informal survey of the notation

econometric theory and methods - russell davidson and james g. mackinnon

econometric theory and methods - russell davidson and james g. mackinnon

... A(BC) The transpose of the product of two matrices is the product of the transposes of the matrices with the order reversed Thus (AB) = B A (1.30) The reversal of the order is necessary for the ... is called the vector of residuals The sum of the squares of the components of the vector of residuals is called the sum of squared residuals, or SSR Since this sum is a scalar, the sum of squared ... study The average weight of all members of the population, for instance, would then be estimated by the mean of the weights of the individuals in the sample, that is, by the sample mean of individuals’...

Ngày tải lên: 08/04/2014, 12:28

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Variable selection procedures in linear regression models

Variable selection procedures in linear regression models

... Proof of Theorem 2.1 113 A.2.2 Proof of Theorem 2.2 118 A.2.3 Proof of Theorem 2.3 120 Bibliography 127 vii ABSTRACT With the ... existence of β ;the assumption λ < λ0 implies any solution must lie on the boundary of the feasible region; the strictly convexity leads to the uniqueness ˆ of β There are some good properties of Lasso ... provided introduction to the background of this 1.3 Organization of thesis thesis Basically, we are dealing with high dimensional data in the linear model settings The aim of this thesis is to achieve...

Ngày tải lên: 10/09/2015, 09:27

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NON-LINEAR REGRESSION MODELS

NON-LINEAR REGRESSION MODELS

... and proves the consistency of the resulting NL2S estimator by a modification of the proof of Amemiya (1974) 5.1.4 Tests of hypotheses I will consider the test of the hypothesis of the form h(a) ... considered the estimation of the parameters of a single equation in the system of simultaneous equations Now, I will consider the estimation of all the parameters of the system The equations of the ... application of the SSRD test, Gallant and Jorgenson tested the hypothesis of symmetry of the matrix of parameters in the three-equation translog expenditure model of Jorgenson and Lau (1975) The other...

Ngày tải lên: 23/10/2013, 10:15

58 479 2
Linear Factor Models in Finance docx

Linear Factor Models in Finance docx

... each other, the power of the average F test is good even if the number of assets is large The major problem of applying either of these tests is that there is little theoretical guidance on the ... a particular attribute of the assets In addition to avoiding the problem of the singularity of the variance-covariance matrix as a result of the reduction in the number of assets, this has ensured ... (1989) They utilize distributions of a and ˆ to form the ˆ and ˆ are the OLS or MLE estimates of the intercepts and the multivariate F test a variance-covariance matrix of the disturbances of the...

Ngày tải lên: 18/03/2014, 00:20

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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

báo cáo hóa học:" Variables that influence HIV-1 cerebrospinal fluid viral load in cryptococcal meningitis: a linear regression analysis" pot

... for the design of the study, patient enrolment, data analysis, and writing of the manuscript AMC was responsible for the proceedings performed in the Virology Unit, and was co-writer of the manuscript ... for the development of this study References Finally, the observational design of this study (chosen due to ethical constraints regarding the risks of the lumbar puncture procedure) precluded the ... proceedings performed in the Mycology Unit MBB undertook design of the study, and was supervisor of the proceedings performed in the Virology Unit, and co-writer and final supervisor of the manuscript...

Ngày tải lên: 20/06/2014, 08:20

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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

Báo cáo toán học: " Two-stage source tracking method using a multiple linear regression model in the expanded phase domain" pdf

... identified the room impulse response (RIR) of each channel, and then the delay was determined by finding the direct paths from the two measured RIRs A systematic overview of the stat -of- the- art of TDE ... represents the maximum range of erroneous phase distribution caused by Nj(ω) The SNR of cross spectrum becomes (2g2 ) -1 if the variances of real and imaginary parts of the noise are g2, respectively Therefore, ... directions The proposed RLS, however, adapts the true TDE very quickly and tracks the speaker again even in these cases The trends of tracking performance of the proposed two-stage method and the conventional...

