Author: John P. SmallPublisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
Book Description
Testing for Serial Independence in Error Components Models
Author: John P. SmallPublisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
Book Description
Applied Linear Statistical Models
Author: Michael H. KutnerPublisher: McGraw-Hill/Irwin
ISBN: 9780072386882
Category : Mathematics
Languages : en
Pages : 1396
Book Description
Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.
Panel Data Econometrics with R
Author: Yves CroissantPublisher: John Wiley & Sons
ISBN: 1118949188
Category : Mathematics
Languages : en
Pages : 435
Book Description
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Estimating the Autocorrelated Error Model with Trended Data, Further Results
Author: Rolla Edward ParkPublisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 54
Book Description
A Monte Carlo study is made of the small sample properties of various estimators of the linear regression model with first-order autocorrelated errors. When independent variables are trended, estimators using T transformed observations (Prais-Winsten) are much more efficient than those using T-1 (Cochrane-Orcutt). The best of the feasible estimators is iterated Prais-Winsten using a sum-of-squared-error minimizing estimate of the autocorrelation coefficient rho. None of the feasible estimators performs well in hypothesis testing; all seriously underestimate standard errors, making estimated coefficients appear to be much more significant than they actually are. (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.
Posterior Simulation and Model Choice in Longitudinal Generalized Linear Models
Author: Siddhartha ChibPublisher:
ISBN:
Category : Linear programming
Languages : en
Pages : 40
Book Description
Aspects of Statistical Inference
Author: A. H. WelshPublisher: John Wiley & Sons
ISBN: 1118165438
Category : Mathematics
Languages : en
Pages : 480
Book Description
Relevant, concrete, and thorough--the essential data-based text onstatistical inference The ability to formulate abstract concepts and draw conclusionsfrom data is fundamental to mastering statistics. Aspects ofStatistical Inference equips advanced undergraduate and graduatestudents with a comprehensive grounding in statistical inference,including nonstandard topics such as robustness, randomization, andfinite population inference. A. H. Welsh goes beyond the standard texts and expertly synthesizesbroad, critical theory with concrete data and relevant topics. Thetext follows a historical framework, uses real-data sets andstatistical graphics, and treats multiparameter problems, yet isultimately about the concepts themselves. Written with clarity and depth, Aspects of Statistical Inference: * Provides a theoretical and historical grounding in statisticalinference that considers Bayesian, fiducial, likelihood, andfrequentist approaches * Illustrates methods with real-data sets on diabetic retinopathy,the pharmacological effects of caffeine, stellar velocity, andindustrial experiments * Considers multiparameter problems * Develops large sample approximations and shows how to use them * Presents the philosophy and application of robustness theory * Highlights the central role of randomization in statistics * Uses simple proofs to illuminate foundational concepts * Contains an appendix of useful facts concerning expansions,matrices, integrals, and distribution theory Here is the ultimate data-based text for comparing and presentingthe latest approaches to statistical inference.
Linear Processes in Function Spaces
Author: Denis BosqPublisher: Springer Science & Business Media
ISBN: 1461211549
Category : Mathematics
Languages : en
Pages : 295
Book Description
The main subject of this book is the estimation and forecasting of continuous time processes. It leads to a development of the theory of linear processes in function spaces. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics.
The Lagrange Multiplier Test and Its Applications to Model Specification
Author: Trevor Stanley BreuschPublisher:
ISBN: 9780909541552
Category : Statistical hypothesis testing
Languages : en
Pages : 52
Book Description
Count Data Models with Selectivity
Author: Rainer WinkelmannPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 32
Book Description