实证检验中两个问题变量中的误差(Errors-in-Variables),Lintner先对每个样 本股票估计各自 βi 值(时间序列估计),然后利用估 … wenku.baidu.com|基于3个网页 3. 变量误差 这一替代会产生古典的变量误差(errors-in-variables)问ii1i题,因为在横截面回归模型(2.4)中b的回归元存在测量误差。用时间 … ...
1.我看了之后,觉得因为题目中回填等操作使得获取的report return变量其实本身就有偏差(会被高估)了,为什么不属于errors-in-variables bias? 2.所以这个bias主要指在操作上出现的问题,例如漏了变量、模型运算等操作风险事件上吗,。而不是说变量input选的数据集不好?添加评论 0 0 1 个答案 已采纳答案 袁园_品...
程龙生姚景尹高校应用数学学报程龙生;姚景尹.一类线性errors—in—variables模型的参数强相合估计及其a.….高校应用数学学报:A辑.1996.313-320一类线性errors-in-variables模型的参数强相合估计及其a.s.收敛速度[J]. 程龙生,姚景尹.高校应用数学学报A辑(中文版). 1996(03)...
errors-in-variablesbias(Xismeasuredwitherror). InstrumentalvariablesregressioncaneliminatebiaswhenE(u|X)≠0-usinganinstrumentalvariable,Z. OneRegressorandOneInstrument Loosely,IVregressionbreaksXintotwoparts:apartthatmightbecorrelatedwithu,andapartthatisnot.Byisolatingthepartthatisnotcorrelatedwithu,itispossibleto...
in_广义线性模型中极大拟似然估计的极限理论研究 热度: in_基于双线性与平方和最优化理论的吸引域估计 热度: ESTIMATl0NOFLINEAR ERRORS—IN—VARIABLES MODELS ZHf心『GHai (Department of Mathemtics, NorthWestUniversit y,Xi’an,710069) Abstract Inthis ...
Errors in variables. Consistent adjusted least squares (CALS) estimation A single equation errors-in-variables model is considered. Exact restrictions on the parameters in the model are assumed to be available such that the mode... A Kapteyn,T Wansbeek - 《Communications in Statistics》 被引量:...
The usual assumption in the classical errors-in-variables problem of independent measurement errors cannot necessarily be maintained when the data are time series; errors may be strongly serially correlated, possibly containing seasonal effects and trends. When it is possible to identify frequency bands...
This paper studies the expectile regression with error-in-variables to reduce the data error and describe the overall data distribution. Specifically, the asymptotic normality of the proposed estimator is thoroughly investigated, and an IRWLS algorithm based on orthogonal distance expectile regression (ODE...
Common Slope Tests for Bivariate Errors-in-Variables Models 热度: instrumental variables estimation in political science a:政治学中的工具变量估计 热度: 独创性声明 本人声明所呈交的学位论文是本人在导师指导下进行的研究工作及取得的 研究成果。据我所知,除了文中特别加以标注和致谢的地方外,论文中不包含其 ...
1) Model of "errors in some variables" 变量带误差的模型2) Nonlinear regression models with double error variables 带有双误差变量的非线性回归模型3) errors-in-variables model 含误差变量模型4) error in variable model 变量误差模型5) Error-in-variables 变量带误差 例句>> ...