Ngày tải lên: 20/06/2014, 20:20

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Báo cáo sinh học: "Heterogeneous variances in Gaussian linear mixed models" pot

Báo cáo sinh học: "Heterogeneous variances in Gaussian linear mixed models" pot

... gives the expression of the standard deviation of the u-component, and has the form of a regression coefficient estimator Actually i , Ju is the coefficient of regression of any element of y on the ... 1992) not alert the readers about this pitfall The authors not provide measures of the curvature of the likelihood or of the pertinent posterior distribution in the neighborhood of the maximum It ... Cristobal and K Weigel for their valuable contribution to the discussion and to the publication of papers on this subject The assistance of C Robert in the computations of the numerical example is...

Ngày tải lên: 09/08/2014, 18:21

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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

Báo cáo sinh học: " Backsolving in combined-merit models for marker-assisted best linear unbiased prediction of total additive genetic merit" ppsx

... species where the fraction of non-parents is high, would lead to a further reduction of the size of the system of equations, although the sparseness in the coefficient matrix of the MME would ... Saito and Iwaisaki (1997b) The BLUP of the total additive genetic merits for parent animals are then obtained by solving the following MME In the case of the RAM, the BLUP of additive genetic effects ... paper is to describe the procedures for computing the backsolving of the MQTL- and the remaining (aTL-effects in the cases of the combined-merit AM and RAM THEORY Backsolving in the combined-merit...

Ngày tải lên: 09/08/2014, 18:22

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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

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

... for the other) had to taken into consideration Therefore, each variable was divided by the number of their possible realizations (i.e by two for M and H, by four for the others) To emphasize the ... of the ISIR Denoting the significant aggressive variables by xi, i = 1, , k1 , the protective variables by yj, j = 1, , k2 , and the survival time by t, the numerator of ISIR was defined as the ... validation Therefore, the ISIR concerns unbiased estimates of specificity and sensitivity The status of genes and proteins must be considered as parts of complex networks rather than of simple...

Ngày tải lên: 13/08/2014, 16:20

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Báo cáo y học: "Parameter estimation in biochemical systems models with alternating regression" docx

Báo cáo y học: "Parameter estimation in biochemical systems models with alternating regression" docx

... denote the (n+1) × N matrix of regressors used in the second phase of AR to determine the parameter values of the degradation term Lp and Ld are the same when the variables used in two phases of ... sets of initial guesses of βi and hij (the results of the second phase of AR are not shown, but are analogous) The data for this illustration consist of observations on the first variable of datasets ... complicated fashion on the dataset, the constraints, the choice of regressors, and the structure and parameter values of the system Given that even the convergence features of the Newton algorithm...

Ngày tải lên: 13/08/2014, 23:20

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Báo cáo sinh học: "Reducing the bias of estimates of genotype by environment interactions in random regression sire models" ppsx

Báo cáo sinh học: "Reducing the bias of estimates of genotype by environment interactions in random regression sire models" ppsx

... part of the residual than 3/4 of the true genetic variance The animal-HOM model also assumes that only the genetic variance can be heterogeneous, and thereby overestimates the heterogeneity of the ... is fitted One of the benefits of replacing environmental classes (CLASS) with an ind-term (IND) is the reduction of the number of parameters in the model Combining IND and CLASS in the IC model ... increasing the number of parameters to be estimated by the model (Table 2); the IC model is more than million times more likely than the CLASS model The IC model gives a smoother estimate of the residual...

Ngày tải lên: 14/08/2014, 13:21

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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

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

... analysis of the number of mastitis cases in dairy cattle 382 H Naya et al From previous exploratory analysis [16,24], the age of animals appears to be a main source of variability of the number of ... models for the number of spots were compared Poisson and ZIP models were considered, with the log of the Poisson parameter of each of the models regressed on environmental and genetic effects The two ... deviance Except for the P model, the other specifications had similar DIC, at least in the light of the between replicates standard deviation Clearly the Poisson model was the worst under the ‘‘true ZIP’’...

Ngày tải lên: 14/08/2014, 13:22

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Báo cáo sinh học: "Precision and information in linear models of genetic evaluation" ppt

Báo cáo sinh học: "Precision and information in linear models of genetic evaluation" ppt

... magnitude of the ratios of quadratic forms then amounts to the study of the magnitude of these eigenvalues The occurrence of the null eigenvalue will be particularly interesting to study, because the ... is (Henderson, 1984): The CD of an animal i is a function of the ratio of the variance of u knowing the i results of the experiment (var( to the variance of u before the experiment i )) i ¡lû U ... of If they are The p vary from to 1, as the criteria They are equal when all the eigenvalues z equal Otherwise, we have the following inequalities: are The dispersion of the eigenvalues and therefore...

