An Empirical Investigation of the Behavior of Bounded-influence Regression Estimators PDF Download

Author: Steven Arthur Edelstein
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 306

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Author: Helmut Rieder
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 454

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Book Description
This book gathers together a wide range of contributions on modern techniques which are becoming widely used in statistics. These methods include the bootstrap, nonparametric density estimation, robust regression, and projections and sections.

Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1460

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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.

Author: New York State School of Industrial and Labor Relations
Publisher:
ISBN:
Category : Industrial relations
Languages : en
Pages : 220

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Author: Robert G. Staudte
Publisher: John Wiley & Sons
ISBN: 1118165497
Category : Mathematics
Languages : en
Pages : 382

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Book Description
An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.

Author: Martin P. Catherwood Library
Publisher:
ISBN:
Category : Industrial relations
Languages : en
Pages : 184

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Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 388

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Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 494

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Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 0262232588
Category : Business & Economics
Languages : en
Pages : 1095

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Book Description
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Author: Ruidi Chen
Publisher:
ISBN: 9781680837728
Category : Mathematics
Languages : en
Pages : 258

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