Results 111 to 120 of about 75,307 (298)
New Wine in Old Bottles: A Sequential Estimation Technique for the LPM [PDF]
The conditions under which ordinary least squares (OLS) is an unbiased and consistent estimator of the linear probability model (LPM) are unlikely to hold in many instances.
Ronald L. Oaxaca, William C. Horrace
core
Handling multicollinearity and outliers using weighted ridge least trimmed squares [PDF]
Common problems in multiple linear regression models are multicollinearity and outliers. In this paper, we will propose a robust ridge regression. It is based on weighted ridge least trimmed squares (WRLTS).
Adnan, Robiah +3 more
core
Objective The objective was to identify factors determining acute arthritis resolution and safety with colchicine and prednisone in acute calcium pyrophosphate (CPP) crystal arthritis. Methods We conducted a post hoc analysis of the COLCHICORT trial, which compared colchicine and prednisone for the treatment of acute CPP crystal arthritis, using a ...
Tristan Pascart +14 more
wiley +1 more source
The equality between linear transforms of ordinary least squares and best linear unbiased estimator [PDF]
The best linear unbiased estimator BLUE (CXb) of a linear transform CX b in the general Gauss-Markov model (y, E (y) = X b Cov (y) =a2v) is the linear transform C BLUE (Xb) of the best linear unbiased estimator BLUE (Xb) of Xb.
Groß, Jürgen, Trenkler, Götz
core +3 more sources
Objective Foot orthoses are thought to improve pain by potentially modifying internal mechanical forces. To test this, we explored whether foot orthoses can modify patterns of bone marrow lesions (BMLs) in people with midfoot pain. Methods Forty‐two people were recruited with midfoot pain, and magnetic resonance imaging–confirmed midfoot BMLs ...
Jill Halstead +4 more
wiley +1 more source
Nonlinear Cointegration, Misspecification and Bimodality [PDF]
We show that the asymptotic distribution of the ordinary least squares estimator in a cointegration regression may be bimodal. A simple case arises when the intercept is erroneously omitted from the estimated model or in nonlinear-in-variables models ...
Eduardo Mendes +2 more
core
Financial Distress and Its Determinants in Rheumatoid Arthritis
Objective To quantify the degree of financial distress and identify its determinants in adults with rheumatoid arthritis (RA) given the frequent prolonged use of expensive disease‐modifying therapies. Methods We identified adults enrolled in the FORWARD databank with either RA or noninflammatory musculoskeletal disease (NIMSKD) completing the ...
Amber Brown Keebler +5 more
wiley +1 more source
Objective We aimed to test the efficacy of personalized treatment of older veterans with chronic low back pain (CLBP) delivered by Aging Back Clinics (ABCs) as compared with usual care (UC). Methods Two hundred ninety‐nine veterans aged 65 to 89 with CLBP from three Veterans Affairs (VA) medical centers underwent baseline testing, randomization to ABC ...
Debra K. Weiner +9 more
wiley +1 more source
More efficient tests robust to heteroskedasticity of unknown form [PDF]
In the presence of heteroskedasticity of unknown form, the Ordinary Least Squares parameter estimator becomes inefficient and its covariance matrix estimator inconsistent.
Emmanuel Flachaire
core
Objective Pulmonary fibrosis (PF) is a severe extra‐articular manifestation of rheumatoid arthritis (RA). This study aimed to externally validate a genetic risk score (GRS) and a combined risk score (CRS) for predicting the risk of RA‐associated PF in an independent cohort of patients with early RA.
Mikael Brink +3 more
wiley +1 more source

