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David A. Dickey, Wayne A. Fuller, Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association, Vol. 74, No. 366 (Jun., 1979), pp. 427-431

Valid predictions for the direction of nonresponse bias were obtained from subjective estimates and extrapolations in an analysis of mail survey data from published studies. For estimates of the magnitude of bias, the us...

In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these data sets, the residuals may be correlated across firms and across time, and OLS standard errors can ...

Matematisk Statistik

For structural equation models, a huge variety of fit indices has been developed. These indices, however, can point to conflicting conclusions about the extent to which a model actually matches the observed data. The pre...

Despite the widespread use of exploratory factor analysis in psychological research, researchers often make questionable decisions when conducting these analyses. This article reviews the major design and analytical deci...

This study evaluated the sensitivity of maximum likelihood (ML)-, generalized least squares (GLS)-, and asymptotic distribution-free (ADF)-based fit indices to model misspecification, under conditions that varied sample ...

"Fundamentals of Statistical Signal Processing: Estimation Theory." Technometrics, 37(4), pp. 465–466

Most papers that employ Differences-in-Differences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severi...

Materias / palabras clave: Stock (firearms); Economics; Financial economics; Stock market; Liberian dollar; Stock exchange; Monetary economics; Econometrics; Excess return; Expected return; Finance; Horse

When making sampling distribution inferences about the parameter of the data, θ, it is appropriate to ignore the process that causes missing data if the missing data are ‘missing at random’ and the observed data are...

Materias / palabras clave: Estimator; Generalized method of moments; Mathematics; Sample (material); Statistics; Method of moments (probability theory); L-moment; Econometrics; Applied mathematics; Physics; Thermodynamics; Order statistic

The capabilities for visualization, rapid data retrieval, and manipulation in geographic information systems (GIS) have created the need for new techniques of exploratory data analysis that focus on the “spatial” asp...

This paper gives a systematic application of maximum likelihood inference concerning cointegration vectors in non-stationary vector valued autoregressive time series models with Gaussian errors, where the model includes ...

Materias / palabras clave: Scale (ratio); Psychology; Agreement; Statistics; Level of measurement; Validation test; Econometrics; Social psychology; Psychometrics; Test validity; Clinical psychology; Mathematics

Mediation is said to occur when a causal effect of some variable X on an outcome Y is explained by some intervening variable M. The authors recommend that with small to moderate samples, bootstrap methods (B. Efron & R. ...

BACKGROUND: The number of Mendelian randomization analyses including large numbers of genetic variants is rapidly increasing. This is due to the proliferation of genome-wide association studies, and the desire to obtain ...

Statistical procedures for missing data have vastly improved, yet misconception and unsound practice still abound. The authors frame the missing-data problem, review methods, offer advice, and raise issues that remain un...

Mixed-effects models provide a flexible and powerful tool for the analysis of grouped data, which arise in many areas as diverse as agriculture, biology, economics, manufacturing, and geophysics. Examples of grouped data...

Given a sequence of independent identically distributed random variables with a common probability density function, the problem of the estimation of a probability density function and of determining the mode of a probab...

ABSTRACT We find support for a negative relation between conditional expected monthly return and conditional variance of monthly return, using a GARCH‐M model modified by allowing (1) seasonal patterns in volatility, (...

Purpose – The authors aim to present partial least squares (PLS) as an evolving approach to structural equation modeling (SEM), highlight its advantages and limitations and provide an overview of recent research on the...

Comparative studies of the relationship between two phenotypes, or between a phenotype and an environment, are frequently carried out by invalid statistical methods. Most regression, correlation, and contingency table me...

A framework for hypothesis testing and power analysis in the assessment of fit of covariance structure models is presented. We emphasize the value of confidence intervals for fit indices, and we stress the relationship o...