Regression Models with Data-based Indicator Variables.

Regression Models with Data-based Indicator Variables.

Show other versions (2)

OLS estimation of an impulse-indicator coefficient is inconsistent, but its variance can be consistently estimated. Although the ratio of the inconsistent estimator to its standard error has a tdistribution, that test is inconsistent: one solution is to form an index of indicators. We provide Monte...

Deskribapen osoa

Xehetasun bibliografikoak
Egile Nagusiak:	Hendry, D, Santos, C
Formatua:	Working paper
Hizkuntza:	English
Argitaratua:	Nuffield College (University of Oxford) 2004

Antzeko izenburuak

Regression models with data-based indicator variables
nork: Hendry, D, et al.
Argitaratua: (2005)

Regression Models with Data-Based Indicator Variables.
nork: Hendry, D, et al.
Argitaratua: (2005)

Selecting a Regression Saturated by Indicators.
nork: Hendry, D, et al.
Argitaratua: (2007)

Selecting a regression saturated by indicators
nork: Hendry, D, et al.
Argitaratua: (2006)

Automatic selection on indicators in a fully saturated regression
nork: Hendry, D, et al.
Argitaratua: (2008)

Testing Superexogeneity and Invariance in Regression Models.
nork: Engle, R, et al.
Argitaratua: (1993)

Robust discovery of regression models
nork: Castle, J, et al.
Argitaratua: (2021)

Testing Super Exogeneity and Invariance in Regression Models.
nork: Engle, R, et al.
Argitaratua: (1994)

Testing Super Exogeneity and Invariance in Regression Models.
nork: Engle, R, et al.
Argitaratua: (1990)

Regression with social data : modeling continuous and limited response variables /
nork: DeMaris, Alfred, 1946-
Argitaratua: (2004)

Modelling road traffic safety indices by means of regression with panel data
nork: Brzozowska-Rup Katarzyna, et al.
Argitaratua: (2020-12-01)

CAPABILITY INDICES FOR CONTROL CHARTS BASED ON REGRESSION MODELS
nork: Fernanda Siqueira Souza, et al.
Argitaratua: (2015-12-01)

Econometric Modelling with Cointegrated Variables: An Overview.
nork: Hendry, D
Argitaratua: (2011)

Econometric Modelling with Cointegrated Variables: An Overview.
nork: Hendry, D
Argitaratua: (1986)

We Ran One Regression.
nork: Hendry, D, et al.
Argitaratua: (2004)

We Ran One Regression.
nork: Hendry, D, et al.
Argitaratua: (2004)

We ran one regression
nork: Hendry, D, et al.
Argitaratua: (2004)

Assessment of the impact of financial indicators based on the multiple linear regression model
nork: Dalisova N.A., et al.
Argitaratua: (2023-01-01)

Bayesian auxiliary variable models for binary and multinomial regression
nork: Holmes, C, et al.
Argitaratua: (2006)

Bayesian Auxiliary Variable Models for Binary and Multinomial Regression
nork: Holmes, C, et al.
Argitaratua: (2006)

Blind regression: Nonparametric regression for latent variable models via collaborative filtering
nork: Shah, Devavrat, et al.
Argitaratua: (2021)

Blind regression : nonparametric regression for latent variable models via collaborative filtering
nork: Song, Dogyoon
Argitaratua: (2016)

Errors in the Dependent Variable of Quantile Regression Models
nork: Hausman, Jerry, et al.
Argitaratua: (2022)

Regression Models for Symbolic Interval-Valued Variables
nork: Jose Emmanuel Chacón, et al.
Argitaratua: (2021-04-01)

Logistic regression models for ordinal response variables /
nork: O'Connell, Ann A.
Argitaratua: (2006)

Variable Selection in Semi-Functional Partially Linear Regression Models with Time Series Data
nork: Shuyu Meng, et al.
Argitaratua: (2024-09-01)

Heart rate variability in mental stress: The data reveal regression to the mean
nork: Dimitriy A. Dimitriev, et al.
Argitaratua: (2019-02-01)

Bootstrap Enhanced Penalized Regression for Variable Selection with Neuroimaging Data
nork: Samantha Valerie Abram, et al.
Argitaratua: (2016-07-01)

Binary Regression With a Misclassified Response Variable in Diabetes Data
nork: Maryam Rastegar, et al.
Argitaratua: (2019-03-01)

Polychotomization of continuous variables in regression models based on the overall <it>C </it>index
nork: Bax Leon, et al.
Argitaratua: (2006-12-01)

Regression with dummy variables /
nork: Hardy, Melissa A., 1952-
Argitaratua: (1993)

Régression orthogonale de trois variables liées Orthogonal Regression of Linked Variables
nork: Phelizon J. -F.
Argitaratua: (2006-11-01)

Likelihood Evaluation for Dynamic Latent Variables Models.
nork: Hendry, D, et al.
Argitaratua: (1992)

Hidden Variable Discovery Based on Regression and Entropy
nork: Xingyu Liao, et al.
Argitaratua: (2024-04-01)

An Improved Forward Regression Variable Selection Algorithm for High-Dimensional Linear Regression Models
nork: Yanxi Xie, et al.
Argitaratua: (2020-01-01)

Optimization techniques for variable selection in binary logistic regression model applied to desire for children data.
nork: Sarkar, S.K., et al.
Argitaratua: (2009)

Instrumental Variable Quantile Regression of Spatial Dynamic Durbin Panel Data Model with Fixed Effects
nork: Danqing Chen, et al.
Argitaratua: (2021-12-01)

Bayesian approach to errors-in-variables in count data regression models with departures from normality and overdispersion
nork: Rozliman, Nur Aainaa, et al.
Argitaratua: (2018)

Using the multiple linear regression based on the relative importance metric and data visualization models for assessing the ability of drought indices
nork: Abdol Rassoul Zarei, et al.
Argitaratua: (2023-11-01)

Cluster validity indices for mixture hazards regression models
nork: Yi-Wen Chang, et al.
Argitaratua: (2020-01-01)