Stability Of Regression Models

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Publisher : QesInvAcc
ISBN 13 : 1642551864
Total Pages : 118 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Stability Of Regression Models by : Ngoc Luan Ho Trieu

Download or read book Stability Of Regression Models written by Ngoc Luan Ho Trieu and published by QesInvAcc. This book was released on with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book begins with a discussion of the danger of model instability which has received scant attention in the assessment of regression models; this leads to their frequent unsatisfactory performance when used in forecasting or in prediction. A main reason is a well specified regression model with statistically significant parameter estimates of relevant variables can still suffer from structural instability which comes from two sources: (i) a statistical source due to measurement error and variation in the bias due to unknown or known but unexpected exogenous factors, and (ii) the numerical source due to the ill condition of the data matrix. The two sources can jointly amplify the destabilizing force on the parameter estimates, then the model predictions or forecasts. This book exposes major tests for detecting instability of regression models with sufficient discussion and guidance to help the reader select the appropriate tests and apply them. An illustrative example provides a step by step guidance on how to implement those tests in TROLL, the econometric package produced by the MIT (USA). The book is prepared by Ngoc Luan Ho Trieu who holds a Bachelor of Economics and a Bachelor of Art from the University Of Western Australia; and his post-graduate qualifications include a Graduate Diploma in Economics, a Graduate Diploma in Econometrics, and a Master of Economics of Development (Australian National University).

Analysing Economic Data

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Author :
Publisher : Springer
ISBN 13 : 1137401907
Total Pages : 297 pages
Book Rating : 4.1/5 (374 download)

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Book Synopsis Analysing Economic Data by : T. Mills

Download or read book Analysing Economic Data written by T. Mills and published by Springer. This book was released on 2013-12-10 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers the key issues required for students wishing to understand and analyse the core empirical issues in economics. It focuses on descriptive statistics, probability concepts and basic econometric techniques and has an accompanying website that contains all the data used in the examples and provides exercises for undertaking original research.

An Alternative Test for Regression Coefficient Stability

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Publisher :
ISBN 13 : 9780867464870
Total Pages : 10 pages
Book Rating : 4.4/5 (648 download)

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Book Synopsis An Alternative Test for Regression Coefficient Stability by : Maxwell L. King

Download or read book An Alternative Test for Regression Coefficient Stability written by Maxwell L. King and published by . This book was released on 1986 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stability Testing in Regression Models

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Publisher :
ISBN 13 : 9788450514421
Total Pages : 35 pages
Book Rating : 4.5/5 (144 download)

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Book Synopsis Stability Testing in Regression Models by : Ignacio Mauleón

Download or read book Stability Testing in Regression Models written by Ignacio Mauleón and published by . This book was released on 1985 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Regression Analysis by Example

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470055456
Total Pages : 403 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Regression Analysis by Example by : Samprit Chatterjee

Download or read book Regression Analysis by Example written by Samprit Chatterjee and published by John Wiley & Sons. This book was released on 2006-10-20 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essentials of regression analysis through practical applications Regression analysis is a conceptually simple method for investigating relationships among variables. Carrying out a successful application of regression analysis, however, requires a balance of theoretical results, empirical rules, and subjective judgement. Regression Analysis by Example, Fourth Edition has been expanded and thoroughly updated to reflect recent advances in the field. The emphasis continues to be on exploratory data analysis rather than statistical theory. The book offers in-depth treatment of regression diagnostics, transformation, multicollinearity, logistic regression, and robust regression. This new edition features the following enhancements: Chapter 12, Logistic Regression, is expanded to reflect the increased use of the logit models in statistical analysis A new chapter entitled Further Topics discusses advanced areas of regression analysis Reorganized, expanded, and upgraded exercises appear at the end of each chapter A fully integrated Web page provides data sets Numerous graphical displays highlight the significance of visual appeal Regression Analysis by Example, Fourth Edition is suitable for anyone with an understanding of elementary statistics. Methods of regression analysis are clearly demonstrated, and examples containing the types of irregularities commonly encountered in the real world are provided. Each example isolates one or two techniques and features detailed discussions of the techniques themselves, the required assumptions, and the evaluated success of each technique. The methods described throughout the book can be carried out with most of the currently available statistical software packages, such as the software package R. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Recent Advances in Regression Methods

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Publisher :
ISBN 13 :
Total Pages : 384 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Recent Advances in Regression Methods by : Hrishikesh D. Vinod

Download or read book Recent Advances in Regression Methods written by Hrishikesh D. Vinod and published by . This book was released on 1981 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear regression model; Criteria for good regression estimators: MSE, consistency, stability, robustness, minimaxity and Bayesian 'MELO' ness; Restricted least squares and bayesian regression; Autoregressive moving average (ARMA) regression errors and heteroscedasticity; Multicollinearity and stability of regression coefficients; Stein-rule shrinkage estimator; Ridge regression; Further ridge theory and solutions; Estimation of polynomial distributed lag models; Multiple sets of regression squations; Simultaneous equations models; Canonical correlations, and discriminant analysis with ridge-type modification; Improved estimators under nonnormal errors and robust regression.

