The Rational Expectations Permanent Income Hypothesis implies that consumption follows a martingale. However, most empirical tests have rejected the hypothesis. Those empirical tests are based on linear models. If the data generating process is non-linear, conventional tests may not assess some of the randomness properly. As a result, inference based on conventional tests of linear models can b...

In many circumstances, the quality of a process or product is best characterized by a given mathematical function between a response variable and one or more explanatory variables that is typically referred to as profile. There are some investigations to monitor auto-correlated linear and nonlinear profiles in recent years. In the present paper, we use the linear mixed models to account autocor...

| In the class of hierarchical mixtures-of-experts (HME) models, \experts" in the exponential family with generalized linear mean functions of the form (+ x T) are mixed, according to a set of local weights called the \gating functions" depending on the predictor x. Here () is the inverse link function. We provide regularity conditions on the experts and on the gating functions under which the ...

The purpose of this paper is to analyze the effect of computer usage on the demand for paper and paperboard products. A log-linear model is developed to analyze the effect of computer usage on the demand for four categories of paper, newsprint, printing/writing paper, packaging paper and household/sanitary paper. The analysis is divided into two parts. The first part is US monthly analysis. We ...

A linear model for the genotypic covariance between relatives under assortative mating comprising the "classical linear model" and the model of "selective assortative mating" is proposed. The general conditions on the genetical and developmental mechanisms of quantitative characters, as well as on selection and the mating system, on which the model is based, are explicitly stated and discussed....

In this paper, empirical likelihood-based inference for longitudinal data within the framework of generalized linear model is investigated. The proposed procedure takes into account the within-subject correlation without involving direct estimation of nuisance parameters in the correlation matrix and retains optimal even if the working correlation structure is misspecified. The proposed approac...

Abstract—A new relative efficiency is defined as LSE and BLUE in the generalized linear model. The relative efficiency is based on the ratio of the least eigenvalues. In this paper, we discuss about its lower bound and the relationship between it and generalized relative coefficient. Finally, this paper proves that the new estimation is better under Stein function and special condition in some ...

In this work, we explore how learners can infer second-language noun meanings in the context of their native language. Motivated by an interest in building interactive tools for language learning, we collect data on three word-guessing tasks, analyze their difficulty, and explore the types of errors that novice learners make. We train a log-linear model for predicting our subjects’ guesses of w...

Formality is an important dimension of language style. Texts of different genres tend to have different degrees of formality. F-score (formality-score) is a most popular measure for formality to differ genres. It uses a method of combining proportions of words of different types, with nouns, adjectives, articles and prepositions as positive elements, and adverbs, verbs and interjections as nega...

Received: 22 August 2007 / Revised: 7 April 2008 c ©2008 Springer Science + Business Media, LLC Abstract In generalized linear models with fixed design, under the assumption λn → ∞ and other regularity conditions, the asymptotic normality of maximum quasi-likelihood estimator β̂n, which is the root of the quasi-likelihood equation with natural link function ∑n i=1 Xi(yi−μ(X ′ iβ)) = 0, is obtain...