Search Results - subject:"Linear Models"

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

Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space

Francq, Christian; Horvath, Lajos; Zakoian, Jean-Michel - Volkswirtschaftliche Fakultät, … - 2008

We consider linearity testing in a general class of nonlinear time series model of order 1, involving a nonnegative nuisance parameter which (i) is not identified under the null hypothesis and (ii) gives the linear model when equal to zero. This paper studies the asymptotic distribution of the...

Persistent link: https://www.econbiz.de/10005078679

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 … for numerical maximization of the log likelihood for both type of models are given. Non linear models for count time … always recover (1) by (2). Model (1) (or its rephrasing (2)) is related to the theory of generalized linear models for time …

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

Social Mobility in Italy since the Beginning of the Twentieth Century

Schizzerotto, Antonio; Marzadro, Sonia - In: Rivista di Politica Economica 98 (2008) 5, pp. 5-40

The article deals with the main features of social mobility processes in contemporary Italy and their changes during the twentieth and early twenty-first centuries. Both absolute (intergenerational and career) mobility and patterns of associations between class of origin and destination in three...

Persistent link: https://www.econbiz.de/10008553201

Testing for Structural Breaks in Small Samples

Antoshin, Sergei; Berg, Andrew; Souto, Marcos - International Monetary Fund (IMF) - 2008

In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple structural breaks in time series works well in large samples, but they found substantial deviations in both the size and power of their tests in smaller samples. We propose modifying their...

Persistent link: https://www.econbiz.de/10005264217

D-optimal designs for multiresponse linear models with a qualitative factor

Yue, Rong-Xian; Liu, Xin; Chatterjee, Kashinath - In: Journal of Multivariate Analysis 124 (2014) C, pp. 57-69

Consider a linear regression model with both quantitative and qualitative factors and an k-dimensional response variable y whose components are equicorrelated for each observation. The D-optimal design problem is investigated when the levels of the qualitative factor interact with the...

Persistent link: https://www.econbiz.de/10010737772

Misspecified Mean Function Regression

Berk, Richard; Brown, Lawrence; Buja, Andreas; George, … - In: Sociological Methods & Research 43 (2014) 3, pp. 422-451

There are over three decades of largely unrebutted criticism of regression analysis as practiced in the social sciences. Yet, regression analysis broadly construed remains for many the method of choice for characterizing conditional relationships. One possible explanation is that the existing...

Persistent link: https://www.econbiz.de/10010892936

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