Author: Cathy CampbellPublisher:
ISBN:
Category : Least squares
Languages : en
Pages : 356
Book Description
Properties of Ordinary and Weighted Least Squares Estimators of Regression Coefficients for Two-stage Samples
Author: Cathy CampbellPublisher:
ISBN:
Category : Least squares
Languages : en
Pages : 356
Book Description
Scientific and Technical Aerospace Reports
Author: Properties of Ordinary Least Squares Estimators in Regression Models with Non-spherical Disturbances
Author: Denzil G. FiebigPublisher:
ISBN:
Category : Least squares
Languages : en
Pages : 44
Book Description
Econometric Analysis of Model Selection and Model Testing
Author: M. Ishaq BhattiPublisher: Ashgate Publishing, Ltd.
ISBN: 9780754637158
Category : Business & Economics
Languages : en
Pages : 392
Book Description
This book brings together the issues of optimal testing for misspecification in econometric modelling, the method of recent development in model selection and model testing with reference to applications in real data sets. It is ideal as a reference for s
Scientific and Technical Aerospace Reports
Author: Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 762
Book Description
Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
NBS Special Publication
Author: Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 574
Book Description
Current Topics in Survey Sampling
Author: D. KrewskiPublisher: Elsevier
ISBN: 1483264653
Category : Reference
Languages : en
Pages : 526
Book Description
Current Topics in Survey Sampling contains all the invited papers as well as abstracts of the contributed papers presented at the International Symposium on Survey Sampling held at Carleton University in Ottawa, 7-9 May 1980. The topics covered here include nonsampling errors, current survey research activity, superpopulation models, variance estimation, and imputation techniques. The symposium was also dedicated to the memory of Professor William G. Cochran. The volume is organized into six parts. Part I includes papers by Cochran’s close colleagues. Part II contains three papers on nonsampling errors. These cover the creation of a unified discipline of survey research to serve as the basis for total survey design; a ""swapping algorithm"" for interviewer assignment to minimize the effect of nonsampling errors; and the question of whether census counts should be adjusted for underenumeration when determining federal transfer payments to the provinces. Part III describes research activities at four major survey organizations in North America: Research Triangle Institute, Statistics Canada, Survey Research Center of the University of Michigan, and U. S. Bureau of the Census. Part IV discusses the use of superpopulation models in survey design and inference. Part V tackles a number of different problems in variance estimation while Part VI deals with imputation techniques.
Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework, and Some Results in Non-normal Linear Regression
Author: Robert Ernest TaronePublisher:
ISBN:
Category :
Languages : en
Pages : 190
Book Description
Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic
Author: P. K. Bhattacharya (Mathematician)Publisher:
ISBN:
Category : Matrices
Languages : en
Pages : 32
Book Description
For the linear regression of y on x observations the loss in estimating the true regression function by another function is considered as a loss function. For the loss function, it is shown under certain conditions that if the class of estimates which are linear in y's and have bounded risk is non-empty, then the estimate obtained by the method of least squares belongs to this class and has uniformly minimum risk in this class. A necessary and sufficient condition on the distribution function of x observations is obtained for this class to be non-empty, which unfortunately is not easy to verify in particular cases and is violated in a ver simple situation. owever, by a sequential modification of the sampling scheme, this condition may always be satisfied at the cost of an arbitrarily small increase in the expected sa ple size. I T IS ALSO SHOWN UNDER CERTAIN FURTHER C NDITIONS ON THE FAMILY OF ADMISSIBLE DISTRIB TIONS THAT THE LEAST SQUARES ESTIMATOR IS MINIMAX IN THE CLASS OF ALL ESTIMATORS. (Author).
Longitudinal and Panel Data
Author: Edward W. FreesPublisher: Cambridge University Press
ISBN: 9780521535380
Category : Business & Economics
Languages : en
Pages : 492
Book Description
An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.