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Author : Russell Davidson
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (11 download)
Download or read book Bootstrap Tests for Overidentification in Linear Regression Models written by Russell Davidson and published by . This book was released on 2014 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. Godfrey
Publisher : Springer
ISBN 13 : 0230233732
Total Pages : 342 pages
Book Rating : 4.2/5 (32 download)
Download or read book Bootstrap Tests for Regression Models written by L. Godfrey and published by Springer. This book was released on 2009-07-29 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
Author : Gerhard Dikta
Publisher : Springer Nature
ISBN 13 : 3030734803
Total Pages : 256 pages
Book Rating : 4.0/5 (37 download)
Download or read book Bootstrap Methods written by Gerhard Dikta and published by Springer Nature. This book was released on 2021-08-10 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time. The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.
Author :
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (186 download)
Download or read book Chelan Valley Fair Edition ... written by and published by . This book was released on 1939 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Russell Davidson
Publisher : Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (432 download)
Download or read book Bootstrap Tests of Nonnested Linear Regression Models written by Russell Davidson and published by Kingston, Ont. : Institute for Economic Research, Queen's University. This book was released on 1997 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. C. Davison
Publisher : Cambridge University Press
ISBN 13 : 9780521574716
Total Pages : 606 pages
Book Rating : 4.5/5 (747 download)
Download or read book Bootstrap Methods and Their Application written by A. C. Davison and published by Cambridge University Press. This book was released on 1997-10-28 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk contains the library functions and documentation for use with Splus for Windows.
Author : Russell Davidson
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (391 download)
Download or read book Bootstrap Test of Nonnested Linear Regression Models written by Russell Davidson and published by . This book was released on 1997 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Natalie Neumeyer
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (255 download)
Download or read book Bootstrap Tests for the Error Distribution in Linear and Nonparametric Regression Models written by Natalie Neumeyer and published by . This book was released on 2004 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Russell Davidson
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)
Download or read book Fast Double Bootstrap Tests of Nonnested Linear Regression Models written by Russell Davidson and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael R. Chernick
Publisher : John Wiley & Sons
ISBN 13 : 1118211596
Total Pages : 337 pages
Book Rating : 4.1/5 (182 download)
Download or read book Bootstrap Methods written by Michael R. Chernick and published by John Wiley & Sons. This book was released on 2011-09-23 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical and accessible introduction to the bootstrap method——newly revised and updated Over the past decade, the application of bootstrap methods to new areas of study has expanded, resulting in theoretical and applied advances across various fields. Bootstrap Methods, Second Edition is a highly approachable guide to the multidisciplinary, real-world uses of bootstrapping and is ideal for readers who have a professional interest in its methods, but are without an advanced background in mathematics. Updated to reflect current techniques and the most up-to-date work on the topic, the Second Edition features: The addition of a second, extended bibliography devoted solely to publications from 1999–2007, which is a valuable collection of references on the latest research in the field A discussion of the new areas of applicability for bootstrap methods, including use in the pharmaceutical industry for estimating individual and population bioequivalence in clinical trials A revised chapter on when and why bootstrap fails and remedies for overcoming these drawbacks Added coverage on regression, censored data applications, P-value adjustment, ratio estimators, and missing data New examples and illustrations as well as extensive historical notes at the end of each chapter With a strong focus on application, detailed explanations of methodology, and complete coverage of modern developments in the field, Bootstrap Methods, Second Edition is an indispensable reference for applied statisticians, engineers, scientists, clinicians, and other practitioners who regularly use statistical methods in research. It is also suitable as a supplementary text for courses in statistics and resampling methods at the upper-undergraduate and graduate levels.
Author : Michael R. Chernick
Publisher : John Wiley & Sons
ISBN 13 : 1118625412
Total Pages : 318 pages
Book Rating : 4.1/5 (186 download)
Download or read book An Introduction to Bootstrap Methods with Applications to R written by Michael R. Chernick and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to bootstrap methods in the R programming environment Bootstrap methods provide a powerful approach to statistical data analysis, as they have more general applications than standard parametric methods. An Introduction to Bootstrap Methods with Applications to R explores the practicality of this approach and successfully utilizes R to illustrate applications for the bootstrap and other resampling methods. This book provides a modern introduction to bootstrap methods for readers who do not have an extensive background in advanced mathematics. Emphasis throughout is on the use of bootstrap methods as an exploratory tool, including its value in variable selection and other modeling environments. The authors begin with a description of bootstrap methods and its relationship to other resampling methods, along with an overview of the wide variety of applications of the approach. Subsequent chapters offer coverage of improved confidence set estimation, estimation of error rates in discriminant analysis, and applications to a wide variety of hypothesis testing and estimation problems, including pharmaceutical, genomics, and economics. To inform readers on the limitations of the method, the book also exhibits counterexamples to the consistency of bootstrap methods. An introduction to R programming provides the needed preparation to work with the numerous exercises and applications presented throughout the book. A related website houses the book's R subroutines, and an extensive listing of references provides resources for further study. Discussing the topic at a remarkably practical and accessible level, An Introduction to Bootstrap Methods with Applications to R is an excellent book for introductory courses on bootstrap and resampling methods at the upper-undergraduate and graduate levels. It also serves as an insightful reference for practitioners working with data in engineering, medicine, and the social sciences who would like to acquire a basic understanding of bootstrap methods.
