Search Results - subject:"Cross‐validation"

Regression Discontinuity Designs : Theory and Applications

Cattaneo, Matias D. (ed.); Escanciano, Juan Carlos (ed.) - 2017

The Regression Discontinuity (RD) design is one of the most popular and credible research designs for program evaluation and causal inference. This volume 38 of Advances in Econometrics collects twelve innovative and thought-provoking contributions to the RD literature, covering a wide range of...

Persistent link: https://www.econbiz.de/10012050131

A Review and Comparison of Bandwidth Selection Methods for Kernel Regression

Köhler, Max; Schindler, Anja; Sperlich, Stefan - 2011

Over the last four decades, several methods for selecting the smoothing parameter, generally called the bandwidth, have been introduced in kernel regression. They differ quite a bit, and although there already exist more selection methods than for any other regression smoother we can still see...

Persistent link: https://www.econbiz.de/10010329908

A Review and Comparison of Bandwidth Selection Methods for Kernel Regression

Köhler, Max; Schindler, Anja; Sperlich, Stefan - Courant Research Centre PEG - 2011

Persistent link: https://www.econbiz.de/10009293342

A review and comparison of bandwidth selection methods for kernel regression

Köhler, Max; Schindler, Anja; Sperlich, Stefan - 2011

Persistent link: https://www.econbiz.de/10010349165

Instrumental variable estimation with heteroskedasticity and many instruments

Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2011 - Rev.

Persistent link: https://www.econbiz.de/10009736533

No unbiased Estimator of the Variance of K-Fold Cross-Validation

Bengio, Yoshua; Grandvalet, Yves - Centre Interuniversitaire de Recherche en Analyse des … - 2003

as K-fold cross-validation can be used to obtain an unbiased estimator of prediction error. However, to compare learning … algorithms one needs to also estimate the uncertainty around the cross-validation estimator, which is important because it can be … the data used to form the cross-validation estimator. The main result of this paper is that there is no universal …

Persistent link: https://www.econbiz.de/10005417557

Adaptive varying co-efficient linear models

Fan, Jianqing; Yao, Qiwei; Cai, Zongwu - London School of Economics (LSE) - 2003

smoothing. The generalised cross-validation method for choosing bandwidth is efficiently incorporated into the algorithm. The …

Persistent link: https://www.econbiz.de/10011126172

A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA).

Perez-Amaral, Teodosio; Gallo, Giampiero M.; White, … - Dipartimento di Statistica, Informatica, Applicazioni … - 2003

uses subsample 3 for cross-validation. It is modular, can be used as a data exploratory tool, and is computationally …

Persistent link: https://www.econbiz.de/10005731545

Die Befragung zum DGB-Index „Gute Arbeit“ als Datenbasis für die arbeitswissenschaftliche Forschung? : Ein Vergleich mit der BIBB/BAuA-Erwerbstätigenbefragung 2005/06 / The DGB-Index „Gute A

Trischler, Falko; Holler, Markus - In: Arbeit 20 (2011) 2, pp. 94-111

Abstract Es wird gezeigt, dass die Befragung zum DGB-Index „Gute Arbeit“ Ergebnisse liefert, die mit denen der BIBB/BAuA-Erwerbstätigenbefragung grundsätzlich vergleichbar sind. Trotz ähnlicher Konzeption und teils sehr ähnlicher Fragestellungen weisen die Analysen allerdings darauf hin,...

Persistent link: https://www.econbiz.de/10014586344

A new probabilistic method to estimate the long-term wind speed characteristics at a potential wind energy conversion site

Carta, José A.; Velázquez, Sergio - In: Energy 36 (2011) 5, pp. 2671-2685

This paper proposes the use of a new Measure–Correlate–Predict (MCP) method to estimate the long-term wind speed characteristics at a potential wind energy conversion site. The proposed method uses the probability density function of the wind speed at a candidate site conditioned to the wind...

Persistent link: https://www.econbiz.de/10011054983