Results 61 to 70 of about 430,573 (198)

Generalized Sum Plots

Revstat Statistical Journal, 2011
Sousa and Michailidis (2004) developed the sum plot based on the Hill (1975) estimator as a diagnostic tool for selecting the optimal k when the distribution is heavy tailed.
J. Beirlant , E. Boniphace , G. Dierckx
doaj   +1 more source

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated [PDF]

, 1998
Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with fifirst-order spatial error processes are ...
Gotu, Butte
core   +1 more source

The Inverse Variance Weighted Least Squares Simple Regression as Generalized Cochran–Armitage Test for Trend

Journal of Clinical Question
Trend tests such as the Cochran–Armitage test for trend, the Jonckheere–Terpstra test, and Cuzick’s test require specific data formats, limiting their applicability.
Nobuyuki Horita, Takahiro Mihara, Yuki Mizuki, Tatsukata Kawagoe   +3 more
doaj   +1 more source

MEASURING AN ALMOST IDEAL DEMAND SYSTEM WITH GENERALIZED FLEXIBLE LEAST SQUARES [PDF]

Structural change in meat consumption has been the focus of many researchers during the last two decades. In this paper we develop a dynamic linear Almost Ideal Demand System (AIDS) model from a cost function that allows for time varying parameters. This
Dorfman, Jeffrey H., Foster, Kenneth A., Poray, Michael C.   +2 more
core   +1 more source

Comparative Analysis of Some Structural Equation Model Estimation Methods with Application to Coronary Heart Disease Risk

Journal of Probability and Statistics, 2020
This study compared a ridge maximum likelihood estimator to Yuan and Chan (2008) ridge maximum likelihood, maximum likelihood, unweighted least squares, generalized least squares, and asymptotic distribution-free estimators in fitting six models that ...
David Adedia, Atinuke O. Adebanji, Simon Kojo Appiah   +2 more
doaj   +1 more source

Wavelet Estimation of Time Series Regression with Long Memory Processes [PDF]

This paper studies the estimation of time series regression when both regressors and disturbances have long memory. In contrast with the frequency domain estimation as in Robinson and Hidalgo (1997), we propose to estimate the same regression model with ...
Haibin Wu
core  

The efficiency of OLS estimator in the linear regression model with spatially correlated errors [PDF]

, 1999
Bounds for the efficiency of ordinary least squares relative to generalized least squares estimator in the linear regression model with first order spatial error process are ...
Gotu, Butte
core  

On Least Squares Estimation in a Simple Linear Regression Model with Periodically Correlated Errors: A Cautionary Note

Austrian Journal of Statistics, 2016
In this research the simple linear regression (SLR) model with autocorrelated errors is considered. Traditionally, correlated errors are assumed to follow the autoregressive model of order one (AR(1)).
Abdullah A. Smadi, Nour H. Abu-Afouna
doaj   +1 more source

Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances [PDF]

, 1997
This note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending ...
Krämer, Walter
core   +1 more source

An improved mixed total least squares method for strain inversion from distance changes

Geodesy and Geodynamics, 2016
Based on the deficiency of the traditional total least squares method (TLS) in the field of geodetic inversion, the mixed error characteristics of the errors in variables (EIV) model were analyzed by considering the distance azimuth measurement error in ...
Zhiping Liu, Sida Li, Hefang Bian
doaj   +1 more source