We investigate the OLS-based estimator s2 of the disturbance variance in the standard linear regression model with …

This note demonstrates that in applied regression analysis, the variance of a coefficient of interest may decrease from … the inclusion of a control variable, contrasting with Clarke’s assertion (2005, 2009) that the variance can only increase …

ratio and the variance). Unfortunately, many of the inference procedures that have been suggested previously in the applied …

weighted sum of the initial variance and an integral of a weighted variance of the diffusion and the jump process. Finally, the …

The statistical variance of total project cost is usually estimated by means of Monte Carlo simulation on the … component costs are analyzed to obtain the required total cost variance. The results confirm previous work in showing that the … approximation of the second moment (variance) under the assumption of independence considerably underestimates the exact value. The …

. This confirms previous work in showing that the estimated second moment (variance) is considerably different when using the …. This shows how a unique project rate variance can be calculated for an individual future project, based on relevant data …

2SPS and 2SRI for logistic binary outcomes have not been thoroughly studied. We study the bias and variance properties … sandwich variance estimator of logistic regression of both 2SPS and 2SRI approaches and the variance estimator is adjusted for … simulation results show that the adjusted estimates are consistent with the observed variance while the naive estimates without …

Variance of exchange rates around predictions can be from 1) undiscovered fundamentals, 2) efficient markets, 3 …. Field and experimental evidence identifies 4) as the underlying cause. Variance effects prior to the resolution of risk … the outcome flow after risk is passed. To include the evaluation stage and such damage from variance, the authorities can …

Outliers in the data impair traditional estimators of location, variance, and regression parameters so researchers tend …

One of the assumptions of analysis of variance (ANOVA) is that the variances of the groups being compared are … created by variance heterogeneity. Although Cochran's test performed a little better than Bartlett's, both tests performed …