JSM 2011 Online Program
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Activity Details
|
|||
584 | Wed, 8/3/2011, 2:00 PM - 3:50 PM | CC-C223 | |
Regression Methods — Contributed Papers | |||
Business and Economic Statistics Section | |||
Chair(s): Andrew F. Siegel, University of Washington | |||
2:05 PM | Least Absolute Deviation Estimation for General Autoregressive Moving Average Time Series Models — Rongning Wu, The City University of New York ; Richard A. Davis, Columbia University | ||
2:20 PM | Median Regression for SUR Models with the Same Explanatory Variables in Each Equation — Zangin A. A. Zeebari, Jonkoping International Business School ; Ghazi Shukur, Jonkoping International Business School | ||
2:35 PM | Fitting Mixtures of Logit Regressions with the Forward Search — Margherita Velucchi, University of Florence ; Matilde Bini, European University of Rome | ||
2:50 PM | MM Versus Ml Estimates of Structural Equation Models with Interaction Terms: Robustness to Non-Normality of the Consistency Property — Albert Satorra, Universitat Pompeu Fabra ; Ab Mooijaart, Leiden University | ||
3:05 PM | Partially Adaptive and Semiparametric Estimation of Regression Models for Grouped Data — Jason Blaine Cook, Brigham Young University ; James B. McDonald, Brigham Young University | ||
3:20 PM | Nonlinear Regression With Conditionally Stable Innovations: A New Definition Of Financial Contagion — Eric Grant Stradley, Rhodes College ; Jeff Hamrick, Rhodes College | ||
3:35 PM | Floor Discussion |
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.