|
|
|
 |
Search published articles |
 |
|
General users only can access the published articles
Showing 2 results for Subject:
Ahad Malekzadeh, Asghar Esmaeli-Ayan, Seyed Mahdi Mahmodi, Volume 15, Issue 1 (9-2021)
Abstract
The panel data model is used in many areas, such as economics, social sciences, medicine, and epidemiology. In recent decades, inference on regression coefficients has been developed in panel data models. In this paper, methods are introduced to test the equality models of the panel model among the groups in the data set. First, we present a random quantity that we estimate its distribution by two methods of approximation and parametric bootstrap. We also introduce a pivotal quantity for performing this hypothesis test. In a simulation study, we compare our proposed approaches with an available method based on the type I error and test power. We also apply our method to gasoline panel data as a real data set.
Mehdi Balui, Einolah Deiri, Farshin Hormozinejad, Ezzatallah Baloui Jamkhaneh, Volume 15, Issue 2 (3-2022)
Abstract
In most practical cases, to increase parameter estimation accuracy, we need an estimator with the least risk. In this, contraction estimators play a critical role. Our main purpose is to evaluate the efficiency of some shrinkage estimators of the shape parameter of the Pareto-Rayleigh distribution under two classes of shrinkage estimators. In this research, the purpose estimators' efficiency will be compared with the unbiased estimator obtained under the quadratic loss function. The relationship between these two classes of shrinkage estimators was examined, and then the relative efficiency of the proposed estimators was discussed and concluded via doing a Monte Carlo simulation.
|
|
|
|
|
|
|