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Author: Wolfgang Härdle
Publisher: Springer Science & Business Media
ISBN: 3642577008
Category : Mathematics
Languages : en
Pages : 210
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Book Description
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.
Author: Wolfgang Härdle
Publisher: Springer Science & Business Media
ISBN: 3642577008
Category : Mathematics
Languages : en
Pages : 210
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Book Description
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.
Author: Adonis Yatchew
Publisher: Cambridge University Press
ISBN: 9780521012263
Category : Business & Economics
Languages : en
Pages : 238
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Book Description
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
Author: Steven Durlauf
Publisher: Springer
ISBN: 0230280838
Category : Business & Economics
Languages : en
Pages : 417
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Book Description
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Author: Yan Yu
Publisher:
ISBN:
Category :
Languages : en
Pages : 258
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Book Description
Author: Ying Lu
Publisher: World Scientific
ISBN: 9814583324
Category : Medical
Languages : en
Pages : 1471
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Book Description
The book aims to provide both comprehensive reviews of the classical methods and an introduction to new developments in medical statistics. The topics range from meta analysis, clinical trial design, causal inference, personalized medicine to machine learning and next generation sequence analysis. Since the publication of the first edition, there have been tremendous advances in biostatistics and bioinformatics. The new edition tries to cover as many important emerging areas and reflect as much progress as possible. Many distinguished scholars, who greatly advanced their research areas in statistical methodology as well as practical applications, also have revised several chapters with relevant updates and written new ones from scratch.The new edition has been divided into four sections, including, Statistical Methods in Medicine and Epidemiology, Statistical Methods in Clinical Trials, Statistical Genetics, and General Methods. To reflect the rise of modern statistical genetics as one of the most fertile research areas since the publication of the first edition, the brand new section on Statistical Genetics includes entirely new chapters reflecting the state of the art in the field.Although tightly related, all the book chapters are self-contained and can be read independently. The book chapters intend to provide a convenient launch pad for readers interested in learning a specific topic, applying the related statistical methods in their scientific research and seeking the newest references for in-depth research.
Author: Qi Li
Publisher: Princeton University Press
ISBN: 1400841062
Category : Business & Economics
Languages : en
Pages : 769
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Book Description
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Author:
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
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Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Author: Michael R. Kosorok
Publisher: Springer Science & Business Media
ISBN: 0387749780
Category : Mathematics
Languages : en
Pages : 482
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Book Description
Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
Author: Daniel J. Henderson
Publisher: Cambridge University Press
ISBN: 1316060675
Category : Business & Economics
Languages : en
Pages : 381
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Book Description
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
Author: Anastasios Tsiatis
Publisher: Springer Science & Business Media
ISBN: 0387373454
Category : Mathematics
Languages : en
Pages : 392
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Book Description
This book summarizes current knowledge regarding the theory of estimation for semiparametric models with missing data, in an organized and comprehensive manner. It starts with the study of semiparametric methods when there are no missing data. The description of the theory of estimation for semiparametric models is both rigorous and intuitive, relying on geometric ideas to reinforce the intuition and understanding of the theory. These methods are then applied to problems with missing, censored, and coarsened data with the goal of deriving estimators that are as robust and efficient as possible.
