Results 251 to 260 of about 2,293,164 (298)
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Boosted Regression Trees with Errors in Variables
Biometrics, 2007Summary 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
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Identification of nonlinear errors-in-variables models
Automatica, 2002The 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.
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Linear errors-in-variables models
1984In 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 ...
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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.
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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.
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Identification in the Linear Errors in Variables Model
Econometrica, 1983Consider 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
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Errors in variables Models [PDF]
the participation rate should increase with the player’s observed strength, and the ...
Philippe Février, Lionel Wilner
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Optimal errors-in-variables filtering
Automatica, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guidorzi, Roberto +2 more
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Errors in Variables in Econometrics
1998This 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
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Identifiability of errors in variables dynamic systems
Automatica, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aguero, Juan C., Goodwin, Graham C.
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Error in Variable Conversion in Table
JAMA Surgery, 2023Crisanto M, Torres +2 more
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