Search Results - subject:"PRINCIPAL COMPONENTS"

Functional Regression: A New Model for Predicting Market Penetration of New Products

Sood, Ashish; James, Gareth M.; Tellis, Gerard J. - In: Marketing Science 28 (2009) 1, pp. 36-51

The Bass model has been a standard for analyzing and predicting the market penetration of new products. We demonstrate the insights to be gained and predictive performance of functional data analysis (FDA), a new class of nonparametric techniques that has shown impressive results within the...

Persistent link: https://www.econbiz.de/10008789767

Variables selection in observational and experimental studies

Kunert, Joachim; Weihs, Claus - 2000

This paper discusses whether differences in the data structure of observational and experimental studies should lead to different strategies for variable selection. On the one hand, it is argued that outliers in the predictor variables have to be treated differently in the two kinds of studies....

Persistent link: https://www.econbiz.de/10010316438

Variables selection in observational and experimental studies

Kunert, Joachim; Weihs, Claus - Institut für Wirtschafts- und Sozialstatistik, … - 2000

Persistent link: https://www.econbiz.de/10010955421

Determining the Number of Factors in Approximate Factor Models

Bai, Jushan; Ng, Serena - Department of Economics, Boston College - 2000

In this paper we develop some econometric theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose some panel C(p) criteria and show that the number of...

Persistent link: https://www.econbiz.de/10005074191

Institutions Matter in Transition, But so do Policies

International Monetary Fund (IMF); International … - 2000

This paper analyzes the importance of developing market-enhancing institutions for restoring economic growth in transition economies during 1991–98. The paper’s main finding is that the development of an institutional framework has indeed a significant positive impact on growth, but that...

Persistent link: https://www.econbiz.de/10005263992

Variables selection in observational and experimental studies

Kunert, Joachim; Weihs, Claus - 2000

Persistent link: https://www.econbiz.de/10009783554

The impact of perception and other factors on the adoption of agricultural technology in the Moret and Jiru Woreda (district) of Ethiopia

Negatu, W.; Parikh, A. - In: Agricultural Economics of Agricultural Economists 21 (1999) 2

strong collinearity among these various measures, a principal components analysis is attempted to draw the best possible …

Persistent link: https://www.econbiz.de/10011069256

Quality Effect of Early Discharge of Maternity Patients: Does Hospital Specialization Matter?

Amporfu, Eugenia - In: Forum for Health Economics & Policy 11 (2008) 2

The quest to reduce health care cost has led many industrialized nations to reduce hospital length of stay. This paper uses instrumental variable estimation to estimate the effect of early discharge on readmission rates of maternity patients in British Columbia, Canada and investigates how the...

Persistent link: https://www.econbiz.de/10014591974

Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

Groen, Jan J.J.; Kapetanios, George - School of Economics and Finance, Queen Mary - 2008

with a factor structure, principal components and partial least squares regressions provide asymptotically similar results …. Monte Carlo experiments confirm our theoretical result that principal components and partial least squares regressions are … in the data, partial least squares regression outperforms both principal components and Bayesian ridge regressions …

Persistent link: https://www.econbiz.de/10005106310

A Review of Forecasting Techniques for Large Data Sets

Eklund, Jana; Kapetanios, George - School of Economics and Finance, Queen Mary - 2008

This paper provides a review which focuses on forecasting using statistical/econometric methods designed for dealing with large data sets.

Persistent link: https://www.econbiz.de/10005106367