Download or read book Asymptotic Variance of the Estimators in Nonlinear Regression written by Chhun Huor Ung and published by . This book was released on 1988 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Robust Methods and Asymptotic Theory in Nonlinear Econometrics written by H. J. Bierens and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate if the distributions of both the errors and the regressors have fat tails. This study also improves and extends the NL2SLSE theory of Amemiya. The method involved is a variant of the instrumental variables method, requiring at least as many instrumental variables as parameters to be estimated. The new MIE method requires less instrumental variables. Asymptotic normality can be derived by employing only one instrumental variable and consistency can even be proved with out using any instrumental variables at all.

Download or read book Asymptotic Theory of Nonlinear Regression written by A.A. Ivanov and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let us assume that an observation Xi is a random variable (r.v.) with values in 1 1 (1R1 , 8 ) and distribution Pi (1R1 is the real line, and 8 is the cr-algebra of its Borel subsets). Let us also assume that the unknown distribution Pi belongs to a 1 certain parametric family {Pi() , () E e}. We call the triple £i = {1R1 , 8 , Pi(), () E e} a statistical experiment generated by the observation Xi. n We shall say that a statistical experiment £n = {lRn, 8 , P; ,() E e} is the product of the statistical experiments £i, i = 1, ... ,n if PO' = P () X ... X P () (IRn 1 n n is the n-dimensional Euclidean space, and 8 is the cr-algebra of its Borel subsets). In this manner the experiment £n is generated by n independent observations X = (X1, ... ,Xn). In this book we study the statistical experiments £n generated by observations of the form j = 1, ... ,n. (0.1) Xj = g(j, (}) + cj, c c In (0.1) g(j, (}) is a non-random function defined on e , where e is the closure in IRq of the open set e ~ IRq, and C j are independent r. v .-s with common distribution function (dJ.) P not depending on ().

Download or read book Nonlinear Regression Modeling written by David A. Ratkowsky and published by . This book was released on 1983 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to regression models; Assessing nonlinearity in nonlinear regression models; Yield-density models; Sigmoidal growth models; Asymptotic regression model; Some miscellaneous models; Comparing parameter estimates from more than one data set; Obtaining good initial parameter estimates; Summary: towatd a unified approach to nonlinear regression modeling.

Download or read book Parameter Estimation in Nonlinear Regression with Covariate Measurement Error written by Mary Margaret Dowling and published by . This book was released on 1991 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance written by and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic normality of the maximum likelihood estimator in the nonlinear regression model with normal errors written by Risto D. H. Heijmans and published by . This book was released on 1983 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Methods of Model Building Nonlinear regression functional relations and robust methods written by Helga Bunke and published by . This book was released on 1986 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Regression Functional Relations and Robust Methods written by Helga Bunke and published by . This book was released on 1989 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, the second volume in a three part work, provides a comprehensive and unified account of nonlinear regression analysis, functional and structural relations, and of nonparametric and robust estimators. Research in these areas has been stimulated by the increase in computational capabilities and this volume will therefore be of great interest to researchers in statistics as well as applied statisticians working in industry. The material provided includes recent work from German and Russian sources, as well as from English-speaking sources, and the treatment throughout is mathematically rigorous but accessible. The text will benefit rsearchers in statistics and applied statisticians working in industry.

Download or read book Asymptotic Theory of Nonlinear Regression written by A. A. Ivanov and published by . This book was released on 2014-01-15 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 1995-07-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph provides an up-to-date discussion of analysis strategies for regression problems in which predictor variables are measured with errors. The analysis of nonlinear regression models includes generalized linear models, transform-both-sides models and quasilikelihood and variance function problems. The text concentrates on the general ideas and strategies of estimation and inference rather than being concerned with a specific problem. Measurement error occurs in many fields, such as biometry, epidemiology and economics. In particular, the book contains a large number of epidemiological examples. An outline of strategies for handling progressively more difficult problems is also provided.

Download or read book Asymptotic Properties of S Estimators for Nonlinear Regression Models with de written by Shinichi Sakata and published by . This book was released on 1994 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Flexible Simulated Moment Estimation of Nonlinear Errors in Variables Models written by Whitney K. Newey and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear regression with measurement error is important for estimation from microeconomic data. One approach to identification and estimation is a causal model, where the unobserved true variable is predicted by observable variables. This paper is about estimation of such a model using simulated moments and a flexible disturbance distribution. An estimator of the asymptotic variance is given for parametric models. Also, a semiparametric consistency results is given. The value of the estimator is demonstrated in a Monte Carlo study and an application to estimating Engle Curves.

Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1064 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is oriented to the practitioner.

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 Asymptotic Properties of S estimators for Nonlinear Regression Models with Dependent Heterogeneous Processes written by Shinichi Sakata and published by . This book was released on 1994 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Normality of the Maximun Likelihood Estimator in the Nonlinear Regression Model with Normal Errors written by Risto D. H. Heijmans and published by . This book was released on 1983 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: