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Persistent link: https://www.econbiz.de/10008491565
The traditional searching method for model-order selection in linear regression is a nested full-parameters-set searching procedure over the desired orders, which we call full-model order selection. On the other hand, a method for model-selection searches for the best sub-model within each...
Persistent link: https://www.econbiz.de/10009438286
We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate...
Persistent link: https://www.econbiz.de/10009438376
We assess the bivariate relation between money growth and inflation in the euro area and the United States using hybrid time-varying parameter Bayesian VAR models. Model selection based on marginal likelihoods suggests that the relation is statistically unstable across time in both regions. The...
Persistent link: https://www.econbiz.de/10014331161
Background: Economic research on hospital palliative care faces major challenges. Observational studies using routine data encounter difficulties because treatment timing is not under investigator control and unobserved patient complexity is endemic. An individual's predicted LOS at admission...
Persistent link: https://www.econbiz.de/10014489865
According to the Sharpe-Lintner capital asset pricing model, expected rates of return on individual stocks differ only because of their different levels of non-diversifiable risk (beta). However, Fama/French (1992) show that the two variables size and book-to-market ratio capture the...
Persistent link: https://www.econbiz.de/10010310827
Using a model selection approach, this thesis proposes a constructive data-and-theory-combined procedure to identify model structures in the framework of a linear simultaneous equations system based on observed data. A model structure is characterized by restrictions on the structural...
Persistent link: https://www.econbiz.de/10009452617
University of Minnesota Ph.D. dissertation. November 2010. Major: Statistics. Advisor: Dr. Yuhong Yang. 1 computer file (PDF); viii, 86 pages.
Persistent link: https://www.econbiz.de/10009462921
Zero-inflated data abound in ecological studies as well as in other scientific and quantitative fields. Nonparametric regression with zero-inflated response may be studied via the zero-inflated generalized additive model (ZIGAM). ZIGAM assumes that the conditional distribution of the response...
Persistent link: https://www.econbiz.de/10009466022
Model selection and nonnested hypothesis testing procedures are considered in three papers. The papers generalize the existing testing procedures and propose methods to improve approximations to the sampling distribution of the test statistics. The first paper proposes robust tests which...
Persistent link: https://www.econbiz.de/10009466257