The Least Absolute Deviations Estimators in Generalized Regression Models

The Least Absolute Deviations Estimators in Generalized Regression Models PDF Author: Kazumitsu Nawata
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36

Get Book Here

Book Description

The Least Absolute Deviations Estimators in Generalized Regression Models

The Least Absolute Deviations Estimators in Generalized Regression Models PDF Author: Kazumitsu Nawata
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36

Get Book Here

Book Description


Introduction to Empirical Processes and Semiparametric Inference

Introduction to Empirical Processes and Semiparametric Inference PDF Author: Michael R. Kosorok
Publisher: Springer Science & Business Media
ISBN: 0387749780
Category : Mathematics
Languages : en
Pages : 482

Get Book Here

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.

Applied Linear Statistical Models

Applied Linear Statistical Models PDF Author: Michael H. Kutner
Publisher: McGraw-Hill/Irwin
ISBN: 9780072386882
Category : Mathematics
Languages : en
Pages : 1396

Get Book Here

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.

Advanced Econometrics

Advanced Econometrics PDF Author: Takeshi Amemiya
Publisher: Harvard University Press
ISBN: 9780674005600
Category : Business & Economics
Languages : en
Pages : 540

Get Book Here

Book Description
The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.

Nonlinear Statistical Modeling

Nonlinear Statistical Modeling PDF Author: Takeshi Amemiya
Publisher: Cambridge University Press
ISBN: 9780521662468
Category : Business & Economics
Languages : en
Pages : 472

Get Book Here

Book Description
This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.

Nonparametric and Semiparametric Methods in Econometrics and Statistics

Nonparametric and Semiparametric Methods in Econometrics and Statistics PDF Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521424318
Category : Business & Economics
Languages : en
Pages : 512

Get Book Here

Book Description
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Introduction to Linear Regression Analysis

Introduction to Linear Regression Analysis PDF Author: Douglas C. Montgomery
Publisher: John Wiley & Sons
ISBN: 1119578744
Category : Mathematics
Languages : en
Pages : 704

Get Book Here

Book Description
INTRODUCTION TO LINEAR REGRESSION ANALYSIS A comprehensive and current introduction to the fundamentals of regression analysis Introduction to Linear Regression Analysis, 6th Edition is the most comprehensive, fulsome, and current examination of the foundations of linear regression analysis. Fully updated in this new sixth edition, the distinguished authors have included new material on generalized regression techniques and new examples to help the reader understand retain the concepts taught in the book. The new edition focuses on four key areas of improvement over the fifth edition: New exercises and data sets New material on generalized regression techniques The inclusion of JMP software in key areas Carefully condensing the text where possible Introduction to Linear Regression Analysis skillfully blends theory and application in both the conventional and less common uses of regression analysis in today’s cutting-edge scientific research. The text equips readers to understand the basic principles needed to apply regression model-building techniques in various fields of study, including engineering, management, and the health sciences.

Generalized Linear Models for Categorical and Continuous Limited Dependent Variables

Generalized Linear Models for Categorical and Continuous Limited Dependent Variables PDF Author: Michael Smithson
Publisher: CRC Press
ISBN: 1466551755
Category : Mathematics
Languages : en
Pages : 300

Get Book Here

Book Description
Generalized Linear Models for Categorical and Continuous Limited Dependent Variables is designed for graduate students and researchers in the behavioral, social, health, and medical sciences. It incorporates examples of truncated counts, censored continuous variables, and doubly bounded continuous variables, such as percentages.The book provides br

Alternative Methods of Regression

Alternative Methods of Regression PDF Author: David Birkes
Publisher: John Wiley & Sons
ISBN: 1118150244
Category : Mathematics
Languages : en
Pages : 248

Get Book Here

Book Description
Of related interest. Nonlinear Regression Analysis and its Applications Douglas M. Bates and Donald G. Watts ".an extraordinary presentation of concepts and methods concerning the use and analysis of nonlinear regression models.highly recommend[ed].for anyone needing to use and/or understand issues concerning the analysis of nonlinear regression models." --Technometrics This book provides a balance between theory and practice supported by extensive displays of instructive geometrical constructs. Numerous in-depth case studies illustrate the use of nonlinear regression analysis--with all data sets real. Topics include: multi-response parameter estimation; models defined by systems of differential equations; and improved methods for presenting inferential results of nonlinear analysis. 1988 (0-471-81643-4) 365 pp. Nonlinear Regression G. A. F. Seber and C. J. Wild ".[a] comprehensive and scholarly work.impressively thorough with attention given to every aspect of the modeling process." --Short Book Reviews of the International Statistical Institute In this introduction to nonlinear modeling, the authors examine a wide range of estimation techniques including least squares, quasi-likelihood, and Bayesian methods, and discuss some of the problems associated with estimation. The book presents new and important material relating to the concept of curvature and its growing role in statistical inference. It also covers three useful classes of models --growth, compartmental, and multiphase --and emphasizes the limitations involved in fitting these models. Packed with examples and graphs, it offers statisticians, statistical consultants, and statistically oriented research scientists up-to-date access to their fields. 1989 (0-471-61760-1) 768 pp. Mathematical Programming in Statistics T. S. Arthanari and Yadolah Dodge "The authors have achieved their stated intention.in an outstanding and useful manner for both students and researchers.Contains a superb synthesis of references linked to the special topics and formulations by a succinct set of bibliographical notes.Should be in the hands of all system analysts and computer system architects." --Computing Reviews This unique book brings together most of the available results on applications of mathematical programming in statistics, and also develops the necessary statistical and programming theory and methods. 1981 (0-471-08073-X) 413 pp.

Econometric Analysis of Cross Section and Panel Data, second edition

Econometric Analysis of Cross Section and Panel Data, second edition PDF Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 0262232588
Category : Business & Economics
Languages : en
Pages : 1095

Get Book Here

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.