Author : Patrick Richard
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (981 download)
Download or read book Bootstraptests in Linear Models with Many Regressors written by Patrick Richard and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper is concerned with bootstrap hypothesis testing in high dimensional linear regression models. Using a theoretical framework recently introduced by Anatolyev (2012), we show that bootstrap F, LR and LM tests are asymptotically valid even when the numbers of estimated parameters and tested restrictions are not asymptotically negligible fractions of the sample size. These results are derived for models with iid error terms, but Monte Carlo evidence suggests that they extend to the wild bootstrap in the presence of heteroskedasticity and to bootstrap methods for heavy tailed data.
Author : Bruce Hansen
Publisher : Princeton University Press
ISBN 13 : 0691236151
Total Pages : 1081 pages
Book Rating : 4.6/5 (912 download)
Download or read book Econometrics written by Bruce Hansen and published by Princeton University Press. This book was released on 2022-06-28 with total page 1081 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists
Author : Jonas Böhmer
Publisher : GRIN Verlag
ISBN 13 : 3640421833
Total Pages : 61 pages
Book Rating : 4.6/5 (44 download)
Download or read book Least Squares Regressions with the Bootstrap written by Jonas Böhmer and published by GRIN Verlag. This book was released on 2009-09 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diploma Thesis from the year 2009 in the subject Statistics, grade: 1,6, University of Bonn (Statistische Abteilung der Rechts- und Staatswissenschaftlichen Fakult t), course: Diplomarbeit bei Prof.Dr. Alois Kneip, language: English, abstract: The statistical technique called bootstrap is usable with a lot of inferential problems and it is the main topic of this paper. Since the bootstrap provides material for a whole series of books it is essential to pick one special aspect of the bootstrap and investigate it in depth, otherwise the analysis would inevitably become too general. This aspect is the topic of regression. Hence, this paper will introduce the bootstrap and compare the performance of the new inference methods which it provides with some classical methods of judging a regression which were used in the years before the bootstrap. Therefore the remainder of this paper is as follows: First there will be a description of the basic model in which all of the following investigations will be done, chapter two. The next chapter will describe the different regression techniques which try to solve the model. The fourth chapter is going to show the behavior of these regression techniques in large samples, i.e. shows some classical methods of statistical inference. Following chapter five will give an introduction to the bootstrap which will be succeeded by a description of the bootstrap in regression problems, chapter six. The seventh chapter will show how inference is done with the help of the bootstrap. The eighth chapter is going to compare the performances of classical and bootstrap inference in regressions. Before the concluding remarks of chapter ten, there will be a practical application in chapter nine which tries to prove some observations of the preceeding chapters.
Author : Peter Hall
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (13 download)
Download or read book Bootstrap Test for Difference Between Means in Nonparametric Regression written by Peter Hall and published by . This book was released on 1989 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: A bootstrap test is proposed for detecting a difference between two mean functions in the setting of nonparametric regression. Error distributions in the regression model are permitted to be arbitrary and unequal. The test enjoys power properties akin to those in a parametric setting, in the sense that it can distinguish between regression functions distant only n-1/2 apart, where n is the sample size. It has exceptional level accuracy, with level error of only n-2, and uses a very accurate estimate of the critical point of an exact test, being in error by only n-3/2 under the null hypothesis. The test admits several generalizations, for example to the case of testing for differences between several regression means. (This is a regression analog of analysis of variance.) A simulation study using n as small as 15 corroborates the asymptotic result on level accuracy of the bootstrap test. Applications are illustrated with an example involving acid rain data.
Author : Noud P. A. Van Giersbergen
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (248 download)
Download or read book How to Implement the Bootstrap in Static Or Stable Dynamic Regression Models written by Noud P. A. Van Giersbergen and published by . This book was released on 2001 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jonas Böhmer
Publisher : GRIN Verlag
ISBN 13 : 3640422414
Total Pages : 54 pages
Book Rating : 4.6/5 (44 download)
Download or read book Least Squares Regressions with the Bootstrap written by Jonas Böhmer and published by GRIN Verlag. This book was released on 2009-09-08 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diploma Thesis from the year 2009 in the subject Mathematics - Statistics, grade: 1,6, University of Bonn (Statistische Abteilung der Rechts- und Staatswissenschaftlichen Fakultät), course: Diplomarbeit bei Prof.Dr. Alois Kneip, language: English, abstract: The statistical technique called bootstrap is usable with a lot of inferential problems and it is the main topic of this paper. Since the bootstrap provides material for a whole series of books it is essential to pick one special aspect of the bootstrap and investigate it in depth, otherwise the analysis would inevitably become too general. This aspect is the topic of regression. Hence, this paper will introduce the bootstrap and compare the performance of the new inference methods which it provides with some classical methods of judging a regression which were used in the years before the bootstrap. Therefore the remainder of this paper is as follows: First there will be a description of the basic model in which all of the following investigations will be done, chapter two. The next chapter will describe the different regression techniques which try to solve the model. The fourth chapter is going to show the behavior of these regression techniques in large samples, i.e. shows some classical methods of statistical inference. Following chapter five will give an introduction to the bootstrap which will be succeeded by a description of the bootstrap in regression problems, chapter six. The seventh chapter will show how inference is done with the help of the bootstrap. The eighth chapter is going to compare the performances of classical and bootstrap inference in regressions. Before the concluding remarks of chapter ten, there will be a practical application in chapter nine which tries to prove some observations of the preceeding chapters.
