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Schulz, Jan; Milaković, Mishael - 2020

Underreporting and undersampling biases in top tail wealth, although widely acknowledged, have not been statistically …-like regimes in top tail wealth to derive analytical expressions for these biases, and employ German microdata from a popular … survey and rich list to illustrate that tiny differences in non-response rates lead to tail wealth estimates that differ by …

Persistent link: https://www.econbiz.de/10012406231

Statistical methods for categorical data analysis

Powers, Daniel A.; Xie, Yu - 2000

Persistent link: https://www.econbiz.de/10001399093

The multivariate linear model with multivariate t and intra-class covariance structure

Kibria, B. M. Golam; Haq, M. Safiul - In: Statistical papers 40 (1999) 3, pp. 263-276

Persistent link: https://www.econbiz.de/10001401081

Alternative measures of the explanatory power of multivariate probit models with continuous or ordinal responses

Spieß, Martin; Tutz, Gerhard - 2002

In this paper R2-type measures of the explanatory power of multivariate linear and categorical probit models proposed in the literature are reviewed and their deficiencies are discussed. It is argued that a measure of the explanatory power should take into account the components which are...

Persistent link: https://www.econbiz.de/10011436274

Time varying quantile Lasso

Zbonakova, Lenka; Härdle, Wolfgang; Wang, Weining - 2016

In the present paper we study the dynamics of penalization parameter ? of the least absolute shrinkage and selection operator (Lasso) method proposed by Tibshirani (1996) and extended into quantile regression context by Li and Zhu (2008). The dynamic behaviour of the parameter ? can be observed...

Persistent link: https://www.econbiz.de/10011557306