ordinary least squares (OLS) estimation
Handling multicollinearity and outliers using weighted ridge least trimmed squares
... ridge least trimmed squares ...different estimation methods, namely the Ordinary Least Squares (OLS), Ridge Regression (RR),Robust Ridge Regression (RRR) such as Ridge ...
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An Empirical Analysis of the Impact of Unemployment on Economic Growth in Zimbabwe
... This!section!explores!the!econometric!methodology!applied!in!the!study!to!establish!the!impact! of! unemployment! on! economic! growth! in! Zimbabwe.! The! study! employs! secondary! annual! time! series! data! set! to! ...
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Increasing productivity dispersion: Evidence from light manufacturing in Brazil
... methods: Ordinary Least Squares (OLS); the stochastic frontier of Battese and Coelli (1988, 1992, STCH); the control function approach of Levinsohn and Petrin (2003, LP); and the corrected ...
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TeMA Journal of Land Use, Mobility and Environment
... the estimation of the costs and benefits generated from the building of the new Cispadana regional motorway (Emilia-Romagna Region, Italy) is ...on ordinary least squares method (OLS), ...
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ORDINARY LEAST SQUARES METHOD AND ITS VARIANTS
... the OLS estimates of the individual regression coefficients tend to be unstable and can lead to erroneous ...reliable estimation of the individual ...alternative estimation methods are required to ...
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Optimization Problems in the Presence of Uncertainty
... We review the asymptotic theory for standard errors in classical ordinary least squares (OLS) inverse or parameter estimation problems involving general nonlinear dynamical systems where[r] ...
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A Combination Method for Averaging OLS and GLS Estimators
... on ordinary least-squares (OLS) and generalized least-squares (GLS) model-averaging ...same estimation accuracy as if the homoscedasticity or heteroscedasticity of the ...
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An inverse problem formulation methodology for stochastic models
... above estimation related tasks directly with stochastic models and limited ...an ordinary-least-squares (OLS) or generalized-least-squares (GLS) inverse problem ...
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Decomposing socioeconomic inequality for binary health outcomes: an improved estimation that does not vary by choice of reference group
... three estimation approaches for decomposition of inequality concentration indices: Ordinary Least Squares (OLS), probit, and the Generalized Linear Model (GLM) binomial distribution and ...
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Ordinary Least Squares Estimation of a Dynamic Game Model
... The estimation of dynamic games is known to be a numerically challenging ...asymptotic least squares estimators to Pesendorfer and Schmidt-Dengler’s (2008), which includes several well known ...
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Role of benchmark technology in sustainable value analysis : an application to Finnish dairy farms
... 2007). OLS can be a useful method for estimating average practice benchmarks when one is only interested in the composite ε i term, and the distinction between the pure sustainable value (SV i ) and the stochastic ...
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Drivers of efficiency in higher education in England
... econometric estimation of one of the two components of cost (or productive) efficiency with the newly introduced GTRE model developed by Fillipini and Greene ...
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New Evidence on Linear Regression and Treatment Effect Heterogeneity
... people. Estimation of “Kelurahan indicator” ( = OLS) is based on linear least squares regression, with controls for either the variables listed in the table (columns 1–5) or the ...
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Fitting Data with Different Error Models »
... The numerical computations show that the formulas developed by an ML estimator via symbolic computation to determine the parameters of a straight line to be fitted provide correct results and require considerably less ...
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div-class-title-sympathy-for-the-environment-predicts-green-consumerism-but-not-more-important-environmental-behaviours-related-to-domestic-energy-use-div.pdf
... used ordinary least squares (OLS) regression models to explore relationships between environmental attitudes (NEP score) and three types of environmental behaviours: green consumerism, summer ...
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Statistical Arbitrage in S&P500
... In the current work instead of the two stocks the mispricing between the index S&P500 and a sub-set of stocks belonging to this is considered. This forms a portfolio consisting of one unit of the Index in long (or ...
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Best of the best: a comparison of factor models
... higher OLS cross-sectional R 2 ...the OLS and GLS cross-sectional results show that the HXZ, FF5, FF4, and SY4 models do a relatively better job in explaining the average excess returns on size and market β ...
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A comparison of MLE method and OLSE for the estimation of modified Weibull distribution parameters by using the simulation
... The ordinary least squares method is one of themost popular procedures for estimating the parameters when the model is linear or non-linear in ...
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Using shrinkage in multilevel models to understand intersectionality: a simulation study and a guide for best practice
... These simulations help us to understand when this model is valuable, and what its limits are. As stated above, there are two ways these models can be used: ( 1 ) to see whether mul- tiplicative intersectionality matters ...
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Factors Affecting the ProfitabilitFactors Affecting the Profitability of Indonesian Real Estate Publicly-listed Companiesy of Indonesian Real Estate Publicly-listed Companies
... The paper determines the effects of eight firm-specific factors on the profitability of large-, medium-, and small-scale real estate Indonesian companies. The study used forty-seven real estate companies listed in the ...
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