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Spatial models with spatially lagged dependent variables and incomplete data
Spatial models Missing data Instrumental variable estimation
2015/9/24
The purpose of this paper is to suggest estimators for the parameters of spatial models containing a spatially lagged dependent variable, as well as spatially lagged independent variables, and an inco...
Generalized Sobol sensitivity indices for dependent variables: numerical methods
Dependent variables Extended basis Greedy algorithm LARS Sensitivity analysis Sobol decomposition
2013/4/28
The hierarchically orthogonal functional decomposition of any measurable function f of a random vector X=(X_1,...,X_p) consists in decomposing f(X) into a sum of increasing dimension functions dependi...
Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables
Immigrants speaking fluency misclassification error
2013/10/17
We consider both a parametric and a semiparametric method to account for classification errors on the dependent variable in an ordered response model. The methods are applied to the analysis of self-r...