Results 201 to 210 of about 165,476 (261)

Two-Stage Sparse Recovery for Off-Grid Cascaded Channel Estimation in RIS-Assisted mmWave Systems. [PDF]

Sensors (Basel)
Han Z, Liu Q, Cao Y, Wang Y, Lin Y.
europepmc   +1 more source

Seasonal variation in fertility and milk production in dairy cattle under Mediterranean climate. [PDF]

Front Vet Sci
D'hallewin JSK, Darabighane B, Frau A, Cresci R, Cosseddu C, Sale S, Bebbere D, Atzori AS, Mossa F.   +8 more
europepmc   +1 more source

Creep damage model of deep granite under coupled temperature-stress conditions. [PDF]

Sci Rep
Hu J, Shi J, Wu J, Zhang S, Zhao Y, Zhao S, Sun Z, Dang H, Yuan H.   +8 more
europepmc   +1 more source

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Test for cointegration based on two-stage least squares

Journal of Applied Statistics, 2005
Abstract A residual-based test for cointegration is proposed. The method of two-stage least squares is used to estimate the cointegration model parameters. The residuals are then tested for the existence of a unit root using the augmented Dickey-Fuller test.
exaly   +2 more sources

Two-Stage Least Squares

2013
Both path analysis and multistage least squares are adequate for simultaneously assessing both direct and indirect predictors. This makes interpretation less easy. Also, path analysis does not provide overall p-values.
Ton J. Cleophas, Aeilko H. Zwinderman
openaire   +1 more source

Two-stage Least Squares (35 Patients)

2014
The two stage least squares method assumes that the independent variable (x-variable) is problematic, meaning that it is somewhat uncertain. An additional variable can be argued to provide relevant information about the problematic variable, and is, therefore, called instrumental variable, and included in the analysis.
Ton J Cleophas, Aeilko H Zwinderman
openaire   +1 more source

Two-Stage Least-Squares Estimation with Shifts in the Structural Form

Econometrica, 1970
1. IN THIS NOTE we consider the estimation of linear models when the coefficients of the structural form are not the same for all observations for which the model is postulated to be valid. An example of such a model is given in [3], where some structural relations have a piecewise linear form.
Barten, A P, Bronsard, Lise Salvas
openaire   +1 more source

Partially Generalized Least Squares and Two-Stage Least Squares Estimators

Journal of Econometrics, 1983
Abstract A class of partially generalized least squares estimators and a class of partially generalized two-stage least squares estimators in regression models with heteroscedastic errors are proposed. By using these estimators a researcher can attain higher efficiency than that attained by the least squares or the two-stage least squares estimators ...
openaire   +1 more source