Regression Models

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Publisher : SAGE
ISBN 13 : 9780803957107
Total Pages : 92 pages
Book Rating : 4.9/5 (571 download)

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Book Synopsis Regression Models by : Richard Breen

Download or read book Regression Models written by Richard Breen and published by SAGE. This book was released on 1996-01-09 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the regression models needed, where an outcome variable for a sample is not representative of the population from which a generalized result is sought.

Applied Linear Statistical Models

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Publisher : McGraw-Hill Education
ISBN 13 : 9780071122214
Total Pages : 1396 pages
Book Rating : 4.1/5 (222 download)

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Book Synopsis Applied Linear Statistical Models by : Michael H. Kutner

Download or read book Applied Linear Statistical Models written by Michael H. Kutner and published by McGraw-Hill Education. This book was released on 2005 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Linear Statistical Models 5e is the long established leading authoritative text and reference on statistical modeling. For students in most any discipline where statistical analysis or interpretation is used, ALSM serves as the standard work. The text includes brief introductory and review material, and then proceeds through regression and modeling for the first half, and through ANOVA and Experimental Design in the second half. All topics are presented in a precise and clear style supported with solved examples, numbered formulae, graphic illustrations, and "Notes" to provide depth and statistical accuracy and precision. Applications used within the text and the hallmark problems, exercises, and projects are drawn from virtually all disciplines and fields providing motivation for students in virtually any college. The Fifth edition provides an increased use of computing and graphical analysis throughout, without sacrificing concepts or rigor. In general, the 5e uses larger data sets in examples and exercises, and where methods can be automated within software without loss of understanding, it is so done.

Bayes Rules!

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Publisher : CRC Press
ISBN 13 : 1000529568
Total Pages : 606 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Bayes Rules! by : Alicia A. Johnson

Download or read book Bayes Rules! written by Alicia A. Johnson and published by CRC Press. This book was released on 2022-03-03 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Bayes Rules!: An Introduction to Applied Bayesian Modeling “A thoughtful and entertaining book, and a great way to get started with Bayesian analysis.” Andrew Gelman, Columbia University “The examples are modern, and even many frequentist intro books ignore important topics (like the great p-value debate) that the authors address. The focus on simulation for understanding is excellent.” Amy Herring, Duke University “I sincerely believe that a generation of students will cite this book as inspiration for their use of – and love for – Bayesian statistics. The narrative holds the reader’s attention and flows naturally – almost conversationally. Put simply, this is perhaps the most engaging introductory statistics textbook I have ever read. [It] is a natural choice for an introductory undergraduate course in applied Bayesian statistics." Yue Jiang, Duke University “This is by far the best book I’ve seen on how to (and how to teach students to) do Bayesian modeling and understand the underlying mathematics and computation. The authors build intuition and scaffold ideas expertly, using interesting real case studies, insightful graphics, and clear explanations. The scope of this book is vast – from basic building blocks to hierarchical modeling, but the authors’ thoughtful organization allows the reader to navigate this journey smoothly. And impressively, by the end of the book, one can run sophisticated Bayesian models and actually understand the whys, whats, and hows.” Paul Roback, St. Olaf College “The authors provide a compelling, integrated, accessible, and non-religious introduction to statistical modeling using a Bayesian approach. They outline a principled approach that features computational implementations and model assessment with ethical implications interwoven throughout. Students and instructors will find the conceptual and computational exercises to be fresh and engaging.” Nicholas Horton, Amherst College An engaging, sophisticated, and fun introduction to the field of Bayesian statistics, Bayes Rules!: An Introduction to Applied Bayesian Modeling brings the power of modern Bayesian thinking, modeling, and computing to a broad audience. In particular, the book is an ideal resource for advanced undergraduate statistics students and practitioners with comparable experience. Bayes Rules! empowers readers to weave Bayesian approaches into their everyday practice. Discussions and applications are data driven. A natural progression from fundamental to multivariable, hierarchical models emphasizes a practical and generalizable model building process. The evaluation of these Bayesian models reflects the fact that a data analysis does not exist in a vacuum. Features • Utilizes data-driven examples and exercises. • Emphasizes the iterative model building and evaluation process. • Surveys an interconnected range of multivariable regression and classification models. • Presents fundamental Markov chain Monte Carlo simulation. • Integrates R code, including RStan modeling tools and the bayesrules package. • Encourages readers to tap into their intuition and learn by doing. • Provides a friendly and inclusive introduction to technical Bayesian concepts. • Supports Bayesian applications with foundational Bayesian theory.

The Linear Regression Model Under Test

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Publisher : Springer Science & Business Media
ISBN 13 : 3642958761
Total Pages : 195 pages
Book Rating : 4.6/5 (429 download)

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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 . .

