Add to ORKGnag glm tran model (g02gkc) calculates the estimates of the parameters of a generalized linear model for given constraints from the singular value decomposition results
The generalized method of moments (GMM) framework generalizes the linear IV model, to other settings...
This paper considers generalized method of moments (GMM) estimation of the inclusive panel AR(1) mod...
COVOC=OWN or covariance matrix of orthogonality conditions, COVU=covariance matrix of residuals, INS...
AbstractA new derivation is given for the generalized singular value decomposition of two matrices X...
When in a linear GMM model nuisance parameters are eliminated by multiplying the moment conditions b...
41 pages, 1 article*Generalized Covariance Matrices for Variance Components Models* (Searle, S. R.; ...
nag_dggsvd (f08vac) computes the generalized singular value decomposition (GSVD) of an m by n real m...
<p>Parameter estimates from best-fitting generalized linear models with Gaussian distribution.</p
Linear regression model, Covariance matrix, Elliptically symmetric distribution, Generalized least s...
In simultaneous equation models (SEMs) the assumption that the covariance matrix of the disturbances...
Estimation results for the ordinary least squares (OLS) model and the generalized linear mixed model...
AbstractThis note discusses an identity which is useful in the construction of reduced generalized l...
Consider the Gauss-Markoff model (Y, Xβ, σ<SUP>2</SUP>V) in the usual notation (Rao, 1973a, p. 294)....
An explicit expression is obtained for the g-inverse of a partitioned matrix, which occurs in the Un...
nag_robust_m_corr_user_fn (g02hlc) calculates a robust estimate of the covariance matrix for user-su...
The generalized method of moments (GMM) framework generalizes the linear IV model, to other settings...
This paper considers generalized method of moments (GMM) estimation of the inclusive panel AR(1) mod...
COVOC=OWN or covariance matrix of orthogonality conditions, COVU=covariance matrix of residuals, INS...
AbstractA new derivation is given for the generalized singular value decomposition of two matrices X...
When in a linear GMM model nuisance parameters are eliminated by multiplying the moment conditions b...
41 pages, 1 article*Generalized Covariance Matrices for Variance Components Models* (Searle, S. R.; ...
nag_dggsvd (f08vac) computes the generalized singular value decomposition (GSVD) of an m by n real m...
<p>Parameter estimates from best-fitting generalized linear models with Gaussian distribution.</p
Linear regression model, Covariance matrix, Elliptically symmetric distribution, Generalized least s...
In simultaneous equation models (SEMs) the assumption that the covariance matrix of the disturbances...
Estimation results for the ordinary least squares (OLS) model and the generalized linear mixed model...
AbstractThis note discusses an identity which is useful in the construction of reduced generalized l...
Consider the Gauss-Markoff model (Y, Xβ, σ<SUP>2</SUP>V) in the usual notation (Rao, 1973a, p. 294)....
An explicit expression is obtained for the g-inverse of a partitioned matrix, which occurs in the Un...
nag_robust_m_corr_user_fn (g02hlc) calculates a robust estimate of the covariance matrix for user-su...
The generalized method of moments (GMM) framework generalizes the linear IV model, to other settings...
This paper considers generalized method of moments (GMM) estimation of the inclusive panel AR(1) mod...
COVOC=OWN or covariance matrix of orthogonality conditions, COVU=covariance matrix of residuals, INS...