نتایج جستجو برای: ordinary least squares
تعداد نتایج: 438290 فیلتر نتایج به سال:
Identifying the statistical distribution that best fits citation data is important to allow robust and powerful quantitative analyses. Whilst previous studies have suggested that both the hooked power law and discretised lognormal distributions fit better than the power law and negative binomial distributions, no comparisons so far have covered all articles within a discipline, including those ...
trend towards farm consolidation, it is also imThe purpose of this paper is to measure the portant to know if large farms are more techextent of technical inefficiency among a nically efficient than smaller ones. Finally, it sample of Illinois grain farms using the corshould be noted that the method developed rected ordinary least squares method. Instead here can be easily applied to farm data ...
This paper investigates the relationship of ownership structure and corporate performance of China’s listed property companies. Data from all the listed property companies on China’s stock market from 2000 to 2002 to study ownership concentration, type of controlling shares and their relation to corporate performance. The methodology applied is the conventional ordinary least square (OLS) model...
Empirical Methods in the Economics of International Immigration In this chapter we provide a brief overview of the main empirical tools used by economists to study international migration. We begin by exploring the three broad research areas that economists examine when researching immigration. We then explore the strengths and shortcomings of the standard methods, and highlight new methods tha...
We address the problem of estimating the difference between two probability densities. A naive approach is a two-step procedure that first estimates two densities separately and then computes their difference. However, such a two-step procedure does not necessarily work well because the first step is performed without regard to the second step and thus a small error in the first stage can cause...
Methodologies related with information theory have been increasingly used in studies in economics and management. In this paper we use Generalized Maximum Entropy as an alternative to the Ordinary Least Squares in the estimation of utility functions. We estimated linear, logarithmic and power utility functions as well as confidence intervals and in order to compare both methodologies. Results p...
A new method is proposed for estimating derivatives of a nonparametric regression function. By applying Taylor expansion technique to a derived symmetric difference sequence, we obtain a sequence of approximate linear regression representation in which the derivative is just the intercept term. Using locally weighted least squares, we estimate the derivative in the linear regression model. The ...
Heteroskedastic regression data are modelled using a parameterized variance function. This procedure is robustified using a method with high breakdown point and high efficiency, which provides a direct link between observations and the weights used in model fitting. This feature is vital for the application, the analysis of international trade data from the European Union. Heteroskedasticity is...
This paper examines the effects of managerial overconfidence on bank risk taking and investigates whether improvements in governance can help to mitigate the adverse effects of managerial overconfidence on bank risk taking by using ordinary least squares method. The sample consists of the financial institutions in G20 and Taiwan over the period of 2005-2012. The executive overconfidence is meas...
Ordinary least square regression is one of the most widely used statistical methods. However, it is a parametric model and relies on assumptions that are often not met. Alternative methods of regression for continuous dependent variables relax these assumptions in various ways. This paper will explore PROCS such as QUANTREG, ADAPTIVEREG and TRANSREG for these data.
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