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Regression estimation
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#	Item
391	0.1 probit.mixed: Mixed effects probit Regression Use generalized multi-level linear regression if you have covariates that are grouped according to one or more classification factors. The probit model is appropriate wh Add to Reading List Source URL: perso.md2t.eu Language: English - Date: 2011-03-08 17:52:46 Statistical models Estimation theory Analysis of variance Linear regression Fixed effects model Probit model Random effects model Linear model Normal distribution Statistics Regression analysis Econometrics
392	Choice of Air-Mass Predictor on the AIRS Bias Correction for Selected Channels Add to Reading List Source URL: cimss.ssec.wisc.edu Language: English - Date: 2004-04-17 11:40:16 Estimation theory Linear regression Biasing Bias Statistics Regression analysis Econometrics
393	0.1 ARIMA: ARIMA Models for Time Series Data Use auto-regressive, integrated, moving-average (ARIMA) models for time series data. A time series is a set of observations ordered according to the time they were observed. Add to Reading List Source URL: perso.md2t.eu Language: English - Date: 2011-03-08 17:52:46 Covariance and correlation Signal processing Estimation theory Autoregressive integrated moving average Partial autocorrelation function Time series Causality Correlogram Autocorrelation Statistics Time series analysis Regression analysis
394	Marginal set likelihood for semiparametric copula estimation Peter D. Hoff 1 Working Paper no. 65 Center for Statistics and the Social Sciences University of Washington Seattle, WA Add to Reading List Source URL: www.csss.washington.edu Language: English - Date: 2009-01-07 17:16:27 Multivariate statistics Regression analysis Copula Statistical dependence Multivariate normal distribution Normal distribution Conjugate prior Likelihood function Marginal likelihood Statistics Bayesian statistics Estimation theory
395	Linear panel data models: lecture 2 Last lecture 1. Prerequisites for the course: OLS and GLS 2. Panels, pseudo panels (time series of cross-sections) Add to Reading List Source URL: members.chello.nl Language: English - Date: 2006-07-05 02:58:44 Estimation theory Ordinary least squares Instrumental variable Generalized method of moments Fixed effects model Estimator Covariance Least squares Variance Statistics Regression analysis Econometrics
396	HÖGSKOLAN DALARNA School of technology and business studies Comparison of the heritability values on pig’s teat number in two methods Supervisor: Majbritt.Felleki Add to Reading List Source URL: www.statistics.du.se Language: English - Date: 2011-06-18 08:21:35 Regression analysis Statistical methods Analysis of variance Heritability Best linear unbiased prediction Mixed model Linear regression Variance Covariance Statistics Genetics Estimation theory
397	Modelling Optimal Instrumental Variables for Dynamic Panel Data Models Manuel Arellano∗ CEMFI, Madrid Abstract Add to Reading List Source URL: www.cemfi.es Language: English - Date: 2012-04-13 04:43:56 Statistical theory Regression analysis Statistical inference Estimator Instrumental variable Generalized method of moments M-estimator Maximum likelihood Vector autoregression Statistics Estimation theory Econometrics
398	GENERAL MULTILELEVEL MODELING WITH SAMPLING WEIGHTS Tihomir Asparouhov Muthen & Muthen Los Angeles, California, USA Add to Reading List Source URL: www.statmodel.com Language: English - Date: 2008-08-13 12:42:34 Regression analysis Machine learning Statistical inference Sampling Linear regression Cluster sampling Mixture model Sample size determination Estimator Statistics Estimation theory Statistical models
399	This article was published in an Elsevier journal. The attached copy is furnished to the author for non-commercial research and education use, including for instruction at the author’s institution, sharing with colleag Add to Reading List Source URL: www.cryocity.org Language: English - Date: 2013-10-23 09:50:09 Water Special sensor microwave/imager Linear regression Science Statistics Estimation theory Symbol
400	THE REDUCED FORM: A SIMPLE APPROACH TO INFERENCE WITH WEAK INSTRUMENTS VICTOR CHERNOZHUKOV AND CHRISTIAN HANSEN† Abstract. In this paper, we consider simple and practical methods for performing heteroskedasticity and a Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2006-03-07 15:17:08 Regression analysis Parametric statistics Statistical inference Instrumental variable Linear regression Simultaneous equations model T-statistic Heteroscedasticity Autocorrelation Statistics Econometrics Estimation theory

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