Keywords
Related Publications
Cross-Validatory Choice and Assessment of Statistical Predictions
Summary A generalized form of the cross-validation criterion is applied to the choice and assessment of prediction using the data-analytic concept of a prescription. The example...
Econometric Analysis of Cross Section and Panel Data
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. B...
A general and simple method for obtaining <i>R</i> <sup>2</sup> from generalized linear mixed‐effects models
Summary The use of both linear and generalized linear mixed‐effects models ( LMM s and GLMM s) has become popular not only in social and medical sciences, but also in biological...
Modelling the persistence of conditional variances
This paper will discuss the current research in building models of conditional variances using the Autoregressive Conditional Heteroskedastic (ARCH) and Generalized ARCH (GARCH)...
Regression Shrinkage and Selection Via the Lasso
SUMMARY We propose a new method for estimation in linear models. The ‘lasso’ minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients b...
Publication Info
- Year
- 1989
- Type
- book
- Citations
- 16428
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1007/978-1-4899-3242-6