Showing 1 - 10 of 15,554
estimating STAR models based on Markov chain Monte Carlo (MCMC) simulation techniques, a mixed model representation of STAR … models, or stepwise regression techniques combining penalized least squares estimation with model selection. BayesX not only …, or continuous time multi-state models. This paper presents a new fully interactive R interface to BayesX: the R package R …
Persistent link: https://www.econbiz.de/10010550309
that build the model in a forward stepwise search. Although this approach is known to be an efficient heuristic, the … classification and regression trees in R. Computationally intensive tasks are fully computed in C++ while the partykit (Hothorn and … Zeileis 2011) package is leveraged for representing the resulting trees in R, providing unified infrastructure for summaries …
Persistent link: https://www.econbiz.de/10010294812
The R package partykit provides a flexible toolkit for learning, representing, summarizing, and visualizing a wide …
Persistent link: https://www.econbiz.de/10010397154
The R package partykit provides a flexible toolkit for learning, representing, summarizing, and visualizing a wide …
Persistent link: https://www.econbiz.de/10010337729
such as simulation-based Bayesian inference. -- STAR models ; MCMC ; REML ; stepwise ; R … estimating STAR models based on Markov chain Monte Carlo (MCMC) simulation techniques, a mixed model representation of STAR … models, or stepwise regression techniques combining penalized least squares estimation with model selection. BayesX not only …
Persistent link: https://www.econbiz.de/10009742080
Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...
Persistent link: https://www.econbiz.de/10012904559
the deceased rate at -0.12 with an R2 (coefficient of determination) of 1.3% compared to correlation coefficients of –0 ….06 and +0.02 and R2 of 0.28% and 0.03% respectively for the 14-day and 5-day cumulative positivity rates.The 21-day rate is …
Persistent link: https://www.econbiz.de/10013220621
We extend our 2003 paper on instrumental variables (IV) and GMM estimation and testing and describe enhanced routines that address HAC standard errors, weak instruments, LIML and k-class estimation, tests for endogeneity and RESET and autocorrelation tests for IV estimates.
Persistent link: https://www.econbiz.de/10005292582
We discuss instrumental variables (IV) estimation in the broader context of the generalized method of moments (GMM), and describe an extended IV estimation routine that provides GMM estimates as well as additional diagnostic tests. Stand-alone test procedures for heteroskedasticity,...
Persistent link: https://www.econbiz.de/10005074035
We extend our 2003 paper on instrumental variables (IV) and GMM estimation and testing and describe enhanced routines that address HAC standard errors, weak instruments, LIML and k-class estimation, tests for endogeneity and RESET and autocorrelation tests for IV estimates.
Persistent link: https://www.econbiz.de/10005027835