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Advanced outlier detection methods for enhancing beta regression robustness

Oktsa Dwika Rahmashari; Wuttichai Srisodaphol - 2025

Beta regression is a valuable statistical technique for modeling response variables within the standard unit interval (0, 1), where values represent rates, proportions, or probabilities. However, outliers in beta regression can severely impact parameter estimates and model performance, leading...

Persistent link: https://www.econbiz.de/10015420208

L1-regularization of high-dimensional time-series models with flexible innovations

Medeiros, Marcelo C.; Mendes, Eduardo F. - 2015

We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. We assume that both the number of covariates in the model and the number of candidate variables can increase with the sample size (polynomially or geometrically). In other...

Persistent link: https://www.econbiz.de/10010505038

A better measure of relative prediction accuracy for model selection and model estimation

Tofallis, Christopher - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1352-1362

Persistent link: https://www.econbiz.de/10011417204

Forecasting urea prices

Kim, Seon-Woong; Brorsen, Wade - In: Applied economics 49 (2017) 49, pp. 4970-4981

Persistent link: https://www.econbiz.de/10011844843

Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R

Kivedal, Bjørnar Karlsen - 2024

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students … for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in … Østfold University College, Norway. He has over 15 years' experience of teaching statistics, mathematics and econometrics. He …

Persistent link: https://www.econbiz.de/10014519030