Search Results - subject:"Cox Model"

Some Problems in Statistical Inference Under Order Restrictions.

Li, Zhiguo - 2008

the Cox model to these data. We showthat, when the probabilities that the covariates are observed arereasonably estimated …

Persistent link: https://www.econbiz.de/10009476562

The maximum number of parameters for the Hausman test when the estimators are from different sets of equations

Nawata, Kazumitsu; McAleer, Michael - In: Economics Letters 123 (2014) 3, pp. 291-294

Hausman (1978) developed a widely-used model specification test that has passed the test of time. In this paper, we show that the asymptotic variance of the difference of the two estimators can be a singular matrix. Three illustrative examples are used, namely an exogeneity test for the linear...

Persistent link: https://www.econbiz.de/10010776626

On robust causality nonresponse testing in duration studies under the Cox model

Bednarski, Tadeusz - In: Statistical Papers 55 (2014) 1, pp. 221-231

High survey nonresponse in unemployment duration studies may have a strong effect on inference if the so called causal mechanism is present. A robust method of testing the causal nonresponse is proposed for data sets where survey information can be combined with complete administrative records....

Persistent link: https://www.econbiz.de/10010848075

The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations

Nawata, Kazumitsu; McAleer, Michael - Department of Economics and Finance, College of … - 2014

Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...

Persistent link: https://www.econbiz.de/10010907409

The maximum number of parameters for the Hausman test when the estimators are from different sets of equations

Nawata, Kazumitsu; McAleer, Michael - In: Economics letters 123 (2014) 3, pp. 291-294

Persistent link: https://www.econbiz.de/10010401359

Does multinational ownership affect firm survival in Italy?

Ferragina, Anna Maria; Pittiglio, Rosanna; Reganati, Filippo - In: Journal of business economics and management 15 (2014) 2, pp. 335-355

Persistent link: https://www.econbiz.de/10010376626

Rating drift in property-liability insurer rating transitions

Wang, Yuling; Carson, James M. - In: The journal of insurance issues : official journal of … 37 (2014) 1, pp. 59-76

Persistent link: https://www.econbiz.de/10010380917

Verification of the Assumptions of the Cox Model. Case Study: Venezuelan commercial banks, 1996-2004

Ayala, María Alejandra; Borges, Rafael Eduardo; … - In: Economía 32 (2007) 23, pp. 27-43

The proposal of mathematical models needs in almost all the cases the verification of some assumptions. The Cox model … is a regression model for survival data. The use of the Cox model without performing the verification of the assumptions … the four main assumptions of the Cox model, and it is only after this verification that we can be sure that the model is …

Persistent link: https://www.econbiz.de/10004994428

Currency Substitution, Capital Mobility and Functional Forms of Money Demand in Pakistan

Hsing, Yu - In: Lahore Journal of Economics 12 (2007) 1, pp. 35-48

The demand for M2 in Pakistan ispositively influenced by real GDP and currency appreciation and negatively influenced by the domestic interest rate and the foreign interest rate. These results confirm international capital mobility and currency substitution. The Box-Cox transformation indicates...

Persistent link: https://www.econbiz.de/10010587961

Currency Substitution, Capital Mobility and Functional Forms of Money Demand in Pakistan

Hsing, Yu - In: Lahore Journal of Economics 12 (2007) 1, pp. 35-48

Persistent link: https://www.econbiz.de/10010592667