Testing for parameter instability in predictive regression models

Tests for Parameter Constancy in Regression Models

Regression Testing for Visual Models

In this paper, we present a set of Eclipse plug-ins which adapts the idea of regression testing for the area of visual modelling in software engineering: Expected properties of models in languages such as UML, BPMN, etc. are stored together with the model (comparable with test cases added to software). With each change of the model, these properties can be checked. The solution should work with...

Spatial Correlation Testing for Errors in Panel Data Regression Model

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...

A NEW APPROACH FOR PARAMETER ESTIMATION IN FUZZY LOGISTIC REGRESSION

Logistic regression analysis is used to model categorical dependent variable. It is usually used in social sciences and clinical research. Human thoughts and disease diagnosis in clinical research contain vagueness. This situation leads researchers to combine fuzzy set and statistical theories. Fuzzy logistic regression analysis is one of the outcomes of this combination and it is used in situa...

Testing for Threshold Effects in Regression Models

In this article, we develop a general method for testing threshold effects in regression models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic has been considered in the literature, our method for establishing the asymptotic null distribution is new and nonstandard. The standard approach in the literature for obtaining the asymptotic null distribution ...