Download or read book Partially Linear Models written by Wolfgang Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.
Download or read book Applied Econometrics with R written by Christian Kleiber and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
Download or read book Applied Linear Statistical Models written by Michael H. Kutner and published by McGraw-Hill/Irwin. This book was released on 2005 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.
Download or read book Dynamic Linear Models with R written by Giovanni Petris and published by Springer Science & Business Media. This book was released on 2009-06-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
Download or read book The R Book written by Michael J. Crawley and published by John Wiley & Sons. This book was released on 2012-11-07 with total page 1078 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hugely successful and popular text presenting an extensive and comprehensive guide for all R users The R language is recognized as one of the most powerful and flexible statistical software packages, enabling users to apply many statistical techniques that would be impossible without such software to help implement such large data sets. R has become an essential tool for understanding and carrying out research. This edition: Features full colour text and extensive graphics throughout. Introduces a clear structure with numbered section headings to help readers locate information more efficiently. Looks at the evolution of R over the past five years. Features a new chapter on Bayesian Analysis and Meta-Analysis. Presents a fully revised and updated bibliography and reference section. Is supported by an accompanying website allowing examples from the text to be run by the user. Praise for the first edition: ‘...if you are an R user or wannabe R user, this text is the one that should be on your shelf. The breadth of topics covered is unsurpassed when it comes to texts on data analysis in R.’ (The American Statistician, August 2008) ‘The High-level software language of R is setting standards in quantitative analysis. And now anybody can get to grips with it thanks to The R Book...’ (Professional Pensions, July 2007)
Download or read book Nonlinear Time Series written by Jianqing Fan and published by Springer Science & Business Media. This book was released on 2008-09-11 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.
Download or read book Introduction to Data Science written by Rafael A. Irizarry and published by CRC Press. This book was released on 2019-11-20 with total page 836 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Data Science: Data Analysis and Prediction Algorithms with R introduces concepts and skills that can help you tackle real-world data analysis challenges. It covers concepts from probability, statistical inference, linear regression, and machine learning. It also helps you develop skills such as R programming, data wrangling, data visualization, predictive algorithm building, file organization with UNIX/Linux shell, version control with Git and GitHub, and reproducible document preparation. This book is a textbook for a first course in data science. No previous knowledge of R is necessary, although some experience with programming may be helpful. The book is divided into six parts: R, data visualization, statistics with R, data wrangling, machine learning, and productivity tools. Each part has several chapters meant to be presented as one lecture. The author uses motivating case studies that realistically mimic a data scientist’s experience. He starts by asking specific questions and answers these through data analysis so concepts are learned as a means to answering the questions. Examples of the case studies included are: US murder rates by state, self-reported student heights, trends in world health and economics, the impact of vaccines on infectious disease rates, the financial crisis of 2007-2008, election forecasting, building a baseball team, image processing of hand-written digits, and movie recommendation systems. The statistical concepts used to answer the case study questions are only briefly introduced, so complementing with a probability and statistics textbook is highly recommended for in-depth understanding of these concepts. If you read and understand the chapters and complete the exercises, you will be prepared to learn the more advanced concepts and skills needed to become an expert.
Download or read book Die Erfassung der langfristigen Absatzm glichkeiten mit Hilfe des Lebenszyklus eines Produktes written by Badi H. Baltagi and published by Springer Science & Business Media. This book was released on 2004-04-16 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their bootstrapped versions, confidence intervals for a doubly heteroskedastic stochastic production frontiers, estimation of semiparametric dynamic panel data models and review of survey attrition and nonresponse in the European Community Household Panel. Applications include the impact of uncertainty on UK investment, a Tobin-q investment model using US firm data, technical change in the Japanese chemical industry, cost efficiency of Spanish banks, the problem of immigrant integration in Canada, an analysis of the dynamics of individual health in the UK, the relationship between inflation and growth among OECD and APEC countries, modeling corner solutions in the industrial energy demand in the pulp and paper sector in France, technical efficiency of cereal farms in England, employment-supported training in Canada, earnings trends across skill groups and industries in West Germany, employment effects of education for disabled workers in Norway, a three-way gravity model with bilateral interaction effects for APEC countries and a panel cointegration approach to the Feldstein-Horioka investment-saving puzzle.
