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...

We show that it is perfectly correct to use just the interaction term, along with its standard error, to draw inferences about interactive effects in binary response regression models. This point is currently in dispute among applied econometricians, some of whom insist that simply relying on...

Lewbel (1997) has ingeniously shown that linear instrumental variables estimators for the errors-in-variables model can be constructed using functions of the dependent variable, proxy, and perfectly measured regressors as instruments. He proves consistency for the estimator and then asserts that...

The conditions under which ordinary least squares (OLS) is an unbiased and consistent estimator of the linear probability model (LPM) are unlikely to hold in many instances. Yet the LPM still may be the correct model or a good approximation to the probability generating process. A sequential...

This article discusses the prospects of using linear regression models to describe multi-section branched transport systems of conveyor type. A characteristic feature of the functioning of a multi-section transport system is the presence of resonant peak values for the flow parameters of the...

Recent work on the conditional mean model offers the possibility of addressing misreporting of participation in social programs, which is common and has increased in all major surveys. However, researchers who employ quantile regression continue to encounter challenges in terms of estimation and...

Portfolio sorting is ubiquitous in the empirical finance literature, where it has been widely used to identify pricing anomalies in different asset classes. Despite the popularity of portfolio sorting, little attention has been paid to the statistical properties of the procedure or to the...

This paper develops a method to select the threshold in threshold-based jump detection methods. The method is motivated by an analysis of threshold-based jump detection methods in the context of jump-diffusion models. We show that over the range of sampling frequencies a researcher is most...

Estimation of polynomial regression equations in one error-ridden variable and a number of error-free regressors, as well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain order, are elaborated for single- and multi-equation...

This paper examines the ordinary least squares (OLS) estimator of the structural parameters in a class of stylised macroeconomic models in which agents are boundedly rational and use an adaptive learning rule to form expectations of the endogenous variable. The popularity of this type of model...