errors-in-variables models
Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables
... L ARA F ONTANELLA received the Ph.D degree in statistics from the Uni- versity G. d’Annunzio of Chieti in 2001 and a postdoctoral research fellowship from 2001 to 2002. She is a member of the Department of Quantitative ...
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Estimation and Inference of Threshold Regression Models with Measurement Errors
... and variables that are intrinsically unobservable are often subject to measurement errors because of data aggregation or for other ...measurement errors results in inconsistent estimation of ...
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Instrumental variables quantile regression for panel data with measurement errors
... instrumental variables strategy for estimation and inference in quantile regression FE panel data models with measurement ...instrumental variables estimators are at least partly based on the ...
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DETERMINANTS METHOD OF EXPLANATORY VARIABLES SET SELECTION TO LINEAR MODEL
... contains variables that represent the number of people in the same countries, except ...The variables X 19 and X 20 that represent the number of people in China and India, are most common in both Tables 2 ...
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An analysis of serial correlation in the errors of linear econometric models
... endogenous variables. When the number of exogenous variables is large one can reduce the computational burden by noting that the relationship between the parameters on the lagged Y's and on each X and its ...
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Markov Properties for Linear Causal Models with Correlated Errors
... In this paper, we seek to improve the local Markov property given in Richardson (2003) for linear SEMs with correlated errors. The local Markov property in Richardson (2003) is applicable for ADMGs associated with ...
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Consistency of the structured total least squares estimator in a multivariate errors in variables model
... Most of the statistical literature of EIV modeling is devoted to unstructured problems, e.g., the classical book on measurement error models (Fuller, 1987) does not treat structured EIV models. Special ...
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Willson
... of errors and uncertainty (e.g., estimated parameters, state variables, random effects, and residual ...Projection errors for key metrics summed across all trees, such as total basal area and stem ...
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Telehealth Finance Variables and Successful Business Models
... business models include people (clinical providers and patients), geography (rural or metropolitan areas), telehealth governance structure, the service provided, the reimbursement or coverage eligibility, the ...
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On errors in variables estimation with unknown noise variance ratio
... 4. APPLICATION FOR DYNAMIC MODELS Certain system identification problems can be posed as structured TLS problems (Markovsky et al., 2005a). The main difference with the static TLS problem (1) is that now the data ...
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Unbiased estimation of a nonlinear function of a normal mena with application to measurement-error models
... Key Words and Phrases: errors-in-variables; functional models; generalized linear model; H-estimation; measurement error; structural IIIOdels; unbiased estimation... ABSTRACT.[r] ...
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Consistent estimation in the bilinear multivariate errors in variables model
... This paper presents research results of the Belgian Programme on Interuniversity Poles of Attraction (IUAP V-22), initiated by the Belgian State, Prime Minister’s O‰ce – Federal O‰ce for Scientific, Technical and Cultural ...
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Efficiencies and surrogate variables in logistic regression
... KEY WORDS: Asymptotic relative efficiency; Conditional score; Errors in variables; Logistic regression; Measurement error models; Semiparametric regression; Surrogate variables.... Under[r] ...
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New Taxonomies for Limited Dependent Variables Models
... these models undoubtedly makes ...to models usually not labeled as ‘friction models’ emerge more ...related models r = (ooo, ooc), (ooo, occ), (ooo, ccc), (ooc, ccc), (occ, ccc) which remain ...
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On the equivalence of instrumental variables estimators for linear models
... Permanent repository link: http://openaccess.city.ac.uk/13017/ Link to published version: http://dx.doi.org/10.1016/j.econlet.2015.06.001 Copyright and reuse: City Research Online aims t[r] ...
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On the equivalence of instrumental variables estimators for linear models
... that aggregates unobserved factors in the outcome equation, and v is a scalar containing unobserved disturbances determining d and correlated with u. Due to the dependence of v and u, d is also sampled depending on u, ...
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Mixed Causal Noncausal Autoregressions with Strictly Exogenous Regressors
... (MAR) models in time series econo- metrics can be explained by three ...autoregressive models take only the fundamental solution of a system into account, the mixed causal-noncausal autore- gressive model ...
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Variables Associated With Medication Errors in Pediatric Emergency Medicine
... these errors, even ones that were inter- cepted before harm was done, is important in devel- oping strategies to reduce adverse drug ...of errors by 1 physician significantly affected the ...
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Factorization of Latent Variables in Distributional Semantic Models
... This paper discusses the use of factoriza- tion techniques in distributional semantic models. We focus on a method for re- distributing the weight of latent variables, which has previously been shown to im- ...
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ATTITUDINAL FACTORS IN CONGENITAL HEART DISEASE
... CHILD ADJUSTMENT, MATERNAL ATTITUDE AND PHYSICIAN ASSESSMENT VARIABLES: MEANS AND STANDARD. ERRORS FOR FOUR GRouPs*[r] ...
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