Showing 1 - 10 of 39,458
Persistent link: https://www.econbiz.de/10012819429
Persistent link: https://www.econbiz.de/10011406959
The Forward Search Algorithm is a statistical algorithm for obtaining robust estimators of regression coefficients in the presence of outliers. The algorithm selects a succession of subsets of observations from which the parameters are estimated. The present note shows how the theory of...
Persistent link: https://www.econbiz.de/10008631590
Persistent link: https://www.econbiz.de/10014433471
Persistent link: https://www.econbiz.de/10013364859
Persistent link: https://www.econbiz.de/10014329355
Persistent link: https://www.econbiz.de/10015047584
Persistent link: https://www.econbiz.de/10011781225
Persistent link: https://www.econbiz.de/10014534139
Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...
Persistent link: https://www.econbiz.de/10014480485