Results 301 to 310 of about 286,227 (342)

MULTIPLIER ESTIMATES: TO BIAS OR NOT TO BIAS?*

Journal of Regional Science, 2006
ABSTRACT It is well known that multiplier estimates within an interindustry context may be biased when the input coefficients are stochastic. Several conditions have been derived under which the estimates were shown to be biased, all with the same sign.
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ON THE BIAS OF MULTIPLIER ESTIMATES*

Journal of Regional Science, 1995
ABSTRACT. This paper considers the bias of the matrix of multipliers when the underlying data are random. The traditional approach is to specify the stochastic nature of the input coefficients directly. It is shown that this approach implies a transactions table which is biased in a most unbalanced way.
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The bias of the 2SLS variance estimator

Economics Letters, 2000
Abstract In simultaneous equation models the two stage least squares (2SLS) estimator of the coefficients, though consistent, is biased in general and the nature of this bias has given rise to a good deal of research. However, little if any attention has been given to the bias that arises when an estimate of the asymptotic variance is used to ...
Kiviet, J.F., Phillips, G.D.A.
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Notes on Bias in Estimation

Biometrika, 1956
Abstract 1. One of the commonest problems in statistics is, given a series of observations x  1, x  2, … , x  n, to find a function of these, tn(x  1, x  2, … , x  n), which should provide an estimate of an unknown parameter θ.The desirable properties of estimation procedures have been discussed fully elsewhere.
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Bias bound for the minimax estimator

Journal of Statistical Planning and Inference, 2009
The bias bound function of an estimator is an important quantity in order to perform globally robust inference. We show how to evaluate the exact bias bound for the minimax estimator of the location parameter for a wide class of unimodal symmetric location and scale family.
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The Bias and Accuracy of Moment Estimators

Biometrika, 1970
SUMMARY A new method for finding the biases and covariances of moment estimators to order n-2 is outlined and compared with existing solutions. It is thought that the new approach is likely to be particularly useful for cases where moment estimation is complicated.
C. A. Robertson, J. G. Fryer
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Bias in Estimation of Misclassification Rates

Psychometrika, 2006
When a simple random sample of size n is employed to establish a classification rule for prediction of a polytomous variable by an independent variable, the best achievable rate of misclassification is higher than the corresponding best achievable rate if the conditional probability distribution is known for the predicted variable given the independent
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On mean‐sigma estimators and bias

British Journal of Mathematical and Statistical Psychology, 2012
When two test forms measure the same construct but are independently modelled using item response theory, the two forms’ respective metrics cannot be assumed to be equivalent. Thus, before comparing parameter estimates across forms, a linear transformation must be applied to at least one form's scale. The mean‐sigma method is a well‐known procedure for
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Bias of Autoregressive Spectral Estimators

Journal of the American Statistical Association, 1990
Abstract Bias of the least squares estimator of the log of the spectral density of an autoregression attenuates the peaks of the estimator. Under the assumption of an autoregressive generating process of known finite order, we obtain an expression for the order 1/T bias, where T is the sample length of the observed series.
Paul Shaman, Robert A. Stine
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The Bias of Autoregressive Coefficient Estimators

Journal of the American Statistical Association, 1988
Abstract This article presents simple expressions for the bias of estimators of the coefficients of an autoregressive model of arbitrary, but known, finite order. The results include models both with and without a constant term. The effects of overspecification of the model order on the bias are described.
Paul Shaman, Robert A. Stine
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