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  • Search: subject:"regression to the mean"
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Year of publication
Subject
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regression to the mean 17 bias correction 8 Regression analysis 7 Regressionsanalyse 7 nonparametric inference 7 estimation noise 6 shrinkage 6 Bias 5 Estimation 5 Estimation theory 5 Induktive Statistik 5 Schätztheorie 5 Schätzung 5 Statistical inference 5 Systematischer Fehler 5 measurement error 5 panel data 5 Panel 3 Panel study 3 Regression to the mean 3 Statistical error 3 Statistischer Fehler 3 Theorie 3 Mean Reversion 2 Mean reversion 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Peter principle 2 Regression-to-the-mean 2 Theory 2 stochastic 2 stock price overreaction 2 ANCOVA 1 Adverse Selection 1 Before–after study 1 Ben-Porath Model 1 Beta 1 Beta adjustments 1 Beta risk 1 Betafaktor 1
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Online availability
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Free 13 Undetermined 5
Type of publication
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Book / Working Paper 14 Article 9
Type of publication (narrower categories)
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Working Paper 8 Arbeitspapier 4 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 4 Non-commercial literature 4 Article 1 Aufsatz im Buch 1 Book section 1
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Language
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English 17 Undetermined 6
Author
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Jochmans, Koen 8 Weidner, Martin 8 Smith, Gary 3 Lazear, Edward P. 2 Bar-Isaac, Heski 1 Beck, Nikolaus 1 Cao, Honggao 1 Cobham, David P. 1 Dall'Olmo Riley, Francesca 1 Dawes, John 1 Echterling, Fabian 1 Eierle, Brigitte 1 García-Gallego, Aurora 1 Georgantzís, Nikolaos 1 Heinrich, Tobias 1 Jerrim, John 1 Jewitt, Ian 1 Kuo, Pei-Fen 1 Leaver, Clare 1 Lord, Dominique 1 Meyer, Mark 1 Navarro-Martínez, Daniel 1 Sabater-Grande, Gerardo 1 Song, Mengdi 1 Stocchi, Lara 1 Vignoles, Anna 1
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Institution
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Department of Economics, Oxford University 1 Department of Quantitative Social Science, Institute of Education 1 EconWPA 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institute for the Study of Labor (IZA) 1
Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 3 cemmap working paper 3 IZA Discussion Papers 2 Cambridge working papers in economics 1 Cogent Economics & Finance 1 Cogent economics & finance 1 DEGIT Conference Papers 1 DoQSS Working Papers 1 Economic modelling 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Empirical Economics 1 International journal of market research 1 Journal of business economics : JBE 1 Labor and Demography 1 Theory and Decision 1 Toward a just society : Joseph Stiglitz and twenty-first century economics 1 Transportation Research Part A: Policy and Practice 1 Working papers / TSE : WP 1
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Source
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ECONIS (ZBW) 10 RePEc 8 EconStor 5
Showing 11 - 20 of 23
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Overreaction of Dow stocks
Smith, Gary - In: Cogent economics & finance 4 (2016) 1, pp. 1-10
Several studies have found mean reversion in monthly stock returns over long horizons. However, these studies can be challenged for several reasons, including the neglect or possible misspecification of risk premia. The current paper analyzes daily Dow returns over short horizons, which obviates...
Persistent link: https://www.econbiz.de/10011597746
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Over-time variation in individual’s customer satisfaction scores
Dawes, John; Stocchi, Lara; Dall'Olmo Riley, Francesca - In: International journal of market research 62 (2020) 3, pp. 262-271
Persistent link: https://www.econbiz.de/10012231171
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Companies are seldom as good or as bad as they seem at the time
Smith, Gary - In: Toward a just society : Joseph Stiglitz and …, (pp. 95-110). 2018
Persistent link: https://www.econbiz.de/10011906050
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The use (and misuse) of statistics in understanding social mobility: regression to the mean and the cognitive development of high ability children from disadvantaged homes
Jerrim, John; Vignoles, Anna - Department of Quantitative Social Science, Institute of … - 2011
investigate whether this latter finding is due to a spurious statistical artefact known as regression to the mean (RTM). Our …
Persistent link: https://www.econbiz.de/10008854742
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Mean reversion adjusted betas used in business valuation practice : a research note
Echterling, Fabian; Eierle, Brigitte - In: Journal of business economics : JBE 85 (2015) 7, pp. 759-792
Persistent link: https://www.econbiz.de/10011317651
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Information and Human Capital Management
Jewitt, Ian; Leaver, Clare; Bar-Isaac, Heski - Department of Economics, Oxford University - 2007
recruiters. Choosing different statistics affects the extent of regression to the mean which, we show, in turn affects the …
Persistent link: https://www.econbiz.de/10005047782
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Accounting for site-selection bias in before–after studies for continuous distributions: Characteristics and application using speed data
Kuo, Pei-Fen; Lord, Dominique - In: Transportation Research Part A: Policy and Practice 49 (2013) C, pp. 256-269
could significantly alter the study outcome. They include the regression-to-the-mean (RTM) and site-selection effects. The …
Persistent link: https://www.econbiz.de/10011043492
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Modeling team performance
Beck, Nikolaus; Meyer, Mark - In: Empirical Economics 43 (2012) 1, pp. 335-356
Persistent link: https://www.econbiz.de/10010557882
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The Peter Principle: A Theory of Decline
Lazear, Edward P. - 2003
purely as a statistical matter. Being promoted is evidence that a standard has been met. Regression to the mean implies that …
Persistent link: https://www.econbiz.de/10010262717
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The stochastic component in choice and regression to the mean
García-Gallego, Aurora; Georgantzís, Nikolaos; … - In: Theory and Decision 71 (2011) 2, pp. 251-267
Persistent link: https://www.econbiz.de/10009327403
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