Search Results - subject:"random covariates"

Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates

Chen, Qian; Giles, David E. - Department of Economics, University of Victoria - 2009

We examine the finite sample properties of the maximum likelihood estimator for the binary logit model with random … covariates. Analytic expressions for the first-order bias and second-order mean squared error function for the maximum likelihood …

Persistent link: https://www.econbiz.de/10005078718

Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates

Chen, Qian; Giles, David E. - Department of Economics, University of Victoria - 2009

We examine the small-sample behaviour of the maximum likelihood estimator for the Poisson regression model with random … covariates. Analytic expressions for the first-order bias and second-order mean squared error for this estimator are derived, and …

Persistent link: https://www.econbiz.de/10008581255

Model-based clustering via linear cluster-weighted models

Ingrassia, Salvatore; Minotti, Simona C.; Punzo, Antonio - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 159-182

A novel family of twelve mixture models with random covariates, nested in the linear t cluster-weighted model (CWM), is …

Persistent link: https://www.econbiz.de/10010719695

Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates

Chen, Qian; Giles, David - In: Statistical Papers 53 (2012) 2, pp. 409-426

Persistent link: https://www.econbiz.de/10010848048