Let’s first understand how the above equation relates to eq. 1, the classic OLS parameter variance: One assumption of classic OLS isconstant variance (or homoscedasticity)in the errors across the full spectrum of our DV. This implicates that is a diagonal matrix with identical elements, i.e....
Which Equation Best Predicts Energy Expenditure in Amyotrophic Lateral Sclerosis? The purpose of this study was to compare measured resting energy expenditure (REE) with estimates from three common prediction equations with the goal of d... AC Ellis,J Rosenfeld - 《Journal of the American Dietetic...
asymptotic standard error bootstrap equation system maximum likelihoodRoot-mean-squared errors and asymptotic standard errors of ML coefficient estimates are compared for equation systems of different size, using normal and discrete bootstrap. It appears that exploiting normality does not yield any gain....
Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application This paper studies capital adjustment at the establishment level. Our goal is to characterize capital adjustment costs, which are important for understandi... R Cooper,JC Haltiwanger,JL Willis - 《Nber Working Pape...
When there is no trimming, this last equation becomes n−1n×s2n, but typically, s2/n is used instead. Accordingly, to be consistent with how the standard error of the sample mean is usually estimated, (3.8)1n(n−1)(1−2γ)2∑(Wi−W¯)2, will be used to estimate VAR(X...
Consider the following estimated regression equation, with standard errors of the coefficients as indicated: Salesi = 10.0 + 1.25 R&Di + 1.0 ADVi − 2.0 COMPi + 8.0 CAPiwhere the standard error for R&D is 0.45, the standard error for ADV is 2.2, the standard error for COMP 0.63, and...
Statistical Error Propagation The simple but often neglected equation for the propagation of statistical errors in functions of correlated variables is tested on a number of linear and ... Tellinghuisen,Joel - 《Journal of Physical Chemistry A》 被引量: 160发表: 2001年 Standard error of prediction...
where [[gamma].sup.[dagger]] is the relevant "null" value of [gamma] (as in a test of the null hypothesis [H.sub.0]: [gamma] = [[gamma].sup.[dagger]]), and se([??]) is the asymptotic standard error of equation (1) defined as [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCI...
The roots do not exist if < 0 (i.e., the quadratic equation has no real roots). Let , b 2 4ac s y v( ˆ Y A ) 1/ 2 , , , and assume and are both positive or both negative. The s x v( ˆ X B ) 1/ 2 r cov( ˆ Y A , ˆ X B ) / s y s x t 1.96...
Notice that the term within the first squared bracket on the right side of (A.5) is the vector of the score functions. Combining (A.3) and (A.5) yields the result in (11). Appendix B This appendix gives the details leading to the Hessian matrix in Equation (15). It follows from...