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Author : Ti-Jen Tsao
Publisher :
ISBN 13 :
Total Pages : 174 pages
Book Rating : 4.:/5 (696 download)
Download or read book Robust Estimators for Finite Mixtures of Count Data Regression Models and Their Applications written by Ti-Jen Tsao and published by . This book was released on 2010 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. Colin Cameron
Publisher : Cambridge University Press
ISBN 13 : 1107717795
Total Pages : 597 pages
Book Rating : 4.1/5 (77 download)
Download or read book Regression Analysis of Count Data written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2013-05-27 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.
Author : Adrian Colin Cameron
Publisher : Cambridge University Press
ISBN 13 : 1107014166
Total Pages : 597 pages
Book Rating : 4.1/5 (7 download)
Download or read book Regression Analysis of Count Data written by Adrian Colin Cameron and published by Cambridge University Press. This book was released on 2013-05-27 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.
Author : William Greene
Publisher : Now Publishers Inc
ISBN 13 : 160198054X
Total Pages : 120 pages
Book Rating : 4.6/5 (19 download)
Download or read book Functional Form and Heterogeneity in Models for Count Data written by William Greene and published by Now Publishers Inc. This book was released on 2007 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well-known variants of the negative binomial model (the NB1 and NB2 forms). We then analyze some alternative approaches to the standard log gamma model for introducing heterogeneity into the loglinear conditional means for these models. The lognormal model provides a versatile alternative specification that is more flexible (and more natural) than the log gamma form, and provides a platform for several "two part" extensions, including zero inflation, hurdle, and sample selection models. (We briefly present some alternative approaches to modeling heterogeneity.) We also resolve some features in Hausman, Hall and Griliches (1984, Economic models for count data with an application to the patents-R & D relationship, Econometrica 52, 909-938) widely used panel data treatments for the Poisson and negative binomial models that appear to conflict with more familiar models of fixed and random effects. Finally, we consider a bivariate Poisson model that is also based on the lognormal heterogeneity model. Two recent applications have used this model. We suggest that the correlation estimated in their model frameworks is an ambiguous measure of the correlation of the variables of interest, and may substantially overstate it. We conclude with a detailed application of the proposed methods using the data employed in one of the two aforementioned bivariate Poisson studies
Author : Joseph M. Hilbe
Publisher : Cambridge University Press
ISBN 13 : 1107028337
Total Pages : 301 pages
Book Rating : 4.1/5 (7 download)
Download or read book Modeling Count Data written by Joseph M. Hilbe and published by Cambridge University Press. This book was released on 2014-07-21 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides guidelines and fully worked examples of how to select, construct, interpret and evaluate the full range of count models.
Author : Pavel Cizek
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Robust Estimation with Discrete Explanatory Variables written by Pavel Cizek and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The least squares estimator is probably the most frequently used estimation method in regression analysis. Unfortunately, it is also quite sensitive to data contamination and model misspecification. Although there are several robust estimators designed for parametric regression models that can be used in place of least squares, these robust estimators cannot be easily applied to models containing binary and categorical explanatory variables. Therefore, I design a robust estimator that can be used for any linear regression model no matter what kind of explanatory variables the model contains. Additionally, I propose an adaptive procedure that maximizes the efficiency of the proposed estimator for a given data set while preserving its robustness.
Author : Yogendra P. Chaubey
Publisher : Springer Nature
ISBN 13 : 3030861333
Total Pages : 166 pages
Book Rating : 4.0/5 (38 download)
Download or read book Applied Statistics and Data Science written by Yogendra P. Chaubey and published by Springer Nature. This book was released on 2022-01-01 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume features top contributions in modern statistical methods from Statistics 2021 Canada, the 6th Annual Canadian Conference in Applied Statistics, held virtually on July 15-18, 2021. Papers are contributed from established and emerging scholars, covering cutting-edge and contemporary innovative techniques in statistics and data science. Major areas of contribution include Bayesian statistics; computational statistics; data science; semi-parametric regression; and stochastic methods in biology, crop science, ecology and engineering. It will be a valuable edited collection for graduate students, researchers, and practitioners in a wide array of applied statistical and data science methods.
