Search Results - subject:"Least-squares estimators"

On the Ambiguous Consequences of Omitting Variables

De Luca, Giuseppe; Magnus, Jan; Peracchi, Franco - 2015

-generation process, the least-squares estimators have smaller bias (in fact zero bias) but larger variances in the long regression than …

Persistent link: https://www.econbiz.de/10011288416

On the ambiguous consequences of omitting variables

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2015

-generation process, the least-squares estimators have smaller bias (in fact zero bias) but larger variances in the long regression than …

Persistent link: https://www.econbiz.de/10010532602

On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model

Song, Guang Jing; Wang, Qing Wen - In: Statistical Papers 55 (2014) 2, pp. 375-392

expressions of the weighted least-squares estimators (WLSEs), the ordinary least-squares estimators (OLSEs) and the best linear …

Persistent link: https://www.econbiz.de/10010794869

Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study

Liu, Shuangzhe; Ma, Tiefeng; Polasek, Wolfgang - Rimini Centre for Economic Analysis (RCEA) - 2013

System of panel models are popular models in applied sciences and the question of spatial errors has created the recent demand for spatial system estimation of panel models. Therefore we propose new diagnostic methods to explore if the spatial component will change significantly the outcome of...

Persistent link: https://www.econbiz.de/10010742267

Spatial system estimators for panel models: A sensitivity and simulation study

Liu, Shuangzhe; Ma, Tiefeng; Polasek, Wolfgang - 2012

Persistent link: https://www.econbiz.de/10010290995

Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study

Liu, Shuangzhe; Ma, Tiefeng; Polasek, Wolfgang - Department of Economics and Finance Research and … - 2012

Persistent link: https://www.econbiz.de/10010904372

Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study

Liu, Shuangzhe; Ma, Tiefeng; Polasek, Wolfgang - Rimini Centre for Economic Analysis (RCEA) - 2012

Persistent link: https://www.econbiz.de/10010601752

Sensitivity Analysis of SAR Estimators: A Simulation Study

Liu, Shuangzhe; Polasek, Wolfgang; Sellner, Richard - Rimini Centre for Economic Analysis (RCEA) - 2010

of the covariance structure of the least squares estimators and we make efficiency comparisons using Kantorovich …

Persistent link: https://www.econbiz.de/10008483766

Confirmatory factor analysis with ordinal data : effects of model misspecification and indicator nonnormality on two weighted least squares estimators

Beretvas, Susan Natasha (contributor) - 2009

Full weighted least squares (full WLS) and robust weighted least squares (robustWLS) are currently the two primary estimation methods designed for structural equationmodeling with ordinal observed variables. These methods assume that continuous latentvariables were coarsely categorized by the...

Persistent link: https://www.econbiz.de/10009429284

Spatial system estimators for panel models: A sensitivity and simulation study

Liu, Shuangzhe; Ma, Tiefeng; Polasek, Wolfgang - In: Mathematics and Computers in Simulation (MATCOM) 101 (2014) C, pp. 78-102

a first-order Taylor approximation based on the non-spatial ordinary or generalized least-squares estimators can be used … to approximate the least-squares estimators in spatial SUR models. In a simulation study we examine the approximation … regression (SUR) systems. We apply a local sensitivity approach to study the behavior of spatial ordinary or generalized least-squares …

Persistent link: https://www.econbiz.de/10010776886