Search Results - subject:"Linear Models"

Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood

Bunke, Olaf; Johannes, Jan - 2003

) and Kiefer and Wolfowitz (1956). Selfinformative limits are given for semiparametric linear models. For a location model …. Selfinformative limits in the case of estimation of hazard functions based in censored observations and in the case of normal linear … models with possibly nonidentifiable parameters are shown to be identical to the generalized MLE's in the sense of Gill (1989 …

Persistent link: https://www.econbiz.de/10010296441

Understanding how pilots make weather-related decisions

Hunter, David R.; United States. Federal Aviation Commission - Universitetet i Troms?; University of Western Sydney; … - 2003

The decision-making strategies of pilots were examined using a linear modeling technique. Three hundred twenty-six American, 104 Norwegian, and 51 Australian pilots completed a scenario-based judgment task in which they assigned a comfort rating to each of 27 weather scenarios for each of three...

Persistent link: https://www.econbiz.de/10009481998

Bridging the gap between different statistical approaches: An integrated framework for modelling

Kuhnert, PM; Mengersen, K; Tesar, P - 2003

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good...

Persistent link: https://www.econbiz.de/10009448036

Inflation targets and the liquidity trap

Klaeffling, Matt; López Pérez, Víctor - 2003

Persistent link: https://www.econbiz.de/10011604318

Inflation targets and the liquidity trap

Klaeffling, Matt; López Pérez, Víctor - European Central Bank - 2003

JEL Classification: E31, E52, E58, E61

Persistent link: https://www.econbiz.de/10005530703

Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood

Bunke, Olaf; Johannes, Jan - Sonderforschungsbereich 373, Quantifikation und … - 2003

Persistent link: https://www.econbiz.de/10010956523

Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models

Lewbel, Arthur - Department of Economics, Boston College - 2003

many models of endogeneity or mismeasurement. Identification is also obtained for semiparametric partly linear models, and …

Persistent link: https://www.econbiz.de/10005074046

The regression-calibration method for fitting generalized linear models with additive measurement error

Hardin, James W.; Schmeidiche, Henrik; Carroll, Raymond J. - In: Stata Journal 3 (2003) 4, pp. 361-372

fitting models with additive measurement error. We present this discussion in terms of generalized linear models (GLMs …

Persistent link: https://www.econbiz.de/10005583286

Variance estimation for the instrumental variables approach to measurement error in generalized linear models

Hardin, James W.; Carroll, Raymond J. - In: Stata Journal 3 (2003) 4, pp. 342-350

This paper derives and gives explicit formulas for a derived sandwich variance estimate. This variance estimate is appropriate for generalized linear additive measurement error models fitted using instrumental variables. We also generalize the known results for linear regression. As such, this...

Persistent link: https://www.econbiz.de/10005583304

The regression-calibration method for fitting generalized linear models with additive measurement error

Hardin, James W.; Schmeidiche, Henrik; Carroll, Raymond J. - In: Stata Journal 3 (2003) 4, pp. 373-385

present this discussion in terms of generalized linear models (GLMs) following the notation defined in Hardin and Carroll …

Persistent link: https://www.econbiz.de/10005583348