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Confidence intervals for the variance component of random-effects linear models AgEcon
Bottai, Matteo; Orsini, Nicola.
We present the postestimation command xtvc to provide confidence intervals for the variance components of random-effects linear regression models. This command must be used after xtreg with option mle. Confidence intervals are based on the inversion of a score-based test (Bottai 2003).
Tipo: Journal Article Palavras-chave: Xtvc; Variance components; Confidence intervals; Score test; Random-effects linear models; Research Methods/ Statistical Methods.
Ano: 2004 URL: http://purl.umn.edu/116270
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Implementing tests with correct size in the simultaneous equations model AgEcon
Moreira, Marcelo J.; Poi, Brian P..
In this paper, we propose a fix to the size distortions of tests for structural parameters in the simultaneous equations model by computing critical value functions based on the conditional distribution of test statistics. The conditional tests can then be used to construct informative confidence regions for the structural parameter with correct coverage probability. Commands to implement these tests in Stata are also introduced.
Tipo: Journal Article Palavras-chave: Instrumental variables; Weak instruments; Similar tests; Score test; Wald test; Likelihood-ratio test; Confidence regions; 2SLS estimator; LIML estimator; Research Methods/ Statistical Methods.
Ano: 2002 URL: http://purl.umn.edu/116032
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Inflated Kumaraswamy distributions Anais da ABC (AABC)
CRIBARI-NETO,FRANCISCO; SANTOS,JÉSSICA.
Abstract: The Kumaraswamy distribution is useful for modeling variables whose support is the standard unit interval, i.e., (0, 1). It is not uncommon, however, for the data to contain zeros and/or ones. When that happens, the interest shifts to modeling variables that assume values in [0, 1), (0, 1] or [0, 1]. Our goal in this paper is to introduce inflated Kumaraswamy distributions that can be used to that end. We consider inflation at one of the extremes of the standard unit interval and also the more challenging case in which inflation takes place at both interval endpoints. We introduce inflated Kumaraswamy distributions, discuss their main properties, show how to estimate their parameters (point and interval estimation) and explain how testing...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Inflated distribution; Kumaraswamy distribution; Likelihood ratio test; Maximum likelihood estimation; Score test; Wald test.
Ano: 2019 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652019000300201
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