Fixed precision estimation of the parameters of a linear regression model with unknown covariance structure
H. Truszczyńska (1987)
Applicationes Mathematicae
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H. Truszczyńska (1987)
Applicationes Mathematicae
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Konrad Furmańczyk (2014)
Applicationes Mathematicae
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The paper considers the problem of consistent variable selection in parametic models with the use of stepdown multiple hypothesis procedures. Our approach completes the results of Bunea et al. [J. Statist. Plann. Inference 136 (2006)]. A simulation study supports the results obtained.
Tadeusz Bednarski, Filip Borowicz (2009)
Discussiones Mathematicae Probability and Statistics
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It is shown that a popular variable choice method of Hellwig, which is recommended in the Polish econometric textbooks does not enjoy a very basic consistency property. It means in particular that the method may lead to rejection of significant variables in econometric modeling. A simulation study and a real data analysis case are given to support theoretical results.
Sparks, Ross (2004)
Journal of Applied Mathematics and Decision Sciences
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Brenton R. Clarke, Antony G. Monaco (2004)
Discussiones Mathematicae Probability and Statistics
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In analysing a well known data set from the literature which can be thought of as a two-way layout it transpires that a robust adaptive regression approach for identifying outliers fails to be sensitive enough to detect the possible interchange of two observations. On the other hand if one takes the classical approach of diagnostic checking one may also stop too early and be satisfied with a model that falls short of a more detailed analysis that takes account of heteroscedasticity in...
C. Platt, Z. Paprzycki (1988)
Applicationes Mathematicae
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Jan Ámos Víšek (1992)
Kybernetika
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W. Näther, J. Pilz (1980)
Applicationes Mathematicae
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Silvie Bělašková, Eva Fišerová, Sylvia Krupičková (2013)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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In most clinical studies, patients are observed for extended time periods to evaluate influences in treatment such as drug treatment, approaches to surgery, etc. The primary event in these studies is death, relapse, adverse drug reaction, or development of a new disease. The follow-up time may range from few weeks to many years. Although these studies are long term, the number of observed events is small. Longitudinal studies have increased the importance of statistical methods for time-to...
Arijit Chaudhuri, Tapabrata Haiti (1996)
Metrika
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