A Robust Estimator of the Slope in the Functional Errors-in-variables Model

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ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis A Robust Estimator of the Slope in the Functional Errors-in-variables Model by : Edna Schechtman

Download or read book A Robust Estimator of the Slope in the Functional Errors-in-variables Model written by Edna Schechtman and published by . This book was released on 1989 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most Maximum Likelihood Estimates for the slope in the errors-in-variables models without replications rely on artificial assumptions, e.g., known ratio of variances of the two error terms. When this ratio is known, these estimates will perform well. If the ratio is not known, an alternative estimator has to be used. The Median-Slope estimator, proposed in this paper, is one such alternative. No assumptions are made about the parameters or the underlying distribution, but the predictors, although unknown, are assumed to be fixed and ordered. The Median-Slope estimator has a high breakdown point and is shown, via simulation, to perform well, especially for heavy tailed distributions. Large sample properties are investigated and the estimator is applied to some real data set.

Comparisons Between Some Estimators in Functional Errors-in-Variables Regression Models

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ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Comparisons Between Some Estimators in Functional Errors-in-Variables Regression Models by : Raymond J. Carroll

Download or read book Comparisons Between Some Estimators in Functional Errors-in-Variables Regression Models written by Raymond J. Carroll and published by . This book was released on 198? with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report studies the functional errors-in-variables regression model. In the case of no equation error (all randomness due to measurement errors), the maximum likelihood estimator computed assuming normality is asymptotically better than the usual moments estimator, even if the errors are not normally distributed. For certain statistical problems such as randomized two group analysis of covariance, the least squares estimate is shown to be better than the aformentioned errors-in-variables methods for estimating certain important contrasts.

Robust Slope Estimation with Errors in Both Variables

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ISBN 13 :
Total Pages : 624 pages
Book Rating : 4.:/5 (769 download)

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Book Synopsis Robust Slope Estimation with Errors in Both Variables by : Michael Leonard Brown

Download or read book Robust Slope Estimation with Errors in Both Variables written by Michael Leonard Brown and published by . This book was released on 1975 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Measurement Error Models

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Publisher : John Wiley & Sons
ISBN 13 : 0470317337
Total Pages : 474 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Measurement Error Models by : Wayne A. Fuller

Download or read book Measurement Error Models written by Wayne A. Fuller and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The effort of Professor Fuller is commendable . . . [the book] provides a complete treatment of an important and frequently ignored topic. Those who work with measurement error models will find it valuable. It is the fundamental book on the subject, and statisticians will benefit from adding this book to their collection or to university or departmental libraries." -Biometrics "Given the large and diverse literature on measurement error/errors-in-variables problems, Fuller's book is most welcome. Anyone with an interest in the subject should certainly have this book." -Journal of the American Statistical Association "The author is to be commended for providing a complete presentation of a very important topic. Statisticians working with measurement error problems will benefit from adding this book to their collection." -Technometrics " . . . this book is a remarkable achievement and the product of impressive top-grade scholarly work." -Journal of Applied Econometrics Measurement Error Models offers coverage of estimation for situations where the model variables are observed subject to measurement error. Regression models are included with errors in the variables, latent variable models, and factor models. Results from several areas of application are discussed, including recent results for nonlinear models and for models with unequal variances. The estimation of true values for the fixed model, prediction of true values under the random model, model checks, and the analysis of residuals are addressed, and in addition, procedures are illustrated with data drawn from nearly twenty real data sets.

Introduction to Robust Estimation and Hypothesis Testing

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Publisher : Academic Press
ISBN 13 : 0123869838
Total Pages : 713 pages
Book Rating : 4.1/5 (238 download)

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Book Synopsis Introduction to Robust Estimation and Hypothesis Testing by : Rand R. Wilcox

Download or read book Introduction to Robust Estimation and Hypothesis Testing written by Rand R. Wilcox and published by Academic Press. This book was released on 2012-01-12 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--

A Consistent Estimator of the Slope in a Regression Model with Errors in the Variables

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ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (636 download)

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Book Synopsis A Consistent Estimator of the Slope in a Regression Model with Errors in the Variables by : Edi Karni

