Financial word of the day: Heteroscedasticity describes a situation where risk (variance) changes with the level of a variable. In financial models, this means volatility is not constant. Most pricing ...
Many techniques in survey sampling depend on the possession of information about an auxiliary variable x, or a vector of auxiliary variables, available for the entire population. Regression estimates ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
When contextual features of test-taking environments differentially affect item responding for different test-takers and these features vary across test administrations, they may cause differential ...
We review recent results for high-dimensional sparse linear regression in the practical case of unknown variance. Different sparsity settings are covered, including coordinate-sparsity, group-sparsity ...
In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...