9781332256150 - consistent estimation of scaled coefficients (classic reprint) di stoker, thomas m. (3 risultati)
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Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,52
EUR 3,84 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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- Print on Demand
Da: Forgotten Books, London, Regno UnitoForgotten Books
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EUR 15,51
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Paperback. Condizione: New. Print on Demand. This book delves into the complexities of estimating coefficients in single-index models, where the underlying function is unknown or misspecified. The author explores the relationship between behavioral derivatives and covariance estimators, demonstrating how information on the margi…nal distribution of explanatory variables can be harnessed to estimate coefficients up to scale. The book covers various model types, from binary discrete choice to multiple index models, highlighting the conditions under which ordinary least squares coefficients provide consistent estimates. It also analyzes the asymptotic bias of these coefficients and establishes the asymptotic distribution of instrumental variables estimators when the variable distribution is modeled parametrically. Through its focus on average behavioral derivatives, this book provides a comprehensive framework for understanding coefficient estimation in single-index models, offering valuable insights for researchers and practitioners seeking to draw meaningful inferences from data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
