Search Results

Simulation-based finite-sample linearity test against smooth transition models,
Andres Gonzalez and Timo Teräsvirta, from Stockholm School of Economics (2005)
Keywords: Exact test; Monte Carlo test; Sequential Monte Carlo test; Nonlinear modelling; Panel smooth transition regression

Simulation-based tests for heteroskedasticity in linear regression models: Some further results,
Leslie Godfrey, Chris Orme and João Santos Silva, in Econometrics Journal (2006)

Instrumental variable approach to covariate measurement error in generalized linear models,
Taraneh Abarin and Liqun Wang, in Annals of the Institute of Statistical Mathematics (2012)
Keywords: Errors in variables, Generalized linear models, Heterogeneity, Measurement error, Instrumental variable, Method of moments, M-estimation, Nonlinear models, Simulation-based estimation,

Simulation-based finite sample normality tests in linear regressions,
Jean-Marie Dufour, Abdeljelil Farhat, Lucien Gardiol and Lynda Khalaf, in Econometrics Journal (1998)
Keywords: Normality test; Linear regression; Exact test; Monte Carlo test; Bootstrap, Kolmogorov-Smirnov, Anderson-Darling; Cramer-von Mises, Shapiro-Wilk, Jarque-Bera, D'Agostino.

Robust estimation in generalized linear models: the density power divergence approach,
Abhik Ghosh and Ayanendranath Basu, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2016)
Keywords: Density power divergence, Generalized linear model, Logistic regression, Poisson regression, Robustness

Generalized linear models with a coarsened covariate,
Stuart Lipsitz, Michael Parzen, Sundar Natarajan, Joseph Ibrahim and Garrett Fitzmaurice, in Journal of the Royal Statistical Society Series C (2004)

Analysis of Deviance in Generalized Partial Linear Models,
Wolfgang Karl Härdle and Li-Shan Huang, from Humboldt University, Collaborative Research Center 649 (2013)
Keywords: ANOVA decomposition, Integrated likelihood, Link function, Local polynomial AMS 2000 subject classifications: Primary 62G08; secondary 62J12

Global and local distance-based generalized linear models,
Eva Boj, Adrià Caballé, Pedro Delicado, Anna Esteve and Josep Fortiana, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2016)
Keywords: Distance-based prediction, Functional data analysis, Generalized linear model, Iteratively weighted least squares, Local likelihood, R package dbstats

Global and local distance-based generalized linear models,
Eva Boj, Adrià Caballé, Pedro Delicado, Anna Esteve and Josep Fortiana, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2016)
Keywords: Distance-based prediction, Functional data analysis , Generalized linear model, Iteratively weighted least squares, Local likelihood, R package dbstats , 62G08, 62J12,

Generalised Linear Spectral Models,
Tommaso Proietti and Alessandra Luati, from Tor Vergata University, CEIS (2013)
Keywords: generalized linear models; iteratively weighted least squares, frequency domain methods

Approximate predictive densities and their applications in generalized linear models,
Min Chen and Xinlei Wang, in Computational Statistics & Data Analysis (2011)
Keywords: Laplace approximation GLM Normal prior Power prior Conjugate prior Asymptotic normality Logistic regression

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects,
Jean-Marie Dufour, Lynda Khalaf, Jean-Thomas Bernard and I. Genest, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001)
Keywords: REGRESSION ANALYSIS ; ECONOMIC MODELS ; TESTS

Power analysis for cluster randomized trials with binary outcomes modeled by generalized linear mixed-effects models,
T. Chen, N. Lu, J. Arora, I. Katz, R. Bossarte, H. He, Y. Xia, H. Zhang and X.M. Tu, in Journal of Applied Statistics (2016)

Local linear regression for generalized linear models with missing data,
C.Y. Wang, Soujin Wang, Raymond J. Carroll and Roberto G. Gutierrez, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1997)
Keywords: local linear smoother,Generalized linear models,kernel regression,measurement error,missing at random,quasilikelihood functions

