scientific article

zbMath0527.62098MaRDI QIDQ3042260

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Linear inference, regression (62J99) General nonlinear regression (62J02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Link function selection in stochastic multicriteria decision making models, Approximate generalized extreme value models of discrete choice, Diagnostics in some discrete choice models, A new variant of the parallel regression model with variable selection in surveys with sensitive attribute, A zero-inflated ordered probit model, with an application to modelling tobacco consumption, Inverse probability weighted estimation for general missing data problems, Design aspects for clinical trials with repeated measures in the presence of informative censoring, Distribution-free specification tests of conditional models, A model of social security disability insurance using matched SIPP/administrative data, Coherency and estimation in simultaneous models with censored or qualitative dependent variables, A useful transformation for the multinomial logit-model (a short note), Regression-based specification tests for the multinomial logit model, On the restrictiveness of monotonic scalable choice in probabilistic choice models, Aggregated heterogeneous dependent data and the logit model:, Probabilistic forecasting with discrete choice models: evaluating predictions with pseudo-coefficients of determination, Randomly truncated nonlinear mixed-effects models, Semiparametric single index versus fixed link function modelling, E pluribus unum? Authorities' design in financial supervision: trends and determinants, Prediction tests in limited dependent variable models, Learning and decision costs in experimental constant sum games, Stochastic preference modeling within a switching regression framework, Estimation of some partially specified nonlinear models, Estimation and inference with censored and ordered multinomial response data, An \(R\)-squared measure of goodness of fit for some common nonlinear regression models, A smooth likelihood simulator for dynamic disequilibrium models, Copula regression spline models for binary outcomes, A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model, Distribution-free and link-free estimation for the sample selection model, Ordered response models, Second stage DEA: comparison of approaches for modelling the DEA score, A note on the independence of irrelevant alternatives in probabilistic choice models, Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation, Unemployment insurance and mortgages, Evaluating physician efficiency in hospitals: A multivariate analysis of best practices, An application and comparison of some flexible parametric and semi-parametric qualitative response models, Utility correlations in probabilistic choice modelling, A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors, Invariance of expected utilities in logit models, Testing the relevance of job search for job mobility, Source monitoring and multivariate signal detection theory, with a model for selection., Generating conditional expectations from models with selectivity bias, Maximum likelihood methods in a robust censored errors-in-variables model, Unconstraining methods in revenue management systems: research overview and prospects, Market segmentation by maximum likelihood clustering using choice elasticities., Regression models for correlated binary data with random effects assuming a mixture of normal distributions, Multiple roots of the Tobit log-likelihood, Are private schools better than public schools? Appraisal for Ireland by methods for observational studies, A concentrated, nonlinear information-theoretic estimator for the sample selection model, Extensions of estimation methods using the EM algorithm, On the coefficient of determination for mixed regression models, Median regression for ordered discrete response, Bayes inference in the Tobit censored regression model, \(R\)-squared for general regression models in the presence of sampling weights, A note on GMM estimation of probit models with endogenous regressors, Estimating correlations with missing data, a Bayesian approach, Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model, A note on the estimation of limited dependent variable models under rational expectations, Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone, The impact of managerial and organizational aspects on hospital wards' efficiency: Evidence from a case study, Bayesian computation for logistic regression, An application of principal stratification to control for institutionalization at follow-up in studies of substance abuse treatment programs, Estimating the linear regression model with categorical covariates subject to randomized response, Overdispersion tests for truncated Poisson regression models, Performance measures from prediction-realization tables, Application of the simultaneous least squares-probit Nelson-Olson covariance estimator for stratified surveys, A Bayesian analysis of the multinomial probit model using marginal data augmentation, Bayesian analysis of logit models using natural conjugate priors, A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models, Adjusted R-squared type measure for exponential dispersion models, Maximum likelihood estimation for social network dynamics, Population constraints on pooled surveys in demographic hazard modeling, Semiparametric estimation of a bivariate Tobit model, Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity, Prediction