Results 301 to 310 of about 4,979,421 (354)

Panel data regression for counts

Statistical Papers, 1996
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Brännäs, K., Johansson, P.
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Partially time-invariant panel data regression

Statistics & Probability Letters
In panel data analysis, temporal variation in the variable of interest is commonly exploited to eliminate individual-specific effects. However, even when the outcome variable follows a continuous distribution, its temporal variation may equal zero with positive probability, resulting in a mixture distribution characterized by a mass at zero alongside a
Cardot, Hervé, Musolesi, Antonio
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Semiparametric Estimation of Regression Models for Panel Data

The Review of Economic Studies, 1996
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Joel L. Horowitz, Marianthi Markatou
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Panel Regression with Unobserved Classes [PDF]

, 2000
We propose a panel regression model with a predetermined and fixed number of classes, where each class is defined by its parameters, but any reference as to which group any observation belongs to is absent. The classes or groups are rationalized by a willingness to attribute some of the observed heterogeneity on a higher level than the individual.
Salabasis, Mickael, Villani, Mattias
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Regression Analysis of Panel Count Data I

2013
This chapter discusses the same problem as in the previous chapter, but under different situations. A basic assumption behind the methods described in the last chapter is that the underlying recurrent event process of interest and the observation process are independent of each other conditional on covariates.
Jianguo Sun, Xingqiu Zhao
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Panel regression with multiplicative measurement errors

Economics Letters, 2011
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Ronning, Gerd, Schneeweiss, Hans
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Uncertain panel regression analysis with application to the impact of urbanization on electricity intensity

Journal of Ambient Intelligence and Humanized Computing, 2022
Bao Jiang, Tingqing Ye
semanticscholar   +1 more source

Exponential regression of dynamic panel data models

Economics Letters, 2001
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A Jackknife Variance Estimator for Panel Regressions

Staff Reports (Federal Reserve Bank of New York)
We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife variance estimator on a transformed space of the regressors and residuals using orthonormal trigonometric basis functions.
Crump, Richard K., Gospodinov, Nikolaj, Lopez Gaffney, Ignacio   +2 more
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A composite logistic regression approach for ordinal panel data regression

International Journal of Data Analysis Techniques and Strategies, 2008
We propose in this article a Composite Logistic Regression (CLR) approach for ordinal panel data regression. The new method transforms the original ordinal regression problem into a number of binary ones. Thereafter, the method of conditional logistic regression (Chamberlain, 1984; Wooldridge, 2001; Hsiao, 2003) can be directly applied.
Ronghua Luo, Hansheng Wang
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