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Window estimates is a term which occurs in the context of the both frequency domain and time domain estimation for the time series. In the previous it generally applies to weights
Indirect least squares: An estimation technique used in the fitting of structural equation models. Commonly least squares are first used to estimate reduced form parameters. Usi
how to constuct design matrix
Observational study is the study in which the objective is to discover cause-and-effect relationships but in which it is not feasible to use the controlled experimentation, in th
The statistical methods for estimation and inference which are based on a function of sample observations, probability distribution of which does not rely upon a complete speci?cat
Formal graphical representation of the "causal diagrams" or the "path diagrams" where the relationships are directed but acyclic (that is no feedback relations allowed). Plays an
The Null Hypothesis - H0: There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1: There is heteroscedasticity i.e. β 1 0 Reject H0 if |t | > t = 1.96
Path analysis is a device for evaluating the interrelationships among the variables by analyzing their correlational structure. The relationships between the variables are man
Classification matrix: A term many times used in discriminant analysis for the matrix summarizing the results and outputs obtained from the derived classi?cation rule, and obtaine
re-reference all these indexes
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