Download or read book Optimal Design and Related Areas in Optimization and Statistics written by Luc Pronzato and published by Springer Science & Business Media. This book was released on 2010-07-25 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume is a collective monograph devoted to applications of the optimal design theory in optimization and statistics. The chapters re?ect the topics discussed at the workshop “W-Optimum Design and Related Statistical Issues” that took place in Juan-les-Pins, France, in May 2005. The title of the workshop was chosen as a light-hearted celebration of the work of Henry Wynn. It was supported by the Laboratoire I3S (CNRS/Universit ́ e de Nice, Sophia Antipolis), to which Henry is a frequent visitor. The topics covered partly re?ect the wide spectrum of Henry’s research - terests. Algorithms for constructing optimal designs are discussed in Chap. 1, where Henry’s contribution to the ?eld is acknowledged. Steepest-ascent - gorithms used to construct optimal designs are very much related to general gradientalgorithmsforconvexoptimization. Inthelasttenyears,asigni?cant part of Henry’s research was devoted to the study of the asymptotic prop- ties of such algorithms. This topic is covered by Chaps. 2 and 3. The work by Alessandra Giovagnoli concentrates on the use of majorization and stoch- tic ordering, and Chap. 4 is a hopeful renewal of their collaboration. One of Henry’s major recent interests is what is now called algebraic statistics, the application of computational commutative algebra to statistics, and he was partly responsible for introducing the experimental design sub-area, reviewed in Chap. 5. One other sub-area is the application to Bayesian networks and Chap. 6 covers this, with Chap. 7 being strongly related.
Download or read book Machine Learning and Knowledge Discovery in Databases written by Michelangelo Ceci and published by Springer. This book was released on 2017-12-29 with total page 881 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three volume proceedings LNAI 10534 – 10536 constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2017, held in Skopje, Macedonia, in September 2017. The total of 101 regular papers presented in part I and part II was carefully reviewed and selected from 364 submissions; there are 47 papers in the applied data science, nectar and demo track. The contributions were organized in topical sections named as follows: Part I: anomaly detection; computer vision; ensembles and meta learning; feature selection and extraction; kernel methods; learning and optimization, matrix and tensor factorization; networks and graphs; neural networks and deep learning. Part II: pattern and sequence mining; privacy and security; probabilistic models and methods; recommendation; regression; reinforcement learning; subgroup discovery; time series and streams; transfer and multi-task learning; unsupervised and semisupervised learning. Part III: applied data science track; nectar track; and demo track.
Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Download or read book Regression Models for Time Series Analysis written by Benjamin Kedem and published by John Wiley & Sons. This book was released on 2005-03-11 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: A thorough review of the most current regression methods in time series analysis Regression methods have been an integral part of time series analysis for over a century. Recently, new developments have made major strides in such areas as non-continuous data where a linear model is not appropriate. This book introduces the reader to newer developments and more diverse regression models and methods for time series analysis. Accessible to anyone who is familiar with the basic modern concepts of statistical inference, Regression Models for Time Series Analysis provides a much-needed examination of recent statistical developments. Primary among them is the important class of models known as generalized linear models (GLM) which provides, under some conditions, a unified regression theory suitable for continuous, categorical, and count data. The authors extend GLM methodology systematically to time series where the primary and covariate data are both random and stochastically dependent. They introduce readers to various regression models developed during the last thirty years or so and summarize classical and more recent results concerning state space models. To conclude, they present a Bayesian approach to prediction and interpolation in spatial data adapted to time series that may be short and/or observed irregularly. Real data applications and further results are presented throughout by means of chapter problems and complements. Notably, the book covers: * Important recent developments in Kalman filtering, dynamic GLMs, and state-space modeling * Associated computational issues such as Markov chain, Monte Carlo, and the EM-algorithm * Prediction and interpolation * Stationary processes
Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Download or read book The Work of Raymond J Carroll written by Marie Davidian and published by Springer. This book was released on 2014-06-06 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains Raymond J. Carroll's research and commentary on its impact by leading statisticians. Each of the seven main parts focuses on a key research area: Measurement Error, Transformation and Weighting, Epidemiology, Nonparametric and Semiparametric Regression for Independent Data, Nonparametric and Semiparametric Regression for Dependent Data, Robustness, and other work. The seven subject areas reviewed in this book were chosen by Ray himself, as were the articles representing each area. The commentaries not only review Ray’s work, but are also filled with history and anecdotes. Raymond J. Carroll’s impact on statistics and numerous other fields of science is far-reaching. His vast catalog of work spans from fundamental contributions to statistical theory to innovative methodological development and new insights in disciplinary science. From the outset of his career, rather than taking the “safe” route of pursuing incremental advances, Ray has focused on tackling the most important challenges. In doing so, it is fair to say that he has defined a host of statistics areas, including weighting and transformation in regression, measurement error modeling, quantitative methods for nutritional epidemiology and non- and semiparametric regression.
Download or read book The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics written by Jeffrey Racine and published by Oxford University Press. This book was released on 2014-04 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2008 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Art of Semiparametrics written by Stefan Sperlich and published by Springer Science & Business Media. This book was released on 2006-07-25 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: This selection of articles emerged from different works presented "The Art of Semiparametrics" conference in 2003 in Berlin. It offers a collection of individual works that together show the large spectrum of semiparametric statistics. The book combines theoretical contributions with more applied and empirical studies. Although each article represents an original contribution to its own field, all are written in a self-contained way that may be read by non-experts.
