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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
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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
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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 & economics 54 (2014), pp. 49-57
Persistent link: https://www.econbiz.de/10010259682
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Empirical likelihood in causal inference
Zhang, Biao - In: Econometric reviews 35 (2016) 1/4, pp. 201-231
Persistent link: https://www.econbiz.de/10011549910
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Modelling the survival function of the Spanish population by the Wong-Tsui model with the incorporation of frailty and covariates
Huete Morales, María Dolores; Navarrete-Álvarez, Esteban - In: Letters in spatial and resource sciences : LSRS 13 (2020) 2, pp. 151-163
Persistent link: https://www.econbiz.de/10012301206
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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
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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
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Structurally missing data problems in multiple list capture–recapture data
Heijden, Peter; Zwane, Eugene; Hessen, David - In: AStA Advances in Statistical Analysis 93 (2009) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10005155556
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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
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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