(2013). Estimating the relationship between women’s education and fertility in Botswana by using an instrumental variable approach to semiparametric expectile regression. Journal of the Royal Statistical Societ
To accurately estimate the regression coefficients β0 and β1, as well as the error variances σϵ2 and σu2, alternative techniques such as errors-in-variables models or instrumental variables are required. These methods are crucial for adjusting the biases introduced by measurement error and ...
For clarity, we focus on the simple linear regression model y_t = x'_tβ + u_t, t = 1,2,…,T, where β and x_t are k * 1 vectors, u_t is autocorrelated and possibly conditionally heteroskedastic, and E(u_1|x_t) = 0. This last condition rules out lagged dependent ...
As you can see, rev_map holds an extra variable:accu, theaccumulator. When the case[]is reached, the program only has to return the accumulator and can somehow forget the call stack (but has to remember the return value inside of the accumulator). On the other hand, the map function a...
2. Local online kernel ridge regression 2.1. Motivation of the model To motivate the model in the current context, the example of forecasting travel times on a single road section (link) is used. Assume a stream of observations of a traffic variable such as flow, density or travel time [...
For clarity, we focus on the simple linear regression model y_t = x'_tβ + u_t, t = 1,2,…,T, where β and x_t are k * 1 vectors, u_t is autocorrelated and possibly conditionally heteroskedastic, and E(u_1|x_t) = 0. This last condition rules out lagged dependent ...