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A Monte Carlo Study Of Linear Regression Assumptions
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Book Synopsis A Monte Carlo Study of Linear Regression Assumptions by : G. C. Sumner
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.
Book Synopsis Exploring the Effects of Distorting Classical Linear Regression Assumptions by : James A. Dei Rossi
Download or read book Exploring the Effects of Distorting Classical Linear Regression Assumptions written by James A. Dei Rossi and published by . This book was released on 1969 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: The cost analyst is often called upon to develop estimating relationships utilizing data on past experience. Even when the data base is adequate enough to permit regression analysis to be used, there is seldom enough data available to test whether or not the standard assumptions are met. The paper presents the results of a study in which the data problem was overcome by the use of Monte Carlo techniques. The results of several distortions of the standard case which appear likely to occur in practice were examined and compared to the standard case. The objective of the study was to demonstrate the effects of violating the standard assumptions in a very concrete manner. Many of the results could have been obtained in general mathematical form; however, the desire was to demonstrate the results empirically.
Book Synopsis Monte Carlo Simulation and Resampling Methods for Social Science by : Thomas M. Carsey
Download or read book Monte Carlo Simulation and Resampling Methods for Social Science written by Thomas M. Carsey and published by SAGE Publications. This book was released on 2013-08-05 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bias, efficiency, and measures of uncertainty in an intuitive, visual way. Instead of thinking in the abstract about what would happen to a particular estimator "in repeated samples," the book uses simulation to actually create those repeated samples and summarize the results. The book includes basic examples appropriate for readers learning the material for the first time, as well as more advanced examples that a researcher might use to evaluate an estimator he or she was using in an actual research project. The book also covers a wide range of topics related to Monte Carlo simulation, such as resampling methods, simulations of substantive theory, simulation of quantities of interest (QI) from model results, and cross-validation. Complete R code from all examples is provided so readers can replicate every analysis presented using R.
Book Synopsis A Monte Carlo Study of the Regression Model with Autocorrelated Disturbances by : Clifford G. Hildreth
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.
Book Synopsis Comparison of Regression Techniques Via Monte Carlo Simulation by :
Download or read book Comparison of Regression Techniques Via Monte Carlo Simulation written by and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The ordinary least squares (OLS) is one of the most widely used methods for modelling the functional relationship between variables. However, this estimation procedure counts on some assumptions and the violation of these assumptions may lead to nonrobust estimates. In this study, the simple linear regression model is investigated for conditions in which the distribution of the error terms is Generalised Logistic. Some robust and nonparametric methods such as modified maximum likelihood (MML), least absolute deviations (LAD), Winsorized least squares, least trimmed squares (LTS), Theil and weighted Theil are compared via computer simulation. In order to evaluate the estimator performance, mean, variance, bias, mean square error (MSE) and relative mean square error (RMSE) are computed.
Book Synopsis A Monte Carlo Study of Feasible Predictors of the Linear Regression Model by : Howard L. Roth
Download or read book A Monte Carlo Study of Feasible Predictors of the Linear Regression Model written by Howard L. Roth and published by . This book was released on 1985 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Regression and Mediation Analysis Using Mplus by : Bengt O. Muthen
Download or read book Regression and Mediation Analysis Using Mplus written by Bengt O. Muthen and published by . This book was released on 2016-07-06 with total page 535 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Monte Carlo Simulation by : Christopher Z. Mooney
Download or read book Monte Carlo Simulation written by Christopher Z. Mooney and published by SAGE. This book was released on 1997-04-07 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aimed at researchers across the social sciences, this book explains the logic behind the Monte Carlo simulation method and demonstrates its uses for social and behavioural research.
Book Synopsis A Monte Carlo Study of the Robustness of the Standard Deviation of the Sample Correlation Coefficient to the Assumption of Normality by : Camilla Anita Brooks
Download or read book A Monte Carlo Study of the Robustness of the Standard Deviation of the Sample Correlation Coefficient to the Assumption of Normality written by Camilla Anita Brooks and published by . This book was released on 1970 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Air Force Comptroller written by and published by . This book was released on 1967 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1990 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Linear Regression Model Under Test by : W. Kraemer
Download or read book The Linear Regression Model Under Test written by W. Kraemer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph grew out of joint work with various dedicated colleagues and students at the Vienna Institute for Advanced Studies. We would probably never have begun without the impetus of Johann Maurer, who for some time was the spiritus rector behind the Institute's macromodel of the Austrian economy. Manfred Deistler provided sustained stimulation for our research through many discussions in his econometric research seminar. Similar credits are due to Adrian Pagan, Roberto Mariano and Garry Phillips, the econometrics guest professors at the Institute in the 1982 - 1984 period, who through their lectures and advice have contributed greatly to our effort. Hans SchneeweiB offered helpful comments on an earlier version of the manuscript, and Benedikt Poetscher was always willing to lend a helping . hand when we had trouble with the mathematics of the tests. Needless to say that any errors are our own. Much of the programming for the tests and for the Monte Carlo experiments was done by Petr Havlik, Karl Kontrus and Raimund Alt. Without their assistance, our research project would have been impossible. Petr Havlik and Karl Kontrus in addition. read and criticized portions of the manuscript, and were of great help in reducing our error rate. Many of the more theoretical results in this monograph would never have come to light without the mathematical expertise of Werner Ploberger, who provided most of the statistical background of the chapter on testing for structural change . .
