Model Choice in Nonnested Families PDF Download

Author: Basilio de Bragança Pereira
Publisher: Springer
ISBN: 3662537362
Category : Mathematics
Languages : en
Pages : 105

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Book Description
This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.

Author: Ron Mittelhammer (Prof.)
Publisher: Cambridge University Press
ISBN: 9780521623940
Category : Business & Economics
Languages : en
Pages : 794

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Book Description
The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.

Author: Badi H. Baltagi
Publisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736

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Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

Author: James Berger
Publisher: CRC Press
ISBN: 1003837646
Category : Mathematics
Languages : en
Pages : 421

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Book Description
The emergence of data science, in recent decades, has magnified the need for efficient methodology for analyzing data and highlighted the importance of statistical inference. Despite the tremendous progress that has been made, statistical science is still a young discipline and continues to have several different and competing paths in its approaches and its foundations. While the emergence of competing approaches is a natural progression of any scientific discipline, differences in the foundations of statistical inference can sometimes lead to different interpretations and conclusions from the same dataset. The increased interest in the foundations of statistical inference has led to many publications, and recent vibrant research activities in statistics, applied mathematics, philosophy and other fields of science reflect the importance of this development. The BFF approaches not only bridge foundations and scientific learning, but also facilitate objective and replicable scientific research, and provide scalable computing methodologies for the analysis of big data. Most of the published work typically focusses on a single topic or theme, and the body of work is scattered in different journals. This handbook provides a comprehensive introduction and broad overview of the key developments in the BFF schools of inference. It is intended for researchers and students who wish for an overview of foundations of inference from the BFF perspective and provides a general reference for BFF inference. Key Features: Provides a comprehensive introduction to the key developments in the BFF schools of inference Gives an overview of modern inferential methods, allowing scientists in other fields to expand their knowledge Is accessible for readers with different perspectives and backgrounds

Author: John Eatwell
Publisher: Springer
ISBN: 1349205702
Category : Business & Economics
Languages : en
Pages : 296

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Book Description
This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.

Author: Peter D. Grünwald
Publisher: MIT Press
ISBN: 0262072815
Category : Minimum description length (Information theory).
Languages : en
Pages : 736

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Book Description
This introduction to the MDL Principle provides a reference accessible to graduate students and researchers in statistics, pattern classification, machine learning, and data mining, to philosophers interested in the foundations of statistics, and to researchers in other applied sciences that involve model selection.

Author: M. Ohidul Haque
Publisher: Springer Science & Business Media
ISBN: 0387243445
Category : Business & Economics
Languages : en
Pages : 266

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Book Description
This volume is mainly concerned with methods of estimating income elasticity. It is connected with economic development that can be achieved by reducing income inequality, a highly relevant subject in today’s world for a wide range of policy areas.

Author: Lawrence A. Young
Publisher: Routledge
ISBN: 1134953429
Category : Social Science
Languages : en
Pages : 204

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Book Description
Rational Choice Theory and Religion considers one of the major developments in the social scientific paradigms that promises to foster a greater theoretical unity among the disciplines of sociology, political science, economics and psychology. Applying the theory of rational choice--the theory that each individual will make her choice to maximize gain and minimize cost--to the study of religion, Lawrence Young has brought together a group of internationally renowned scholars to examine this important development within the field of religion for the first time.

Author: Gerhard Tutz
Publisher: Cambridge University Press
ISBN: 1139499580
Category : Mathematics
Languages : en
Pages : 573

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Book Description
This book introduces basic and advanced concepts of categorical regression with a focus on the structuring constituents of regression, including regularization techniques to structure predictors. In addition to standard methods such as the logit and probit model and extensions to multivariate settings, the author presents more recent developments in flexible and high-dimensional regression, which allow weakening of assumptions on the structuring of the predictor and yield fits that are closer to the data. A generalized linear model is used as a unifying framework whenever possible in particular parametric models that are treated within this framework. Many topics not normally included in books on categorical data analysis are treated here, such as nonparametric regression; selection of predictors by regularized estimation procedures; ternative models like the hurdle model and zero-inflated regression models for count data; and non-standard tree-based ensemble methods. The book is accompanied by an R package that contains data sets and code for all the examples.

Author: Alfred DeMaris
Publisher: John Wiley & Sons
ISBN: 0471677558
Category : Mathematics
Languages : en
Pages : 560

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Book Description
An accessible introduction to the use of regression analysis in the social sciences Regression with Social Data: Modeling Continuous and Limited Response Variables represents the most complete and fully integrated coverage of regression modeling currently available for graduate-level behavioral science students and practitioners. Covering techniques that span the full spectrum of levels of measurement for both continuous and limited response variables, and using examples taken from such disciplines as sociology, psychology, political science, and public health, the author succeeds in demystifying an academically rigorous subject and making it accessible to a wider audience. Content includes coverage of: Logit, probit, scobit, truncated, and censored regressions Multiple regression with ANOVA and ANCOVA models Binary and multinomial response models Poisson, negative binomial, and other regression models for event-count data Survival analysis using multistate, multiepisode, and interval-censored survival models Concepts are reinforced throughout with numerous chapter problems, exercises, and real data sets. Step-by-step solutions plus an appendix of mathematical tutorials make even complex problems accessible to readers with only moderate math skills. The book’s logical flow, wide applicability, and uniquely comprehensive coverage make it both an ideal text for a variety of graduate course settings and a useful reference for practicing researchers in the field.