Testing For Linearity In A Semiparametric Regression Model
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Testing For Linearity In A Semiparametric Regression Model
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Author : Thomas S. Shively
language : en
Publisher:
Release Date : 1993
Testing For Linearity In A Semiparametric Regression Model written by Thomas S. Shively and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Regression analysis categories.
Semiparametric Regression For The Social Sciences
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Author : Luke John Keele
language : en
Publisher: John Wiley & Sons
Release Date : 2008-04-15
Semiparametric Regression For The Social Sciences written by Luke John Keele and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-15 with Mathematics categories.
An introductory guide to smoothing techniques, semiparametric estimators, and their related methods, this book describes the methodology via a selection of carefully explained examples and data sets. It also demonstrates the potential of these techniques using detailed empirical examples drawn from the social and political sciences. Each chapter includes exercises and examples and there is a supplementary website containing all the datasets used, as well as computer code, allowing readers to replicate every analysis reported in the book. Includes software for implementing the methods in S-Plus and R.
Semiparametric Regression For The Applied Econometrician
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Author : Adonis Yatchew
language : en
Publisher: Cambridge University Press
Release Date : 2003-06-02
Semiparametric Regression For The Applied Econometrician written by Adonis Yatchew 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 2003-06-02 with Business & Economics categories.
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
Semiparametric Regression With R
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Author : Jaroslaw Harezlak
language : en
Publisher: Springer
Release Date : 2018-12-12
Semiparametric Regression With R written by Jaroslaw Harezlak and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-12 with Mathematics categories.
This easy-to-follow applied book on semiparametric regression methods using R is intended to close the gap between the available methodology and its use in practice. Semiparametric regression has a large literature but much of it is geared towards data analysts who have advanced knowledge of statistical methods. While R now has a great deal of semiparametric regression functionality, many of these developments have not trickled down to rank-and-file statistical analysts. The authors assemble a broad range of semiparametric regression R analyses and put them in a form that is useful for applied researchers. There are chapters devoted to penalized spines, generalized additive models, grouped data, bivariate extensions of penalized spines, and spatial semi-parametric regression models. Where feasible, the R code is provided in the text, however the book is also accompanied by an external website complete with datasets and R code. Because of its flexibility, semiparametric regression has proven to be of great value with many applications in fields as diverse as astronomy, biology, medicine, economics, and finance. This book is intended for applied statistical analysts who have some familiarity with R.
Semiparametric Regression
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Author : David Ruppert
language : en
Publisher: Cambridge University Press
Release Date : 2003-07-14
Semiparametric Regression written by David Ruppert 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 2003-07-14 with Mathematics categories.
Even experts on semiparametric regression should find something new here.
Partially Linear Models
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Author : Wolfgang Härdle
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Partially Linear Models written by Wolfgang Härdle 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.
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.
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 . .
Handbook Of Regression Methods
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Author : Derek Scott Young
language : en
Publisher: CRC Press
Release Date : 2018-10-03
Handbook Of Regression Methods written by Derek Scott Young and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-03 with Mathematics categories.
Handbook of Regression Methods concisely covers numerous traditional, contemporary, and nonstandard regression methods. The handbook provides a broad overview of regression models, diagnostic procedures, and inference procedures, with emphasis on how these methods are applied. The organization of the handbook benefits both practitioners and researchers, who seek either to obtain a quick understanding of regression methods for specialized problems or to expand their own breadth of knowledge of regression topics. This handbook covers classic material about simple linear regression and multiple linear regression, including assumptions, effective visualizations, and inference procedures. It presents an overview of advanced diagnostic tests, remedial strategies, and model selection procedures. Finally, many chapters are devoted to a diverse range of topics, including censored regression, nonlinear regression, generalized linear models, and semiparametric regression. Features Presents a concise overview of a wide range of regression topics not usually covered in a single text Includes over 80 examples using nearly 70 real datasets, with results obtained using R Offers a Shiny app containing all examples, thus allowing access to the source code and the ability to interact with the analyses
Nonlinear Time Series
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Author : Jiti Gao
language : en
Publisher: CRC Press
Release Date : 2007-03-22
Nonlinear Time Series written by Jiti Gao and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-22 with Mathematics categories.
Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully
Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models
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Author : Myoung-jae Lee
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models written by Myoung-jae Lee 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 2013-04-17 with Business & Economics categories.
In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.