statistical inference in random coefficient regression models (Verlag GmbH)
90
Structured Review
Verlag GmbH
statistical inference in random coefficient regression models
Statistical Inference In Random Coefficient Regression Models, supplied by Verlag GmbH, used in various techniques. Bioz Stars score: 90/100, based on 1 PubMed citations. ZERO BIAS - scores, article reviews, protocol conditions and more
https://www.bioz.com/product/statistical+inference+in+random+coefficient+regression+models/statistical+inference+in+random+coefficient+regression+models/10__1080_slash_000368400322101-167-1-14
Average 90 stars, based on 1 article reviews
Statistical Inference In Random Coefficient Regression Models, supplied by Verlag GmbH, used in various techniques. Bioz Stars score: 90/100, based on 1 PubMed citations. ZERO BIAS - scores, article reviews, protocol conditions and more
https://www.bioz.com/product/statistical+inference+in+random+coefficient+regression+models/statistical+inference+in+random+coefficient+regression+models/10__1080_slash_000368400322101-167-1-14
Average 90 stars, based on 1 article reviews
statistical inference in random coefficient regression models - by Bioz Stars,
2026-09
90/100 stars
Images
Related Articles
other:Article Title: A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters Article Snippet: The problem of structural instability in estimated macroeconomic relationships has recently surfaced anew, due to a series of articles by the rational expectations school.. A key explanation for the observed instability is said to be that the parameters appearing in modelled macroeconomic relationships, traditionally treated as constant or purely random, must realistically be viewed as the reflections of the demand and supply decisions of optimizing agents in the economy reacting rationally to changes in endogenous and exogenous variables, including changes induced by shifts in government policy decision rules.. The present paper develops a least-squares measure for simultaneously testing the basic compatibility of prior dynamical, observational, and distributional model specifications against actual data for a class of dynamic nonlinear economic models with parameters explicitly modelled as nonlinear functions of endogenous and exogenous variables. Article Title: On the alternative explanations of persistence of unemployment in the OECD countries Article Snippet: Taylor & Francis makes every effort to ensure the accuracy of all the information (the “Content”) contained in the publications on our platform.. However, Taylor & Francis, our agents, and our licensors make no representations or warranties whatsoever as to the accuracy, completeness, or suitability for any purpose of the Content.. Any opinions and views expressed in this publication are the opinions and views of the authors, and are not the views of or endorsed by Taylor & Francis. Article Title: On maximum information strategies for estimation of stochastic multiple response systems Article Snippet: Taylor & Francis makes every effort to ensure the accuracy of all the information (the “Content”) contained in the publications on our platform.. However, Taylor & Francis, our agents, and our licensors make no representations or warranties whatsoever as to the accuracy, completeness, or suitability for any purpose of the Content.. Any opinions and views expressed in this publication are the opinions and views of the authors, and are not the views of or endorsed by Taylor & Francis. Article Title: Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology Article Snippet: Taylor & Francis, Ltd. and American Statistical Association are collaborating with JSTOR to digitize, preserve and extend access to The American Statistician. http://www.jstor.org Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology Author(s): Terry E. Dielman Source: The American Statistician, Vol.. 37, No. 2 (May, 1983), pp.. 111-122 Published by: on behalf of the Taylor & Francis, Ltd. American Statistical Association Stable URL: http://www.jstor.org/stable/2685870 Accessed: 31-10-2015 09:38 UTC Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://www.jstor.org/page/ info/about/policies/terms.jsp JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. Article Title: Information about Hyperparameters in Hierarchical Models Article Snippet: Taylor & Francis makes every effort to ensure the accuracy of all the information (the “Content”) contained in the publications on our platform.. However, Taylor & Francis, our agents, and our licensors make no representations or warranties whatsoever as to the accuracy, completeness, or suitability for any purpose of the Content.. Any opinions and views expressed in this publication are the opinions and views of the authors, and are not the views of or endorsed by Taylor & Francis. Article Title: Interstate switched access demand analysis Article Snippet: The breakup of the Bell System in 1984 led to the adoption by the Federal Communications Commission of a system of tariff charges that are paid to local exchange carriers by business and residential telephone subscribers, and interexchange carriers such as AT&T.. These charges are designed to recover the costs associated with providing access to the public switched network to complete interstate calls.. This system is known as the FCC Access Charge Plan. Article Title: REPREG: A Repeated Measures Regression Program Article Snippet: REPREG: A Repeated Measures Regression Program Author(s): J. T. Love and R. L. Carter Source: The American Statistician, Vol.. 37, No. 4, Part 1 (Nov., 1983), pp.. 327-328 Published by: Taylor & Francis, Ltd. on behalf of the American Statistical Association Stable URL: http://www.jstor.org/stable/2682784 Accessed: 27-06-2016 03:01 UTC Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://about.jstor.org/terms JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. |