Bootstrap Tests for Regression Models

This book contains an accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provid

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provid

Bootstrap methods are computer-intensive methods of statistical analysis, which use simulation to calculate standard errors, confidence intervals, and significance tests. The methods apply for any level of modelling, and so can be used for fully parametric, semiparametric, and completely nonparametric analysis. This 1997 book gives a broad and up-to-date coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; classification; time series and spatial problems. Special features of the book include: extensive discussion of significance tests and confidence intervals; material on various diagnostic methods; and methods for efficient computation, including improved Monte Carlo simulation. Each chapter includes both practical and theoretical exercises. S-Plus programs for implementing the

An exploration of the use of smoothing methods in testing the fit of parametric regression models. The book reviews many of the existing methods for testing lack-of-fit and also proposes a number of n

Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.

Biostatistics with R provides a straightforward introduction on how to analyse data from the wide field of biological research, including nature protection and global change monitoring. The book is centred around traditional statistical approaches, focusing on those prevailing in research publications. The authors cover t-tests, ANOVA and regression models, but also the advanced methods of generalised linear models and classification and regression trees. Chapters usually start with several useful case examples, describing the structure of typical datasets and proposing research-related questions. All chapters are supplemented by example datasets, step-by-step R code demonstrating analytical procedures and interpretation of results. The authors also provide examples of how to appropriately describe statistical procedures and results of analyses in research papers. This accessible textbook will serve a broad audience, from students, researchers or professionals looking to improve their

Biostatistics with R provides a straightforward introduction on how to analyse data from the wide field of biological research, including nature protection and global change monitoring. The book is centred around traditional statistical approaches, focusing on those prevailing in research publications. The authors cover t-tests, ANOVA and regression models, but also the advanced methods of generalised linear models and classification and regression trees. Chapters usually start with several useful case examples, describing the structure of typical datasets and proposing research-related questions. All chapters are supplemented by example datasets, step-by-step R code demonstrating analytical procedures and interpretation of results. The authors also provide examples of how to appropriately describe statistical procedures and results of analyses in research papers. This accessible textbook will serve a broad audience, from students, researchers or professionals looking to improve their

Understand the benefits of robust statistics for signal processing with this authoritative yet accessible text. The first ever book on the subject, it provides a comprehensive overview of the field, moving from fundamental theory through to important new results and recent advances. Topics covered include advanced robust methods for complex-valued data, robust covariance estimation, penalized regression models, dependent data, robust bootstrap, and tensors. Robustness issues are illustrated throughout using real-world examples and key algorithms are included in a MATLAB Robust Signal Processing Toolbox accompanying the book online, allowing the methods discussed to be easily applied and adapted to multiple practical situations. This unique resource provides a powerful tool for researchers and practitioners working in the field of signal processing.

Fay and Brittain present statistical hypothesis testing and compatible confidence intervals, focusing on application and proper interpretation. The emphasis is on equipping applied statisticians with enough tools - and advice on choosing among them - to find reasonable methods for almost any problem and enough theory to tackle new problems by modifying existing methods. After covering the basic mathematical theory and scientific principles, tests and confidence intervals are developed for specific types of data. Essential methods for applications are covered, such as general procedures for creating tests (e.g., likelihood ratio, bootstrap, permutation, testing from models), adjustments for multiple testing, clustering, stratification, causality, censoring, missing data, group sequential tests, and non-inferiority tests. New methods developed by the authors are included throughout, such as melded confidence intervals for comparing two samples and confidence intervals associated with Wil

The promising new directions for research and applications described here include alternative model specifications, estimators and tests for regression models and new perspectives on dealing with spat