Showing 1 - 3 of 3
In this article, we consider a proportional odds model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable for analysis of right-censored data. A local maximum likelihood approach is presented to estimate nonlinear interactions (the...
Persistent link: https://www.econbiz.de/10010572306
This paper deals with the improved forecasts for the values of the study variable in linear regression models utilizing the minimum risk approach. It considers the simultaneous forecasting of actual and average values of the study variable and reports the performance properties of the classical...
Persistent link: https://www.econbiz.de/10010594240
This paper considers the estimation of the parameters of measurement error models where the estimated covariance matrix of the regression parameters is ill conditioned. We consider the Hoerl and Kennard type (1970) ridge regression (RR) modifications of the five quasi-empirical Bayes estimators...
Persistent link: https://www.econbiz.de/10010718988