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Instrumental weighted variables under heteroscedasticity. Part II – Numerical study

Jan Ámos Víšek (2017)

Kybernetika

Results of a numerical study of the behavior of the instrumental weighted variables estimator – in a competition with two other estimators – are presented. The study was performed under various frameworks (homoscedsticity/heteroscedasticity, several level and types of contamination of data, fulfilled/broken orthogonality condition). At the beginning the optimal values of eligible parameters of estimatros in question were empirically established. It was done under the various sizes of data sets and...

Interval estimation in two way nested unbalanced random model.

R. C. Jain, J. Singh, R. Agrawal (1991)

Trabajos de Estadística

The present paper deals with interval estimation of variance components in two way nested unbalanced random model. Employing a suitable transformation a statistic has been developed and its distribution is well approximated by chi-square. The confidence intervals for variance components and the simultaneous confidence interval for their ratios have been derived.

Intrinsic priors for hypothesis testing in normal regression models.

Elías Moreno, F. Javier Girón, Francisco Torres (2003)

RACSAM

Testing that some regression coefficients are equal to zero is an important problem in many applications. Homoscedasticity is not necessarily a realistic condition in this setting and, as a consequence, no frequentist test there exist. Approximate tests have been proposed. In this paper a Bayesian analysis of this problem is carried out, from a default Bayesian model choice perspective. Explicit expressions for intrinsic priors are provided, and it is shown that the corresponding Bayes factor is...

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