Search Results - subject:"Generalized Linear Model"

Inference in generalized linear regression models with a censored covariate

Tsimikas, John V.; Bantis, Leonidas E.; Georgiou, Stelios D. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1854-1868

The problem of estimating the parameters in a generalized linear model when a covariate is subject to censoring is …

Persistent link: https://www.econbiz.de/10010574469

On variance estimation in a negative binomial time series regression model

Wu, Rongning - In: Journal of Multivariate Analysis 112 (2012) C, pp. 145-155

generalized linear model estimator, and its consistency and asymptotic normality have been established by Davis and Wu [R.A. Davis … is essential to develop a consistent estimation procedure for the asymptotic covariance matrix of the generalized linear … linear model. Simulation study is conducted to evaluate the finite sample performance of the estimation methods. …

Persistent link: https://www.econbiz.de/10010594229

Local Distance-Based Generalized Linear Models using the dbstats package for R

Boj, Eva; Delicado, Pedro; Fortiana, Josep; Esteve, Anna; … - Xarxa de Referència en Economia Aplicada (XREAP) - 2012

-based linear models firstly with the generalized linear model concept, then by localizing. Distances between individuals are the …

Persistent link: https://www.econbiz.de/10010548922

Improved Regression Calibration

Skrondal, Anders; Kuha, Jouni - In: Psychometrika 77 (2012) 4, pp. 649-669

The likelihood for generalized linear models with covariate measurement error cannot in general be expressed in closed form, which makes maximum likelihood estimation taxing. A popular alternative is regression calibration which is computationally efficient at the cost of inconsistent...

Persistent link: https://www.econbiz.de/10010600769

Econometric testing of the real option hypothesis : evidence from investment in oil tankers

Dikos, George N.; Thomakos, Dimitrios D. - In: Empirical economics : a journal of the Institute for … 42 (2012) 1, pp. 121-145

Persistent link: https://www.econbiz.de/10009488295

Modelling zero-inflated count data when exposure varies : with an application to sick leave

Baetschmann, Gregori; Winkelmann, Rainer - 2012

This paper is concerned with the analysis of zero-inflated count data when time of exposure varies. It proposes a new zero-inflated count data model that is based on two homogeneous Poisson processes and accounts for exposure time in a theory consistent way. The new model is used in an...

Persistent link: https://www.econbiz.de/10009740941