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Persistent link: https://www.econbiz.de/10013193384
This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997), originally proposed by Leser (1961). It builds on an approach to seasonal adjustment suggested by Leser (1963) and Schlicht (1981, 1984). A moments estimator for the smoothing parameter is proposed...
Persistent link: https://www.econbiz.de/10010440442
Persistent link: https://www.econbiz.de/10010296743
We consider a dose-finding trial in phase IIB of drug development. For choosing an appropriate design for this trial the specification of two points is critical: an appropriate model for describing the dose-effect relationship and the specification of the aims of the trial (objectives), which...
Persistent link: https://www.econbiz.de/10010298204
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular T-optimality criterion are derived, which in many circumstances allow an explicit determination of T-optimal...
Persistent link: https://www.econbiz.de/10010300673
Classical regression analysis is usually performed in two steps. In a first step an appropriate model is identified to describe the data generating process and in a second step statistical inference is performed in the identified model. An intuitively appealing approach to the design of...
Persistent link: https://www.econbiz.de/10010306281
We consider the design problem for the estimation of several scalar measures suggested in the epidemiological literature for comparing the success rate in two samples. The designs considered so far in the literature are local in the sense that they depend on the unknown probabilities of success...
Persistent link: https://www.econbiz.de/10010306283
This article describes how one optimal design method is given to the design of missile autopilots. This method profits from an exhaustive method. By this method, the design process of a missile autopilot is simplified, and the design efficiency is improved. In the design process of this method,...
Persistent link: https://www.econbiz.de/10012044512
The current unemployment insurance and employment protection legislation were set up in an economic environment in which relationships between workers and firms were typically long-lasting and stable. The increasing globalisation of the economy and the rapid technological and organisational...
Persistent link: https://www.econbiz.de/10010331389
Abstract A comprehensive economic cost function is derived for a modified variable sample size and sampling interval (MVSSI) chart. As a variable sample size and sampling interval, a variable sample size, a variable sampling interval, and a static charts are particular cases of an MVSSI chart,...
Persistent link: https://www.econbiz.de/10014590840