Results 11 to 20 of about 105,835 (305)
A Critical Note on the Forecast Error Variance Decomposition [PDF]
SSRN Electronic Journal, 2008 The paper questions the reasonability of using forecast error variance decompositions for assessing the role of different structural shocks in business cycle fluctuations. It is shown that the forecast error variance decomposition is related to a dubious definition of the business cycle.
Seymen, Atilim
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Estimating the variance of decomposition effects [PDF]
Applied Economics, 2015 ABSTRACTWe derive the asymptotic variance of the Blinder–Oaxaca decomposition effects. We show that the delta method approach that builds on the assumption of fixed regressors understates true variability of the decomposition effects when regressors are stochastic. Our proposed variance estimator takes randomness of regressors into consideration.
Hasebe, Takuya
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Variance Decomposition Using an IRT Measurement Model [PDF]
Behavior Genetics, 2007 Large scale research projects in behaviour genetics and genetic epidemiology are often based on questionnaire or interview data. Typically, a number of items is presented to a number of subjects, the subjects' sum scores on the items are computed, and the variance of sum scores is decomposed into a number of variance components.
van den Berg, Stéphanie M. +2 more
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A unique orthogonal variance decomposition [PDF]
, 2008 Let e and Σ be respectively the vector of shocks and its variance covariance matrix in a linear system of equations in reduced form. This article shows that a unique orthogonal variance decomposition can be obtained if we impose a restriction that maximizes the trace of A, a positive definite matrix such that Az = e where z is vector of uncorrelated ...
Wong, Woon K., Cardiff University
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Bias-Variance Decomposition for Ranking [PDF]
Proceedings of the 14th ACM International Conference on Web Search and Data Mining, 2021 In machine learning and statistics, bias and variance of supervised learning models are well studied concepts. In this work, we try to better understand how these concepts apply in the context of ranking of items (e.g., for web-search or recommender systems). We define notions of bias and variance directly on pairwise ordering of items.
Pannaga Shivaswamy, Ashok Chandrashekar
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Variance Decompositions for Extensive-Form Games [PDF]
2021 IEEE Conference on Games (CoG), 2021 Quantitative measures of randomness in games are useful for game design and have implications for gambling law. We treat the outcome of a game as a random variable and derive a closed-form expression and estimator for the variance in the outcome attributable to a player of the game.
Alex Cloud, Eric B. Laber
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Multilevel Latent Transition Mixture Modeling: Variance Decomposition and Application
Frontiers in Education, 2021 Person-centered methodologies generally refer to those that take unobserved heterogeneity of populations into account. The use of person-centered methodologies has proliferated, which is likely due to a number of factors, such as methodological advances ...
Grant B. Morgan, R. Noah Padgett
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On the Properties of Bias-Variance Decomposition for kNN Regression
Известия Иркутского государственного университета: Серия "Математика", 2023 When choosing the optimal complexity of the method for constructing decision functions, an important tool is the decomposition of the quality criterion into bias and variance.
V. M. Nedel’ko
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Mathematics, 2023 We explore the dynamics and determinants of volatility spillover between financial technology (FinTech) and the traditional financial industry (TFI).
Ziyao Wang +3 more
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International Journal of Empirical Economics, 2022 The study aims to examine the relationships between variables from different perspectives by using Turkey’s Real exchange rate (TL/USD), Real interest rate and Consumer price index data. Data from 2012M7 to 2021M12 were used in the study.
Ersin Sünbül
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