fisher apos s scoring and iteratively reweighted least squares
econometric theory and methods - russell davidson and james g. mackinnon
Ngày tải lên :
08/04/2014, 12:28
... ordinary least squares, or OLS, to distinguish it from other varieties of least squares that we will encounter later, such as nonlinear least squares (Chapter 6) and generalized least squares (Chapter ... squares estimates, and the corresponding vector of residuals is called the vector of least squares residuals When least squares is used to estimate a linear regression model like (1.01), it is called ... X is any random variable, probabilities can be assigned to subsets of the full set of possibilities of values for X, in some cases to each point in that set Such subsets are called events, and...
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Variable selection procedures in linear regression models
Ngày tải lên :
10/09/2015, 09:27
... Lasso, or Adaptive Lasso, denoted by SIS-SCAD, SIS-Lasso, or SIS-AdapLasso in short Moreover, sure screening property has been proven in Fan and Lv (2008) Intuitively, the core idea of SIS is ... extensions of SIS are proposed In particular, iterative SIS, or in short ISIS, is designed to overcome the weakness of SIS 21 2.2 Literature Review ISIS works in two steps In the first step, a subset of ... variables A1 = {Xi1 , , Xik1 } are selected by using an SIS-based model selection method such as SIS-SCAD or SIS-Lasso methods Now we have an n-vector of residuals from regressing the response y...
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NON-LINEAR REGRESSION MODELS
Ngày tải lên :
23/10/2013, 10:15
... not necessary for the consistency of least squares and it is sufficient to assume (X’ X)- ’+ This observation suggests that assumption (2.12) can be relaxed in an analogous way One such result can ... rows are Y’ and Xi,, respectively The non-linear least squares estimator of (Y,,in this model generally yields an inconsistent estimator essentially for the same reason that the least squares estimator ... term as depicted in Table 2.1 I will discuss the t and F tests in Case I and the likelihood ratio, Wald, and Rao tests in Case IV I will not discuss Cases II and III because the results in Case...
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Linear Factor Models in Finance docx
Ngày tải lên :
18/03/2014, 00:20
... informative and estimates parameters that make the observed data most likely With appropriate assumptions, ML justifies both time-series and cross-sectional Ordinary Least Squares (OLS) regressions In ... because sensitivities are estimated in the first step and then used as independent variables in the second step This results in biased estimators in small samples and overstated precision of estimates ... cross-sectional regression estimates The model is tested by using the standard error of these cross-sectional regression estimates Lintzenberger and Ramaswamy (1979) and Shanken (1982) have also...
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báo cáo hóa học:" Variables that influence HIV-1 cerebrospinal fluid viral load in cryptococcal meningitis: a linear regression analysis" pot
Ngày tải lên :
20/06/2014, 08:20
... as shown in Figure Discussion Our study demonstrates that CSF leukocyte count is associated with CSF HIV-1 viral load in patients with meningitis caused by Cryptococcus neoformans Although CSF ... the CSF of most infected individuals at all stages of the disease, including primary infection and the asymptomatic and symptomatic (i.e., occurrence of CNS opportunistic diseases) phases [2,7,8] ... collected CSF samples from three patients were excluded due to the diagnosis of a simultaneous opportunistic CNS disease (either Cytomegalovirus encephalitis, cerebral toxoplasmosis, or Chagas' encephalitis)...
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Báo cáo toán học: " Two-stage source tracking method using a multiple linear regression model in the expanded phase domain" pdf
Ngày tải lên :
20/06/2014, 20:20
... figure shows the maximum phase distribution when signal power is same as noise power In this dB SNR case, the absolute phase error Yang and Kang EURASIP Journal on Advances in Signal Processing ... environmental effects because the phase statistics cannot be modeled by a simple pdf Since it is hard to find an ideal estimator for a non-Gaussian data set such as wrapped discrete phases, a phase unwrapping ... by various experimental results The proposed TDE method which is composed of two stages shows superior performance especially in the anomalies percentage and RMSE results in both noisy and reverberant...
