Linear Regression Models With Heteroscedastic Errors PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Linear Regression Models With Heteroscedastic Errors PDF full book. Access full book title Linear Regression Models With Heteroscedastic Errors.

Linear Regression Models with Heteroscedastic Errors

Linear Regression Models with Heteroscedastic Errors
Author: K. Sreenivasulu
Publisher: LAP Lambert Academic Publishing
Total Pages: 268
Release: 2013
Genre:
ISBN: 9783659389726

Download Linear Regression Models with Heteroscedastic Errors Book in PDF, ePub and Kindle

In this some new estimation methods and testing procedures for the linear regression models with heteroscedastic disturbances. A Minimum Norm Quadratic Unbiased (MINQU) estimation method has been developed for estimating the unknown heteroscedastic error variances by using the weighted studentized residuals. A multiplicative heteroscedastic linear regression model has been specified and a method of estimating the parameters of linear regression model along with the in the heteroscedastic error variance has been given by using the predicted residuals. Three types of modified estimators have been proposed for the parameter of multiplicative heteroscedastic error variance by using internally studentized residuals.an adaptive method of estimation has been suggested to estimate the heteroscedastic error variances based on Bartlett's test by using the internally studentized residuals. Besides these new estimation methods, the testing procedures for testing the equality between the regression coefficients in two/sets of linear regression models under heteroscedasticity have been suggested by using the studentized residuals.


Introductory Econometrics

Introductory Econometrics
Author: Humberto Barreto
Publisher: Cambridge University Press
Total Pages: 810
Release: 2006
Genre: Business & Economics
ISBN: 9780521843195

Download Introductory Econometrics Book in PDF, ePub and Kindle

This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.


Partially Linear Models

Partially Linear Models
Author: Wolfgang Härdle
Publisher: Springer Science & Business Media
Total Pages: 210
Release: 2012-12-06
Genre: Mathematics
ISBN: 3642577008

Download Partially Linear Models Book in PDF, ePub and Kindle

In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.


Estimation of Linear Models Under Heteroscedasticity

Estimation of Linear Models Under Heteroscedasticity
Author: R. V. S. Prasad
Publisher: LAP Lambert Academic Publishing
Total Pages: 164
Release: 2014-01
Genre:
ISBN: 9783659503450

Download Estimation of Linear Models Under Heteroscedasticity Book in PDF, ePub and Kindle

In the Present book Chapter I is an introductory one. It contains the general introduction about the problem of heteroscedasticity. Chapter II describes some aspects of linear models with their inferential problems. It deals with some basic statistical results about Gauss-Markov linear model besides the restricted least squares estimation and its application to the tests of general linear hypotheses. Chapter III presents a brief review on the existing estimation methods for linear models under the various specifications of heteroscedastic variances. Chapter IV deals with the analysis and examination of different types of residuals with their applications in the regression analysis. It also contains the restricted residuals in 'Seemingly Unrelated Regression' (SUR) systems. Chapter V proposes some new estimation procedures for linear models under heteroscedasticity. Chapter VI depicts the conclusions .Several references articles regarding the estimation for linear models under heteroscedasticity have been presented under a title "BIBLIOGRAPHY."


Using R for Principles of Econometrics

Using R for Principles of Econometrics
Author: Constantin Colonescu
Publisher: Lulu.com
Total Pages: 278
Release: 2017-12-28
Genre: Business & Economics
ISBN: 1387473611

Download Using R for Principles of Econometrics Book in PDF, ePub and Kindle

This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.


Minimax D-optimal Designs for Regression Models with Heteroscedastic Errors

Minimax D-optimal Designs for Regression Models with Heteroscedastic Errors
Author: Kai Yzenbrandt
Publisher:
Total Pages:
Release: 2021
Genre:
ISBN:

Download Minimax D-optimal Designs for Regression Models with Heteroscedastic Errors Book in PDF, ePub and Kindle

Minimax D-optimal designs for regression models with heteroscedastic errors are studied and constructed. These designs are robust against possible misspecification of the error variance in the model. We propose a flexible assumption for the error variance and use a minimax approach to define robust designs. As usual it is hard to find robust designs analytically, since the associated design problem is not a convex optimization problem. However, the minimax D-optimal design problem has an objective function as a difference of two convex functions. An effective algorithm is developed to compute minimax D-optimal designs under the least squares estimator and generalized least squares estimator. The algorithm can be applied to construct minimax D-optimal designs for any linear or nonlinear regression model with heteroscedastic errors. In addition, several theoretical results are obtained for the minimax D-optimal designs.


