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Beside the model, the other input into a regression analysis is some relevant sample data, consisting of the observed values of the dependent and explanatory variables for a sample of members of the ...
Proper handling of continuous variables is crucial in healthcare research, for example, within regression modelling for descriptive, explanatory, or predictive purposes. However, inadequate methods ...
The transplant status (XStatus) is a time-dependent variable defined by the programming statements between the MODEL statement and the RUN statement. The XStatus variable takes the value 1 or 0 at ...
Specification bias arises when a potential independent variable - which is related to both the dependent variable and an included independent variable - is omitted from the model. The result is a ...
A lack of homoskedasticity may suggest that the regression model may need to include additional predictor variables to explain the performance of the dependent variable. Key Takeaways ...
G. S. Maddala, Limited Dependent Variable Models Using Panel Data, The Journal of Human Resources, Vol. 22, No. 3 (Summer, 1987), pp. 307-338 Free online reading for over 10 million articles Save and ...
We propose a latent variable credit risk model for large loan sector-type portfolios with stochastically dependent Loss Given Default, using the concept of nested Archimedean copulas. Employing ...