Author : A. Colin Cameron
Publisher : Cambridge University Press
ISBN 13 : 1139444867
Total Pages : 1058 pages
Book Rating : 4.1/5 (394 download)
Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
Author : Wei Tu
Publisher :
ISBN 13 :
Total Pages : 73 pages
Book Rating : 4.:/5 (959 download)
Download or read book Robust Adaptively Weighted Estimators for Regression Models written by Wei Tu and published by . This book was released on 2015 with total page 73 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis introduces a new class of robust estimators for regression models. Specifically, a class of weighted least square estimators under linear regression models is introduced in Chapter 2, with a continuous adaptive weight function computed using the Kolmogorov-Smirnov statistic. Asymptotic properties, such as consistency and asymptotic normality, of the proposed estimator are established under the model. Simulation studies show that the proposed estimator attains almost full efficiency and have a better robustness properties than the initial estimators for finite sample sizes. An application to a real contaminated dataset shows that it's comparable to other robust estimators in practice. In Chapter 3, a class of weighted maximum likelihood estimators under logistic regression models is introduced, again with a continuous adaptive weight function computed using Mahalanobis distances of exploratory variables. Asymptotic consistency of the proposed estimator is proved under the model, and finite-sample properties are also studied by simulation. In simulation studies, it is observed that the proposed estimator is almost as efficient as the maximum likelihood estimator under the model, and under point-mass contamination models, the proposed estimator shows a comparable robustness. This is also verified in an application to a real data set. Chapter 4 contains some concluding remarks and future directions.
Author : Peter Congdon
Publisher : John Wiley & Sons
ISBN 13 : 1118895053
Total Pages : 464 pages
Book Rating : 4.1/5 (188 download)
Download or read book Applied Bayesian Modelling written by Peter Congdon and published by John Wiley & Sons. This book was released on 2014-05-23 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first edition, this book aims to make a wide range of statistical modeling applications accessible using tested code that can be readily adapted to the reader's own applications. The second edition has been thoroughly reworked and updated to take account of advances in the field. A new set of worked examples is included. The novel aspect of the first edition was the coverage of statistical modeling using WinBUGS and OPENBUGS. This feature continues in the new edition along with examples using R to broaden appeal and for completeness of coverage.
Author : Byung Jung Park
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (662 download)
Download or read book Application of Finite Mixture Models for Vehicle Crash Data Analysis written by Byung Jung Park and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing sound or reliable statistical models for analyzing vehicle crashes is very important in highway safety studies. A difficulty arises when crash data exhibit overdispersion. Over-dispersion caused by unobserved heterogeneity is a serious problem and has been addressed in a variety ways within the negative binomial (NB) modeling framework. However, the true factors that affect heterogeneity are often unknown to researchers, and failure to accommodate such heterogeneity in the model can undermine the validity of the empirical results. Given the limitations of the NB regression model for addressing over-dispersion of crash data due to heterogeneity, this research examined an alternative model formulation that could be used for capturing heterogeneity through the use of finite mixture regression models. A Finite mixture of Poisson or NB regression models is especially useful when the count data were generated from a heterogeneous population. To evaluate these models, Poisson and NB mixture models were estimated using both simulated and empirical crash datasets, and the results were compared to those from a single NB regression model. For model parameter estimation, a Bayesian approach was adopted, since it provides much richer inference than the maximum likelihood approach. Using simulated datasets, it was shown that the single NB model is biased if the underlying cause of heterogeneity is due to the existence of multiple counting processes. The implications could be poor prediction performance and poor interpretation. Using two empirical datasets, the results demonstrated that a two-component finite mixture of NB regression models (FMNB-2) was quite enough to characterize the uncertainty about the crash occurrence, and it provided more opportunities for interpretation of the dataset which are not available from the standard NB model. Based on the models from the empirical dataset (i.e., FMNB-2 and NB models), their relative performances were also examined in terms of hotspot identification and accident modification factors. Finally, using a simulation study, bias properties of the posterior summary statistics for dispersion parameters in FMNB-2 model were characterized, and the guidelines on the choice of priors and the summary statistics to use were presented for different sample sizes and sample-mean values.
Author : Andriëtte Bekker
Publisher : Springer Nature
ISBN 13 : 3031139712
Total Pages : 434 pages
Book Rating : 4.0/5 (311 download)
Download or read book Innovations in Multivariate Statistical Modeling written by Andriëtte Bekker and published by Springer Nature. This book was released on 2022-12-15 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate statistical analysis has undergone a rich and varied evolution during the latter half of the 20th century. Academics and practitioners have produced much literature with diverse interests and with varying multidisciplinary knowledge on different topics within the multivariate domain. Due to multivariate algebra being of sustained interest and being a continuously developing field, its appeal breaches laterally across multiple disciplines to act as a catalyst for contemporary advances, with its core inferential genesis remaining in that of statistics. It is exactly this varied evolution caused by an influx in data production, diffusion, and understanding in scientific fields that has blurred many lines between disciplines. The cross-pollination between statistics and biology, engineering, medical science, computer science, and even art, has accelerated the vast amount of questions that statistical methodology has to answer and report on. These questions are often multivariate in nature, hoping to elucidate uncertainty on more than one aspect at the same time, and it is here where statistical thinking merges mathematical design with real life interpretation for understanding this uncertainty. Statistical advances benefit from these algebraic inventions and expansions in the multivariate paradigm. This contributed volume aims to usher novel research emanating from a multivariate statistical foundation into the spotlight, with particular significance in multidisciplinary settings. The overarching spirit of this volume is to highlight current trends, stimulate a focus on, and connect multidisciplinary dots from and within multivariate statistical analysis. Guided by these thoughts, a collection of research at the forefront of multivariate statistical thinking is presented here which has been authored by globally recognized subject matter experts.
