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Basic Prerequisite Knowledge. Fitting a Straight Line by Least Squares. Checking the Straight Line Fit. Fitting Straight Lines: Special Topics. Regression in Matrix Terms: Straight Line Case. The General Regression Situa...

Materias / palabras clave: Econometrics; Mathematics; Statistics; Computer science

This best-selling text is written for those who use, rather than develop, advanced statistical methods. Dr. Stevens focuses on a conceptual understanding of the material rather than proving results. Helpful narrative and...

Materias / palabras clave: Mathematics; Applied mathematics; Econometrics

The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit p...

The statistical tests used in the analysis of structural equation models with unobservable variables and measurement error are examined. A drawback of the commonly applied chi square test, in addit...

Several issues relating to goodness of fit in structural equations are examined. The convergence and differentiation criteria, as applied by Bagozzi, are shown not to stand up under mathematical or statistical analysis. ...

This paper describes a simple method of calculating a heteroskedasticity and autocorrelation consistent covariance matrix that is positive semi-definite by construction. It also establishes consistency of the estimated c...

Summary The use of both linear and generalized linear mixed‐effects models ( LMM s and GLMM s) has become popular not only in social and medical sciences, but also in biological sciences, especially in the field of eco...

This article is concerned with measures of fit of a model. Two types of error involved in fitting a model are considered. The first is error of approximation which involves the fit of the model, with optimally chosen but...

An index of factorial simplicity, employing the quartimax transformational criteria of Carroll, Wrigley and Neuhaus, and Saunders, is developed. This index is both for each row separately and for a factor pattern matrix ...

Materias / palabras clave: Estimator; Instrumental variable; Transformation (genetics); Orthogonality; Mathematics; Econometrics; Invariant (physics); Autocorrelation; Additive model; Errors-in-variables models; Applied mathematics; Variable (math...

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...

Abstract This paper develops a new approach to the problem of testing the existence of a level relationship between a dependent variable and a set of regressors, when it is not known with certainty whether the underlying...

Matematisk Statistik

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...

Materias / palabras clave: Term (time); sort; Mathematics; Disturbance (geology); Frontier; Production (economics); Function (biology); Estimation; Econometrics; Applied mathematics; Likelihood function; Random variable

Materias / palabras clave: Conditional variance; Heteroscedasticity; Autoregressive conditional heteroskedasticity; Econometrics; Mathematics; Autoregressive model; Autocorrelation; Generalization; Statistics; Conditional probability distribution;...

Materias / palabras clave: Estimator; Generalized method of moments; Moment (physics); Monte Carlo method; Panel data; Econometrics; Mathematics; Estimation; Applied mathematics; Statistics; Economics; Management

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

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...

Materias / palabras clave: Cointegration; Autoregressive model; Unit root; Econometrics; Estimator; Mathematics; Likelihood-ratio test; Unit root test; Asymptotic distribution; Statistics; Statistical hypothesis testing; Applied mathematics

Model Notation, Covariances, and Path Analysis. Causality and Causal Models. Structural Equation Models with Observed Variables. The Consequences of Measurement Error. Measurement Models: The Relation Between Latent and ...

Materias / palabras clave: Unit root; Mathematics; Sample (material); Panel data; Unit root test; Unit (ring theory); Applied mathematics; Statistics; Econometrics; Root (linguistics); Cointegration; Physics