Accuracy Measures for a Nonlinear Model and for Right-Censored Time-to-Event Data, Nonparametric identification and estimation of polychotomous choice models, Multivariate probit models for conditional claim-types, Bayesian identification of clustered outliers in multiple regression, The logistic regression model with response variables subject to randomized response, Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice, Employing super-efficiency analysis as an alternative to DEA: an application in outpatient substance abuse treatment, DEA-DA for bankruptcy-based performance assessment: misclassification analysis of Japanese construction industry, Modelling different types of automobile insurance fraud behaviour in the Spanish market, Bayesian modeling and prior sensitivity analysis for zero-one augmented beta regression models with an application to psychometric data, Bayesian analysis of cross-section and clustered data treatment models, Estimation of censored linear errors-in-variables models, Some contributions to efficient statistics in structural models: Specification and estimation of moment structures, Tobit models: A survey, Convenient estimators for the panel probit model, Maximum score estimation of disequilibrium models and the role of anticipatory price-setting, A maximum likelihood method for latent class regression involving a censored dependent variable, A note on the estimation of models with sample-selection biases, A latent class procedure for the structural analysis of two-way compositional data, Imputing a continuous income variable from a bracketed income variable with special attention to missing observations, On a lottery pricing anomaly: Time tells the tale, A note on the score test for neglected heterogeneity in the truncated normal regression model, Selectivity bias correction methods in polychotomous sample selection models, Student-\(t\) censored regression model: properties and inference, Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs, A property of the CHAID partitioning method for dichotomous randomized response data and categorical predictors, Influence diagnostics for censored regression models, Modeling Pregnancy Outcomes Through Sequentially Nested Regression Models, A Coefficient of Determination for Generalized Linear Models, Log‐symmetric quantile regression models, On goodness‐of‐fit measures for Poisson regression models, Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach, A Bayesian growth mixture model for complex survey data: clustering postdisaster PTSD trajectories, Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate, The roles of foreign and domestic ownership in the corruption–firm innovation nexus, A Bayesian approach towards missing covariate data in multilevel latent regression models, Disaggregate hierarchical decision Huff model incorporating consumer \textit{Kaiyu} choices among shopping sites, Bayesian truncated beta nonlinear mixed-effects models, Logistic regression analyses for indirect data, Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results, On the uniqueness of the maximum likelihood estimator in truncated regression models, Default probabilities in a corporate bank portfolio: a logistic model approach., On the asymptotic distribution of the Moran \(I\) test stastistic with applications, A flexible instrumental variable approach, The effect of competition on the efficiency of secondary schools in England, Compensating wage differentials and shift work preferences., A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models, Finite sample properties for the semiparametric estimation of the intercept of a censored regression model, Logistic regression analysis of non‐randomized response data collected by the parallel model in sensitive surveys, Similarity-based model for ordered categorical data, Simultaneous equations with binary outcomes and social interactions, Exact Estimation of Demand Functions under Block-Rate Pricing, The negative multinomial logit model, Categorical multiblock linear discriminant analysis, Output specification and performance measurement in fire services: An ordinal output variable approach, A double-copula stochastic frontier model with dependent error components and correction for sample selection, Explained variation for recurrent event data, On theory testing in econometrics. Modeling with nonexperimental data, Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects, CREDIT RATIONING, RISK AVERSION, AND INDUSTRIAL EVOLUTION IN DEVELOPING COUNTRIES, Selection corrections for panel data models under conditional mean independence assumptions, Recent contributions to censored regression models, What is at stake in the construction and use of credit scores?, Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers, Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints, A covariate nonrandomized response model for multicategorical sensitive variables, Logistic regression analysis of randomized response data with missing covariates, Bayesian estimation of a discrete response model with double rules of sample selection, Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors, The equivalence of three latent class models and ML estimators, Informed trading, market efficiency and volatility, Applying estimated score tests in econometrics, Estimation of parameters of logistic regression for two-stage randomized response technique, Bounded price variation models with rational expectations and price risk, Missing measurements in discrete response models, Ordinal