Download or read book An Introduction to Estimating Functions written by Parimal Mukhopadhyay and published by Alpha Science Int'l Ltd.. This book was released on 2004 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of estimating functions plays a major role in analysis of data pertaining to Biostatistics, Econometrics, Time Series Analysis, Reliability studies and other varied fields. This book discusses at length the application of the theory in interpretation of results in Survey Sampling.
Download or read book Numerical Methods for Nonlinear Estimating Equations written by Christopher G. Small and published by Oxford University Press. This book was released on 2003 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non linearity arises in statistical inference in various ways, with varying degrees of severity, as an obstacle to statistical analysis. More entrenched forms of nonlinearity often require intensive numerical methods to construct estimators, and the use of root search algorithms, or one-step estimators, is a standard method of solution. This book provides a comprehensive study of nonlinear estimating equations and artificial likelihood's for statistical inference. It provides extensive coverage and comparison of hill climbing algorithms, which when started at points of nonconcavity often have very poor convergence properties, and for additional flexibility proposes a number of modification to the standard methods for solving these algorithms. The book also extends beyond simple root search algorithms to include a discussion of the testing of roots for consistency, and the modification of available estimating functions to provide greater stability in inference. A variety of examples from practical applications are included to illustrate the problems and possibilities thus making this text ideal for the research statistician and graduate student.
Download or read book Estimating Functions and Equations written by Anil K. Bera and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moment in 1894. It is now a very active area of research in the statistics literature. One aim of this chapter is to provide an account of the developments relating to the theory of estimating functions. Starting from the simple case of single parameter under independent set up, we cover the multi-parameter, presence of nuisance parameters and dependent data cases. Applications of the estimating function technique to econometrics is still at its infancy. However, we illustrate how this estimation approach could be used in various time series models, such as random coefficient, threshold, bilinear, autoregressive conditional heteroscedasticity models, also in spatial, longitudinal data and median regression analyses. The chapter is concluded with some remarks on the place of estimating function in the history of the statistical estimation techniques.
Download or read book Generalized Estimating Equations Second Edition written by James W. Hardin and published by CRC Press. This book was released on 2012-12-10 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized Estimating Equations, Second Edition updates the best-selling previous edition, which has been the standard text on the subject since it was published a decade ago. Combining theory and application, the text provides readers with a comprehensive discussion of GEE and related models. Numerous examples are employed throughout the text, along with the software code used to create, run, and evaluate the models being examined. Stata is used as the primary software for running and displaying modeling output; associated R code is also given to allow R users to replicate Stata examples. Specific examples of SAS usage are provided in the final chapter as well as on the book’s website. This second edition incorporates comments and suggestions from a variety of sources, including the Statistics.com course on longitudinal and panel models taught by the authors. Other enhancements include an examination of GEE marginal effects; a more thorough presentation of hypothesis testing and diagnostics, covering competing hierarchical models; and a more detailed examination of previously discussed subjects. Along with doubling the number of end-of-chapter exercises, this edition expands discussion of various models associated with GEE, such as penalized GEE, cumulative and multinomial GEE, survey GEE, and quasi-least squares regression. It also offers a thoroughly new presentation of model selection procedures, including the introduction of an extension to the QIC measure that is applicable for choosing among working correlation structures. See Professor Hilbe discuss the book.
Download or read book Generalized Estimating Equations written by Andreas Ziegler and published by Springer Science & Business Media. This book was released on 2011-06-17 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized estimating equations have become increasingly popular in biometrical, econometrical, and psychometrical applications because they overcome the classical assumptions of statistics, i.e. independence and normality, which are too restrictive for many problems. Therefore, the main goal of this book is to give a systematic presentation of the original generalized estimating equations (GEE) and some of its further developments. Subsequently, the emphasis is put on the unification of various GEE approaches. This is done by the use of two different estimation techniques, the pseudo maximum likelihood (PML) method and the generalized method of moments (GMM). The author details the statistical foundation of the GEE approach using more general estimation techniques. The book could therefore be used as basis for a course to graduate students in statistics, biostatistics, or econometrics, and will be useful to practitioners in the same fields.