Multiple Regression in Practice

Multiple Regression in Practice
Author: William Dale Berry
Publisher: SAGE
Total Pages: 100
Release: 1985-05
Genre: Mathematics
ISBN: 9780803920545

Download Multiple Regression in Practice Book in PDF, ePub and Kindle

The authors provide a systematic treatment of the major problems involved in using regression analysis. They clearly and concisely discuss the consequences of violating the assumptions of the regression model, procedures for detecting violations, and strategies for dealing with these problems.


Linear Regression Models

Linear Regression Models
Author: John P. Hoffmann
Publisher: CRC Press
Total Pages: 318
Release: 2021-09-09
Genre: Mathematics
ISBN: 1000438104

Download Linear Regression Models Book in PDF, ePub and Kindle

Research in social and behavioral sciences has benefited from linear regression models (LRMs) for decades to identify and understand the associations among a set of explanatory variables and an outcome variable. Linear Regression Models: Applications in R provides you with a comprehensive treatment of these models and indispensable guidance about how to estimate them using the R software environment. After furnishing some background material, the author explains how to estimate simple and multiple LRMs in R, including how to interpret their coefficients and understand their assumptions. Several chapters thoroughly describe these assumptions and explain how to determine whether they are satisfied and how to modify the regression model if they are not. The book also includes chapters on specifying the correct model, adjusting for measurement error, understanding the effects of influential observations, and using the model with multilevel data. The concluding chapter presents an alternative model—logistic regression—designed for binary or two-category outcome variables. The book includes appendices that discuss data management and missing data and provides simulations in R to test model assumptions. Features Furnishes a thorough introduction and detailed information about the linear regression model, including how to understand and interpret its results, test assumptions, and adapt the model when assumptions are not satisfied. Uses numerous graphs in R to illustrate the model’s results, assumptions, and other features. Does not assume a background in calculus or linear algebra, rather, an introductory statistics course and familiarity with elementary algebra are sufficient. Provides many examples using real-world datasets relevant to various academic disciplines. Fully integrates the R software environment in its numerous examples. The book is aimed primarily at advanced undergraduate and graduate students in social, behavioral, health sciences, and related disciplines, taking a first course in linear regression. It could also be used for self-study and would make an excellent reference for any researcher in these fields. The R code and detailed examples provided throughout the book equip the reader with an excellent set of tools for conducting research on numerous social and behavioral phenomena. John P. Hoffmann is a professor of sociology at Brigham Young University where he teaches research methods and applied statistics courses and conducts research on substance use and criminal behavior.


Heteroskedasticity in Regression

Heteroskedasticity in Regression
Author: Robert L. Kaufman
Publisher: SAGE Publications
Total Pages: 113
Release: 2013-06-28
Genre: Social Science
ISBN: 1483303829

Download Heteroskedasticity in Regression Book in PDF, ePub and Kindle

Heteroskedasticity in Regression: Detection and Correction, by Robert Kaufman, covers the commonly ignored topic of heteroskedasticity (unequal error variances) in regression analyses and provides a practical guide for how to proceed in terms of testing and correction. Emphasizing how to apply diagnostic tests and corrections for heteroskedasticity in actual data analyses, the monograph offers three approaches for dealing with heteroskedasticity: (1) variance-stabilizing transformations of the dependent variable; (2) calculating robust standard errors, or heteroskedasticity-consistent standard errors; and (3) generalized least squares estimation coefficients and standard errors. The detection and correction of heteroskedasticity is illustrated with three examples that vary in terms of sample size and the types of units analyzed (individuals, households, U.S. states). Intended as a supplementary text for graduate-level courses and a primer for quantitative researchers, the book fills the gap between the limited coverage of heteroskedasticity provided in applied regression textbooks and the more theoretical statistical treatment in advanced econometrics textbooks.