Book Synopsis A Guide to Modern Econometrics by : Marno Verbeek
Download or read book A Guide to Modern Econometrics written by Marno Verbeek and published by John Wiley & Sons. This book was released on 2008-05-27 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects. Features of this book include: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics. End-of-chapter exercises review key concepts in light of empirical examples.
Book Synopsis The Concise Encyclopedia of Statistics by : Yadolah Dodge
Download or read book The Concise Encyclopedia of Statistics written by Yadolah Dodge and published by Springer Science & Business Media. This book was released on 2008-04-15 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Concise Encyclopedia of Statistics presents the essential information about statistical tests, concepts, and analytical methods in language that is accessible to practitioners and students of the vast community using statistics in medicine, engineering, physical science, life science, social science, and business/economics. The reference is alphabetically arranged to provide quick access to the fundamental tools of statistical methodology and biographies of famous statisticians. The more than 500 entries include definitions, history, mathematical details, limitations, examples, references, and further readings. All entries include cross-references as well as the key citations. The back matter includes a timeline of statistical inventions. This reference will be an enduring resource for locating convenient overviews about this essential field of study.
Book Synopsis Linear Regression Analysis by : Xin Yan
Download or read book Linear Regression Analysis written by Xin Yan and published by World Scientific. This book was released on 2009 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This volume presents in detail the fundamental theories of linear regression analysis and diagnosis, as well as the relevant statistical computing techniques so that readers are able to actually model the data using the techniques described in the book. This book is suitable for graduate students who are either majoring in statistics/biostatistics or using linear regression analysis substantially in their subject area." --Book Jacket.
Book Synopsis Linear Models in Statistics by : Alvin C. Rencher
Download or read book Linear Models in Statistics written by Alvin C. Rencher and published by John Wiley & Sons. This book was released on 2008-01-07 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essential introduction to the theory and application of linear models—now in a valuable new edition Since most advanced statistical tools are generalizations of the linear model, it is neces-sary to first master the linear model in order to move forward to more advanced concepts. The linear model remains the main tool of the applied statistician and is central to the training of any statistician regardless of whether the focus is applied or theoretical. This completely revised and updated new edition successfully develops the basic theory of linear models for regression, analysis of variance, analysis of covariance, and linear mixed models. Recent advances in the methodology related to linear mixed models, generalized linear models, and the Bayesian linear model are also addressed. Linear Models in Statistics, Second Edition includes full coverage of advanced topics, such as mixed and generalized linear models, Bayesian linear models, two-way models with empty cells, geometry of least squares, vector-matrix calculus, simultaneous inference, and logistic and nonlinear regression. Algebraic, geometrical, frequentist, and Bayesian approaches to both the inference of linear models and the analysis of variance are also illustrated. Through the expansion of relevant material and the inclusion of the latest technological developments in the field, this book provides readers with the theoretical foundation to correctly interpret computer software output as well as effectively use, customize, and understand linear models. This modern Second Edition features: New chapters on Bayesian linear models as well as random and mixed linear models Expanded discussion of two-way models with empty cells Additional sections on the geometry of least squares Updated coverage of simultaneous inference The book is complemented with easy-to-read proofs, real data sets, and an extensive bibliography. A thorough review of the requisite matrix algebra has been addedfor transitional purposes, and numerous theoretical and applied problems have been incorporated with selected answers provided at the end of the book. A related Web site includes additional data sets and SAS® code for all numerical examples. Linear Model in Statistics, Second Edition is a must-have book for courses in statistics, biostatistics, and mathematics at the upper-undergraduate and graduate levels. It is also an invaluable reference for researchers who need to gain a better understanding of regression and analysis of variance.
Book Synopsis A Monte-Carlo Study of the Effects of Correlated Method Variance in Moderated Multiple Regression Analysis by : Martin G. Evans
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:
