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Author : Edwin Kuh
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (359 download)
Download or read book A Monte Carlo Study of Aggregation Effects on Regression Parameter Estimates written by Edwin Kuh and published by . This book was released on 1977 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (932 download)
Download or read book Estimation of Regression Parameters for Finite Populations written by and published by . This book was released on 1983 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : G. C. Sumner
Publisher :
ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (224 download)
Download or read book A Monte Carlo Study of Linear Regression Assumptions written by G. C. Sumner and published by . This book was released on 1969 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report demonstrates the effects on linear regression estimates of variations in (1) the distribution of the dependent variable, (2) distribution of the independent variable, and (3) intercorrelation between independent variables. The basic approach is to premise a population model to reflect some underlying physical law or structural relationship, assign numerical values to parameters, and then introduce violations of the classical assumptions that might be typical in cost estimation problems. From the various cases thus constructed, samples are generated by computer in Monte Carlo fashion. This empirical study tests the sensitivity (in terms of bias and sampling variability) of regression coefficients and common statistical measures of reliability.
Author : Mike A. Hidiroglou
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (11 download)
Download or read book Estimation of Regression Parameters for Finite Populations written by Mike A. Hidiroglou and published by . This book was released on 1985 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William R. Hauk
Publisher :
ISBN 13 :
Total Pages : 51 pages
Book Rating : 4.:/5 (545 download)
Download or read book A Monte Carlo Study of Growth Regressions written by William R. Hauk and published by . This book was released on 2004 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using Monte Carlo simulations, this paper evaluates the bias properties of common estimators used in growth regressions derived from the Solow model. We explicitly allow for measurement error in the right-hand side variables, as well as country-specific effects that are correlated with the regressors. Our results suggest that using an OLS estimator applied to a single cross-section of variables averaged over time (the between estimator) performs best in terms of the extent of bias on each of the estimated coefficients. The fixed-effects estimator and the Arellano-Bond estimator greatly overstate the speed of convergence under a wide variety of assumptions concerning the type and extent of measurement error, while between understates it somewhat. Finally, fixed effects and Arellano-Bond bias towards zero the slope estimates on the human and physical capital accumulation variables
Author : Yukiko Maeda
Publisher :
ISBN 13 :
Total Pages : 422 pages
Book Rating : 4.:/5 (319 download)
Download or read book Monte Carlo Evidence Regarding the Effects of Violating Assumed Conditions of Two-level Hierarchical Models for Cross-sectional Data written by Yukiko Maeda and published by . This book was released on 2007 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Martin G. Evans
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (589 download)
Download or read book A Monte-Carlo Study of the Effects of Correlated Method Variance in Moderated Multiple Regression Analysis written by Martin G. Evans and published by . This book was released on 1981 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jimmy Byrd
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (69 download)
Download or read book A Monte Carlo Investigation of Three Different Estimation Methods in Multilevel Structural Equation Modeling Under Conditions of Data Nonnormality and Varied Sample Sizes written by Jimmy Byrd and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of the study was to examine multilevel regression models in the context of multilevel structural equation modeling (SEM) in terms of accuracy of parameter estimates, standard errors, and fit indices in normal and nonnormal data under various sample sizes and differing estimators (maximum likelihood, generalized least squares, and weighted least squares). The finding revealed that the regression coefficients were estimated with little to no bias among the study design conditions investigated. However, the number of clusters (group level) appeared to have the greatest impact on bias among the parameter estimate standard errors at both level-1 and level-2. In small sample sizes (i.e., 300 and 500) the standard errors were negatively biased. When the number of clusters was 30 and cluster size was held at 10, the level-1 standard errors were biased downward by approximately 20% for the maximum likelihood and generalized least squares estimators, while the weighted least squares estimator produced level-1 standard errors that were negatively biased by 25%. Regarding the level-2 standard errors, the level-2 standard errors were biased downward by approximately 24% in nonnormal data, especially when the correlation among variables was fixed at .5 and kurtosis was held constant at 7. In this same setting (30 clusters with cluster size fixed at 10), when kurtosis was fixed at 4 and the correlation among variables was held at .7, both the maximum likelihood and generalized least squares estimators resulted in standard errors that were biased downward by approximately 11%. Regarding fit statistics, negative bias was noted among each of the fit indices investigated when the number of clusters ranged from 30 to 50 and cluster size was fixed at 10. The least amount of bias was associated with the maximum likelihood estimator in each of the data normality conditions examined. As sample size increased, bias decreased to near zero when the sample size was equal to or greater than 1,500 with similar results reported across estimation methods. Recommendations for the substantive researcher are presented and areas of future research are presented.
Author : William R. Hauk
Publisher :
ISBN 13 :
Total Pages : 59 pages
Book Rating : 4.:/5 (258 download)
Download or read book A Monte Carlo Study of Growth Regressions written by William R. Hauk and published by . This book was released on 2006 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ji-qian Fang
Publisher : World Scientific
ISBN 13 : 9811228884
Total Pages : 1159 pages
Book Rating : 4.8/5 (112 download)
Download or read book Statistical Methods For Biomedical Research written by Ji-qian Fang and published by World Scientific. This book was released on 2021-03-18 with total page 1159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of four parts with 32 chapters adapted for four short courses, from the basic to the advanced levels of medical statistics (biostatistics), ideal for biomedical students. Part 1 is a compulsory course of Basic Statistics with descriptive statistics, parameter estimation and hypothesis test, simple correlation and regression. Part 2 is a selective course on Study Design and Implementation with sampling survey, interventional study, observational study, diagnosis study, data sorting and article writing. Part 3 is a specially curated course of Multivariate Analyses with complex analyses of variance, variety of regressions and classical multivariate analyses. Part 4 is a seminar course on Introduction to Advanced Statistical Methods with meta-analysis, time series, item response theory, structure equation model, multi-level model, bio-informatics, genetic statistics and data mining.The main body of each chapter is followed by five practical sections: Report Writing, Case Discrimination, Computer Experiments, Frequently Asked Questions and Summary, and Practice & Think. Moreover, there are 2 attached Appendices, Appendix A includes Introductions to SPSS, Excel and R respectively, and Appendix B includes all the programs, data and printouts for Computer Experiments in addition to the Tests for Review and the reference answers for Case Discrimination as well as Practice & Think..This book can be used as a textbook for biomedical students at both under- and postgraduate levels. It can also serve as an important guide for researchers, professionals and officers in the biomedical field.