The generalized linear exponential distribution,
M.A.W. Mahmoud and Farouq Mohammad A. Alam, in Statistics & Probability Letters (2010)
Keywords: Linear exponential distribution Generalized linear exponential distribution Failure rate Mean residual lifetime

Notes on ‘Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis’,
Gert van Valkenhoef, Tommi Tervonen and Douwe Postmus, in European Journal of Operational Research (2014)
Keywords: Multiple criteria analysis; Simulation; Uncertainty modeling;

Inference in generalized linear regression models with a censored covariate,
John V. Tsimikas, Leonidas E. Bantis and Stelios D. Georgiou, in Computational Statistics & Data Analysis (2012)
Keywords: Accelerated failure time model; Censored covariate; Estimating functions; Generalized gamma distribution; Generalized linear model; Mean imputation; Quasi-likelihood;

Variable selection for multivariate generalized linear models,
Xiaoguang Wang and Junhui Fan, in Journal of Applied Statistics (2014)

The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation,
Pablo Mitnik and Sunyoung Baek, in Statistical Papers (2013)
Keywords: Kumaraswamy distribution, Beta distribution, Median-dispersion parameterization, Quantile-spread order, Limiting distributions, Regression modeling, Generalized linear models, Latent-variable models, Simulation-based estimation methods, 62E99, 62F99, 62J12,

Diagnostic Measures for Generalized Linear Models with Missing Covariates,
Hongtu Zhu, Joseph G. Ibrahim and Xiaoyan Shi, in Scandinavian Journal of Statistics (2009)

Testing Parametric versus Semiparametric Modelling in Generalized Linear Models,
Wolfgang Härdle, E. Mammen and M.D. Müller, from Tilburg University, Center for Economic Research (1996)
Keywords: linear models

Outlier identification rules for generalized linear models,
Sonja Kuhnt and Jörg Pawlitschko, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2003)

Generalized continuous linear model of international trade,
Kostenko Elena, Kuznichenko Volodymyr M. and Lapshyn Volodymyr I., in The Problems of Economy (2014)
Keywords: Markov chains, linear differential equations, z-transform, transform Laplace

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects,
Jean-Marie Dufour, Lynda Khalaf and Jean-Thomas Bernard, from Universite de Montreal, Departement de sciences economiques (2001)
Keywords: heteroskedasticity, homoskedasticity, linear regression, Monte Carlo test, exact test, finite-same test, scification test, ARCH, GARCH, ARCH-in-mean, stable distribution, structural stability

Prediction in multilevel generalized linear models,
Anders Skrondal and Sophia Rabe-Hesketh, in Journal of the Royal Statistical Society Series A (2009)

Simulation-Based Finite-Sample Normality Tests in Linear Regressions,
Jean-Marie Dufour, Abdeljelil Farhat and Lucien Gardiol, from Universite de Montreal, Departement de sciences economiques (1998)

L2 differentiability of generalized linear models,
Daria Pupashenko, Peter Ruckdeschel and Matthias Kohl, in Statistics & Probability Letters (2015)
Keywords: Generalized linear models; L2-differentiability; Shape scale model; Time series model for shape;

Is Gravity Linear?,
Daniel Millimet and Daniel Henderson, from Southern Methodist University, Department of Economics (2006)
Keywords: Gravity Model, Bilateral Trade, Border Effect, Currency Union, Generalized Kernel Estimation

A Simulation-based Goodness-of-fit Test for Random Effects in Generalized Linear Mixed Models,
Rasmus Waagepetersen, in Scandinavian Journal of Statistics (2006)

Variance estimation in complex survey sampling for generalized linear models,
Sundar Natarajan, Stuart R. Lipsitz, Garrett Fitzmaurice, Charity G. Moore and Rene Gonin, in Journal of the Royal Statistical Society Series C (2008)

Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices,
Lukasz Gatarek, Lennart Hoogerheide and Herman van Dijk, from Tinbergen Institute (2014)
Keywords: Bayesian analysis; cointegration; linear normalization; orthogonal normalization; pairs trading; statistical arbitrage

Analysis of Dispersion Effects for Robust Design,
Eva Jarošová and Pavel Zimmermann, in Acta Oeconomica Pragensia (2007)
Keywords: dispersion effects, heteroscedasticity, generalized linear model

Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices,
David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide and Herman van Dijk, in Econometrics (2016)
Keywords: Bayesian analysis; cointegration; linear normalization; orthogonal normalization; pairs trading; statistical arbitrage

Bayesian influence analysis of generalized partial linear mixed models for longitudinal data,
Nian-Sheng Tang and Xing-De Duan, in Journal of Multivariate Analysis (2014)
Keywords: Bayesian case influence; Bayesian local influence; Bayesian perturbation manifold; Dirichlet process prior; Generalized partial linear mixed models;

Generalized power calculations for generalized linear models and more,
Roger Newson, in Stata Journal (2004)
Keywords: powercal, power, alpha, significance level, detectable difference, detectable ratio, sample number, standard deviation, influence function, sample design, generalized linear model, proportion, arithmetic mean, algebraic mean, geometric mean, odds

Generalized impulse response analysis in linear multivariate models,
M Pesaran and Yongcheol Shin, in Economics Letters (1998)

Sample size calculation based on generalized linear models for differential expression analysis in RNA-seq data,
Li Chung-I and Shyr Yu, in Statistical Applications in Genetics and Molecular Biology (2016)
Keywords: generalized linear models, RNA-seq, sample size calculation

A test of linearity in partial functional linear regression,
Ping Yu, Zhongzhan Zhang and Jiang Du, in Metrika: International Journal for Theoretical and Applied Statistics (2016)
Keywords: Functional data analysis, Partial functional linear regression, Functional principal component analysis, Asymptotics

Bootstrapping generalized linear models,
Lawrence H. Moulton and Scott L. Zeger, in Computational Statistics & Data Analysis (1991)

Maximum likelihood estimation of generalized linear models with covariate measurement error,
Sophia Rabe-Hesketh, Anders Skrondal and Andrew Pickles, in Stata Journal (2003)
Keywords: covariate measurement error, measurement model, congeneric measurement model, factor model, adaptive quadrature, nonparametric maximum likelihood, NPMLE, latent class model, empirical Bayes, simulation, wrapper, sensitivity analysis, gllamm, cme

Specification analysis of linear quantile models,
Juan Carlos Escanciano and Chuan Goh, in Journal of Econometrics (2014)
Keywords: Quantile regression; Specification tests; Empirical processes; Wild bootstrap;

Semiparametric generalized linear models,
Paul Rathouz, from Stata Users Group (2008)

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects,
Jean-Thomas Bernard, Jean-Marie Dufour, Ian Genest and Lynda Khalaf, from CIRANO (2001)
Keywords: Heteroskedasticity, homoskedasticity, linear regression, Monte Carlo test, exact test, finite-sample test, specification test, ARCH, GARCH, ARCH in mean, stable distribution, structural stability, hétéroskédasticité, homoskédasticité, régression linéaire, test de Monte Carlo, test exact, test valide en échantillon fini, test de spécification, ARCH, GARCH, ARCH-en-moyenne, distribution stable, stabilité structurelle

Analysis of dental caries using generalized linear and count regression models,
B. Javali M. Phil S. and Parameshwar V. Pandit, in Romanian Statistical Review (2013)
Keywords: GLM, Poisson, Negative Binomial, ZIP and ZINB regression models, over-dispersion, zero-inflation, DMFT Index data

Three predictive power measures for generalized linear models: The entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient,
Nobuoki Eshima and Minoru Tabata, in Computational Statistics & Data Analysis (2011)
Keywords: Categorical data analysis Generalized linear model Predictive power measure Entropy