Search Results - subject:"Generalized linear models"

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

Persistent link: https://www.econbiz.de/10011326807

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

Persistent link: https://www.econbiz.de/10011339273

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

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

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

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

Variable selection in high-dimensional double generalized linear models

Xu, Dengke; Zhang, Zhongzhan; Wu, Liucang - In: Statistical Papers 55 (2014) 2, pp. 327-347

In this paper we are concerned with the problems of variable selection and estimation in double generalized linear … models in which both the mean and the dispersion are allowed to depend on explanatory variables. We propose a maximum …

Persistent link: https://www.econbiz.de/10010794857

Family of power divergence spatial scan statistics

Zhang, Tonglin; Lin, Ge - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 162-178

The classical spatial scan test, which derived by maximizing the likelihood ratio statistic over a collection of cluster candidates, is widely used in spatial cluster detection. As the likelihood ratio statistic is only a special case in the family of power divergence (PD) goodness-of-fit...

Persistent link: https://www.econbiz.de/10010871327

Power and sample size calculations for Poisson and zero-inflated Poisson regression models

Channouf, Nabil; Fredette, Marc; MacGibbon, Brenda - In: Computational Statistics & Data Analysis 72 (2014) C, pp. 241-251

Although sample size calculations for testing a parameter in the Poisson regression model have been previously done, very little attention has been given to the effect of the correlation structure of the explanatory covariates on the sample size. A method to calculate the sample size for the...

Persistent link: https://www.econbiz.de/10010871488

Improved likelihood inference in generalized linear models

Vargas, Tiago M.; Ferrari, Silvia L.P.; Lemonte, Artur J. - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 110-124

We address the issue of performing testing inference in generalized linear models when the sample size is small. This …

Persistent link: https://www.econbiz.de/10011056521