Uncertainty about Study Choice and Regulation

2000 ◽  
Vol 86 (3) ◽  
pp. 899-900 ◽  
Author(s):  
Alexander E. Minnaert
Keyword(s):  
Regression Model ◽  
Explanatory Variable ◽  
Residual Error ◽  
Regression Coefficients ◽  
Error Terms ◽  
Study Choice

A regression model was tested to examine the relation between uncertainty about choice of study and regulation activities in three groups of freshmen ( N = 566). Invariance of regression coefficients, intercept, and residual error terms over groups was found. The strongest explanatory variable of uncertainty about choice of study was lack of regulation.

Using The Fully Modified M Method In Estimating The Effect Of Cultivated Area On Barley Production In Iraq For The Period 1970-2018

2020 ◽  
Vol 2020 (66) ◽  
pp. 101-110
Author(s):  
. Azhar Kadhim Jbarah ◽  
Prof Dr. Ahmed Shaker Mohammed
Keyword(s):  
Regression Model ◽  
Moving Average ◽  
Estimation Method ◽  
Estimation Methods ◽  
Autoregressive Moving Average ◽  
Moving Average Models ◽  
Error Terms ◽  
Relationship Of ◽  
The Relationship ◽  
Barley Crop

The research is concerned with estimating the effect of the cultivated area of barley crop on the production of that crop by estimating the regression model representing the relationship of these two variables. The results of the tests indicated that the time series of the response variable values is stationary and the series of values of the explanatory variable were nonstationary and that they were integrated of order one ( I(1) ), these tests also indicate that the random error terms are auto correlated and can be modeled according to the mixed autoregressive-moving average models ARMA(p,q), for these results we cannot use the classical estimation method to estimate our regression model, therefore, a fully modified M method was adopted, which is a robust estimation methods, The estimated results indicate a positive significant relation between the production of barley crop and cultivated area.

Interpretation of regression coefficients under a latent variable regression model

2001 ◽  
Vol 15 (4) ◽  
pp. 265-284 ◽  
Author(s):  
Alison J. Burnham ◽  
John F. MacGregor ◽  
Roman Viveros
Keyword(s):  
Regression Model ◽  
Latent Variable ◽  
Regression Coefficients ◽  
Latent Variable Regression

Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances

1997 ◽  
Vol 13 (3) ◽  
pp. 406-429 ◽  
Author(s):  
Anoop Chaturvedi ◽  
Hikaru Hasegawa ◽  
Ajit Chaturvedi ◽  
Govind Shukla
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Least Squares ◽  
Linear Regression Model ◽  
Generalized Least Squares ◽  
Least Squares Estimator ◽  
Regression Coefficients ◽  
Confidence Sets ◽  
Generalized Least Squares Estimator ◽  
Coverage Probabilities

In this present paper, considering a linear regression model with nonspherical disturbances, improved confidence sets for the regression coefficients vector are developed using the Stein rule estimators. We derive the large-sample approximations for the coverage probabilities and the expected volumes of the confidence sets based on the feasible generalized least-squares estimator and the Stein rule estimator and discuss their ranking.

Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations

1996 ◽  
Vol 12 (3) ◽  
pp. 569-580 ◽  
Author(s):  
Paul Rilstone ◽  
Michael Veall
Keyword(s):  
Monte Carlo ◽  
Regression Model ◽  
Confidence Intervals ◽  
Seemingly Unrelated Regression ◽  
Regression Coefficients ◽  
Standard Errors ◽  
Regression Equations ◽  
Unrelated Regression ◽  
Seemingly Unrelated Regression Model ◽  
Downward Bias

The usual standard errors for the regression coefficients in a seemingly unrelated regression model have a substantial downward bias. Bootstrapping the standard errors does not seem to improve inferences. In this paper, Monte Carlo evidence is reported which indicates that bootstrapping can result in substantially better inferences when applied to t-ratios rather than to standard errors.

scholarly journals Estimation of Beta Regression Model with Applied Study

2016 ◽  
Vol 12 (11) ◽  
pp. 6773-6777
Author(s):  
Hanaa Abd El Reheem Salem
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Regression Model ◽  
Bayesian Method ◽  
Numerical Study ◽  
Regression Coefficients ◽  
Beta Regression ◽  
Applied Study ◽  
The Mean ◽  
Beta Regression Model

This paper proposes a regression model where the dependent variable is beta distributed. Therefore the observations of the dependent variable must fall within (0,1) interval. This beta regression model produces two regression coefficients: one for the model of the mean and one for the model of the dispersion. Parameter estimation is performed by maximum likelihood and Bayesian method. Finally, numerical study is presented.

scholarly journals Robustness Test of Selected Estimators of Linear Regression with Autocorrelated Error Term: A Monte-Carlo Simulation Study

2021 ◽  
pp. 1-17
Author(s):  
Rauf Ibrahim Rauf ◽  
Okoli Juliana Ifeyinwa ◽  
Haruna Umar Yahaya
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Linear Regression ◽  
Simulation Study ◽  
Explanatory Variable ◽  
Real Life ◽  
Least Square ◽  
Monte Carlo Simulation Study ◽  
Error Terms

Assumptions in the classical linear regression model include that of lack of autocorrelation of the error terms and the zero covariance between the explanatory variable and the error terms. This study is channeled towards the estimation of the parameters of the linear models for both time series and cross-sectional data when the above two assumptions are violated. The study used the Monte-Carlo simulation method to investigate the performance of six estimators: ordinary least square (OLS), Prais-Winsten (PW), Cochrane-Orcutt (CC), Maximum Likelihood (MLE), Restricted Maximum- Likelihood (RMLE) and the Weighted Least Square (WLS) in estimating the parameters of a single linear model in which the explanatory variable is also correlated with the autoregressive error terms. Using the models’ finite properties(mean square error) to measure the estimators’ performance, the results shows that OLS should be preferred when autocorrelation level is relatively mild (ρ = 0.3) and the PW, CC, RMLE, and MLE estimator will perform better with the presence of any level of AR (1) disturbance between 0.4 to 0.8 level, while WLS shows better performance at 0.9 level of autocorrelation and above. The study thus recommended the application of the various estimators considered to real-life data to affirm the results of this simulation study.

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