On semiparametric regression for count explanatory variables
نویسندگان
چکیده
منابع مشابه
Regression Transformation Diagnostics for Explanatory Variables
Two types of diagnostics are presented for the transformation of explanatory variables in regression. One is based on the likelihood displacement proposed by Cook and Weisberg (1982) for assessing the in uence of individual cases on the maximum likelihood estimate of a transformation parameter. The other is based on the local in uence theory proposed by Cook (1986) for assessing the in uence of...
متن کاملLinear regression with compositional explanatory variables
Compositional explanatory variables should not be directly used in a linear regression model because any inference statistic can become misleading. While various approaches for this problem were proposed, here an approach based on the isometric logratio (ilr) transformation is used. It turns out that the resulting model is easy to handle, and that parameter estimation can be done like in usual ...
متن کاملDimension Reduction of the Explanatory Variables in Multiple Linear Regression
In classical multiple linear regression analysis problems will occur if the regressors are either multicollinear or if the number of regressors is larger than the number of observations. In this note a new method is introduced which constructs orthogonal predictor variables in a way to have a maximal correlation with the dependent variable. The predictor variables are linear combinations of the...
متن کاملNew M-estimators in semiparametric regression with errors in variables
In the regression model with errors in variables, we observe n i.i.d. copies of (Y, Z) satisfying Y = fθ0(X) + ξ and Z = X + ε involving independent and unobserved random variables X, ξ, ε plus a regression function fθ0, known up to some finite dimensional θ. The common densities of the Xi’s and of the ξi’s are unknown whereas the distribution of ε is completely known. We aim at estimating the ...
متن کاملOn confidence intervals for semiparametric expectile regression
In regression scenarios there is a growing demand for information on the conditional distribution of the response beyond the mean. In this scenario quantile regression is an established method of tail analysis. It is well understood in terms of asymptotic properties and estimation quality. Another way to look at the tail of a distribution is via expectiles. They provide a valuable alternative s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2012
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2012.01.006