Results 251 to 260 of about 2,293,164 (298)
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Boosted Regression Trees with Errors in Variables

Biometrics, 2007
Summary In this article, we consider nonparametric regression when covariates are measured with error. Estimation is performed using boosted regression trees, with the sum of the trees forming the estimate of the conditional expectation of the response. Both binary and continuous response regression are investigated.
Sexton, Joseph, Laake, Petter
openaire   +3 more sources

Identification of nonlinear errors-in-variables models

Automatica, 2002
The publication deals with a generalization of a classical eigenvalue-decomposition method first developed for errors-in-variables linear system identification. An identification algorithm is presented for nonlinear, but linear in parameters errors-in-variables models using nonlinear polynomial eigenvalue-eigenvector decompositions.
Vajk, I., Hetthéssy, J.
openaire   +1 more source

Linear errors-in-variables models

1984
In this paper we are concerned with the statistical analysis of systems, where both, inputs and outputs, are contaminated by errors. Models of this kind are called error-in-variables (EV) models. Let x t * . and y t * denote the “true” inputs and outputs respectively and let xt and yt denote the observed inputs and outputs, then the situation can be ...
openaire   +1 more source

Error in Variables

2003
AbstractThis chapter analyses the standard regression model with errors in variables. It covers measurement error bias and unobserved heterogeneity bias, instrumental variable estimation with panel data. It presents estimates from Bover and Watson (2000) concerning economies of scale in a firm money demand equation.
openaire   +1 more source

Identification in the Linear Errors in Variables Model

Econometrica, 1983
Consider the following multiple linear regression model with errors in variables: \(y_ j=\xi^ T\!_ j\beta +\epsilon_ j\), \(x_ j=\xi_ j+\nu_ j\), \(j=1,...,n\), where \(\xi_ j\), \(x_ j\), \(\nu_ j\), and \(\beta\) are k-vectors, \(y_ j\), \(\epsilon_ j\) are scalars. The \(\xi_ j\) are unobserved variables: instead the \(x_ j\) are observed.
Kapteyn, Arie, Wansbeek, Tom
openaire   +2 more sources

Errors in variables Models [PDF]

open access: possible, 2014
the participation rate should increase with the player’s observed strength, and the ...
Philippe Février, Lionel Wilner
openaire  

Optimal errors-in-variables filtering

Automatica, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guidorzi, Roberto   +2 more
openaire   +2 more sources

Errors in Variables in Econometrics

1998
This article discusses the use of instrumental variables and grouping methods in the linear errors-in-variables or measurement error model. Comparisons are made between these methods, standard measurement error model methods with side conditions, least squares methods, and replicated models. It is demonstrated that there are close relationships between
Chi-Lun Cheng, John W. Ness
openaire   +1 more source

Identifiability of errors in variables dynamic systems

Automatica, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aguero, Juan C., Goodwin, Graham C.
openaire   +1 more source

Error in Variable Conversion in Table

JAMA Surgery, 2023
Crisanto M, Torres   +2 more
openaire   +2 more sources

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