'Lr test' diaporamas de présentation

Inference in the General Normal Linear Model

Inference in the General Normal Linear Model. Hypothesis Testing Under General Linear Model. Current model: Y=X ? + e How is the dependent variable, Y, influenced by changes in explanatory variables?

932 views • 67 slides

Tests of Static Asset Pricing Models

Tests of Static Asset Pricing Models. Tests of Static Asset Pricing Models. In general asset pricing models quantify the tradeoff between risk and expected return. Need to both measure risk and relate it to the expected return on a risky asset. The most commonly used models are: CAPM APT

619 views • 47 slides

Multivariate Probit

1.29k views • 43 slides

MULTILEVEL ANALYSIS

MULTILEVEL ANALYSIS. Kate Pickett Senior Lecturer in Epidemiology. SUMBER: www-users.york.ac.uk/.../Multilevel%20 Analysis . ppt ?University of York. Perspective. Health researchers: Are interested in answering research questions (not maths) Want to be able to apply statistical techniques

871 views • 42 slides

639 views • 39 slides

Repeated Measures, Part 2

Repeated Measures, Part 2. Charles E. McCulloch, Division of Biostatistics, Dept of Epidemiology and Biostatistics, UCSF. May, 2012. Outline. Fixed and random factors XT - preliminaries XTMIXED for continuous outcomes Other uses of random effects models

452 views • 31 slides

Hypothesis Testing Under General Linear Model

Hypothesis Testing Under General Linear Model. Previously we derived the sampling property results assuming normality: Y = X b + e where e t ~N(0, s 2 ) ? Y~N(X b , s 2 I T ) b s =(X ' X) -1 X ' Y, E( b s )= b Cov( b s )= ? ? = s 2 (X ' X) -1 b l ~N( b , s 2 (X ' X) -1 )

430 views • 30 slides

Testing non-identifying restrictions on the long-run relations

283 views • 28 slides

The inflation appreciation trade-off revisited

The inflation appreciation trade-off revisited. The monetary management of the Zambian copper boom by Elva Bova PhD candidate SOAS, University of London, NCCR Trade Regulation, WTI, Berne Email: eb29@soas.ac.uk. Introduction. Presentation outline. Theoretical framework:

344 views • 20 slides

Parametric Survival Models (ch. 7)

403 views • 12 slides