Search Results - subject:"Generalized Linear Models"

L2 differentiability of generalized linear models

Pupashenko, Daria; Ruckdeschel, Peter; Kohl, Matthias - In: Statistics & Probability Letters 97 (2015) C, pp. 155-164

We derive conditions for L2 differentiability of generalized linear models with error distributions not necessarily …

Persistent link: https://www.econbiz.de/10011189361

Generalized Functional Extended Redundancy Analysis

Hwang, Heungsun; Suk, Hye; Takane, Yoshio; Lee, Jang-Han; … - In: Psychometrika 80 (2015) 1, pp. 101-125

relationships between predictor and response data. In this paper, we extend FERA into the framework of generalized linear models …

Persistent link: https://www.econbiz.de/10011241346

Tree-based varying coefficient regression for longitudinal ordinal responses

Bürgin, Reto; Ritschard, Gilbert - In: Computational Statistics & Data Analysis 86 (2015) C, pp. 65-80

A tree-based algorithm for longitudinal regression analysis that aims to learn whether and how the effects of predictor variables depend on moderating variables is presented. The algorithm is based on multivariate generalized linear mixed models and it builds piecewise constant coefficient...

Persistent link: https://www.econbiz.de/10011191031

Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data

Bartolucci, Francesco; Belotti, Federico; Peracchi, Franco - In: Journal of Econometrics 184 (2015) 1, pp. 111-123

Recent literature on panel data emphasizes the importance of accounting for time-varying unobservable individual effects, which may stem from either omitted individual characteristics or macro-level shocks that affect each individual unit differently. In this paper, we propose a simple...

Persistent link: https://www.econbiz.de/10011077606

Model averaging estimation of generalized linear models with imputed covariates

Dardanoni, Valentino; De Luca, Giuseppe; Modica, Salvatore - In: Journal of Econometrics 184 (2015) 2, pp. 452-463

We address the problem of estimating generalized linear models when some covariate values are missing but imputations …

Persistent link: https://www.econbiz.de/10011117415

Poisson Autoregression

Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - Økonomisk Institut, Københavns Universitet - 2008

far as the asymptotic distribution of the parameter estimates is concerned. Keywords: generalized linear models, non … always recover (1) by (2). Model (1) (or its rephrasing (2)) is related to the theory of generalized linear models for time … generalized linear models for count time series, and they provide a flexible framework for studying dependent count data. For …

Persistent link: https://www.econbiz.de/10005749517

Modelling Household Expenditure on Health Care in Greece

Matsaganis, Manos; Mitrakos, Theodore; Tsakloglou, Panos - Bank of Greece - 2008

performance of several alternative estimators, including two-part models and generalized linear models. The dependent variable is …

Persistent link: https://www.econbiz.de/10005523492

Bayesian model estimation and comparison for longitudinal categorical data

Tran, Thu Trung - 2008

. (2006), but which is suitable for use with generalized linear models (GLMs) when covariates are missing at random. We define …

Persistent link: https://www.econbiz.de/10009437884

Profile-kernel likelihood inference with diverging number of parameters

Lam, Clifford; Fan, Jianqing - London School of Economics (LSE) - 2008

The generalized varying coefficient partially linear model with growing number of predictors arises in many contemporary scientific endeavor. In this paper we set foot on both theoretical and practical sides of profile likelihood estimation and inference. When the number of parameters grows with...

Persistent link: https://www.econbiz.de/10010745918

Foreign direct investment and trade : a study on selected Brazilian industries

Calegario, Cristina Lelis Leal; Bruhn, Nádia Campos Pereira - In: Latin American business review : journal of the … 15 (2014) 1, pp. 65-92

Persistent link: https://www.econbiz.de/10010355270