Showing 21 - 30 of 93
We propose and study a class of regression models, in which the mean function is specified parametrically as in the existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing any assumption on its distribution. This...
Persistent link: https://www.econbiz.de/10010325609
We study the problem of selecting the optimal functional form among a set of non-nested nonlinear mean functions for a semiparametric kernel based regression model. To this end we consider Rissanen's minimum description length (MDL) principle. We prove the consistency of the proposed MDL...
Persistent link: https://www.econbiz.de/10010325851
Often socio-economic variables are measured on a discrete scale or rounded to protect confidentiality. Nevertheless, when exploring the effect of a relevant covariate on the whole outcome distribution of a discrete response variable, virtually all common quantile regression methods require the...
Persistent link: https://www.econbiz.de/10010325868
Item response theory is one of the modern test theories with applications in educational and psychological testing. Recent developments made it possible to characterize some desired properties in terms of a collection of manifest ones, so that hypothesis tests on these traits can, in principle,...
Persistent link: https://www.econbiz.de/10010325932
In classical Bayesian inference the prior is treated as fixed, it is asymptotically negligible,thus any information contained in the prior is ignored from the asymptotic first order result.However, in practice often an informative prior is summarized from previous similar or the samekind of...
Persistent link: https://www.econbiz.de/10010326381
In classical Bayesian inference the prior is treated as fixed, it is asymptotically negligible,thus any information contained in the prior is ignored from the asymptotic first order result.However, in practice often an informative prior is summarized from previous similar or the samekind of...
Persistent link: https://www.econbiz.de/10011257069
We propose and study a class of regression models, in which the mean function is specified parametrically as in the existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing any assumption on its distribution. This...
Persistent link: https://www.econbiz.de/10011257647
The mixed random effect model is commonly used in longitudinal data analysis within either frequentist or Bayesian framework. Here we consider a case, in which we have prior knowledge on partial parameters, while no such information on the rest of the parameters. Thus, we use the hybrid approach...
Persistent link: https://www.econbiz.de/10010976094
A class of optimal adaptive multi-arm clinical trial designs is proposed based on an extended generalized Polya urn (GPU) model. The design is applicable to both the qualitative and quantitative responses and achieves, asymptotically, some pre-specified optimality criterion. Such criterion is...
Persistent link: https://www.econbiz.de/10005093722
We propose and study a class of regression models, in which the mean function is specified parametrically as in the existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing any assumption on its distribution. This...
Persistent link: https://www.econbiz.de/10005136970