Spatial Regression Models

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Publisher : SAGE
ISBN 13 : 1412954150
Total Pages : 113 pages
Book Rating : 4.4/5 (129 download)

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Book Synopsis Spatial Regression Models by : Michael Don Ward

Download or read book Spatial Regression Models written by Michael Don Ward and published by SAGE. This book was released on 2008-02-29 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assuming no prior knowledge this book is geared toward social science readers, unlike other volumes on this topic. The text illustrates concepts using well known international, comparative, and national examples of spatial regression analysis. Each example is presented alongside relevant data and code, which is also available on a Web site maintained by the authors.

Statistical Inference in Random Coefficient Regression Models

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Publisher : Springer Science & Business Media
ISBN 13 : 3642806538
Total Pages : 219 pages
Book Rating : 4.6/5 (428 download)

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Book Synopsis Statistical Inference in Random Coefficient Regression Models by : P.A.V.B. Swamy

Download or read book Statistical Inference in Random Coefficient Regression Models written by P.A.V.B. Swamy and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals.

Applied Regression Analysis in Econometrics

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Publisher : CRC Press
ISBN 13 : 9780824780494
Total Pages : 400 pages
Book Rating : 4.7/5 (84 download)

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Book Synopsis Applied Regression Analysis in Econometrics by : Howard E. Doran

Download or read book Applied Regression Analysis in Econometrics written by Howard E. Doran and published by CRC Press. This book was released on 1989-04-24 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: A textbook for a one-semester course for advanced undergraduate and graduate students in economics. Covers regression techniques in the context of single equation econometric models, featuring MINITAB and SHAZAM software examples for attacking real-world problems. Annotation copyright Book News, Inc

Spatial Regression Models for the Social Sciences

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Publisher : SAGE Publications
ISBN 13 : 1544302053
Total Pages : 229 pages
Book Rating : 4.5/5 (443 download)

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Book Synopsis Spatial Regression Models for the Social Sciences by : Guangqing Chi

Download or read book Spatial Regression Models for the Social Sciences written by Guangqing Chi and published by SAGE Publications. This book was released on 2019-03-06 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial Regression Models for the Social Sciences shows researchers and students how to work with spatial data without the need for advanced mathematical statistics. Focusing on the methods that are commonly used by social scientists, Guangqing Chi and Jun Zhu explain what each method is and when and how to apply it by connecting it to social science research topics. Throughout the book they use the same social science example to demonstrate applications of each method and what the results can tell us.

Regression Modeling

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Publisher : CRC Press
ISBN 13 : 1420091980
Total Pages : 830 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Regression Modeling by : Michael Panik

Download or read book Regression Modeling written by Michael Panik and published by CRC Press. This book was released on 2009-04-30 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regression Modeling: Methods, Theory, and Computation with SAS provides an introduction to a diverse assortment of regression techniques using SAS to solve a wide variety of regression problems. The author fully documents the SAS programs and thoroughly explains the output produced by the programs. The text presents the popular ordinary least squares (OLS) approach before introducing many alternative regression methods. It covers nonparametric regression, logistic regression (including Poisson regression), Bayesian regression, robust regression, fuzzy regression, random coefficients regression, L1 and q-quantile regression, regression in a spatial domain, ridge regression, semiparametric regression, nonlinear least squares, and time-series regression issues. For most of the regression methods, the author includes SAS procedure code, enabling readers to promptly perform their own regression runs. A Comprehensive, Accessible Source on Regression Methodology and Modeling Requiring only basic knowledge of statistics and calculus, this book discusses how to use regression analysis for decision making and problem solving. It shows readers the power and diversity of regression techniques without overwhelming them with calculations.

Regression Analysis

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Publisher : Institute of Business Forec
ISBN 13 : 9780932126504
Total Pages : 306 pages
Book Rating : 4.1/5 (265 download)

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Book Synopsis Regression Analysis by : George C. S. Wang

Download or read book Regression Analysis written by George C. S. Wang and published by Institute of Business Forec. This book was released on 2003 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Predictions in Time Series Using Regression Models

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Author :
Publisher : Scientific e-Resources
ISBN 13 : 1839473290
Total Pages : 300 pages
Book Rating : 4.8/5 (394 download)

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Book Synopsis Predictions in Time Series Using Regression Models by : Cory Terrell

Download or read book Predictions in Time Series Using Regression Models written by Cory Terrell and published by Scientific e-Resources. This book was released on 2019-09-02 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regression methods have been a necessary piece of time arrangement investigation for over a century. As of late, new advancements have made real walks in such territories as non-constant information where a direct model isn't fitting. This book acquaints the peruser with fresher improvements and more assorted regression models and methods for time arrangement examination. Open to any individual who knows about the fundamental present day ideas of factual deduction, Regression Models for Time Series Analysis gives a truly necessary examination of late measurable advancements. Essential among them is the imperative class of models known as summed up straight models (GLM) which gives, under a few conditions, a bound together regression hypothesis reasonable for constant, all out, and check information. The creators stretch out GLM methodology deliberately to time arrangement where the essential and covariate information are both arbitrary and stochastically reliant. They acquaint readers with different regression models created amid the most recent thirty years or somewhere in the vicinity and condense traditional and later outcomes concerning state space models.