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Báo cáo sinh học: "Heterogeneous variances in Gaussian linear mixed models" pot
Ngày tải lên :
09/08/2014, 18:21
... heroskedasticity was found both for the sire and residual components Weigel et al (1993) and DeStefano (1994) also used the structural approach for sire and residual variances to assess sources ... reasons, the paper successively addressed the cases of one-way and multiple-way classification In any case, the estimation procedures chosen were REML and its natural Bayesian extension, the posterior ... approach is to render models as parsimonious as possible, which is especially critical with the large data sets used in genetic evaluation having a large number of subclasses Consequently, it was shown...
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Báo cáo sinh học: " Backsolving in combined-merit models for marker-assisted best linear unbiased prediction of total additive genetic merit" ppsx
Ngày tải lên :
09/08/2014, 18:22
... assumptions for expectation and dispersion parameters of the random effects are where Gp is the appropriate submatrix of G, and R is further expressed as equation r [13] of Saito and Iwaisaki (1997b) ... animals, this can be done by using the procedures for backsolving, as just demonstrated in this paper The backsolutions derived are equivalent to the solutions for the Fernando and Grossman AM ... one observation per animal for simplicity, the AM discussed by Fernando and Grossman (1989) is written as In contrast, the combined-merit AM of with van Arendonk et al (1994) is expressed as a...
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Báo cáo y học: " Formation of translational risk score based on correlation coefficients as an alternative to Cox regression models for predicting outcome in patients with NSCLC" doc
Ngày tải lên :
13/08/2014, 16:20
... the Statistical Analysis System (SAS, vers 9.2) Results Descriptive statistics Descriptive statistics are summarized in Table Patient survival was comparable for squamous cell carcinoma and adenocarcinoma, ... has to be noted that ISIR (and Cox) were evaluated using cross validation Therefore, the ISIR concerns unbiased estimates of specificity and sensitivity The status of genes and proteins must ... variable selection, and variables are removed from the model when p > 0.05 The statistical analysis was carried out using the Statistical Package for Social Sciences Software (SPSS, vers 17.0) and...
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Báo cáo y học: "Parameter estimation in biochemical systems models with alternating regression" docx
Ngày tải lên :
13/08/2014, 23:20
... noisy, it is useful to smooth them, because the noise tends to be magnified in the slopes Established smoothing methods again include splines, as well as different types of filters, such as the ... course is essentially flat or simple monotonic In this case, convergence is obtained if one adjusts the constraints on some of the parameter values or selects a different set of regressors (see ... log(SSE) < -7 as termination criterion a Regressor: A: all variables used as regressors and subsequently constrained; B: use of "union" variables as regressors (see Text); C: fully informed selection...
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Báo cáo sinh học: "Reducing the bias of estimates of genotype by environment interactions in random regression sire models" ppsx
Ngày tải lên :
14/08/2014, 13:21
... into classes and to assume homogeneous variance within each environmental class, but with different residual variances across classes [1] The drawbacks of this method are that classes have to ... are described as in the animal models, s0 i and s1 i are the 1st and 2nd random regression coefficients ⎡ σ s2 0 σ s 0, s1 ⎤ ⎥, of the sire of daughter i, Var( s) = A s ⊗ ⎢ ⎢ σ s 0, s1 σ s2 ⎥ ⎦ ... as in the animal-CLASS model (IC) HOM and CLASS sire models The HOM and CLASS sire models omit the individual daughter term and are described by: yi = FIX + S0 i + S1 ienvi +ei, where all terms...
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Báo cáo sinh học: "A comparison between Poisson and zero-inflated Poisson regression models with an application to number of black spots in Corriedale sheep" doc
Ngày tải lên :
14/08/2014, 13:22
... observations suggest that dark fibres are associated with dark spots, hinting a positive correlation between the two variables Second, spots can be assessed easily and quickly, and scoring is ... spots could plausibly follow a Poisson distribution However, as shown in Figure 1, there is an excess of zeros in the empirical distribution for field records, Poisson and ZIP models for spots ... rams (sires) were sampled in each dataset and randomly assigned to observations In each scenario, the true parameters were selected to resemble the observed distribution of spots 2.2 Models fitted...
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Báo cáo sinh học: "Precision and information in linear models of genetic evaluation" ppt
Ngày tải lên :
14/08/2014, 19:22
... defined by these consequences Such a definition implies that disconnectedness never occurs for random effects, since their contrasts are always estimable However, the data design is the same whether ... rules, combining minimal precision and a maximal number of published bulls Use of such criteria becomes impossible as soon as the analysis involves more than 000 animals Approximations or simplifications ... eigenvalues A null value leads to a null p which , indicates that there exists at least contrast without information supply and that the design is disconnected p is sensitive to values of eigenvalues...
