Download or read book Asymptotic Properties of a Least squares Estimator Using Incomplete Data written by Anders Klevmarken and published by . This book was released on 1983 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic properties of least squares estimators in semimartingale regression models written by Norbert Christopeit and published by . This book was released on 1985 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic properties of least squares estimators in regression models with forecast feedback written by Michael Mohr and published by . This book was released on 1989 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of the Ordinary Least Squares Estimator in Simultaneous Equations Models written by Virendra K. Srivastava and published by . This book was released on 1989 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models written by Stanford University. Department of Statistics and published by . This book was released on 1990 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book History First Baptist Church St Albans W Va written by and published by . This book was released on 1936* with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Nonlinear Least Squares Estimators in a Replicated Time Series Model written by Jeremy Sin-hing Wu and published by . This book was released on 1982 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of an Iterate of Two Stage Least Squares Estimator written by Phoebus J. Dhrymes and published by . This book was released on 1970 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Simultaneous Least Squares Estimators written by Phoebus J. Dhrymes and published by . This book was released on 1971 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic written by P. K. Bhattacharya (Mathematician) and published by . This book was released on 1961 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the linear regression of y on x observations the loss in estimating the true regression function by another function is considered as a loss function. For the loss function, it is shown under certain conditions that if the class of estimates which are linear in y's and have bounded risk is non-empty, then the estimate obtained by the method of least squares belongs to this class and has uniformly minimum risk in this class. A necessary and sufficient condition on the distribution function of x observations is obtained for this class to be non-empty, which unfortunately is not easy to verify in particular cases and is violated in a ver simple situation. owever, by a sequential modification of the sampling scheme, this condition may always be satisfied at the cost of an arbitrarily small increase in the expected sa ple size. I T IS ALSO SHOWN UNDER CERTAIN FURTHER C NDITIONS ON THE FAMILY OF ADMISSIBLE DISTRIB TIONS THAT THE LEAST SQUARES ESTIMATOR IS MINIMAX IN THE CLASS OF ALL ESTIMATORS. (Author).

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Some Estimators in Moving Average Models written by Stanford University. Department of Statistics and published by . This book was released on 1975 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author considers estimation procedures for the moving average model of order q. Walker's method uses k sample autocovariances (k> or = q). Assume that k depends on T in such a way that k nears infinity as T nears infinity. The estimates are consistent, asymptotically normal and asymptotically efficient if k = k (T) dominates log T and is dominated by (T sub 1/2). The approach in proving these theorems involves obtaining an explicit form for the components of the inverse of a symmetric matrix with equal elements along its five central diagonals, and zeroes elsewhere. The asymptotic normality follows from a central limit theorem for normalized sums of random variables that are dependent of order k, where k tends to infinity with T. An alternative form of the estimator facilitates the calculations and the analysis of the role of k, without changing the asymptotic properties.

Download or read book On Asymptotic Properties of the Least Squares Estimators for Autoregressive Time Series with a Unit Root written by Sastry G. Pantula and published by . This book was released on 1982 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Methods for Handling Incomplete Data written by Jae Kwang Kim and published by CRC Press. This book was released on 2021-11-19 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to recent theoretical findings and advances in statistical computing, there has been a rapid development of techniques and applications in the area of missing data analysis. Statistical Methods for Handling Incomplete Data covers the most up-to-date statistical theories and computational methods for analyzing incomplete data. Features Uses the mean score equation as a building block for developing the theory for missing data analysis Provides comprehensive coverage of computational techniques for missing data analysis Presents a rigorous treatment of imputation techniques, including multiple imputation fractional imputation Explores the most recent advances of the propensity score method and estimation techniques for nonignorable missing data Describes a survey sampling application Updated with a new chapter on Data Integration Now includes a chapter on Advanced Topics, including kernel ridge regression imputation and neural network model imputation The book is primarily aimed at researchers and graduate students from statistics, and could be used as a reference by applied researchers with a good quantitative background. It includes many real data examples and simulated examples to help readers understand the methodologies.

Download or read book Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors written by Badi H. Baltagi and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are derived for the standard panel data estimators including ordinary least squares, fixed effects, first-difference, and generalized least squares (GLS) estimators when both T and n are large. We show that all the estimators have asymptotic normal distributions and have different convergence rates dependent on the non-stationarity of the regressors and the remainder disturbances. We show using Monte Carlo experiments that the loss in efficiency of the OLS, FE and FD estimators relative to true GLS can be substantial.

Download or read book Asymptotic Properties of Conditional Least squares Estimators for Array Time Series written by Rajae Azral and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Linear Models written by Calyampudi R. Rao and published by Springer Science & Business Media. This book was released on 2006-04-06 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date account of the theory and applications of linear models, for use as a textbook in statistics at graduate level as well as an accompanying text for other courses in which linear models play a part. The authors present a unified theory of inference from linear models with minimal assumptions, not only through least squares theory, but also using alternative methods of estimation and testing based on convex loss functions and general estimating equations. Highlights include: - a special emphasis on sensitivity analysis and model selection; - a chapter devoted to the analysis of categorical data based on logic, loglinear, and logistic regression models; - a chapter devoted to incomplete data sets; - an extensive appendix on matrix theory; - a chapter devoted to the analysis of categorical data based on a unified presentation of generalized linear models including GEE-methods for correlated response; - a chapter devoted to incomplete data sets including regression diagnostics to identify Non-MCAR-processes The material covered is thus invaluable not only to graduates, but also to researchers and consultants in statistics.