Variable dispersion beta regressions with parametric link functions

A Comparative Study Of Parametric And Nonparametric Regressions

Variable Selection in Predictive Regressions

This chapter reviews methods for selecting empirically relevant predictors from a set of N potentially relevant ones for the purpose of forecasting a scalar time series. I first discuss criterion based procedures in the conventional case when N is small relative to the sample size, T . I then turn to the large N case. Regularization and dimension reduction methods are then discussed. Irrespecti...

Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects

This paper studies panel quantile regression models with endogeneity and additive fixed effects. We focus on static panel model where regressors and instruments are not predetermined. The fixed effect approach causes an incidental parameter bias in the estimates of the parameters of interest, and we characterize this bias under an asymptotic where both panel dimensions become large. We encounte...

APPROXIMATION OF 3D-PARAMETRIC FUNCTIONS BY BICUBIC B-SPLINE FUNCTIONS

In this paper we propose a method to approximate a parametric 3 D-function by bicubic B-spline functions

Posterior propriety for Bayesian binomial regression models with a parametric family of link functions

We consider a Bayesian analysis of Binomial response data with covariates. To describe the problem under investigation, suppose we have n independent binomial observations Y1, . . . , Yn where Yi ∼ Bin(mi, θi) and let xi be p-dimensional covariate vector associated with Yi for i = 1, . . . , n. Binomial observations can be analyzed through a generalized linear model (GLM) where we assume θi = F...