Results 21 to 30 of about 77,552 (290)
Bias of the Quasi Score Estimator of a Measurement Error Model Under Misspecification of the Regressor Distribution [PDF]
, 2003 In a structural error model the structural quasi score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified the SQS estimator is (asymptotically) biased.
Cheng, Chi-Lun, Schneeweiß, Hans
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Environmental public good provision under robust decision making [PDF]
, 2016 We study public good provision in a two-country dynamic setup with environmental externalities. In this framework, we examine robust decision making under potential misspecification of the process that describes the evolution of the environmental ...
Angelopoulos, Konstantinos +2 more
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Journal of Agricultural and Resource Economics, 1994 This study presents an empirical method of modeling the nonnegativity of dependent variables using truncated logistic and normal disturbance distributions. The method is applied in estimating a ranch land hedonic price function.
Feng Xu +2 more
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Bootstrap confidence sets under model misspecification [PDF]
, 2014 A multiplier bootstrap procedure for construction of likelihood-based confidence sets is considered for finite samples and a possible model misspecification. Theoretical results justify the bootstrap validity for a small or moderate sample size and allow
Spokoiny, Vladimir, Zhilova, Mayya
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Specifying Turning Point in Piecewise Growth Curve Models: Challenges and Solutions
Frontiers in Applied Mathematics and Statistics, 2017 Piecewise growth curve model (PGCM) is often used when the underlying growth process is not linear and is hypothesized to consist of phasic developments connected by turning points (or knots or change points).
Ling Ning, Wen Luo
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Stats, 2022 Structural equation models (SEM), or confirmatory factor analysis as a special case, contain model parameters at the measurement part and the structural part.
Alexander Robitzsch
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Informational herding with model misspecification [PDF]
Journal of Economic Theory, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Imputation Estimators Partially Correct for Model Misspecification [PDF]
, 2010 Inference problems with incomplete observations often aim at estimating population properties of unobserved quantities. One simple way to accomplish this estimation is to impute the unobserved quantities of interest at the individual level and then take ...
Minin, Vladimir N. +2 more
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On the pitfalls of Gaussian likelihood scoring for causal discovery
Journal of Causal Inference, 2023 We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We present a surprising
Schultheiss Christoph, Bühlmann Peter
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Monetary Policy Misspecification in VAR Models [PDF]
SSRN Electronic Journal, 2000 We examine the effects of extracting monetary policy disturbances with semi-structural and structural VARs, using data generated by a limited participation model under partial accommodative and feedback rules. We find that, in general, misspecification is substantial: short run coefficients often have wrong signs; impulse responses and variance ...
Fabio Canova, Joaquim Pires Pina
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