Download or read book Selected Proceedings of the Symposium on Estimating Functions written by Ishwar V. Basawa and published by IMS. This book was released on 1997 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimating Functions written by V. P. Godambe and published by Oxford University Press on Demand. This book was released on 1991 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises a comprehensive collection of original papers on the subject of estimating functions. It is intended to provide statisticians with an overview of both the theory and the applications of estimating functions in biostatistics, stochastic processes, and survey sampling. From the early 1960s when the concept of optimality criterion was first formulated, together with the later work on optimal estimating functions, this subject has become both an active research area in its own right and also a cornerstone of the modern theory of statistics. Individual chapters have been written by experts in their respective fields and as a result this volume will be an invaluable reference guide to this topic as well as providing an introduction to the area for non-experts.
Download or read book Parameter Estimation in Reliability and Life Span Models written by Cohen and published by CRC Press. This book was released on 1988-09-13 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an applications-oriented treatment of parameter estimation from both complete and censored samples; contains notations, simplified formats for estimates, graphical techniques, and numerous tables and charts allowing users to calculate estimates and analyze sample data quickly and easily. Anno
Download or read book Efficient Estimating Functions for Stochastic Differential Equations written by and published by . This book was released on 2015 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Generalized Estimating Equations written by James W. Hardin and published by CRC Press. This book was released on 2002-07-30 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although powerful and flexible, the method of generalized linear models (GLM) is limited in its ability to accurately deal with longitudinal and clustered data. Developed specifically to accommodate these data types, the method of Generalized Estimating Equations (GEE) extends the GLM algorithm to accommodate the correlated data encountered in heal
Download or read book Estimating Functions written by V. P. Godambe and published by . This book was released on 1991 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Structural Equation Modeling for Social and Personality Psychology written by Rick H Hoyle and published by SAGE Publications Ltd. This book was released on 2011-02-15 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structural Equation Modeling offers a nontechnical presentation of SEM with an emphasis on applications in social and personality psychology. The presentation begins with a discussion of the relation between SEM and statistical strategies widely used in social and personality psychology such as analysis of variance, multiple regression analysis, and factor analysis. This introduction is followed by a nontechnical presentation of the terminology, notation, and steps followed in a typical application of SEM. The reminder of the volume offers a practically-oriented presentation of specific applications using examples typical of social and personality psychology and offering advice for dealing with relevant issues such as missing data, choice of software, and best practices for interpreting and reporting results. The SAGE Library in Social and Personality Psychology Methods provides students and researchers with an understanding of the methods and techniques essential to conducting cutting-edge research. Each volume within the Library explains a specific topic and has been written by an active scholar (or scholars) with expertise in that particular methodological domain. Assuming no prior knowledge of the topic, the volumes are clear and accessible for all readers. In each volume, a topic is introduced, applications are discussed, and readers are led step by step through worked examples. In addition, advice about how to interpret and prepare results for publication are presented.
Download or read book A Graduate Course on Statistical Inference written by Bing Li and published by Springer. This book was released on 2019-08-02 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers an accessible and comprehensive overview of statistical estimation and inference that reflects current trends in statistical research. It draws from three main themes throughout: the finite-sample theory, the asymptotic theory, and Bayesian statistics. The authors have included a chapter on estimating equations as a means to unify a range of useful methodologies, including generalized linear models, generalized estimation equations, quasi-likelihood estimation, and conditional inference. They also utilize a standardized set of assumptions and tools throughout, imposing regular conditions and resulting in a more coherent and cohesive volume. Written for the graduate-level audience, this text can be used in a one-semester or two-semester course.
Download or read book Parameter Estimation in Stochastic Differential Equations written by Jaya P. N. Bishwal and published by Springer. This book was released on 2007-09-26 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.
Download or read book Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and published by CRC Press. This book was released on 2020-08-14 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.
Download or read book Efficient estimating functions for stochastic differential equations written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Conditional Moment Estimation of Nonlinear Equation Systems written by Joachim Inkmann and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.