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Báo cáo sinh học: " A criterion for measuring the degree of connectedness in linear models of genetic evaluation" ppt
Ngày tải lên :
14/08/2014, 20:20
... factors0 and and resulting in contrasts such as B and i1 ! — !1 so that: where me and ni are the numbersof levels for the factors9 and § respectively o The vector X in [1] designates remaining ... effects, BLUP of sire transmitting abilities or individual genetic merits always have solutions whatever the distribution of records across herd-year-seasons and other fixed effects Nevertheless, ... and homoscedastic errors This property is lost under an unbalanced distribution up to an ultimate stage consisting of what is called disconnectedness or confounding between the factors This suggests...
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SEQUENTIAL APPROACHES IN GRAPHICAL MODELS AND MULTIVARIATE RESPONSE REGRESSION MODELS
Ngày tải lên :
08/09/2015, 15:31
... technique SLasso in Luo and Chen (2014b) and comment on the two sequential edge detection methods: SR-SLasso and JR-SLasso in Luo and Chen (2014a) 2.2.1 Preliminary: SLasso, SR-SLasso and JR-SLasso SLasso ... models in Section Then our SSPS method is presented in Section Its selection consistency is established in Section In Section 4, we report the results of the simulation studies, where SSPS is compared ... Sequential Scaled Pairwise Selection Method 2.2.1 Preliminary: SLasso, SR-SLasso and JR-SLasso 2.2.2 SSPS Method Selection Consistency of SSPS Simulation Study...
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Statistics in geophysics generalized linear regression
Ngày tải lên :
04/12/2015, 17:08
... linear models Binary regression Count data regression Overdispersion The assumption of a Poisson distribution for the responses implies λi = E(yi ) = Var(yi ) For similar reasons as in case with ... regression Count data regression Testing linear hypotheses Hypotheses H0 : Cβ = d versus H1 : Cβ = d: ˜ be the ML estimator under H0 Let β Test statistics: ˜ − l(β) ˆ Likelihood ratio statistic: ... linear models Binary regression Count data regression Maximum likelihood estimation in GLMs ˆ is obtained in form of iteratively The ML estimator β weighted least squares estimates ˆ (t+1) =...
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Statistics in geophysics linear regression II
Ngày tải lên :
04/12/2015, 17:09
... (df) Sum of squares (SS) Mean square (MS) F -value Regression k SSR MSR n − p = n − (k + 1) SSE MSR = SSR/k σ ˆ = SSE n−1 SST Residual Total n−p The multiple coefficient of determination is still ... linear regression model Parameter estimation Hypothesis testing and confidence intervals Model choice and variable selection Properties of the least squares estimator For the least squares estimator ... Parameter estimation Hypothesis testing and confidence intervals Model choice and variable selection Least squares estimation of regression coefficients The error sum of squares is = (y − Xβ)...
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Statistics in geophysics linear regression
Ngày tải lên :
04/12/2015, 17:09
... linear regression Source of variation Degrees of freedom (df) Sum of squares (SS) Mean square (MS) F -value Regression SSR MSR Residual n−2 SSE MSR = SSR σ ˆ = SSE Total n−1 SST Winter Term 2013/14 ... , Setting the scene Fitting a straight line by least squares The analysis of variance Interval estimation and tests for the parameters Examining residuals Least squares (LS) fitting II An estimate ... 7/24 Setting the scene Fitting a straight line by least squares The analysis of variance Interval estimation and tests for the parameters Examining residuals Least squares (LS) fitting The estimated...
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C 1500 tests in English
Ngày tải lên :
05/11/2012, 14:32
... takes pleasure in his little sister a tease b teases c to tease d teasing d 23 Whole-grain food products …………… in most large supermarkets across the United States and Canada a now can purchase ... suspicion-looking b suspicious-looking c suspect-looking d suspiciously-looking > b 34 Mary always feels very when she has to make a speech a nerve b nervous c nervously d nervousness b 35 Air ……………… ... the establishment in 1913 b was established in 1913 c established in 1913 d in 1913 they established it c 34 Sally nearly two thousand pounds until now a has been saving b has saved c had saved...
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