Search for dissertations about: "Model misspecification"
Showing result 16 - 20 of 32 swedish dissertations containing the words Model misspecification.
-
16. Essays on international comparisons of health care expenditure
Abstract : The five papers of this thesis continue the tradition of international comparisons of aggregate health care expenditure. The studies focus on econometric aspects, such as temporal stability of the estimated relationships, their functional form, and discrimination between different regression models. READ MORE
-
17. Generalized linear models with clustered data
Abstract : In situations where a large data set is partitioned into many relatively small groups, and where the members within a group have some common unmeasured characteristics, the number of parameters requiring estimation tends to increase with sample size if a fixed effects model is applied. This fact causes the assumptions underlying asymptotic results to be violated. READ MORE
-
18. Unequal Probability Sampling in Active Learning and Traffic Safety
Abstract : This thesis addresses a problem arising in large and expensive experiments where incomplete data come in abundance but statistical analyses require collection of additional information, which is costly. Out of practical and economical considerations, it is necessary to restrict the analysis to a subset of the original database, which inevitably will cause a loss of valuable information; thus, choosing this subset in a manner that captures as much of the available information as possible is essential. READ MORE
-
19. Bayesian time series and panel models : unit roots, dynamics and random effects
Abstract : This thesis consists of four papers and the main theme present is dependence, through time as in serial correlation, and across individuals, as in random effects. The individual papers may be grouped in many different ways. READ MORE
-
20. Optimal Sequential Decisions in Hidden-State Models
Abstract : This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters.Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. READ MORE