Efficient Estimation of the Regression Parameter in a Heteroscedastic Regression Model where Heteroscedasticity is Modeled as a Function of the Mean Response PDF Download
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Author: Jeffrey Scott Forrester
Publisher:
ISBN:
Category : Heteroscedasticity
Languages : en
Pages : 158
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Book Description
Author: Jeffrey Scott Forrester
Publisher:
ISBN:
Category : Heteroscedasticity
Languages : en
Pages : 158
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Book Description
Author: Marie Davidian
Publisher: Springer
ISBN: 3319058010
Category : Mathematics
Languages : en
Pages : 599
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Book Description
This volume contains Raymond J. Carroll's research and commentary on its impact by leading statisticians. Each of the seven main parts focuses on a key research area: Measurement Error, Transformation and Weighting, Epidemiology, Nonparametric and Semiparametric Regression for Independent Data, Nonparametric and Semiparametric Regression for Dependent Data, Robustness, and other work. The seven subject areas reviewed in this book were chosen by Ray himself, as were the articles representing each area. The commentaries not only review Ray’s work, but are also filled with history and anecdotes. Raymond J. Carroll’s impact on statistics and numerous other fields of science is far-reaching. His vast catalog of work spans from fundamental contributions to statistical theory to innovative methodological development and new insights in disciplinary science. From the outset of his career, rather than taking the “safe” route of pursuing incremental advances, Ray has focused on tackling the most important challenges. In doing so, it is fair to say that he has defined a host of statistics areas, including weighting and transformation in regression, measurement error modeling, quantitative methods for nutritional epidemiology and non- and semiparametric regression.
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 902
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Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 776
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Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 872
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Book Description
Author: Raymond J. Carroll
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 29
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Book Description
This document investigates the limiting behavior of a class of one-step M-estimators in heteroscedastic regression models. The mean function is assumed to be known up to parameters, but the variance function is considered an unknown function of a dimensional vector. The variance function is to be estimated nonparametrically by a function of the absolute residuals from the current fit to the mean. Under a variety of conditions when the estimates adapt for scale, i.e., the regression parameter is estimated just as well as if the scale function was known. Connections with the theory of optimal semiparametric estimation are made. (Author).
Author: Stephen L. Morgan
Publisher: Springer Science & Business Media
ISBN: 9400760949
Category : Social Science
Languages : en
Pages : 423
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Book Description
What constitutes a causal explanation, and must an explanation be causal? What warrants a causal inference, as opposed to a descriptive regularity? What techniques are available to detect when causal effects are present, and when can these techniques be used to identify the relative importance of these effects? What complications do the interactions of individuals create for these techniques? When can mixed methods of analysis be used to deepen causal accounts? Must causal claims include generative mechanisms, and how effective are empirical methods designed to discover them? The Handbook of Causal Analysis for Social Research tackles these questions with nineteen chapters from leading scholars in sociology, statistics, public health, computer science, and human development.
Author: Robert L. Kaufman
Publisher: SAGE Publications
ISBN: 1483303829
Category : Social Science
Languages : en
Pages : 113
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Book Description
Heteroskedasticity in Regression: Detection and Correction, by Robert Kaufman, covers the commonly ignored topic of heteroskedasticity (unequal error variances) in regression analyses and provides a practical guide for how to proceed in terms of testing and correction. Emphasizing how to apply diagnostic tests and corrections for heteroskedasticity in actual data analyses, the monograph offers three approaches for dealing with heteroskedasticity: (1) variance-stabilizing transformations of the dependent variable; (2) calculating robust standard errors, or heteroskedasticity-consistent standard errors; and (3) generalized least squares estimation coefficients and standard errors. The detection and correction of heteroskedasticity is illustrated with three examples that vary in terms of sample size and the types of units analyzed (individuals, households, U.S. states). Intended as a supplementary text for graduate-level courses and a primer for quantitative researchers, the book fills the gap between the limited coverage of heteroskedasticity provided in applied regression textbooks and the more theoretical statistical treatment in advanced econometrics textbooks.
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 494
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Book Description
Author: A. H. Welsh
Publisher:
ISBN:
Category : Heteroscedasticity
Languages : en
Pages : 26
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Book Description
