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Author : Kazumitsu Nawata
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Least Absolute Deviations Estimators in Generalized Regression Models written by Kazumitsu Nawata and published by . This book was released on 1990 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James Leo Powell
Publisher :
ISBN 13 :
Total Pages : 262 pages
Book Rating : 4.F/5 ( download)
Download or read book Least Absolute Deviations Estimation for Censored and Truncated Regression Models written by James Leo Powell and published by . This book was released on 1981 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James Leo Powell III
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (254 download)
Download or read book Least Absolute Deviations Estimation for Censored and Truncated Regression Models written by James Leo Powell III and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kazumitsu Nawata
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (318 download)
Download or read book Estimation of Generalized Regression Models by the Grouping Method written by Kazumitsu Nawata and published by . This book was released on 1993 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : S. Eakambaram
Publisher : LAP Lambert Academic Publishing
ISBN 13 : 9783846508565
Total Pages : 120 pages
Book Rating : 4.5/5 (85 download)
Download or read book Least Absolute Deviation Regression Theory and Methods written by S. Eakambaram and published by LAP Lambert Academic Publishing. This book was released on 2011-10 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with Introduction, Basic Concepts, Brief Review of Regression Theory. It present the work related to Least Absolute Deviations (LAD) Regression and its estimation theory with and without auto correlated errors. LAD and Least Squares estimation of censored regression model with fixed and marginal effects are also discussed. Further, it contains LAD estimation for linear and nonlinear regression model for truncated and censored data.
Author : Tae-Hwan Kim
Publisher :
ISBN 13 :
Total Pages : 298 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Shrinkage Least Absolute Deviation Estimator in Large Samples and Its Application to the Treynor-Black Model written by Tae-Hwan Kim and published by . This book was released on 1998 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kenneth D. Lawrence
Publisher : Routledge
ISBN 13 : 1351418270
Total Pages : 320 pages
Book Rating : 4.3/5 (514 download)
Download or read book Robust Regression written by Kenneth D. Lawrence and published by Routledge. This book was released on 2019-05-20 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation discusses generalized properties of Lp-estimators. Includes an algorithm for identifying outliers using least absolute value criterion in regression modeling reviews redescending M-estimators studies Li linear regression proposes the best linear unbiased estimators for fixed parameters and random errors in the mixed linear model summarizes known properties of Li estimators for time series analysis examines ordinary least squares, latent root regression, and a robust regression weighting scheme and evaluates results from five different robust ridge regression estimators.
Author : Tavis Abrahamsen
Publisher :
ISBN 13 :
Total Pages : 90 pages
Book Rating : 4.:/5 (424 download)
Download or read book The Least Absolute Deviation Estimator for Functional Linear Regression written by Tavis Abrahamsen and published by . This book was released on 2009 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Arie Preminger
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book A Model Selection Method for S-Estimation written by Arie Preminger and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In least squares, least absolute deviations, and even generalized M-estimation, outlying observations sometimes strongly influence the estimation result, masking an important and interesting relationship existing in the majority of observations. The S-estimators are a class of estimators that overcome this difficulty by smoothly downweighting outliers in fitting regression functions to data. In this paper, we propose a method of model selection suitable in S-estimation. The proposed method chooses a model to minimize a criterion named the penalized S-scale criterion (PSC), which is decreasing in the sample S-scale of fitted residuals and increasing in the number of parameters. We study the large sample behavior of the PSC in nonlinear regression with dependent, heterogeneous data, to establish sets of conditions sufficient for the PSC to consistently select the model with the best fitting performance in terms of the population S-scale, and the one with the minimum number of parameters if there are multiple best performers. Our analysis allows for partial unidentifiability, which is often a practically important possibility when selecting one among nonlinear regression models. We offer two examples to demonstrate how our large sample results could be applied in practice. We also conduct Monte Carlo simulations to verify that the PSC performs as our large sample theory indicates, and assess the reliability of the PSC method in comparison with the familiar Akaike and Schwarz information criteria.
