz.de/10010312215
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10010316542
Bayesian analysis provides a convenient setting for the estimation of complex generalized additive regression models (GAMs). Since computational power has tremendously increased in the past decade it is now possible to tackle complicated inferential problems, e.g., with Markov chain Monte Carlo...
Persistent link: https://www.econbiz.de/10011662172
The R package partykit provides a flexible toolkit for learning, representing, summarizing, and visualizing a wide range of tree-structured regression and classification models. The functionality encompasses: (a) basic infrastructure for representing trees (inferred by any algorithm) so that...
Persistent link: https://www.econbiz.de/10010397154