Download or read book A Consistent Estimator of the Slope in a Regression Model with Errors in the Variables written by Edi Karni and published by . This book was released on 1973 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 1390 pages
Book Rating : 4.3/5 (91 download)

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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 1987 with total page 1390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Robust Estimators of Errors-in-Variables Models

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Robust Estimators of Errors-in-Variables Models by : Quirino Paris

Download or read book Robust Estimators of Errors-in-Variables Models written by Quirino Paris and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is well known that consistent estimators of errors-in-variables models require knowledge of the ratio of error variances. What is not well known is that a Joint Least Squares estimator is robust to a wide misspecification of that ratio. Through a series of Monte Carlo experiments we show that an easy-to-implement estimator produces estimates that are nearly unbiased for a wide range of the ratio of error variances. These MC analyses encompass linear and nonlinear specifications and also a system on nonlinear equations where all the variables are measured with errors.

Robust Estimation for the Errors-in-variables Model

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ISBN 13 :
Total Pages : 354 pages
Book Rating : 4.:/5 (132 download)

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Book Synopsis Robust Estimation for the Errors-in-variables Model by : Ruben Horacio Zamar

Download or read book Robust Estimation for the Errors-in-variables Model written by Ruben Horacio Zamar and published by . This book was released on 1985 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Principles of Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 1118452275
Total Pages : 1808 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis Principles of Econometrics by : R. Carter Hill

Download or read book Principles of Econometrics written by R. Carter Hill and published by John Wiley & Sons. This book was released on 2018-02-21 with total page 1808 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field. This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.

Robust Estimation of the Structural Errors-in-variables Model

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ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (185 download)

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Book Synopsis Robust Estimation of the Structural Errors-in-variables Model by : Hans Nyquist

Download or read book Robust Estimation of the Structural Errors-in-variables Model written by Hans Nyquist and published by . This book was released on 1985 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlinear Regression, Functional Relations and Robust Methods

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ISBN 13 :
Total Pages : 458 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis Nonlinear Regression, Functional Relations and Robust Methods by : Helga Bunke

Download or read book Nonlinear Regression, Functional Relations and Robust Methods written by Helga Bunke and published by . This book was released on 1989 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, the second volume in a three part work, provides a comprehensive and unified account of nonlinear regression analysis, functional and structural relations, and of nonparametric and robust estimators. Research in these areas has been stimulated by the increase in computational capabilities and this volume will therefore be of great interest to researchers in statistics as well as applied statisticians working in industry. The material provided includes recent work from German and Russian sources, as well as from English-speaking sources, and the treatment throughout is mathematically rigorous but accessible. The text will benefit rsearchers in statistics and applied statisticians working in industry.

Ridge Estimation in Functional Errors in Variables Models

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ISBN 13 :
Total Pages : 17 pages
Book Rating : 4.:/5 (62 download)

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Book Synopsis Ridge Estimation in Functional Errors in Variables Models by : A. R. Rasekh

Download or read book Ridge Estimation in Functional Errors in Variables Models written by A. R. Rasekh and published by . This book was released on 1995 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonparametric Estimation of the Slope in the Error-in-variables Model

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ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (715 download)

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Book Synopsis Nonparametric Estimation of the Slope in the Error-in-variables Model by : Philip Milasevic

Download or read book Nonparametric Estimation of the Slope in the Error-in-variables Model written by Philip Milasevic and published by . This book was released on 1986 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Methods of Model Building: Nonlinear regression, functional relations, and robust methods

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Publisher :
ISBN 13 :
Total Pages : 456 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Statistical Methods of Model Building: Nonlinear regression, functional relations, and robust methods by : Helga Bunke

Download or read book Statistical Methods of Model Building: Nonlinear regression, functional relations, and robust methods written by Helga Bunke and published by . This book was released on 1986 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Theory and Method Abstracts

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ISBN 13 :
Total Pages : 580 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1996 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fast and Robust Estimation of the Multivariate Errors in Variables Model

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ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (249 download)

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Book Synopsis Fast and Robust Estimation of the Multivariate Errors in Variables Model by : Christophe Croux

Download or read book Fast and Robust Estimation of the Multivariate Errors in Variables Model written by Christophe Croux and published by . This book was released on 2003 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: