Narrow search
Showing 1 - 10 of 4,508
Cover Image
Nonparametric kernel and regression spline estimation in the presence of measurement error
Maca, J. D.; Carroll, Raymond J.; Ruppert, David - Sonderforschungsbereich 373, Quantifikation und … - 1997
kernel regression context, we derive the limit distribution of the SIMEX estimate. With the regression spline technique, two … different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and …
Persistent link: https://www.econbiz.de/10010956490
Cover Image
Statistical Methods for Nonlinear Dynamic Models with Measurement Error Using the Ricker Model
Resendes, David Joseph - 2011
variances are utilized. To these ends, SIMEX and modified estimating equations (MEE) rather than likelihood methods are … depends on the true value of the parameter. Furthermore, the performances of SIMEX and MEE are associated with the true value … those from SIMEX. It was also found that the MEE estimators contain singularities which attribute to its low precision and …
Persistent link: https://www.econbiz.de/10009468234
Cover Image
Robustness in Latent Variable Models
Huang, Xianzheng - 2006
under these specific contexts. Then we borrow the idea of simulation-extrapolation (SIMEX), or remeasurement method …
Persistent link: https://www.econbiz.de/10009431306
Cover Image
Nonparametric kernel and regression spline estimation in the presence of measurement error
Maca, J. D.; Carroll, Raymond J.; Ruppert, David - 1997
kernel regression context, we derive the limit distribution of the SIMEX estimate. With the regression spline technique, two … different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and …
Persistent link: https://www.econbiz.de/10010310815
Cover Image
Reducing Measurement Error in Student Achievement Estimation
Battauz, Michela; Bellio, Ruggero; Gori, Enrico - In: Psychometrika 73 (2008) 2, pp. 289-302
Persistent link: https://www.econbiz.de/10005603599
Cover Image
Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models
Lechner, Sandra; Pohlmeier, Winfried - In: Journal of Economics and Statistics (Jahrbuecher fuer … 225 (2005) 5, pp. 517-528
quality can be minimized using the local polynomial Simulation-Extrapolation (SIMEX) estimator. Evidence is provided by a …
Persistent link: https://www.econbiz.de/10005837629
Cover Image
Transformations of additivity in measurement error models
Eckert, R. Stephen; Carroll, Raymond J.; Wang, Naisyin - Sonderforschungsbereich 373, Quantifikation und … - 1996
In many problems one wants to model the relationship between a response Y and a covariate X. Sometimes it is difficult, expensive, or even impossible to observe X directly, but one can instead observe a substitute variable W which is easier to obtain. By far the most common model for the...
Persistent link: https://www.econbiz.de/10010956544
Cover Image
Transformations of additivity in measurement error models
Eckert, R. Stephen; Carroll, Raymond J.; Wang, Naisyin - 1996
In many problems one wants to model the relationship between a response Y and a covariate X. Sometimes it is difficult, expensive, or even impossible to observe X directly, but one can instead observe a substitute variable W which is easier to obtain. By far the most common model for the...
Persistent link: https://www.econbiz.de/10010310765
Cover Image
Information transmission across Eurodollar futures markets
Lim, Kian-Guan - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 235-245
Persistent link: https://www.econbiz.de/10001240155
Cover Image
Hedging spot fuel oil in Singapore : will the new SIMEX contract succeed?
Bailey, Warren - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 97-107
Persistent link: https://www.econbiz.de/10001111234