Analysis Of Tests For Two Forms Of Specification Error In Linear Regression Analysis
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Analysis Of Tests For Two Forms Of Specification Error In Linear Regression Analysis
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Author : Ronald Loran Tracy
language : en
Publisher:
Release Date : 1975
Analysis Of Tests For Two Forms Of Specification Error In Linear Regression Analysis written by Ronald Loran Tracy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Regression analysis categories.
Specification Analysis In The Linear Model
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Author : Maxwell L. King
language : en
Publisher: Routledge
Release Date : 2018-03-05
Specification Analysis In The Linear Model written by Maxwell L. King and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-05 with Business & Economics categories.
Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.
Specification Error Analysis In Econometrics
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Author : Stanley Anthony Sedo
language : en
Publisher:
Release Date : 1991
Specification Error Analysis In Econometrics written by Stanley Anthony Sedo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with categories.
indicate a number of misspecifications and provide information that forms the basis for possible improvements in the model.
Misspecification Tests In Econometrics
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Author : L. G. Godfrey
language : en
Publisher: Cambridge University Press
Release Date : 1988
Misspecification Tests In Econometrics written by L. G. Godfrey and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.
Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.
Linear Regression Models
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Author : John P. Hoffmann
language : en
Publisher: CRC Press
Release Date : 2021-09-12
Linear Regression Models written by John P. Hoffmann and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-12 with Mathematics categories.
Research in social and behavioral sciences has benefited from linear regression models (LRMs) for decades to identify and understand the associations among a set of explanatory variables and an outcome variable. Linear Regression Models: Applications in R provides you with a comprehensive treatment of these models and indispensable guidance about how to estimate them using the R software environment. After furnishing some background material, the author explains how to estimate simple and multiple LRMs in R, including how to interpret their coefficients and understand their assumptions. Several chapters thoroughly describe these assumptions and explain how to determine whether they are satisfied and how to modify the regression model if they are not. The book also includes chapters on specifying the correct model, adjusting for measurement error, understanding the effects of influential observations, and using the model with multilevel data. The concluding chapter presents an alternative model—logistic regression—designed for binary or two-category outcome variables. The book includes appendices that discuss data management and missing data and provides simulations in R to test model assumptions. Features Furnishes a thorough introduction and detailed information about the linear regression model, including how to understand and interpret its results, test assumptions, and adapt the model when assumptions are not satisfied. Uses numerous graphs in R to illustrate the model’s results, assumptions, and other features. Does not assume a background in calculus or linear algebra, rather, an introductory statistics course and familiarity with elementary algebra are sufficient. Provides many examples using real-world datasets relevant to various academic disciplines. Fully integrates the R software environment in its numerous examples. The book is aimed primarily at advanced undergraduate and graduate students in social, behavioral, health sciences, and related disciplines, taking a first course in linear regression. It could also be used for self-study and would make an excellent reference for any researcher in these fields. The R code and detailed examples provided throughout the book equip the reader with an excellent set of tools for conducting research on numerous social and behavioral phenomena. John P. Hoffmann is a professor of sociology at Brigham Young University where he teaches research methods and applied statistics courses and conducts research on substance use and criminal behavior.
Nbs Special Publication
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Author :
language : en
Publisher:
Release Date : 1970
Nbs Special Publication written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Weights and measures categories.
Tests For Specification Errors In Classical Linear Least Squares Regression Analysis
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Author : James Bernard Ramsey
language : en
Publisher:
Release Date : 1968
Tests For Specification Errors In Classical Linear Least Squares Regression Analysis written by James Bernard Ramsey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Economics, Mathematical categories.
The Sage Encyclopedia Of Social Science Research Methods
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Author : Michael Lewis-Beck
language : en
Publisher: SAGE
Release Date : 2004
The Sage Encyclopedia Of Social Science Research Methods written by Michael Lewis-Beck and has been published by SAGE this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Reference categories.
Featuring over 900 entries, this resource covers all disciplines within the social sciences with both concise definitions & in-depth essays.
The Linear Regression Model Under Test
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Author : W. Kraemer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Linear Regression Model Under Test written by W. Kraemer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This monograph grew out of joint work with various dedicated colleagues and students at the Vienna Institute for Advanced Studies. We would probably never have begun without the impetus of Johann Maurer, who for some time was the spiritus rector behind the Institute's macromodel of the Austrian economy. Manfred Deistler provided sustained stimulation for our research through many discussions in his econometric research seminar. Similar credits are due to Adrian Pagan, Roberto Mariano and Garry Phillips, the econometrics guest professors at the Institute in the 1982 - 1984 period, who through their lectures and advice have contributed greatly to our effort. Hans SchneeweiB offered helpful comments on an earlier version of the manuscript, and Benedikt Poetscher was always willing to lend a helping . hand when we had trouble with the mathematics of the tests. Needless to say that any errors are our own. Much of the programming for the tests and for the Monte Carlo experiments was done by Petr Havlik, Karl Kontrus and Raimund Alt. Without their assistance, our research project would have been impossible. Petr Havlik and Karl Kontrus in addition. read and criticized portions of the manuscript, and were of great help in reducing our error rate. Many of the more theoretical results in this monograph would never have come to light without the mathematical expertise of Werner Ploberger, who provided most of the statistical background of the chapter on testing for structural change . .
Statistical And Econometric Methods For Transportation Data Analysis
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Author : Simon Washington
language : en
Publisher: CRC Press
Release Date : 2020-01-30
Statistical And Econometric Methods For Transportation Data Analysis written by Simon Washington and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-30 with Technology & Engineering categories.
The book's website (with databases and other support materials) can be accessed here. Praise for the Second Edition: The second edition introduces an especially broad set of statistical methods ... As a lecturer in both transportation and marketing research, I find this book an excellent textbook for advanced undergraduate, Master’s and Ph.D. students, covering topics from simple descriptive statistics to complex Bayesian models. ... It is one of the few books that cover an extensive set of statistical methods needed for data analysis in transportation. The book offers a wealth of examples from the transportation field. —The American Statistician Statistical and Econometric Methods for Transportation Data Analysis, Third Edition offers an expansion over the first and second editions in response to the recent methodological advancements in the fields of econometrics and statistics and to provide an increasing range of examples and corresponding data sets. It describes and illustrates some of the statistical and econometric tools commonly used in transportation data analysis. It provides a wide breadth of examples and case studies, covering applications in various aspects of transportation planning, engineering, safety, and economics. Ample analytical rigor is provided in each chapter so that fundamental concepts and principles are clear and numerous references are provided for those seeking additional technical details and applications. New to the Third Edition Updated references and improved examples throughout. New sections on random parameters linear regression and ordered probability models including the hierarchical ordered probit model. A new section on random parameters models with heterogeneity in the means and variances of parameter estimates. Multiple new sections on correlated random parameters and correlated grouped random parameters in probit, logit and hazard-based models. A new section discussing the practical aspects of random parameters model estimation. A new chapter on Latent Class Models. A new chapter on Bivariate and Multivariate Dependent Variable Models. Statistical and Econometric Methods for Transportation Data Analysis, Third Edition can serve as a textbook for advanced undergraduate, Masters, and Ph.D. students in transportation-related disciplines including engineering, economics, urban and regional planning, and sociology. The book also serves as a technical reference for researchers and practitioners wishing to examine and understand a broad range of statistical and econometric tools required to study transportation problems.