Partial (pooled) likelihood estimation for panel data is a quasi-maximum likelihood method for panel analysis that assumes that density of y i t {\displaystyle...
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variation of the maximum likelihood technique Minimum-distance estimation Partial likelihood methods for panel data Quasi-maximum likelihood estimator: an MLE...
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statistics for model comparison, can be generalized to the quasi-maximum likelihood setting. Quasi-likelihood Partial likelihood methods for panel data Lindsay...
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Poisson regression (category Mathematical and quantitative methods (economics))
Poisson distribution Fixed-effect Poisson model Partial likelihood methods for panel data § Pooled QMLE for Poisson models Control function (econometrics)...
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nonparametric regressions for attaining these bounds. Partial likelihood methods for panel data § Example: pooled QMLE for Poisson models Hausman, J....
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Intergovernmental Panel on Climate Change relies on Monte Carlo methods in probability density function analysis of radiative forcing. Monte Carlo methods are used...
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"Concentrating, or Profiling, the Likelihood Function". Wooldridge, J. M. (2001). Econometric Analysis of Cross Section and Panel Data. Cambridge, Mass.: MIT Press...
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Time series (redirect from Time-series data)
analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting...
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Cluster analysis (redirect from Data clustering)
pre-partitioning of the data set to then analyze the partitions with existing slower methods such as k-means clustering. For high-dimensional data, many of the existing...
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Life expectancy Life table Lift (data mining) Likelihood function Likelihood principle Likelihood-ratio test Likelihood ratios in diagnostic testing Likert...
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In time series analysis, the partial autocorrelation function (PACF) gives the partial correlation of a stationary time series with its own lagged values...
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Sampling (statistics) (redirect from Sampling methods)
Improved Imputation Methods for Missing Data in Two-Occasion Successive Sampling, Communications in Statistics: Theory and Methods. DOI:10.1080/03610926...
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Methodology of econometrics (section Methods)
econometrics has developed methods for identification and estimation of simultaneous-equation models. These methods are analogous to methods used in other areas...
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Taguchi methods (Japanese: タグチメソッド) are statistical methods, sometimes called robust design methods, developed by Genichi Taguchi to improve the quality...
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Structural break (category Panel data)
Marie; Wang, Shixuan (25 April 2018). "Structural breaks in panel data: Large number of panels and short length time series" (PDF). Econometric Reviews....
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statistical methods, it can be used for learning the parameters of a model using some data. Usually though, standard statistical methods assume that the...
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Ordinary least squares (section Maximum likelihood)
zero mean, OLS is the maximum likelihood estimator that outperforms any non-linear unbiased estimator. Suppose the data consists of n {\displaystyle n}...
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Pearson's chi-squared test (category Statistical tests for contingency tables)
chance. It is the most widely used of many chi-squared tests (e.g., Yates, likelihood ratio, portmanteau test in time series, etc.) – statistical procedures...
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Econometrics in Theory and Practice: Analysis of Cross Section, Time Series and Panel Data with Stata 15.1. Springer Singapore. p. 7. ISBN 978-981-329-019-8. Retrieved...
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Granger causality (section Method)
the negative ones. An extension of Granger (non-)causality testing to panel data is also available. A modified Granger causality test based on the GARCH...
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Power (statistics) (section Rule of thumb for t-test)
Efficiency – Quality measure of a statistical method Neyman–Pearson lemma – Theorem about the power of the likelihood ratio test Sample size – Statistical considerations...
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for survey research. Second Edition. Hoboken, Wiley. Moser, Claus Adolf, and Graham Kalton. "Survey methods in social investigation." Survey methods in...
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Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data. It was proposed in 1991 by Manuel Arellano...
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Opinion poll (redirect from Polling data)
{384}{600}}}}\approx 285} ). Opinion polls for many years were maintained through telecommunications or in person-to-person contact. Methods and techniques vary, though...
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Observational study (redirect from Observational data)
experimental control with statistical control by using matching methods. Matching methods account for the influences of observed factors that might influence...
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Cohort study (redirect from Panel survey)
(statistics) Community of position Panel analysis Panel data "Cohort Studies". Web Center for Social Research Methods. Archived from the original on 9 September...
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Covariance matrix (section Partial covariance matrix)
in practice it is often sufficient to overcompensate the partial covariance correction as panel f shows, where interesting correlations of ion momenta are...
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Ed (October 2020). "From Data to Causes I: Building A General Cross-Lagged Panel Model (GCLM)". Organizational Research Methods. 23 (4): 651–687. doi:10...
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maximum likelihood estimation. For linear chain HMMs, the Baum–Welch algorithm can be used to estimate parameters. Hidden Markov models are known for their...
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Robust statistics (redirect from Robust data analysis)
motivation is to produce statistical methods that are not unduly affected by outliers. Another motivation is to provide methods with good performance when there...
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