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...
Reducing errors-in-variables bias in linear regression using compact genetic algorithms. J Stat Comput Simul. 2015; 85(16): 3216-3235.M.Hakan Satman,Erkin Diyarbakirlioglu.Reducing errors-in-variables bias in linear regression using compact genetic algorithms[J].Journal of Statistical Computation ...
errors-in-variablesbias(Xismeasuredwitherror). InstrumentalvariablesregressioncaneliminatebiaswhenE(u|X)≠0-usinganinstrumentalvariable,Z. OneRegressorandOneInstrument Loosely,IVregressionbreaksXintotwoparts:apartthatmightbecorrelatedwithu,andapartthatisnot.Byisolatingthepartthatisnotcorrelatedwithu,itispossibleto...
The bias created by the correlation between the problematic regressors and the error term motivates the need for instrumental variables estimation. This paper considers a class of estimators that can be used when external instruments may not be available or are weak. The idea is to exploit the ...
and that independent variables are known perfectly (that is, X is set perfectly and Y is measured with error). This assumption is often not far from true, and as long as the errors in the dependent variable are much larger than those for the independent variable, it will not usually cause...
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...
First, we investigate estimations in varying-coefficient partially linear errors-in-variables models with covariates missing at random. However, the estimators are often biased due to the existence of measurement errors, the bias-corrected profile least-squares estimator and local liner estimators for ...
Global variables can't use the 'half' type in the specified target. To treat this variable as a float, use the backwards compatibility flag. ERR_NO_32_BIT_DOUBLE 3651 The specified target doesn't support double data type values. ERR_NO_SMALL_INT 3652 The specified target doesn't suppo...
Brief paper: Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems The bias-eliminating least squares (BELS) method is one of the consistent estimators for identifying dynamic errors-in-variables systems. In this paper, we... H Mei,Torsten S?derstr?m,XZ ...
{A Solution to Errors-in-variables Bias in Multivariate Linear Regression using Compact Genetic Algorithms}, volume={4}, url={https://journals.gen.tr/index.php/jame/article/view/2293}, DOI={10.53753/jame.2293}, number={1}, journal={JOURNAL OF APPLIED MICROECONOMETRICS}, author={Satman, ...