Revista Colombiana de Estadística, 2010 This paper describes a procedure for the estimation of fixed and random parameters in multilevel model for proportions. The estimation procedure is developed using Iterative Generalized Least Squares.
Castells Ernestina +2 more
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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
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Convergence analysis of a proximal Gauss-Newton method
, 2011 An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions.
Salzo, Saverio, Villa, Silvia
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Generalized least squares estimation of linear models containing rational future expectations [PDF]
Estimation
Nijman, T.E., Palm, F.C.
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Constrained generalized least squares estimation of multivariate polychoric correlation. [PDF]
, 1987 Siu-man Ng.Thesis (M.Ph.)--Chinese University of Hong Kong, 1987.Bibliography: leaves 44 ...
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MELE: MAXIMUM ENTROPY LEUVEN ESTIMATORS [PDF]
Multicollinearity hampers empirical econometrics. The remedies proposed to date suffer from pitfalls of their own. The ridge estimator is not generally accepted as a vital alternative to the ordinary least-squares (OLS) estimator because it depends upon ...
Paris, Quirino
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On Distributed Lags in Dynamic Panel Data Models: Evidence from Market Shares [PDF]
The objective of this paper is twofold: First, the applicability of a widely used dynamic model, the autoregressive distributed lag model (ARDL), is scrutinized in a panel data setting. Second, Chile’s development of market shares in the EU market in the
Dierk Herzer +3 more
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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
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Least Squares Generalization-Memorization Regression
Advances in Computer and Engineering Technology ResearchGeneralization-Memorization learning endeavors to minimize empirical risk while simultaneously reducing expected risk. Although we often do not pay attention to whether the training samples are accurately memorized during regression, improving generalization performance with better memory is always a goal pursued by regression. To tackle this issue, we
Shuai Wang, Yu Wang, Yiwei Song
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Cancerphobia: Electromagnetic Fields and Their Impact on Residential Loan Values [PDF]
This article provides a matrix representation of the adjustment grid estimator. From this representation, one can invoke the Gauss-Mrkov theorem to examine the efficiency of ordinary least squares (OLS) and the grid estimator that uses OLS estimates of ...
Donald R. Epley, James A. Bryant
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