Showing 1 - 6 of 6
This paper considers the effect of aggregation on the variance of parameter estimates for a linear regression model with random coefficients and an additive error term. Aggregate and microvariances are compared and measures of relative efficiency are introduced. Necessary conditions for...
Persistent link: https://www.econbiz.de/10013244404
NL2SOL is a modular program for solving the nonlinear least-squares problem that incorporates a number of novel features. It maintains a secant approximation S to the second-order part of the least-squares Hessian and adaptively decides when to use this approximation. We have found it very...
Persistent link: https://www.econbiz.de/10013219332
What are the statistical and computational problems associated with robust nonlinear regression? This paper presents a number of possible approaches to these problems and develops a particular algorithm based on the work of Powell and Dennis
Persistent link: https://www.econbiz.de/10013239379
The role of data analysis in communication, persuasion, and decision-making is discussed. Some problems with current data-analysis practice are presented, including communication, complex models, large data bases, one-pass processing, rigid assumptions, resistance, validity, prior information,...
Persistent link: https://www.econbiz.de/10013243465
In recent years, graphics have become an essential part of modern data analysis. This paper describes a system called CLOUDS which is designed to make available on inexpensive storage tube terminals a wide range of graphic tools related to data analysis, economics, and management science. The...
Persistent link: https://www.econbiz.de/10013247218
This paper describes the results of a Monte Carlo study of certain aspects of robust regression confidence region estimation for linear models with one, five, and seven parameters. One-step sine estimators (c = l.42) were used with design matrices consisting of short-tailed, Gaussian, and...
Persistent link: https://www.econbiz.de/10013232037