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Poisson weighted Ishita distribution : model for analysis of over-dispersed medical count data

Para, Bilal Ahmad; Jan, Tariq Rashid - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 171-184

Carlo simulation procedure to examine the suitability of the ML estimators. In order to verify the applicability of the …

Persistent link: https://www.econbiz.de/10012291678

Chapter 1 Bayesian Forecasting

Geweke, John; Whiteman, Charles - 2006

Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general requires explicit formulation of a model, and conditioning on known quantities, in order to draw inferences about unknown ones. In Bayesian forecasting, one simply takes a subset of...

Persistent link: https://www.econbiz.de/10014023705

Various versatile variances : an object-oriented implementation of clustered covariances in R

Berger, Susanne; Graham, Nathaniel; Zeileis, Achim - 2017

methods' performance in a simulation study. …

Persistent link: https://www.econbiz.de/10011697332

Reproducible econometric simulations

Kleiber, Christian; Zeileis, Achim - 2010

Reproducibility of economic research has attracted considerable attention in recent years. So far, the discussion has focused on reproducibility of empirical analyses. This paper addresses a further aspect of reproducibility, the reproducibility of computational experiments. We examine the...

Persistent link: https://www.econbiz.de/10008758866

Estimation with the Nested Logit Model : Specifications and Software Particularities

Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz - Sonderforschungsbereich Ökonomisches Risiko <Berlin>

the performance of simulation studies with the nested logit model. In simulation studies with the nested logit model using … NNNL software (e. g. PROC MDC in SAS(c) ), it must be pointed out that the simulation of the utility function's error terms …

Persistent link: https://www.econbiz.de/10005854714

Calculating confidence intervals for continuous and discontinuous functions of parameters

Woutersen, Tiemen; Ham, John C. - 2013

Applied researchers often need to estimate confidence intervals for functions of parameters, such as the effects of counterfactual policy changes. If the function is continuously differentiable and has non-zero and bounded derivatives, then they can use the delta method. However, if the function...

Persistent link: https://www.econbiz.de/10009747952

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

Persistent link: https://www.econbiz.de/10011301159

Applications of fractional response model to the study of bounded dependent variables in accounting research

Gallani, Susanna; Krishnan, Ranjani; Wooldridge, Jeffrey M. - 2015

Survey research studies make extensive use of rating scales to measure constructs of interest. The bounded nature of such scales presents econometric estimation challenges. Linear estimation methods (e.g. OLS) often produce predicted values that lie outside the rating scales, and fail to account...

Persistent link: https://www.econbiz.de/10011536090

Treatments of non-metric variables in partial least squares and principal component analysis

Yoon, Jisu; Krivobokova, Tatyana - 2015

Analysis (PCA) algorithms. The performance of different treatments is compared in the extensive simulation study under several …

Persistent link: https://www.econbiz.de/10010498613

A hybrid simulation model of bank branch considered as system of queuing: the role of human factor

Rumyantsev, Mikhail I. - Volkswirtschaftliche Fakultät, … - 2011

This paper continues consideration of computer simulation of a bank branch by means of GPSS World and structural … report on the development of a simulation model to examine the influence of skills, motivation and an emotional condition of …

Persistent link: https://www.econbiz.de/10011257917