Results 71 to 80 of about 849,250 (242)
Semiparametric Multivariate Accelerated Failure Time Model with Generalized Estimating Equations
The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations provide promising ...
A Komárek +40 more
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Background Longitudinal data can be used to study disease progression and are often collected at irregular intervals. When the assessment times are informative about the severity of the disease, regression analyses of the outcome trajectory over time ...
Xiawen Zhang +3 more
doaj +1 more source
Estimates for Difference Quotients of Solutions of Poisson Type Difference Equations [PDF]
Achi Brandt
openalex +1 more source
EXPLORING ALTERNATIVES FOR ESTIMATING SYSTEMS OF EQUATIONS WITH MULTIPLE CENSORED VARIABLES: FARM OUTPUT SUPPLY AND INPUT DEMAND [PDF]
This paper explores two alternatives for estimating systems of equations with multiple censored variables: Maximum Simulated Likelihood and a two-step technique that seems to be well suited for large samples.
Arias, Carlos, Perali, Carlo Federico
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%QLS SAS Macro: A SAS Macro for Analysis of Correlated Data Using Quasi-Least Squares
Quasi-least squares (QLS) is an alternative computational approach for estimation of the correlation parameter in the framework of generalized estimating equations (GEE). QLS overcomes some limitations of GEE that were discussed in Crowder (1995).
Han-Joo Kim, Justine Shults
doaj
A Sharp Bilinear Estimate for the Bourgain-type Space with Application to the Benjamin Equation [PDF]
Wengu Chen, Jie Xiao
openalex +1 more source
Review of Generalized Estimating Equations by Hardin and Hilbe [PDF]
The new book by Hardin and Hilbe (2003) is reviewed.
Steven Stillman
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Sparse Estimation for Hamiltonian Mechanics
Estimating governing equations from observed time-series data is crucial for understanding dynamical systems. From the perspective of system comprehension, the demand for accurate estimation and interpretable results has been particularly emphasized ...
Yuya Note +4 more
doaj +1 more source
Estimating Term Structure Equations Using Macroeconomic Variables [PDF]
This paper begins with the expectations theory of the term structure of interest rates with constant term premia and then postulates how expectations of future short term interest rates are formed. Expectations depend in part on predictions from a set of
Ray C. Fair
core
Background Previous studies have thoroughly evaluated the association between long-term exposure to PM2.5 and mortality, but the effect of socioeconomic status on the association remains controversial.
Surong Zhao +8 more
doaj +1 more source

