Estimation of Censored Regression Models Using Aggregated Data

Estimation of Censored Regression Models Using Aggregated Data PDF Author: Kazumitsu Nawata
Publisher:
ISBN:
Category :
Languages : en
Pages : 22

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Estimation of Censored Regression Models Using Aggregated Data

Estimation of Censored Regression Models Using Aggregated Data PDF Author: Kazumitsu Nawata
Publisher:
ISBN:
Category :
Languages : en
Pages : 22

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Book Description


Essays on finite mixture models

Essays on finite mixture models PDF Author: Abram van Dijk
Publisher: Rozenberg Publishers
ISBN: 9036101344
Category :
Languages : en
Pages : 138

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Book Description
Finite mixture distributions are a weighted average of a finite number of distributions. The latter are usually called the mixture components. The weights are usually described by a multinomial distribution and are sometimes called mixing proportions. The mixture components may be the same type of distributions with di®erent parameter values but they may also be completely different distributions. Therefore, finite mixture distributions are very °exible for modeling data. They are frequently used as a building block within many modern econometric models. The specification of the mixture distribution depends on the modeling problem at hand. In this thesis, we introduce new applications of finite mixtures to deal with several di®erent modeling issues. Each chapter of the thesis focusses on a specific modeling issue. The parameters of some of the resulting models can be estimated using standard techniques but for some of the chapters we need to develop new estimation and inference methods. To illustrate how the methods can be applied, we analyze at least one empirical data set for each approach. These data sets cover a wide range of research fields, such as macroeconomics, marketing, and political science. We show the usefulness of the methods and, in some cases, the improvement over previous methods in the literature.

Handbook of Econometrics

Handbook of Econometrics PDF Author: James J. Heckman
Publisher: Elsevier
ISBN: 0444534288
Category : Business & Economics
Languages : en
Pages : 1057

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Handbook of Econometrics

Handbook of Econometrics PDF Author: Zvi Griliches
Publisher: Elsevier
ISBN: 0444532005
Category : Business & Economics
Languages : en
Pages : 1057

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Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.

Microeconometrics

Microeconometrics PDF Author: Steven Durlauf
Publisher: Springer
ISBN: 0230280811
Category : Literary Criticism
Languages : en
Pages : 365

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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.

Encyclopedia of Quality of Life and Well-Being Research

Encyclopedia of Quality of Life and Well-Being Research PDF Author: Alex C. Michalos
Publisher: Springer
ISBN: 9789400707528
Category : Social Science
Languages : en
Pages : 7347

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Book Description
The aim of this encyclopedia is to provide a comprehensive reference work on scientific and other scholarly research on the quality of life, including health-related quality of life research or also called patient-reported outcomes research. Since the 1960s two overlapping but fairly distinct research communities and traditions have developed concerning ideas about the quality of life, individually and collectively, one with a fairly narrow focus on health-related issues and one with a quite broad focus. In many ways, the central issues of these fields have roots extending to the observations and speculations of ancient philosophers, creating a continuous exploration by diverse explorers in diverse historic and cultural circumstances over several centuries of the qualities of human existence. What we have not had so far is a single, multidimensional reference work connecting the most salient and important contributions to the relevant fields. Entries are organized alphabetically and cover basic concepts, relatively well established facts, lawlike and causal relations, theories, methods, standardized tests, biographic entries on significant figures, organizational profiles, indicators and indexes of qualities of individuals and of communities of diverse sizes, including rural areas, towns, cities, counties, provinces, states, regions, countries and groups of countries.

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

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Limited-Dependent and Qualitative Variables in Econometrics

Limited-Dependent and Qualitative Variables in Econometrics PDF Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 1107782414
Category : Business & Economics
Languages : en
Pages : 418

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Book Description
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Point Processes and Their Statistical Inference

Point Processes and Their Statistical Inference PDF Author: Alan Karr
Publisher: Routledge
ISBN: 1351423835
Category : Mathematics
Languages : en
Pages : 509

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Book Description
Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;,.tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.

Towards Advanced Data Analysis by Combining Soft Computing and Statistics

Towards Advanced Data Analysis by Combining Soft Computing and Statistics PDF Author: Christian Borgelt
Publisher: Springer
ISBN: 3642302785
Category : Technology & Engineering
Languages : en
Pages : 378

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Book Description
Soft computing, as an engineering science, and statistics, as a classical branch of mathematics, emphasize different aspects of data analysis. Soft computing focuses on obtaining working solutions quickly, accepting approximations and unconventional approaches. Its strength lies in its flexibility to create models that suit the needs arising in applications. In addition, it emphasizes the need for intuitive and interpretable models, which are tolerant to imprecision and uncertainty. Statistics is more rigorous and focuses on establishing objective conclusions based on experimental data by analyzing the possible situations and their (relative) likelihood. It emphasizes the need for mathematical methods and tools to assess solutions and guarantee performance. Combining the two fields enhances the robustness and generalizability of data analysis methods, while preserving the flexibility to solve real-world problems efficiently and intuitively.