Buscar recursos académicos

For comments on an earlier draft of this chapter and for detailed advice I am indebted to Robert M. Hauser, Halliman H. Winsborough, and Toni Richards, several anonymous reviewers, and the editor of this volume. I also w...

Materias / palabras clave: Heuristic; Phenomenon; Psychology; Heuristics; Cognitive psychology; Computer science; Econometrics; Statistics; Artificial intelligence; Mathematics; Epistemology; Operating system

Click to increase image sizeClick to decrease image size Notes 1. Although the partitioning of a total effect into direct and indirect components in the manner described here does not require the assumption that the erro...

Materias / palabras clave: Fixed effects model; Economics; Econometrics; Mathematics; Panel data

categorical data analysis , categorical data analysis , کتابخانه مرکزی دانشگاه علوم پزشکی تهران

In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures...

Collinearity refers to the non independence of predictor variables, usually in a regression‐type analysis. It is a common feature of any descriptive ecological data set and can be a problem for parameter estimation bec...

This paper introduces an ARCH model (exponential ARCH) that (1) allows correlation between returns and volatility innovations (an important feature of stock market volatility changes), (2) eliminates the need for inequal...

Developments in genome-wide association studies and the increasing availability of summary genetic association data have made application of Mendelian randomization relatively straightforward. However, obtaining reliable...

Continuous Distributions (General). Normal Distributions. Lognormal Distributions. Inverse Gaussian (Wald) Distributions. Cauchy Distribution. Gamma Distributions. Chi-Square Distributions Including Chi and Rayleigh. Exp...

influenced particles characteristics in Northern Territory Australia based on airborne measurements. Atmospheric Research, 96(1). pp. 103-109.

Summary A generalized form of the cross-validation criterion is applied to the choice and assessment of prediction using the data-analytic concept of a prescription. The examples used to illustrate the application are dr...

Abstract Mixture modeling is a widely applied data analysis technique used to identify unobserved heterogeneity in a population. Despite mixture models' usefulness in practice, one unresolved issue in the application of ...

Materias / palabras clave: Statistics; Estimation; Computer science; Econometrics; Mathematics; Engineering; Systems engineering

Materias / palabras clave: Computer science; Interpretation (philosophy); Sample (material); Range (aeronautics); Statement (logic); Uncertainty analysis; Propagation of uncertainty; Data mining; Data science; Experimental data; Econometrics; Indu...

no abstract

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