Cited in
(only showing first 100 items - show all)- The reliability of statistical functions in four software packages freely used in numerical computation
- An INAR(1) negative multinomial regression model for longitudinal count data
- Testing for heteroskedasticity in the Tobit and probit models
- A modified score function estimator for multinomial logistic regression in small samples.
- Existence and Uniqueness of the Maximum Likelihood Estimator for a Multivariate Probit Model
- Latent Model for Correlated Binary Data with Diagnostic Error
- Assessing gamma frailty models for clustered failure time data
- C for econometricians
- A Monte Carlo EM method for estimating multinomial probit models.
- The effects of inflation and time-value of money on an economic order quantity model with a random product life cycle
- Backcalculation of Flexible Linear Models of the Human Immunodeficiency Virus Infection Curve
- The construction of optimal designs for dose-escalation studies
- scientific article; zbMATH DE number 1070609 (Why is no real title available?)
- SIMANN: A Global Optimization Algorithm using Simulated Annealing
- A latent autoregressive model for longitudinal binary data subject to informative missingness
- A new algorithm for solution of equations of MHD channel flows at moderate Hartmann numbers
- Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
- EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
- Profile likelihood-based confidence intervals and regions for structural equation models
- Computing compound distributions faster!
- Collecting spatial data. Optimum design of experiments for random fields.
- Two stage least squares estimation in structural cointegration models
- An exact algorithm for estimating breakpoints in segmented generalized linear models
- Adjusted estimates and Wald statistics for the AR(1) model with constant
- Random Effects Modeling Approaches for Estimating ROC Curves from Repeated Ordinal Tests without a Gold Standard
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm
- Analysing State Dependences in Emotional Experiences by Dynamic Count Data Models
- scientific article; zbMATH DE number 1551462 (Why is no real title available?)
- Mixtures of (constrained) ultrametric trees
- Combined model calibration and spatial aggregation
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
- Latent class modeling approaches for assessing diagnostic error without a gold standard: with applications to p53 immunohistochemical assays in bladder tumors
- EViews
- gretl
- On the accuracy of statistical procedures in Microsoft Excel 2007
- RATS
- XploRe
- GAUSSX
- SIMANN
- OPTCON
- LIMDEP
- PcGive
- Optgame
- SHAZAM
- daMA
- R.oo
- timeDate
- RobAStBase
- HYDRA
- Diehard
- depmix
- EmmPack
- Gnumeric
- HUMMER
- PROC REG
- AS 183
- SSMMATLAB
- Modeling Repeated Count Data Subject to Informative Dropout
- M-estimator for estimating the Burr type III parameters with outliers
- Mx
- OpenOffice Calc
- OccBin
- GeoDaSpace
- games
- CML
- EI
- Monty Python
- Algorithmic construction of optimal block designs for two-colour cDNA microarray experiments using the linear mixed effects model
- PROC LTA
- scientific article; zbMATH DE number 1191619 (Why is no real title available?)
- Using Fisher scoring to fit extended Poisson process models
- Modelling Longitudinal Semicontinuous Emesis Volume Data with Serial Correlation in an Acupuncture Clinical Trial
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- Bartlett adjustments for systems of linear equations with linear restrictions
- FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
- Estimation and testing when explanatory variables are endogenous. An application to a demand system
- Small sample validity of latent variable models for correlated binary data
- Mixture models for quantitative HIV RNA data
- A sensitivity analysis of two multivariate response models
- scientific article; zbMATH DE number 4205782 (Why is no real title available?)
- Factor models for multivariate count data.
- scientific article; zbMATH DE number 970034 (Why is no real title available?)
- A Random Effects Transition Model For Longitudinal Binary Data With Informative Missingness
- The accuracy of statistical distributions in Microsoft\(^{\circledR}\) Excel 2007
- Nonlinear regime-switching state-space (RSSS) models
- AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD
- Cautions in testing variance equality with randomization tests
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON
- scientific article; zbMATH DE number 1862807 (Why is no real title available?)
- Least-squares fitting from the variogram cloud
- Solving dynamic macroeconomic policy games using the algorithm OPTGAME 1.0
- Econometric modelling with time series. Specification, estimation and testing
- A Cautionary Note on the Robustness of Latent Class Models for Estimating Diagnostic Error without a Gold Standard
- Some Generalized Stochastic Compartment Models for Digesta Flow
- Measuring the effects of new brand introduction on inter-brand strategic interaction
- Regression among factor scores
- A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.
- An efficient algorithm for generating two-way contingency tables with fixed marginal totals and arbitrary mean proportions, with applications to permutation tests
- An error in the Kinderman-Ramage method and how to fix it
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