Prediction in Two­Equation Linear Regression Models

2005 ◽  
Vol 57 (3-4) ◽  
pp. 195-208
Author(s):  
Amitava Dey ◽  
V. K. Sharma ◽  
Himadri Ghosh
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Linear Regression Model ◽  
Regression Models ◽  
Time Series Data ◽  
Generalized Least Squares ◽  
Series Data ◽  
Linear Regression Models ◽  
Error Terms ◽  
Best Linear Unbiased

In regression models using time series data, the errors are generally correlated. The sample residuals contain useful information for predicting post­sample observations. This information, which is generally ignored, has been exploited here in deriving the best linear unbiased predictors in a 2­equation linear regression model. The gain in efficiency of the proposed predictors over the usual generalized least ­ squares predictors has been obtained and the particular case when error terms in the two equations follow AR(l) process has also been disscussed.

Pengaruh pertumbuhan ekonomi, inflasi dan pengangguran terhadap tingkat kemiskinan di Sumatera Selatan

2019 ◽  
Vol 16 (1) ◽  
pp. 1-10
Author(s):  
Novegya Ratih Primandari
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Linear Regression ◽  
Linear Regression Model ◽  
Time Series Data ◽  
Secondary Data ◽  
Poverty Rate ◽  
Least Square ◽  
Series Data ◽  
Ordinary Least Square

This research aims to analyze effect of economic growth, inflation and Unemployment on the Rate of Poverty in the Province of South Sumatera. This research used secondary data in the form of time series data from 2001-2017. The method used quantitative approach by applying a linear regression model with OLS estimation Ordinary Least Square (OLS) method. The results of this study indicate that partially and simultaneously Economic Growth, Inflation and Unemployment have a significant effect on the Poverty Rate in the Province of South Sumatera.

scholarly journals The Distribution of the Coefficient of determination in Linear Regression Model: A Review

2021 ◽  
Vol 23 (09) ◽  
pp. 126-127
Author(s):  
El Houssainy A. Rady ◽  
◽  
Ahmed Amin El-Sheikh ◽  
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Linear Regression Model ◽  
Regression Models ◽  
Error Term ◽  
Coefficient Of Determination ◽  
Linear Regression Models ◽  
Common Assumption ◽  
Normal Distributions ◽  
Error Terms

In this article, we review the different studies about the coefficient of determination in linear regression models and make a highlight about the inferences and the density function of the coefficient of determination which presented under the most common assumption when the error terms obey the normal distributions, and also analyzed the certain effects of departures from normality of the error term

scholarly journals PENGARUH INFLASI DAN KURS TERHADAP EKSPOR TEH INDONESIA KE JERMAN

2019 ◽  
Vol 2 (1) ◽  
pp. 8
Author(s):  
Iska Devi ◽  
Murtala Murtala
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Regression Model ◽  
Exchange Rates ◽  
Multiple Linear Regression ◽  
Analytical Model ◽  
Linear Regression Model ◽  
Time Series Data ◽  
Multiple Linear Regression Model ◽  
Series Data

This study aims to determine the effect of inflation and exchange rates on Indonesian tea exports to Germany. The data used in this study are time-series data from 2003 to 2015 obtained from the Central Bureau of Statistics and related agencies. The analytical model used in this study is the Multiple Linear Regression Model. The results of the study partially show that inflation and exchange rates have a positive and significant effect on Indonesian tea exports to Germany. Meanwhile, simultaneously, inflation and exchange rates have no significant effect on Indonesian tea exports to Germany

scholarly journals ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI IMPOR BERAS DI INDONESIA

2019 ◽  
Vol 11 (2) ◽  
pp. 183-201
Author(s):  
Yona Namira ◽  
Iskandar Andi Nuhung ◽  
Mudatsir Najamuddin
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Time Series Data ◽  
Series Data ◽  
Test Results ◽  
The Us ◽  
Rice Prices ◽  
Us Dollar ◽  
Spss Software

This study aims to 1) identify factors that affect the import of rice in Indonesia 2) analyze the influence of these factors on imports of rice in Indonesia. The data used in this research are time series data from 1994 to 2013 from the Central Statistics Agency (BPS), the Ministry of Agriculture, Ministry of Commerce, National Logistics Agency (Bulog), and Bank Indonesia. Multiple linear regression through SPSS software version 21 was employed to analyze the data. The test results together indicated the variables of productions, consumptions, stocks of rice, domestic rice prices, international rice prices and the rupiah against the US dollar affect the imports of rice in Indonesia.

scholarly journals Pengaruh Industri Sedang dan Besar Terhadap Tingkat Kemiskinan di Kabupaten Gresik Tahun 2002-2016

2021 ◽  
Vol 4 (1) ◽  
pp. 25-31
Author(s):  
Rohmatul Janah ◽  
Ida Nuraini
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Time Series Data ◽  
Industrial Sector ◽  
Poverty Rate ◽  
Domestic Product ◽  
Series Data ◽  
Insignificant Effect ◽  
Poverty Levels

This research is aimed at studying the influence of medium and large industries on poverty levels in Gresik on 2002-2016. The variables used in this study is medium and large industries, a labour of medium and large industries, gross regional domestic product (GRDP) of industrial sector and poverty rate. The method used in this study used multiple linear regression and used time-series data. The results of this study simultaneously are the variables of the amount of medium and large industries, the labour medium and large industries, and the gross regional domestic product (GRDP) of the industrial sector to poverty rate is significant. While medium and large industries to poverty rate have negative and insignificant effect with a coefficient value of -0,208905. The labour of medium and large industries to poverty rate has a positive and significant effect with a coefficient value of 0,130822,  the gross regional domestic product (GRDP) of industrial to poverty rate has a negative and significant effect with a coefficient value of -0,169431.

