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Minimum volume ellipsoid is a term for ellipsoid of the minimum volume which covers some specified proportion of the set of multivariate data. It is commonly used to construct robust estimators of the mean vectors and variance-covariance matrices. Such type of estimators has a high breakdown point but is computationally expensive. For instance, for an n × q data matrix X, if h is the integer part of n(n+1)/2 then volumes of n!/(h-n)! Ellipsoids required to be considered to find one with the minimum volume. So for the n=20 there are 184 756 ellipsoids and for the n=30 more than 155 million ellipsoids
Johnson-Neyman technique: The technique which can be used in the situations where analysis of the covariance is not valid because of the heterogeneity of slopes. With this method
It is the survey which is carried out in Great Britain on a continuous basis since 1971. About 100 000 households are included in this sample every year. The main goal of the surve
Incidental parameter problem is a problem which sometimes occurs when the number of parameters increases in the tandem with the number of observations. For instance, models for pa
There are two periods. You observe that Jack consumes 100 apples in period t = 0, and 120 apples in period t = 1. That is, (c 0 ; c 1 ) = (100; 120) Suppose Jack has the util
The time series for RESI1, HI1 and COOK1 have appeared again with different outlier values even though the 17 outliers found early were removed.
Non-identified response is a term used to signify censored observations in survival data, which are not independent of the endpoint of the interest. Such observations can happen f
Generalized method of moments (gmm) is the estimation method popular in econometrics which generalizes the method of the moments estimator. Essentially same as what is known as the
Likelihood is the probability of a set of observations provided the value of some parameter or the set of parameters. For instance, the likelihood of the random sample of n observ
In the experimental studies, the collection of individuals to which the experimental process of interest is not applied. In the observational studies, most often used for a collect
wat iz z difference b/n logistic regression and multiple regression analysis /
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