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2010, 1. Aufl., Statistics in Practice, ISBN 9780470694237, ix, 157 p., [4] pages of plates
This book provides a practical guide to analysis of simple and complex method comparison data, using Stata, SAS and R. It takes the classical Limits of... 
Clinical trials | Evaluation | Statistical methods
Book
Statistica Sinica, ISSN 1017-0405, 1/2018, Volume 28, Issue 4, pp. 2857 - 2883
The threshold autoregressive (TAR) model and the smooth threshold autoregressive (STAR) model have been popular parametric nonlinear time series models for the... 
TAR model | Non-nested test | STAR model | Separate family of hypotheses | TIME-SERIES MODELS | ASYMPTOTIC THEORY | STATISTICS & PROBABILITY | SPECIFICATION | LINEARITY | separate family of hypotheses | TRANSITION AUTOREGRESSIVE MODELS | THRESHOLD AUTOREGRESSION | ALTERNATIVE HYPOTHESES | PARAMETER
Journal Article
Regional Science and Urban Economics, ISSN 0166-0462, 03/2019, Volume 75, pp. 49 - 69
Journal Article
2000, 2nd ed., Wiley series in probability and statistics, ISBN 9780471356325, 397
From the reviews of the First Edition.'An interesting, useful, and well-written book on logistic regression models . . . Hosmer and Lemeshow have used very... 
Regression analysis | Statistics | Mathematics
eBook
Journal of Economic Surveys, ISSN 0950-0804, 02/2011, Volume 25, Issue 1, pp. 19 - 68
Journal Article
Journal of Econometrics, ISSN 0304-4076, 03/2012, Volume 167, Issue 1, pp. 38 - 46
We consider the problem of obtaining appropriate weights for averaging M approximate (misspecified) models for improved estimation of an unknown conditional... 
MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | NONPARAMETRIC REGRESSION | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | SELECTION | GENERALIZED CROSS-VALIDATION | ASYMPTOTIC OPTIMALITY | Monte Carlo method | Analysis | Models | Heteroskedastic error | Quadratic programming | Non-nested model | Jackknife model averaging
Journal Article
Nuclear Physics, Section B, ISSN 0550-3213, 04/2014, Volume 881, Issue 1, pp. 343 - 368
We study integrable models solvable by the nested algebraic Bethe ansatz and possessing GL(3)-invariant R-matrix. We obtain determinant representations for... 
Form factors | Nested algebraic Bethe ansatz | Nested algebraic bethe ansatz | CHAIN | SINE-GORDON MODEL | WAVE-FUNCTIONS | FIELD-THEORIES | REGIME | XXZ MODEL | OPERATORS | EQUATION | PHYSICS, PARTICLES & FIELDS | Mathematical Physics | Nuclear and High Energy Physics
Journal Article
Psychological Methods, ISSN 1082-989X, 09/2017, Volume 22, Issue 3, pp. 541 - 562
G-factor models such as the bifactor model and the hierarchical G-factor model are increasingly applied in psychology. Many applications of these models have... 
ctc(m-1) model | nested factor model | stochastic measurement theory | bifactor model | G-factor | MEASUREMENT INVARIANCE | CONFIRMATORY FACTOR-ANALYSIS | BI-FACTOR | PSYCHOLOGY, MULTIDISCIPLINARY | INVENTORY | LATENT STRUCTURE | MULTITRAIT-MULTIMETHOD DATA | ITEM RESPONSE THEORY | CONSTRUCT-VALIDITY | SCALE | Models, Statistical | Humans | Psychology | Empirical Research
Journal Article
Journal Article
Intelligence, ISSN 0160-2896, 09/2013, Volume 41, Issue 5, pp. 407 - 422
We addressed the question of whether the bi-factor or higher-order model is the more appropriate model of human cognitive ability structure. In previously... 
Model fit | Confirmatory factor analysis | Higher-order model | Nested models | Bi-factor model | NUMBER | CONFIRMATORY FACTOR-ANALYSIS | EXPLORATORY FACTOR-ANALYSIS | INTELLIGENCE | PSYCHOLOGY, MULTIDISCIPLINARY | COEFFICIENT | SEX-DIFFERENCES | SELECTION | INDEXES
Journal Article
Regional Science and Urban Economics, ISSN 0166-0462, 2011, Volume 41, Issue 3, pp. 281 - 292
In 2008 Kelejian extended the J-test procedure to a spatial framework. In that paper he considered a null model which could, but need not, contain spatial lags... 
Non-nested J-test | Spatial models | Model specification | C01 | C12 | PANEL-DATA | URBAN STUDIES | ECONOMICS | SPECIFICATION | ENVIRONMENTAL STUDIES | NESTED REGRESSION-MODELS | ALTERNATIVE HYPOTHESES | LEAST-SQUARES | ECONOMETRIC-MODELS | Spatial models Non-nested J-test Model specification
Journal Article
Economic Modelling, ISSN 0264-9993, 12/2017, Volume 67, pp. 294 - 299
The fact that the predictive performance of models used in forecasting stock returns, exchange rates, and macroeconomic variables is not stable and varies over... 
Forecast evaluation | Bayesian estimation | Change point detection | Forecasting | TESTS | NESTED MODELS | MACROECONOMIC DATA | BAYESIAN-ANALYSIS | CHANGE-POINT PROBLEMS | STOCK RETURN PREDICTABILITY | TIME INFORMATIONAL CONTENT | PREDICTIVE ACCURACY | GDP | ECONOMICS | REAL-TIME | Money | Analysis | Models
Journal Article
by Li, HM
OPERATIONS RESEARCH, ISSN 0030-364X, 1/2020, Volume 68, Issue 1, pp. 115 - 133
Journal Article