Estimation in Dynamic Linear Regression Models with Infinite Variance Errors

1993 ◽  
Vol 9 (4) ◽  
pp. 570-588 ◽  
Author(s):  
Keith Knight
Keyword(s):  
Asymptotic Behavior ◽  
Linear Regression ◽  
Regression Model ◽  
Linear Regression Model ◽  
Regression Models ◽  
Infinite Variance ◽  
Linear Regression Models ◽  
Asymptotically Normal ◽  
Second Moments ◽  
True Values

This paper considers the asymptotic behavior of M-estimates in a dynamic linear regression model where the errors have infinite second moments but the exogenous regressors satisfy the standard assumptions. It is shown that under certain conditions, the estimates of the parameters corresponding to the exogenous regressors are asymptotically normal and converge to the true values at the standard n−½ rate.

scholarly journals Brazilian Articles in Top-Tier Dental Journals and Influence of International Collaboration on Citation Rates

2019 ◽  
Vol 30 (4) ◽  
pp. 307-316 ◽  
Author(s):  
Ana Paula R Gonçalves ◽  
Bruna L Porto ◽  
Bruna Rodolfo ◽  
Clovis M Faggion Jr ◽  
Bernardo A. Agostini ◽  
...  
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
International Collaboration ◽  
Linear Regression Model ◽  
Regression Models ◽  
Dental Materials ◽  
Original Research ◽  
Linear Regression Models ◽  
Article Type ◽  
Multilevel Linear Regression

Abstract This study investigated the presence of co-authorship from Brazil in articles published in top-tier dental journals and analyzed the influence of international collaboration, article type (original research or review), and funding on citation rates. Articles published between 2015 and 2017 in 38 selected journals from 14 dental subareas were screened in Scopus. Bibliographic information, citation counts, and funding details were recorded for all articles (N=15619). Collaboration with other top-10 publishing countries in dentistry was registered. Annual citations averages (ACA) were calculated. A linear regression model assessed differences in ACA between subareas. Multilevel linear regression models evaluated the influence of article type, funding, and presence of international collaboration in ACA. Brazil was a frequent co-author of articles published in the period (top 3: USA=25.5%; Brazil=13.8%; Germany=9.2%) and the country with most publications in two subareas. The subjects with the biggest share of Brazil are Operative Dentistry/Cariology, Dental Materials, and Endodontics. Brazil was second in total citations, but fifth in citation averages per article. From the total of 2155 articles co-authored by Brazil, 74.8% had no co-authorship from other top-10 publishing countries. USA (17.8%), Italy (4.2%), and UK (3.2%) were the main co-author countries, but the main collaboration country varied between subjects. Implantology and Dental Materials were the subjects with most international co-authorship. Review articles and articles with international collaboration were associated with increased citation rates, whereas the presence of study funding did not influence the citations.

scholarly journals Segmented Linear Regression Models for Assessing Change in Retrospective Studies in Healthcare

2019 ◽  
Vol 2019 ◽  
pp. 1-9 ◽  
Author(s):  
Epaminondas Markos Valsamis ◽  
David Ricketts ◽  
Henry Husband ◽  
Benedict Aristotle Rogers
Keyword(s):  
Time Series ◽  
Hip Fracture ◽  
Linear Regression ◽  
Length Of Stay ◽  
Regression Models ◽  
Retrospective Studies ◽  
Linear Regression Models ◽  
Time To Surgery ◽  
Before And After ◽  
Group Comparisons

Introduction. In retrospective studies, the effect of a given intervention is usually evaluated by using statistical tests to compare data from before and after the intervention. A problem with this approach is that the presence of underlying trends can lead to incorrect conclusions. This study aimed to develop a rigorous mathematical method to analyse temporal variation and overcome these limitations. Methods. We evaluated hip fracture outcomes (time to surgery, length of stay, and mortality) from a total of 2777 patients between April 2011 and September 2016, before and after the introduction of a dedicated hip fracture unit (HFU). We developed a novel modelling method that fits progressively more complex linear sections to the time series using least squares regression. The method was used to model the periods before implementation, after implementation, and of the whole study period, comparing goodness of fit using F-tests. Results. The proposed method offered reliable descriptions of the temporal evolution of the time series and augmented conclusions that were reached by mere group comparisons. Reductions in time to surgery, length of stay, and mortality rates that group comparisons would have credited to the hip fracture unit appeared to be due to unrelated underlying trends. Conclusion. Temporal analysis using segmented linear regression models can reveal secular trends and is a valuable tool to evaluate interventions in retrospective studies.

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