Displaying similar documents to “MSE of the best linear predictor in nonorthogonal models”

A model and application of binary random sequence with probabilities depending on history

Petr Volf, Tomáš Kouřim (2024)

Kybernetika

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This paper presents a model of binary random sequence with probabilities depending on previous sequence values as well as on a set of covariates. Both these dependencies are expressed via the logistic regression model, such a choice enables an easy and reliable model parameters estimation. Further, a model with time-depending parameters is considered and method of solution proposed. The main objective is then the application dealing with both artificial and real data cases, illustrating...