Added-variable plots for panel-data estimation

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

Panel Data estimation using DPD for Ox

Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data

The parameter estimates based on an econometric equation are biased and can also be inconsistent when relevant regressors are omitted from the equation or when included regressors are measured with error. This problem gets complicated when the ‘true’ functional form of the equation is unknown. Here, we demonstrate how auxiliary variables, called concomitants, can be used to remove omitted-varia...

Instrumental Variable and Gmm Estimation for Panel Data with Measurement Error

Panel data allow correction for measurement error without assuming a known measurement error covariance matrix or using additional validation/replication data to estimate the measurement error covariance matrix. Griliches and Hausman (1986) proposed using the generalized method of moments (GMM) or optimal weighting to efficiently combine instrumental variable (IV) estimators. Wansbeek (2001) ap...

Variable binned scatter plots

The scatter plot is a well-known method of visualizing pairs of two continuous variables. Scatter plots are intuitive and easy-to-use, but often have a high degree of overlap which may occlude a significant portion of the data. To analyze a dense non-uniform dataset, a recursive drill-down is required for detailed analysis. In this paper, we propose variable binned scatter plots to allow the vi...