Zobrazeno 41 - 50
of 84
pro vyhledávání: '"David A. Belsley"'
Autor:
David A. Belsley, R. W. Oldford
Publikováno v:
Computational Statistics & Data Analysis. 4:103-120
The notion of a conditioning analysis of a general, nonlinear set of relations is defined along with an associated definition of ill conditioning. From these, one may identify at least three different kinds of conditioning analyses of interest in sta
Autor:
David A. Belsley
Publikováno v:
International Journal of Forecasting. 2:41-52
Model selection of a regression model typically includes both selecting which variables to include in a model and the functional form of the relationship between the variables. In recent years regression diagnostics (a catch-all phrase that includes
Autor:
David A. Belsley
Publikováno v:
Computer Science in Economics and Management. 1:21-30
Two elements enter the choice between 2 and 3SLS for full-system estimation: statistical efficiency and computational cost. 2SLS always has the computational edge, but 3SLS can be more efficient, a relative advantage that increases with the strength
Autor:
David A. Belsley, Roy E. Welsch
Publikováno v:
Journal of Business & Economic Statistics. 6:442-447
Janson is to be commended for elements of his study. His insistence on using a priori knowledge of the system that he is modeling and his critical examination of the data are two demonstrably worthwhile steps that, although well known to many, are al
Autor:
David A. Belsley
Publikováno v:
Journal of Econometrics. 14:203-225
This paper examines important elements in calculating the nonlinear full-information maximum-likelihood (NLFIML) estimator which produce substantial reductions (80 percent or more) in computational cost. It examines the (i) choice of optimization alg
Autor:
David A. Belsley
Publikováno v:
Computer Science in Economics and Management. 2:171-178
Mathematica looks to be an extremely powerful computer environment for accomplishing the kinds of mathematical tasks of interest to readers of this journal. This review gives an indication of its scope and several examples. Mathematica also includes
Autor:
David A. Belsley
Publikováno v:
The American Statistician. 38:90-93
Autor:
David A. Belsley
Publikováno v:
The American Economist. 18:109-112
Autor:
David A. Belsley
Publikováno v:
Journal of Forecasting. 3:183-196
Old saw: Collinearity will not harm forecasts as long as it continues into the forecast period. If, however, collinearity is unlikely to continue but has already harmed estimation, then corrective action (introduction of prior information) to improve
Autor:
David A. Belsley
Publikováno v:
Journal of Econometrics. 38:127-143
The conditioning diagnostics of Belsley, Kuh and Welsch (1980) are applicable to models that are linear in parameters and (structurally interpretable) variates. Different diagnostics are required when models contain different types of non-linearities