Author : Romain T. Wacziarg
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (129 download)
Download or read book A Monte Carlo Study of Regressions written by Romain T. Wacziarg and published by . This book was released on 2006 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using Monte Carlo simulations, this paper evaluates the bias properties of common estimators used in growth regressions derived from the Solow model. We explicitly allow for measurement error in the right-hand side variables, as well as country-specific effects that are correlated with the regressors. Our results suggest that using an OLS estimator applied to a single cross-section of variables averaged over time (the between estimator) performs best in terms of the extent of bias on each of the estimated coeffcients. The fixed-effects estimator and the Arellano-Bond estimator greatly overstate the speed of convergence under a wide variety of assumptions concerning the type and extent of measurement error, while between understates it somewhat. Finally, fixed effects and Arellano-Bond bias towards zero the slope estimates on the human and physical capital accumulation variables.
Author : Meltem Alemdar
Publisher :
ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.:/5 (649 download)
Download or read book A Monte Carlo Study written by Meltem Alemdar and published by . This book was released on 2008 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike multilevel data with a purely nested structure, data that are cross-classified not only may be clustered into hierarchically ordered units but also may belong to more than one unit at a given level of a hierarchy. In a cross-classified design, students at a given school might be from several different neighborhoods and one neighborhood might have students who attend a number of different schools. In this type of scenario, schools and neighborhoods are considered to be cross-classified factors, and cross-classified random effects modeling (CCREM) should be used to analyze these data appropriately. A common problem in any type of multilevel analysis is the presence of missing data at any given level. There has been little research conducted in the multilevel literature about the impact of missing data, and none in the area of cross-classified models. The purpose of this study was to examine the effect of data that are missing completely at random (MCAR), missing at random (MAR), and missing not at random (MNAR), on CCREM estimates while exploring multiple imputation to handle the missing data. In addition, this study examined the impact of including an auxiliary variable that is correlated with the variable with missingness (the level-1 predictor) in the imputation model for multiple imputation. This study expanded on the CCREM Monte Carlo simulation work of Meyers (2004) by the inclusion of studying the effect of missing data and method for handling these missing data with CCREM. The results demonstrated that in general, multiple imputation met Hoogland and Boomsma's (1998) relative bias estimation criteria (less than 5% in magnitude) for parameter estimates under different types of missing data patterns. For the standard error estimates, substantial relative bias (defined by Hoogland and Boomsma as greater than 10%) was found in some conditions. When multiple imputation was used to handle the missing data then substantial bias was found in the standard errors in most cells where data were MNAR. This bias increased as a function of the percentage of missing data.
Author : Clifford G. Hildreth
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (77 download)
Download or read book A Monte Carlo Study of the Regression Model with Autocorrelated Disturbances written by Clifford G. Hildreth and published by . This book was released on 1969 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper gives a description of the relative performance of estimators based on the results of a Monte Carlo experiment, under the assumption that disturbances are generated by a first-order autoregressive process. To generate artifical data for the experiment, eight structures were specified. For each structure, 300 samples were drawn and estimates of unknown parameters were calculated for each sample by five different methods, namely, maximum likelihood, Theil-Nager, approximate Bayes, Durbin, and least squares estimators. The task was first to examine the performance of the various estimators and second, to check the behavior of several commonly used tests of independence regression analysis. Characteristics of the various structures were chosen to represent a variety of circumstances that might be reasonably encountered in practical work.
Author : Christopher S. Chasteen
Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.:/5 (173 download)
Download or read book The Effect of Sample Size and Number of Indicators on Structural Parameter Estimation written by Christopher S. Chasteen and published by . This book was released on 2001 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roberto Pinilla
Publisher :
ISBN 13 :
Total Pages : 114 pages
Book Rating : 4.:/5 (236 download)
Download or read book A Monte Carlo Study of the Regression Estimator in Finite Populations written by Roberto Pinilla and published by . This book was released on 1976 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 (121 download)
Download or read book Statistical Issues in Allocating Federal Funds and Estimation of Local Government Finances written by and published by . This book was released on 1977 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sandra Nolte
Publisher : LIT Verlag Münster
ISBN 13 : 3643900465
Total Pages : 162 pages
Book Rating : 4.6/5 (439 download)
Download or read book Measurement Error in Nonlinear Models written by Sandra Nolte and published by LIT Verlag Münster. This book was released on 2010 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyzes how the choice of a particular disclosure limitation method, namely additive and multiplicative measurement error, affects the quality of the data and limits its usefulness for empirical research. Generally, a disclosure limitation method can be regarded as a data filter that transforms the true data generating process. This book focuses explicitly on the consequences of additive and multiplicative measurement error for the properties of nonlinear econometric estimators. It investigates the extent to which appropriate econometric techniques can yield consistent and unbiased estimates of the true data generating process in the case of disclosure limitation. Sandra Nolte received her PhD in Economics at the University of Konstanz, Germany in 2008 and is a postdoctoral researcher at the Financial Econometric Research Centre at the Warwick Business School, UK since 2009. Her research areas include microeconometrics and financial econometrics.