Author : Geoffrey McLachlan
Publisher : John Wiley & Sons
ISBN 13 : 047165406X
Total Pages : 419 pages
Book Rating : 4.4/5 (716 download)
Download or read book Finite Mixture Models written by Geoffrey McLachlan and published by John Wiley & Sons. This book was released on 2004-03-22 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date, comprehensive account of major issues in finitemixture modeling This volume provides an up-to-date account of the theory andapplications of modeling via finite mixture distributions. With anemphasis on the applications of mixture models in both mainstreamanalysis and other areas such as unsupervised pattern recognition,speech recognition, and medical imaging, the book describes theformulations of the finite mixture approach, details itsmethodology, discusses aspects of its implementation, andillustrates its application in many common statisticalcontexts. Major issues discussed in this book include identifiabilityproblems, actual fitting of finite mixtures through use of the EMalgorithm, properties of the maximum likelihood estimators soobtained, assessment of the number of components to be used in themixture, and the applicability of asymptotic theory in providing abasis for the solutions to some of these problems. The author alsoconsiders how the EM algorithm can be scaled to handle the fittingof mixture models to very large databases, as in data miningapplications. This comprehensive, practical guide: * Provides more than 800 references-40% published since 1995 * Includes an appendix listing available mixture software * Links statistical literature with machine learning and patternrecognition literature * Contains more than 100 helpful graphs, charts, and tables Finite Mixture Models is an important resource for both applied andtheoretical statisticians as well as for researchers in the manyareas in which finite mixture models can be used to analyze data.
Author : Aman Ullah
Publisher : CRC Press
ISBN 13 : 9781420070361
Total Pages : 532 pages
Book Rating : 4.0/5 (73 download)
Download or read book Handbook of Empirical Economics and Finance written by Aman Ullah and published by CRC Press. This book was released on 2016-04-19 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Author : Juan Carlos Escanciano
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (13 download)
Download or read book A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments written by Juan Carlos Escanciano and published by . This book was released on 2017 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates estimation of linear regression models with strictly exogenous instruments under minimal identifying assumptions. The paper introduces a uniformly (in the data generating process) consistent estimator under nearly minimal identifying assumptions. The proposed estimator, called the Integrated Instrumental Variables (IIV) estimator, is a simple weighted least squares estimator and does not require the choice of a bandwidth or tuning parameter, or the selection of a finite set of instruments. Thus, the estimator is extremely simple to implement. Monte Carlo evidence supports the theoretical claims and suggests that the IIV estimator is a robust complement to optimal IV in finite samples. In an application with quarterly UK data, IIV estimates a positive and significant elasticity of intertemporal substitution and an equally sensible estimate for its reciprocal, in sharp contrast to IV methods that fail to identify these parameters.
Author : Pavel Čížek
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (228 download)
Download or read book Semiparametric Robust Estimation of Truncated and Censored Regression Models written by Pavel Čížek and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sylvia Fruhwirth-Schnatter
Publisher : CRC Press
ISBN 13 : 0429508867
Total Pages : 388 pages
Book Rating : 4.4/5 (295 download)
Download or read book Handbook of Mixture Analysis written by Sylvia Fruhwirth-Schnatter and published by CRC Press. This book was released on 2019-01-04 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mixture models have been around for over 150 years, and they are found in many branches of statistical modelling, as a versatile and multifaceted tool. They can be applied to a wide range of data: univariate or multivariate, continuous or categorical, cross-sectional, time series, networks, and much more. Mixture analysis is a very active research topic in statistics and machine learning, with new developments in methodology and applications taking place all the time. The Handbook of Mixture Analysis is a very timely publication, presenting a broad overview of the methods and applications of this important field of research. It covers a wide array of topics, including the EM algorithm, Bayesian mixture models, model-based clustering, high-dimensional data, hidden Markov models, and applications in finance, genomics, and astronomy. Features: Provides a comprehensive overview of the methods and applications of mixture modelling and analysis Divided into three parts: Foundations and Methods; Mixture Modelling and Extensions; and Selected Applications Contains many worked examples using real data, together with computational implementation, to illustrate the methods described Includes contributions from the leading researchers in the field The Handbook of Mixture Analysis is targeted at graduate students and young researchers new to the field. It will also be an important reference for anyone working in this field, whether they are developing new methodology, or applying the models to real scientific problems.