Author : Jiann Chyun Hao
Publisher :
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.:/5 (48 download)
Download or read book An Empirical Investigation of the Performance of Two Estimators of Heteroskedastic Limited Dependent Variable Models written by Jiann Chyun Hao and published by . This book was released on 1992 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Virendera K. Srivastava
Publisher : CRC Press
ISBN 13 : 9780824776107
Total Pages : 398 pages
Book Rating : 4.7/5 (761 download)
Download or read book Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and published by CRC Press. This book was released on 1987-05-29 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seemingly unrelated regression equations model; The least squares estimator and its variants; Approximate destribution theory for feasible generalized least squares estimators; Exact finite-sample properties of feasible generalized least squares estimators; Iterative estimators; Shrinkage estimators; Autoregressive disturbances; Heteroscedastic disturbances; Constrained error covariance structures; Prior information; Some miscellaneous topics.
Author : P- Bloomfield
Publisher : Springer Science & Business Media
ISBN 13 : 1468485741
Total Pages : 363 pages
Book Rating : 4.4/5 (684 download)
Download or read book Least Absolute Deviations written by P- Bloomfield and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Least squares is probably the best known method for fitting linear models and by far the most widely used. Surprisingly, the discrete L 1 analogue, least absolute deviations (LAD) seems to have been considered first. Possibly the LAD criterion was forced into the background because of the com putational difficulties associated with it. Recently there has been a resurgence of interest in LAD. It was spurred on by work that has resulted in efficient al gorithms for obtaining LAD fits. Another stimulus came from robust statistics. LAD estimates resist undue effects from a feyv, large errors. Therefore. in addition to being robust, they also make good starting points for other iterative, robust procedures. The LAD criterion has great utility. LAD fits are optimal for linear regressions where the errors are double exponential. However they also have excellent properties well outside this narrow context. In addition they are useful in other linear situations such as time series and multivariate data analysis. Finally, LAD fitting embodies a set of ideas that is important in linear optimization theory and numerical analysis. viii PREFACE In this monograph we will present a unified treatment of the role of LAD techniques in several domains. Some of the material has appeared in recent journal papers and some of it is new. This presentation is organized in the following way. There are three parts, one for Theory, one for Applicatior.s and one for Algorithms.
Author : R. D. Armstrong
Publisher :
ISBN 13 :
Total Pages : 39 pages
Book Rating : 4.:/5 (227 download)
Download or read book Least Absolute Value Estimators for One-Way and Two-Way Tables written by R. D. Armstrong and published by . This book was released on 1976 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper concerns itself with the problem of estimating the parameters in a one-way and two-way classification model by minimizing the sum of the absolute deviations of the regression function from the observed points. The one-way model reduces to obtaining a set of medians from which optimal parameters can be obtained by simple arithmetic manipulations. The two-way model is transformed into a specially structured linear programming problem and two algorithms are presented to solve this problem. The occurrence of alternative optimal solutions in both models is discussed, and numerical examples are presented. (Author).
Author : Steven Durlauf
Publisher : Springer
ISBN 13 : 0230280811
Total Pages : 365 pages
Book Rating : 4.2/5 (32 download)
Download or read book Microeconometrics written by Steven Durlauf and published by Springer. This book was released on 2016-06-07 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Author : Spyros G. Makridakis
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 322 pages
Book Rating : 4.F/5 ( download)
Download or read book The Forecasting Accuracy of Major Time Series Methods written by Spyros G. Makridakis and published by John Wiley & Sons. This book was released on 1984 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: STATISTICS. ECONOMETRIC METHODS. EXTRAPOLATION METHODS. BOX-JENKINS. AEP FILTERING. BAYESIAN FORECASTING. NAIVE METHOD. MOVING AVERAGE METHOD. EXPONENTIAL SMOOTHING METHOD. REGRESSION METHOD. FORSYS METHOD. SALES FORECASTING.
Author : Stanford University. Institute for Mathematical Studies in the Social Sciences
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (123 download)
Download or read book The Two Stage Least Absolute Deviations Estimators written by Stanford University. Institute for Mathematical Studies in the Social Sciences and published by . This book was released on 1979 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Takeshi Amemiya
Publisher : Harvard University Press
ISBN 13 : 9780674005600
Total Pages : 540 pages
Book Rating : 4.0/5 (56 download)
Download or read book Advanced Econometrics written by Takeshi Amemiya and published by Harvard University Press. This book was released on 1985 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
