A Consistent Estimator for Linear Models with Dependent Observations

2005 ◽  
Vol 33 (10) ◽  
pp. 2469-2486 ◽  
Author(s):  
S. Baran
Keyword(s):  
Linear Models ◽  
Consistent Estimator ◽  
Dependent Observations

scholarly journals ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS

2002 ◽  
Vol 18 (2) ◽  
pp. 349-386 ◽  
Author(s):  
Inmaculada Fiteni
Keyword(s):  
Monte Carlo ◽  
Linear Models ◽  
Structural Break ◽  
Rates Of Convergence ◽  
Dynamic Linear Models ◽  
Dependent Observations ◽  
Regression Parameters ◽  
Break Points ◽  
Shift Point ◽  
Location Estimator

This paper proposes robust M-estimators of dynamic linear models with a structural break of unknown location. Rates of convergence and limiting distributions for the estimated shift point and the estimated regression parameters are derived. The analysis is carried out in the framework of possibly dependent observations and also with trending regressors. The asymptotic distribution of the break location estimator is obtained both for fixed magnitude of shift and for shift with magnitude converging to zero as the sample size increases. The latter is essential for the derivation of feasible confidence intervals for the break location. Monte Carlo simulations illustrate the performance of asymptotic inferences in practice.

A Note on Effects of Digital Approximation in Linear Models

1974 ◽  
Vol 3 (9) ◽  
pp. 893-897
Author(s):  
Gerald McWilliams ◽  
James Poirot†
Keyword(s):  
Linear Models

Effects of Momentary Affect on Satisfaction Judgments

2020 ◽  
Vol 41 (2) ◽  
pp. 61-67
Author(s):  
Marko Tončić ◽  
Petra Anić
Keyword(s):  
Linear Models ◽  
Time Frame ◽  
Hierarchical Linear Models ◽  
Curvilinear Relationship ◽  
Positive And Negative Affect ◽  
Transient Events ◽  
Time Frames ◽  
Events Data ◽  
Level Satisfaction ◽  
Source Of Information

Abstract. This study aims to examine the effect of affect on satisfaction, both at the between- and the within-person level for momentary assessments. Affect is regarded as an important source of information for life satisfaction judgments. This affective effect on satisfaction is well established at the dispositional level, while at the within-person level it is heavily under-researched. This is true especially for momentary assessments. In this experience sampling study both mood and satisfaction scales were administered five times a day for 7 days via hand-held devices ( N = 74 with 2,122 assessments). Several hierarchical linear models were fitted to the data. Even though the amount of between-person variance was relatively low, both positive and negative affect had substantial effects on momentary satisfaction on the between- and the within-person level as well. The within-person effects of affect on satisfaction appear to be more pronounced than the between-person ones. At the momentary level, the amount of between-person variance is lower than in studies with longer time-frames. The affect-related effects on satisfaction possibly have a curvilinear relationship with the time-frame used, increasing in intensity up to a point and then decreasing again. Such a relationship suggests that, at the momentary level, satisfaction might behave in a more stochastic manner, allowing for transient events/data which are not necessarily affect-related to affect it.

Introduction to Hierarchical Linear Models

1994 ◽  
Vol 39 (5) ◽  
pp. 475-476
Author(s):  
Paula L. Woehlke
Keyword(s):  
Linear Models ◽  
Hierarchical Linear Models
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