Bootstrap Methods in a Class of Non-Linear Regression Models
In this paper, the performances of the bootstrap standard errors (BSE) of the Weighted MM (WMM) estimates were compared with the Monte Carlo (MCSE) and Asymptotic (ASE) standard errors. The properties of the Percentile (PB), Bias-Corrected Persentile (BCP), Bias and Accelerated (BC), Studentized Pe...
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| Format: | Article |
| Language: | en English |
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Universiti Putra Malaysia Press
2000
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3511/1/Bootstrap_Methods_in_a_Class_of_Non-Linear.pdf http://psasir.upm.edu.my/id/eprint/3511/ |
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| _version_ | 1832510374969081856 |
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| author | Midi, Habshah |
| author_facet | Midi, Habshah |
| author_sort | Midi, Habshah |
| building | UPM Library |
| collection | Institutional Repository |
| content_provider | Universiti Putra Malaysia |
| content_source | UPM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | In this paper, the performances of the bootstrap standard errors (BSE) of the Weighted MM (WMM) estimates were compared with the Monte Carlo (MCSE) and Asymptotic (ASE) standard errors. The properties of the Percentile (PB),
Bias-Corrected Persentile (BCP), Bias and Accelerated (BC), Studentized Percentile (SPB) and the Symmetric (SB) bootstrap confidenceaintervals of the
WMM estimates were examined and compared. The results of the study indicate that the BSE is reasonably close to the ASE and MCSE for up to 20% outliers. The BCa has attractive properties in terms of better coverage probability,
equitailness and average interval length compared to the other methods. |
| format | Article |
| id | my.upm.eprints-3511 |
| institution | Universiti Putra Malaysia |
| language | en English |
| publishDate | 2000 |
| publisher | Universiti Putra Malaysia Press |
| record_format | eprints |
| spelling | my.upm.eprints-35112013-05-27T07:09:05Z http://psasir.upm.edu.my/id/eprint/3511/ Bootstrap Methods in a Class of Non-Linear Regression Models Midi, Habshah In this paper, the performances of the bootstrap standard errors (BSE) of the Weighted MM (WMM) estimates were compared with the Monte Carlo (MCSE) and Asymptotic (ASE) standard errors. The properties of the Percentile (PB), Bias-Corrected Persentile (BCP), Bias and Accelerated (BC), Studentized Percentile (SPB) and the Symmetric (SB) bootstrap confidenceaintervals of the WMM estimates were examined and compared. The results of the study indicate that the BSE is reasonably close to the ASE and MCSE for up to 20% outliers. The BCa has attractive properties in terms of better coverage probability, equitailness and average interval length compared to the other methods. Universiti Putra Malaysia Press 2000 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/3511/1/Bootstrap_Methods_in_a_Class_of_Non-Linear.pdf Midi, Habshah (2000) Bootstrap Methods in a Class of Non-Linear Regression Models. Pertanika Journal of Science & Technology, 8 (2). pp. 175-189. ISSN 0128-7680 English |
| spellingShingle | Midi, Habshah Bootstrap Methods in a Class of Non-Linear Regression Models |
| title | Bootstrap Methods in a Class of Non-Linear
Regression Models |
| title_full | Bootstrap Methods in a Class of Non-Linear
Regression Models |
| title_fullStr | Bootstrap Methods in a Class of Non-Linear
Regression Models |
| title_full_unstemmed | Bootstrap Methods in a Class of Non-Linear
Regression Models |
| title_short | Bootstrap Methods in a Class of Non-Linear
Regression Models |
| title_sort | bootstrap methods in a class of non-linear
regression models |
| url | http://psasir.upm.edu.my/id/eprint/3511/1/Bootstrap_Methods_in_a_Class_of_Non-Linear.pdf http://psasir.upm.edu.my/id/eprint/3511/ |
| url_provider | http://psasir.upm.edu.my/ |