نتایج جستجو برای: beta regression model
تعداد نتایج: 2487397 فیلتر نتایج به سال:
Abstract: In many applications we have to encountered with bounded dependent variables. Beta regression model can be used to deal with these kinds of response variables. In this paper we aim to study spatially correlated responses in the unit interval. Initially we introduce spatial beta generalized linear mixed model in which the spatial correlation is captured through a random effect. T...
this study aims at testing the degree of stability for beta coefficient across time, depending on the information available from tehran bourse. where beta coefficient was calculated using the market model developed by sharp on 1963, which applies by performing a simple linear regression between the company’s and the market returns, where beta coefficient is the slope of this regression. in this...
selection of an appropriate model is important for quantifying response of germination rate to temperature and determination of cardinal temperatures. this study was done to evaluate different nonlinear regression models to describe response of germination rate to temperature in medicinal pumpkin, borago and black cumin. the regression models were dent-like, segmented, beta, curvilinear, quadra...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
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