Ngày tải lên: 14/08/2014, 19:22

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Báo cáo sinh học: " A criterion for measuring the degree of connectedness in linear models of genetic evaluation" ppt

Báo cáo sinh học: " A criterion for measuring the degree of connectedness in linear models of genetic evaluation" ppt

... notice that the variance Coo.,5 of the conditional distribution of given $ is also the variance of the marginal distribution of under the reduced model (0, A) This leads to view the ratio of determinants ... whatever the distribution of records across herd-year-seasons and other fixed effects Nevertheless, the phenomenon of non orthogonality between the estimation of a contrast of fixed effects and the ... relative ease of computation in large field data sets The extension of the theory to the measure of degree of connectedness of random factors is illustrated in this example by calculations of D and...

Ngày tải lên: 14/08/2014, 20:20

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SEQUENTIAL APPROACHES IN GRAPHICAL MODELS AND MULTIVARIATE RESPONSE REGRESSION MODELS

SEQUENTIAL APPROACHES IN GRAPHICAL MODELS AND MULTIVARIATE RESPONSE REGRESSION MODELS

... penalizing the coe cients of the same covariate as a group can fit all the responses with only a subset of the total covariates Another branch of the methods intend to incorporate the response ... in practice, they aimed at improving the estimation accuracy of the precision matrix through the study of the coe cient matrix, which is opposite to the objective of MRCE Within the same penalized ... the columns of X by double subscripts The column containing y k in the block Bj is denoted by xjk Let s be a subset of the column indices of X We denote by X(s) the submatrix consisting of the...

Ngày tải lên: 08/09/2015, 15:31

178 287 0
Statistics in geophysics generalized linear regression

Statistics in geophysics generalized linear regression

... + βk xik The effect of covariates on the rate λ is, thus, exponentially multiplicative similar to the effect on the odds π/(1 − π) in the logit model The effect on the logarithm of the rate is ... for the (conditional) mean of y, which takes the form E(y) = Xβ For the random part we assume Cov( ) = σ I A further specialization of the model involves the assumption that ∼ N (0, σ I) Then, ... regression Fitting the logit model The parameters of the logistic regression model are estimated by using the method of maximum likelihood ˆ has been obtained, the relationship between the Once β estimated...

Ngày tải lên: 04/12/2015, 17:08

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Statistics in geophysics linear regression II

Statistics in geophysics linear regression II

... measure for the goodness -of- fit to the data The use of R is limited, since it will never decrease with the addition of a new covariate into the model , adjusts for The corrected coefficient of determination, ... variable in every iteration of the algorithm The variable which offers the greatest reduction of a preselected model choice criterion is chosen The algorithm terminates if no further reduction is possible ... preselection of potential models All potential models can now be assessed with the aid of one of the various model choice criteria (AIC, BIC) This method is not always practical, since the number of regressor...

Ngày tải lên: 04/12/2015, 17:09

28 247 0
Statistics in geophysics linear regression

Statistics in geophysics linear regression

... denotes the height of the child and x is a weighted average of the mother’s and father’s heights Winter Term 2013/14 2/24 Setting the scene Fitting a straight line by least squares The analysis of ... the scene Fitting a straight line by least squares The analysis of variance Interval estimation and tests for the parameters Examining residuals Goodness -of- fit How much of the variation in the ... 100 The square root of R is (the absolute value) of the Pearson correlation between x and y Winter Term 2013/14 12/24 Setting the scene Fitting a straight line by least squares The analysis of...

Ngày tải lên: 04/12/2015, 17:09

24 249 0
C 1500 tests in English

C 1500 tests in English

... neither b either c too d so b 33 My brother is much taller than I a b did c am d was c 34 Police had to break the meeting a out b in c off d up d 35 The accused denied in the vicinity of ... expected to be selected as the director of the institute He was very upset not the position a having offered b having been offered c to have offered d to have been offered >d 14 If you are ... it wasn't b they wasn't c they weren't d it weren't c 41 At the party, he drank a lemon juice a lot of b many glasses of beer c many wine d much waters > b 42 The incidence of anorexia nervosa,...

Ngày tải lên: 05/11/2012, 14:32

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