Search Results - subject:"random eﬀects models"

Stochastic specification and the international GDP series

BHARGAVA, ALOK - In: Econometrics Journal 4 (2001) 2, pp. 7-7

This paper investigates the stochastic properties of GDP series based on purchasing power comparisons for 125 countries from the Penn World Table (PWT) and a GDP series based on exchange rate conversions in 1987 constant dollars for 107 countries from the World Development Indicators (WDI) in...

Persistent link: https://www.econbiz.de/10005607124

On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data

Sashegyi, Andreas I.; Brown, K. Stephen; Farrell, Patrick J. - In: Statistics & Probability Letters 52 (2001) 2, pp. 135-144

cluster-specific, logistic-normal random effects models is discussed. We show that random effects models can accomplish the …

Persistent link: https://www.econbiz.de/10005223116

Hierarchical models with scale mixtures of normal distributions

Choy, S.; Smith, A. - In: TEST: An Official Journal of the Spanish Society of … 6 (1997) 1, pp. 205-221

Persistent link: https://www.econbiz.de/10005613363

Empirical Bayes analysis of the commercial loan evaluation process

Leonard, Kevin J. - In: Statistics & Probability Letters 18 (1993) 4, pp. 289-296

In this paper, logistic regression models containing random effects are explored as a means of simulating the decision process of commercial loan officers. Empirical Bayes estimates, determined with the EM Algorithm, are calculated for the random parameters. Analysis of data from a major...

Persistent link: https://www.econbiz.de/10005314033