Inference on Time-Invariant Variables using Panel Data: A Pre-Test Estimator with an Application to the Returns to Schooling [PDF]
This paper proposes a new pre-test estimator of panel data models including time invariant variables based upon the Mundlak-Krishnakumar estimator and an "unrestricted” Hausman-Taylor estimator. The paper evaluates the biases of currently used restricted
Jean-Bernard Chatelain, Kirsten Ralf
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Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study [PDF]
, 1998 A simulation study is used to examine the robustness of some estimators on a linearized nonlinear regression model with heteroscedastic errors, namely the Linearized Ordinary Least Squares (LOLS), Transformed Generalized Least Squares (TGLS ...
Midi, Habshah
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Robust linear least squares regression [PDF]
, 2011 We consider the problem of robustly predicting as well as the best linear combination of $d$ given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination.
Audibert, Jean-Yves, Catoni, Olivier
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Cointegration Vector Estimation by DOLS for a Three-Dimensional Panel
Revista Colombiana de Estadística, 2015 This paper extends the results of the dynamic ordinary least squares cointegration vector estimator available in the literature to a three-dimensional panel. We use a balanced panel of N and M lengths observed over T periods.
LUIS FERNANDO MELO-VELANDIA +2 more
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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
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Measurement Errors and their Propagation in the Registration of Remote Sensing Images (?) [PDF]
Reference control points (RCPs) used in establishing the regression model in the registration or geometric correction of remote sensing images are generally assumed to be ?perfect?.
Jianghong Ma +3 more
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The Dynamic Nexus between Macroeconomic Factors and Income Inequality: Evidence from Lower-Middle-Income Countries [PDF]
Statistika: Statistics and Economy JournalIncome inequality has been a persistent challenge for policymakers worldwide, especially in developing economies. This study aims to explore the dynamics of income inequality in lower-middle-income economies by analyzing the long-run impact of critical ...
Mohsen Ayyash, Mohammed Fuqaha
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Partial robust M-regression. [PDF]
Partial Least Squares (PLS) is a standard statistical method in chemometrics. It can be considered as an incomplete, or 'partial', version of the Least Squares estimator of regression, applicable when high or perfect multicollinearity is present in the ...
Croux, Christophe +3 more
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Handling multicollinearity and outliers using weighted ridge least trimmed squares [PDF]
, 2014 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
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Estimation of Survival Function for Rayleigh Distribution by Ranking function:-
مجلة بغداد للعلوم, 2019 In this article, performing and deriving te probability density function for Rayleigh distribution is done by using ordinary least squares estimator method and Rank set estimator method. Then creating interval for scale parameter of Rayleigh distribution.
Hussein et al.
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