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Iatrogenic Specification Error : A Cautionary Tale of Cleaning Data

Bollinger, Christopher R.; Chandra, Amitabh - 2004

often the justification for removing (trimming) or recoding (winsorizing) observations whose values lie outside a specified … winsorizing and trimming are only solutions for a narrow class of measurement error processes. Indeed, for the measurement error … results from the Census PUMS data and 2001 CPS data demonstrate the fragility of trimming and winsorizing as solutions to …

Persistent link: https://www.econbiz.de/10010261852

Two statistical problems related to credit scoring / Tanja de la Rey.

De la Rey, Tanja - 2007

This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a...

Persistent link: https://www.econbiz.de/10009455950

Compactness of infinite dimensional parameter spaces

Freyberger, Joachim; Masten, Matthew - 2015

We provide general compactness results for many commonly used parameter spaces in nonparametric estimation. We consider three kinds of functions: (1) functions with bounded domains which satisfy standard norm bounds, (2) functions with bounded domains which do not satisfy standard norm bounds,...

Persistent link: https://www.econbiz.de/10011445783

Intercept Estimation in Nonlinear Selection Models

Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - 2021

We propose various semiparametric estimators for nonlinear selection models, where slope and intercept can be separately identifed. When the selection equation satisfies a monotonic index restriction, we suggest a local polynomial estimator, using only observations for which the marginal...

Persistent link: https://www.econbiz.de/10012597510