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The explicit hazard model – part 1: theoretical development

Gorjian, Nima; Ma, Lin; Mittinty, Murthy; Yarlagadda, … - 2010

time assumed that it has already survived up to the current time. A number of statistical covariate-based hazard models …. This paper introduces a novel covariate-based hazard model to address this concern. This model is named as Explicit Hazard …

Persistent link: https://www.econbiz.de/10009437954

To Adjust or Not to Adjust? Sensitivity Analysis of M -Bias and Butterfly-Bias

Ding, Peng; Miratrix, Luke W. - In: Journal of Causal Inference 3 (2015) 1, pp. 41-57

pretreatment covariate due to a particular “ M -Structure” between two latent factors, an observed treatment, an outcome, and a … covariate is generally the superior choice. As an application, we re-examine a controversial example between Professors Donald …

Persistent link: https://www.econbiz.de/10014610802

Nonparametric estimation of the conditional tail copula

Gardes, Laurent; Girard, Stéphane - In: Journal of Multivariate Analysis 137 (2015) C, pp. 1-16

such as risk management, the dependence structure may be linked with some covariate. The tail copula thus depends on this … covariate and is referred to as the conditional tail copula. The aim of this paper is to propose a nonparametric estimator of …

Persistent link: https://www.econbiz.de/10011263457

Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test

Lee, Cheng-Feng; Hu, Te-Chung; Li, Ping-Cheng; Tsong, … - In: Japan and the World Economy 28 (2013) C, pp. 72-84

Mixed results for unemployment dynamics are reported in many studies using linear or non-linear unit root tests. A possible explanation is that the literature focuses on the average behavior of unemployment and assumes that the speed of adjustment towards its long-run equilibrium is constant,...

Persistent link: https://www.econbiz.de/10010730195

Bayesian sample size determination for binary regression with a misclassified covariate and no gold standard

Beavers, Daniel P.; Stamey, James D. - In: Computational Statistics & Data Analysis 56 (2012) 8, pp. 2574-2582

Covariate misclassification is a common problem in epidemiology, genetics, and other biomedical areas. Because this … determination for a covariate misclassification model with no gold standard. Our procedure considers both conditionally independent …

Persistent link: https://www.econbiz.de/10011056522

Improving the efficiency of individualized designs for the mixed logit choice model by including covariates

Crabbe, M.; Vandebroek, M. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 2059-2072

Recent research shows that the inclusion of choice related demo- and sociographics in discrete choice models aids in modeling the choice behavior of consumers substantially. However, the increase in efficiency gained by accounting for covariates in the design of a choice experiment has thus far...

Persistent link: https://www.econbiz.de/10010574439

The Log–Lindley distribution as an alternative to the beta regression model with applications in insurance

Gómez-Déniz, Emilio; Sordo, Miguel A.; … - In: Insurance: Mathematics and Economics 54 (2014) C, pp. 49-57

In this paper a new probability density function with bounded domain is presented. The new distribution arises from the generalized Lindley distribution proposed by Zakerzadeh and Dolati (2010). This new distribution that depends on two parameters can be considered as an alternative to the...

Persistent link: https://www.econbiz.de/10011046625

Solution Strategies and Achievement in Dutch Complex Arithmetic: Latent Variable Modeling of Change

Hickendorff, Marian; Heiser, Willem; Putten, Cornelis; … - In: Psychometrika 74 (2009) 2, pp. 331-350

Persistent link: https://www.econbiz.de/10004999474

Population Structure and Covariate Analysis Based on Pairwise Microsatellite Allele Matching Frequencies

Givens, Geof; Ozaksoy, Isin - In: Statistical Applications in Genetics and Molecular Biology 6 (2007) 1, pp. 31-31

. Hypothesis tests for population substructure and for covariate effects can be carried out using permutation methods. Simulated …

Persistent link: https://www.econbiz.de/10005585073

Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity

Chang, Yoosoon; Song, Wonho - International Conferences on Panel Data - 2002

An IV approach, using as instruments nonlinear transformations of the lagged levels, is explored to test for unit roots in panels with general dependency and heterogeneity across cross-sectional units. We allow not only for the cross-sectional dependencies of innovations, but also for the...

Persistent link: https://www.econbiz.de/10005345805