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efficient regression parameters with thick-tail distributed data. The empirical, simulation and theoretical results in this …
Persistent link: https://www.econbiz.de/10013004467
standard errors of the regression coefficients useful for inference. Four different simulation studies are conducted to examine …
Persistent link: https://www.econbiz.de/10013004565
calibration, and lead to only minor differences between the estimators employed. Finally, a simulation study confirms the …
Persistent link: https://www.econbiz.de/10011762435
This paper focuses the development of the diagnostics for the perturbations of case-weights and explanatory variables (one or more) in a linear logistic regression model. The effect of specific perturbation scheme on the estimation of parameters is also assessed. In addition, the interpretation...
Persistent link: https://www.econbiz.de/10014069878
We introduce two neural network models designed for application in statistical learning. The mean-variance neural network regression model allows us to simultaneously model the mean and the variance of a response variable. In case of a two-dimensional response vector, the...
Persistent link: https://www.econbiz.de/10014104671
This paper illustrates how measurement error (“ME”) in dependent variables not only reduces power but, under common conditions in accounting and finance studies, can lead to statistical biases and erroneous inferences. These confounds exist because ME in accounting-based proxies is typically...
Persistent link: https://www.econbiz.de/10012869187
Persistent link: https://www.econbiz.de/10012139945
Recently, simulation methods combined with regression techniques have gained importance when it comes to American …
Persistent link: https://www.econbiz.de/10013118205
period from 1985-2006, so the sample is small, a bootstrap simulation is applied, to improve the estimations …
Persistent link: https://www.econbiz.de/10012715330
'Agostino criteria. Evidence from a simulation study is reported showing that the usual critical values lead to severe size problems …
Persistent link: https://www.econbiz.de/10014197182