probit model with random bounds, Analytical prediction of transition probabilities in the conditional logit model, Estimation of a binary choice model with grouped choice data, On the marginal effects of variables in the log-transformed sample selection models, Share equations in econometrics: A story of repression, trustration and dead ends, Alternative approaches for econometric modeling of panel data using mixture distributions, Local consistency of the iterative least-squares estimator for the semiparametric binary choice model, A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\), Balanced random interval arithmetic in market model estimation, A penalized likelihood estimation approach to semiparametric sample selection binary response modeling, A note on identification in discrete choice models with partial observability, Bayesian inference for an adaptive ordered probit model: an application to brain computer interfacing, The Nordhaus test with many zeros, Knowledge extraction from a large on-line survey: a case study for a higher education corporate marketing, Limited-dependent rational expectations models with stochastic thresholds, Assessing and accounting for time heterogeneity in stochastic actor oriented models, Comparing firm failure predictions between Logit, KMV, and ZPP models: Evidence from Taiwan's electronics industry, On a measure of information gain for regression models in survival analysis, Tobit model with covariate dependent thresholds, Adaptive estimation under single-index constraint in a regression model, A test of the normality assumption in ordered probit model, Distribution analysis of train interval journey time employing the censored model with shifting character, Self-selection and direct estimation of across-regime correlation parameter, Semiparametric identification in panel data discrete response models, Bayesian inference for dynamic social network data, The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification, Statistical inference on transformation models: a self-induced smoothing approach, A simple test for a parametric single index model., Unnamed Item, Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements, EM algorithms for ordered probit models with endogenous regressors, The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: the experiences of the federal reserve and the European central bank, A tobit model with garch errors, Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models, Multilevel logistic regression for polytomous data and rankings, Probabilistic subset conjunction, Approximation to the distribution of LAD estimators for censored regression by random weighting method, Estimating multiple equation hybrid models with endogenous dummy regressors*, An Evaluation of the Childhood Family Structure Measures from the Sixth Wave of the British Household Panel Survey, Sliced inverse regression under linear constraints, A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit, Assessing Individual Unexplained Variation in Non-Life Insurance, Voluntary contributions by consent or dissent, Item randomized-response models for measuring noncompliance: risk-return perceptions, social influences, and self-protective responses, Measuring the unidentified parameter of the extended Roy model of selectivity, Structural duration analysis of management data, Discrete choice and stochastic utility maximization, The logit model and panel data via repeated observations. A clarification and extension of the literature, Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome, Feature-based elimination: Model and empirical comparison, A Small-Sample Estimator for the Sample-Selection Model, Unnamed Item, Unnamed Item, Estimating endogenous ordered response panel data models with an application to income gradient in child health, EXPERIMENTAL EVIDENCE ON ENGLISH AUCTIONS: ORAL OUTCRY VERSUS CLOCK, Specification testing when score test statistics are identically zero, What are the advantages of MCMC based inference in latent variable models?, Propriety conditions for the Bayesian autologistic model-inference for histone modifications, Modelling the Evolution of Distributions: An Application to Major League Baseball, Simple inference in multinomial and ordered logit, The demand for risky assets: Sample selection and household portfolios, Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables, The payouts choice for deposit insurance system, Identification of multiple equation probit models with endogenous dummy regressors, DEA-discriminant analysis: methodological comparison among eight discriminant analysis approaches, Rank estimation of a location parameter in the binary choice model, The common structure of several models for non-ignorable dropout, Counting your customers: Compounding customer's in-store decisions, interpurchase time and repurchasing behavior, Bias correction for within-group estimation of panel data models with fixed effects and sample selection, Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model, A Class of Models for Aggregated Traffic Volume Time Series, Coefficients of determination for mixed-effects models, A note on the identification in two equations probit model with dummy endogenous regressor, Bayesian analysis of nested logit model by Markov chain Monte Carlo., Semiparametric instrumental variable estimation of treatment response models., A simple adjustment for measurement errors in some limited dependent variable models., Treatment choice under ambiguity induced by inferential problems