Search Results - subject:"conditional specification"

Multiple imputation of ordinal missing not at random data

Hammon, Angelina - In: AStA Advances in Statistical Analysis 107 (2022) 4, pp. 671-692

We introduce a selection model-based imputation approach to be used within the Fully Conditional Specification (FCS …

Persistent link: https://www.econbiz.de/10015173563

Multiple imputation of binary multilevel missing not at random data

Hammon, Angelina; Zinn, Sabine - In: Journal of the Royal Statistical Society: Series C … 69 (2020) 3, pp. 547-564

Summary We introduce a selection model-based multilevel imputation approach to be used within the fully conditional … specification framework for multiple imputation. Concretely, we apply a censored bivariate probit model to describe binary variables …

Persistent link: https://www.econbiz.de/10012245081

Multiple imputation of missing values in the wave 2007 of the IAB Establishment Panel

Drechsler, Jörg - 2010

The basic concept of multiple imputation is straightforward and easy to understand, but the application to real data imposes many implementation problems. To define useful imputation models for a dataset that consists of categorical and of continuous variables with distributions that are...

Persistent link: https://www.econbiz.de/10010271200

Consumption Demand Conditional on Government Expenditure: Estimations by a Panel of EU Countries (1980-2000)

Andrea, Bollino Carlo; Luca, Pieroni - In: Rivista italiana degli economisti (2005) 3, pp. 417-422

We provide theoretical and empirical evidence that private demand depends on government expenditure and therefore estimates based on standard separable private models are not completely consistent. The micro-based approach is specified in order to derive an exact test for non-separability...

Persistent link: https://www.econbiz.de/10010651594

Multiple imputation in practice—a case study using a complex German establishment survey

Drechsler, Jörg - In: AStA Advances in Statistical Analysis 95 (2011) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10008925210

Robust Bayesian bonus-malus premiums under the conditional specification model

Déniz, Emilio; Sarabia, José; Polo, F. Vázquez - In: Statistical Papers 50 (2009) 3, pp. 465-480

Persistent link: https://www.econbiz.de/10004966056

Consumption Demand Conditional on Government Expenditure: Estimations by a Panel of EU Countries (1980-2000)

Bollino, Carlo Andrea; Pieroni, Luca - In: Rivista Italiana degli Economisti 10 (2005) 3, pp. 417-422

Persistent link: https://www.econbiz.de/10008629680

Conditional Iterative Proportional Fitting for Gaussian Distributions

Cramer, Erhard - In: Journal of Multivariate Analysis 65 (1998) 2, pp. 261-276

A Gaussian version of the iterative proportional fitting procedure (IFP-P) was applied by Speed and Kiiveri to solve the likelihood equations in graphical Gaussian models. The calculation of the maximum likelihood estimates can be seen as the problem to find a Gaussian distribution with...

Persistent link: https://www.econbiz.de/10005221696

Distributions most nearly compatible with given families of conditional distributions

Arnold, Barry; Gokhale, D. - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 2, pp. 377-390

Persistent link: https://www.econbiz.de/10005184321

Specification of distributions by combinations of marginal and conditional distributions

Arnold, Barry C.; Castillo, Enrique; Sarabia, José María - In: Statistics & Probability Letters 26 (1996) 2, pp. 153-157

A k-dimensional density function is determined by certain combinations of marginal and conditional densities. The present paper identifies all possible such specifications. Gelman and Speed (1993) have treated the finite discrete case of this problem. The present paper extends their work to a...

Persistent link: https://www.econbiz.de/10005254862