Results 51 to 60 of about 124,454 (198)
Acta Scientiarum: Animal Sciences, 2011 Assuming that selection in closed herds can promote reduction in additive genetic variance, multiple regression models were used to estimate this change in additive genetic (co)variance component, over the years when the selection was done.
Daniela Andressa Lino-Lourenço +5 more
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A single-level random-effects cross-lagged panel model for longitudinal mediation analysis [PDF]
, 2017 Cross-lagged panel models (CLPMs) are widely used to test mediation with longitudinal panel data. One major limitation of the CLPMs is that the model effects are assumed to be fixed across individuals.
Carroll, Ian A., Chen, Po-Yi, Wu, Wei
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Heteroscedasticity and Autocorrelation [PDF]
, 1987 One of the basic assumptions underlying the application of the LS-method is that the variances of the error terms are equal. If this assumption is not satisfied, the LS-method is no longer optimal in the Gauss-Markov sense. Linear and unbiased estimators with a smaller variance than that of the LS-estimator can then be obtained and, furthermore, the ...
Erling B. Andersen +2 more
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MIXREGLS : A Program for Mixed-Eects Location Scale Analysis
Journal of Statistical Software, 2013 MIXREGLS is a program which provides estimates for a mixed-effects location scale model assuming a (conditionally) normally-distributed dependent variable. This model can be used for analysis of data in which subjects may be measured at many observations
Donald Hedeker, Rachel Nordgren
doaj
Retrieval of among-stand variances from one observation per stand
Journal of Forest Science, 2020 Forest inventories provide predictions of stand means on a routine basis from models with auxiliary variables from remote sensing as predictors and response variables from field data.
Steen Magnussen, Johannes Breidenbach
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Tests of Functional Form and Heteroscedasticity [PDF]
This paper considers tests of misspecification in a heteroscedastic transformation model. We derive Lagrange multiplier (LM) statistics for (i) testing functional form and heteroscedasticity jointly, (ii) testing functional form in the presence of ...
Y. K. Tse, Z. L. Yang
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SeparationsBackground: Method quantification limits are typically determined by measuring variability at blank level only, without accounting for the uncertainties associated with the parameters of the calibration function applied.
Natàlia Hernández, Juan M. Sanchez
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PERBANDINGAN TRANSFORMASI BOX-COX DAN REGRESI KUANTIL MEDIAN DALAM MENGATASI HETEROSKEDASTISITAS
E-Jurnal Matematika, 2015 Ordinary least square (OLS) is a method that can be used to estimate the parameter in linear regression analysis. There are some assumption which should be satisfied on OLS, one of this assumption is homoscedasticity, that is the variance of error is ...
NI WAYAN YUNI CAHYANI +2 more
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A conditional extreme value theory approach in value-at-risk forecasting: Evidence from Southeastern Europe and USA market [PDF]
Industrija, 2015 As a consequence of the recent financial crisis, the adequacy of different Value-at-Risk (VaR) methodologies was heavily questioned. Current practice in VaR assessment relies on modeling the whole distribution of returns. As an alternative, in this paper
Totić Selena
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Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies [PDF]
, 2010 In this paper we extend the time series analysis to the panel framework to test the C-CAPM driven by wealth references for developed countries. Specifically, we focus on a linearised form of the Consumption-based CAPM in a pooled cross section panel ...
Hunter, J, Wu, F
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