Scaled Consistent Estimation of Regression Parameters in Frailty Models
نویسندگان
چکیده
منابع مشابه
n–Uniformly Consistent Density Estimation in Nonparametric Regression Models
The paper introduces a √ n–consistent estimator of the probability density function of the response variable in a nonparametric regression model. The proposed estimator is shown to have a (uniform) asymptotic normal distribution, and it is computationally very simple to compute. A Monte Carlo experiment confirms our theoretical results, and an empirical application demonstrates its usefulness. ...
متن کاملWorking Paper Alfred P. Sloan School of Management Consistent Estimation of Scaled Coefficients Consistent Estimation of Scaled Coefficients
This paper studies the estimation oi coefficients B in single inde;-; models such that E(y I X) =F (a + X '6) 1 where the function F is misspecified or unknown. A linear instrumental variables slope coefficient vector of y regressed on X is shown to be consistent for up to a scalar multiple, where the instruments &re appropriately defined score vectors of the marginal distribution of X. The fra...
متن کاملConsistent Estimation of Linear Regression Models Using Matched Data*
Economists often use matched samples, especially when dealing with earnings data where a number of missing observations need to be imputed. In this paper, we demonstrate that the ordinary least squares estimator of the linear regression model using matched samples is inconsistent and has a non-standard convergence rate to its probability limit. If only a few variables are used to impute the mis...
متن کاملRobust Estimation in Linear Regression with Molticollinearity and Sparse Models
One of the factors affecting the statistical analysis of the data is the presence of outliers. The methods which are not affected by the outliers are called robust methods. Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers. Besides outliers, the linear dependency of regressor variables, which is called multicollinearity...
متن کاملEstimation of Count Data using Bivariate Negative Binomial Regression Models
Abstract Negative binomial regression model (NBR) is a popular approach for modeling overdispersed count data with covariates. Several parameterizations have been performed for NBR, and the two well-known models, negative binomial-1 regression model (NBR-1) and negative binomial-2 regression model (NBR-2), have been applied. Another parameterization of NBR is negative binomial-P regression mode...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Acta Universitatis Lodziensis. Folia Oeconomica
سال: 2018
ISSN: 2353-7663,0208-6018
DOI: 10.18778/0208-6018.338.08