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relative and absolute error variance across a variety of bootstrap procedures for each combination of conditions. It was found … suggested with respect to nested designs. This study provides support for the use of bootstrap procedures for estimating …
Persistent link: https://www.econbiz.de/10009466057
distribution of alpha by finite normal mixture model. We introduce the parametric bootstrap procedure to determine the number of …
Persistent link: https://www.econbiz.de/10009475300
(Rosenheck et al, 1997).In part III, we consider the combination of bootstrap and Bayes inferences. In the case of independent … identically distributed samples, the simple bootstrap yields confidence limits that are asymptotically correct to the first order … the bootstrap. A discrepancy statistic based on the difference of model and bootstrap estimates of variance is developed …
Persistent link: https://www.econbiz.de/10009476653
This study examines technical efficiency of Critical Access Hospitals (CAH) using a two-stage approach and bootstrap … second stage, efficiency scores are regressed on environmental variables using a truncated regression with bootstrap …. Alternatively, a double bootstrap procedure is used, where bias-corrected DEA efficiency scores, obtained by means of bootstrap in …
Persistent link: https://www.econbiz.de/10009446354
This paper examines the effects of farm characteristics and government policies in enhancing productivity growth for a sample of Greek farms, using a two-stage procedure. In the 1st-stage, non-parametric estimates of Malmquist index and its decompositions are computed, while a bootstrapping...
Persistent link: https://www.econbiz.de/10009446381
, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope … with heterogeneous error distributions and is proven to hold asymptotically. In simulation studies factor based bootstrap … inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features. Regarding current account …
Persistent link: https://www.econbiz.de/10009429004
Poisson regression in a log-linear model. The third one is a nonparametric approach based on bootstrap percentile confidence … computationally expensive and it has desirable Type I errors in most cases as well as good powers. The bootstrap-based method is the …
Persistent link: https://www.econbiz.de/10009431223
Incluye bibliografía ; This article estimates a general credit risk model with both macroeconomic and latent credit factors for Spanish banks during the period 2004-2010. The proposed framework allows to estimate with bank level data both the standard credit risk model of Basel II and...
Persistent link: https://www.econbiz.de/10012530413