disturbance related seemingly unrelated regressions

... several potential problems First of all, if we have an important predictor jointly correlated but marginally uncorrelated with the response variable, it is not selected by SIS and thus can not be ... highly correlated with the important predictors, these unimportant predictors an have higher chance of being selected by SIS than other important predictors that are relatively weakly related to ... the same time Moreover, elastic net tends to potentially select all d variables and groups of correlated predictors This solves the collinearity problem for Lasso On the other hand, elastic net...

Ngày tải lên: 10/09/2015, 09:27

... reader will immediately notice that this model is a non-linear analogue of the well-known seemingly unrelated regressions (SUR) model proposed by Zellner (1962) The estimation of the parameters also ... In closing this section I will mention several empirical papers in which the above-mentioned and related iterative methods are used Bodkin and Klein (1967) estimated the Cobb-Douglas (2.2) and ... depends crucially on the choice of Z xf T Amemiya 354 3 I Single equation-non4.i.d case Autocorrelated errors In this section we consider the non-linear regression model (2.1) where {u,} follow...

Ngày tải lên: 23/10/2013, 10:15

Ngày tải lên: 17/12/2013, 15:17

... asset pricing models The models are formulated and estimated as restricted nonlinear seemingly unrelated regressions (NLSUR) The application of the NLSUR methodology is asymptotically equivalent ... + k by imposing diagonality assumption on the covariance matrix of the disturbances such that the disturbances are uncorrelated cross-sectionally It means is specified as a diagonal matrix such ... is a k × N matrix of factor loadings E is a T × N matrix of disturbance terms, each row of which is iid N(0, ), implying that the N disturbances are independent serially Arbitrage Pricing Theory,...

Ngày tải lên: 18/03/2014, 00:20

... focus on the CSF leukocyte count, merit further investigation CSF leukocyte count is positively correlated with peripheral blood CD4+ T lymphocyte count in asymptomatic HIV-1 infected patients (i.e., ... number not for citation purposes) Journal of the International AIDS Society 2009, 12:33 tively correlated with baseline colony-forming units of Cryptococcus neoformans [23], but no studies to date ... study shows that CSF HIV-1 viral load in patients with cryptococcal meningitis is positively correlated with CSF leukocyte count, and not with plasma viral load The CSF cellular response may depend...

Ngày tải lên: 20/06/2014, 08:20

... probability density function (pdf) if the signal and noise were zero mean Gaussian processes and uncorrelated each other By raising the coherence issue between dualmicrophone noises, Piersol provided ... is a direct component from source to microphone while the second term is a reverberant component related to RIR In a far-field source scenario assumption, the propagation time difference of two ... reverberation is ignored at first Then, ν(ω) in Equation can be considered as a random variable related to the phase deviations caused by N1(ω) and N2(ω) If we assume that S(ω) = 0, and N1 (ω)...

Ngày tải lên: 20/06/2014, 20:20

... pedagogical reasons, the presentation is divided into parts according to whether heteroskedasticity is related to a single or to a multiple classification of factors THE ONE-WAY CLASSIFICATION Statistical ... the prior distributions of variance components, and TIe and (degrees of belief) ,, are quantities related to the squared coefficient of variation (cv) of true variances , U o, ol2 ei by e q = u ... extended to non-independent u-factors As in a sire, maternal grand sire model, it is assumed that correlated factors jand k are such that Var(u*) Var(u*) A, and Cov(uj, u!/) p with dim(u!) m for all...

Ngày tải lên: 09/08/2014, 18:21

Ngày tải lên: 09/08/2014, 18:22

... Kawai et al.; each group observed an improved prognosis related to CD68 expression in NSCLC [18,19] The expression of Notch was significantly related to longer survival in the Cox model This agrees ... of potentially influential variables largely depends on the type of optimization and is often unrelated to clinical experience [23] Cox regression usually results in an abstract algorithm, which ... metastasis in mice [7] Previously, McCormack et al demonstrated that Gas expression was positively correlated with favourable prognostic variables in human breast cancer [8] An accumulation of tumour...

Ngày tải lên: 13/08/2014, 16:20

... the N-dimensional It is known that collinearity may affect the efficiency of multivariate linear regressions We therefore also implemented methods of principal component regression (PCR), partial ... regressors (see below) Of importance is that each iteration consists essentially of two linear regressions so that the process is fast Thus, even the need to explore alternative settings is computationally ... of convergence is affected by the datasets used As another example, Figure S2 shows results of regressions with dataset Error surface Rows (b) and (c) in Figure Panels A, B, and C show heat maps...

Ngày tải lên: 13/08/2014, 23:20

... generation and three subsequent generations of animals were simulated Generation consisted of 100 unrelated animals, 50 males and 50 females, with random sampled genetic values for intercept (~N(0,0.3)) ... Generation consisted of 500 males created by random mating of the parents in generation 1, and 50 000 unrelated females with randomly sampled genetic values Generation consisted of 50 000 daughters of ... environmental descriptor (env) in the statistical analyses All dams of daughters where assumed unrelated when creating the relationship matrix (A), used in the animal models, since female relationships...

Ngày tải lên: 14/08/2014, 13:21

... indicates dark fibres in adult animals If laboratory analyses confirm that black spots are positively correlated with the number of dark fibres, recording on a nation-wide basis would be straightforward ... Poissonðki;j;k Þ logðki;j;k Þ ¼ b0 þ b1 Á agei þ ramj þ ei;j;k Scenario H1 H2 H3 H4 The b’s are unknown regressions In each scenario, 100 datasets (replicates) were randomly generated, with 1000 observations ... However, when models pertained to a different scenario, their performances were markedly different Regressions on age were well inferred, but estimated intercepts b0 were severely understated when...

Ngày tải lên: 14/08/2014, 13:22

... second sire was !z2 The reference sire had m progeny per year and was unrelated to the tested sires All the tested sires were related by a relationship coefficient q The heritability is noted h ... Because quadratic forms associated with a matrix are related to the eigenvalues of the matrix the above ratios of quadratic forms can be related to the generalized eigenvalue problem (Golub and ... contrasts: the comparison between individuals i and j will be related to the contrast u the comparison between sets of individuals j z -; u will be related to the contrast between both sets, ie the average...

Ngày tải lên: 14/08/2014, 19:22

... unbalanced proportions observed As a matter of fact, 9 is correlated to §2 ¡it and !l in the &dquo;sex + group&dquo; 21 model whereas they are uncorrelated in the full model (see table II) The -y criterion ... incidence of an unbalanced distribution of data across the nuisance factors This change in C implies a related change in the variance covariance matrix of estimated breeding values which influences the ... lost due to reduction in the degree of connectedness For fixed effects, connectedness is directly related to the unbiasedness requirement This is especially true for group effects in the animal...

Ngày tải lên: 14/08/2014, 20:20

Ngày tải lên: 04/12/2015, 17:08

Ngày tải lên: 04/12/2015, 17:09

... variance σ (unknown), that is, homoscedastic errors with Var( i ) = σ We assume that errors are uncorrelated, that is, Cov( i , j ) = for i = j We often assume a normal distribution for the errors: ... (ˆi − ˆi−1 ) n i=1 ˆi , 0≤d ≤4 If successive residuals are positively (negatively) serially correlated, d will be near (near 4) The distribution of d is symmetric around The critical values for...

Ngày tải lên: 04/12/2015, 17:09