Search Results - subject:"Linear Model"

Müller, Marlene; Härdle, Wolfgang - 2002

Credit scoring methods aim to assess the default risk of a potential borrower. This involves typically the calculation of a credit score and the estimation of the probability of default. One of the standard approaches is logistic discriminant analysis, also referred to as logit model. This model...

Persistent link: https://www.econbiz.de/10009627282

Identification and Inference in Nonlinear Difference-In-Differences Models

Athey, Susan - 2002

This paper develops an alternative approach to the widely used Difference-In-Difference (DID) method for evaluating the effects of policy changes. In contrast to the standard approach, we introduce a nonlinear model that permits changes over time in the effect of unobservables (e.g., there may...

Persistent link: https://www.econbiz.de/10012469574

Modified procedures for change point monitoring in linear models

Chen, Zhanshou; Tian, Zheng - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 1, pp. 62-75

Monitoring on-line data to detect change point as early as possible is an important issue. It is shown that the existing CUSUM test is inefficient to quickly give an alarm when change point does not occur at the early stage of monitoring. In this paper we propose a set of new monitoring...

Persistent link: https://www.econbiz.de/10010870181

Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—

Terui, Nobuhiko; Ban, Masataka; Maki, Toshihiko - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 91-107

Persistent link: https://www.econbiz.de/10008497333

A nonparametric method of multi-step ahead forecasting in diffusion processes

Yamamura, Mariko; Shoji, Isao - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 12, pp. 2408-2415

constructed from the local linear model with the Gaussian kernel. The paper provides simulation studies to evaluate its … performance of multi-step ahead forecasting by comparing with the global linear model, showing the better forecasting performance … of the nonparametric model than the global linear model. The paper also conducts empirical analysis for forecasting using …

Persistent link: https://www.econbiz.de/10010590418

FROM STANDARD MACROECONOMICS TO NON-LINEAR MACROECONOMICS

Albu, Lucian Liviu - In: Studies in Business and Economics 5 (2010) 1, pp. 5-33

Last period a number of studies try to many demonstrate how the non-linear models can be useful to investigate the behavioural of dynamic economic systems. Using some adequate non-linear models could be a good way to find more refined solutions to actually unsolved problems or ambiguities in...

Persistent link: https://www.econbiz.de/10008560012

On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies

Karagrigoriou, A.; Koukouvinos, C.; Mylona, K. - In: Journal of Applied Statistics 37 (2010) 1, pp. 13-24

Variable and model selection problems are fundamental to high-dimensional statistical modeling in diverse fields of sciences. Especially in health studies, many potential factors are usually introduced to determine an outcome variable. This paper deals with the problem of high-dimensional...

Persistent link: https://www.econbiz.de/10008582924

Moment consistency of estimators in partially linear models under NA samples

Zhou, Xingcai; Liu, Xinsheng; Hu, Shuhe - In: Metrika 72 (2010) 3, pp. 415-432

Persistent link: https://www.econbiz.de/10008673989

A generalization of the uniform association model for assessing rater agreement in ordinal scales

Bagheban, Alireza Akbarzadeh; Zayeri, Farid - In: Journal of Applied Statistics 37 (2010) 8, pp. 1265-1273

Recently, the data analysts pay more attention to the assessment of rater agreement, especially in areas of medical sciences. In this context, the statistical indices such as kappa and weighted kappa are the most common choices. These indices are simple to calculate and interpret, although, they...

Persistent link: https://www.econbiz.de/10008674911

On misspecification of the dispersion matrix in mixed linear models

Rong, Jian-Ying; Liu, Xu-Qing - In: Statistical Papers 51 (2010) 2, pp. 445-453

Persistent link: https://www.econbiz.de/10008456160