Estimating equations are used to develop simple non-iterative estimates of the κ-coefficient that can be used when there are more than two random raters and/or unbalanced data (each subject is not ...

This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...

The Standard Deviation is the basic metric to measure volatility. However, the Standard Deviation is an absolute measurement, not a relative measurement. To compare the volatility of two or more data ...

Where can I find the random parameter matrix in MLwiN? How do I use this to work out the residual ('unexplained') variance at each level? Variances and covariances are stored in column c1096. (See ...

A convenient summary of the 'importance' of schools is the proportion of the total variance accounted for, which we will call the 'variance partition coefficient' (VPC) given by the formula: and in ...

We continue the exploration of the statistical landscape, including polygenic risk scores (calculation and evaluation), longitudinal models, to conclude on how Statistical Equation Modeling (SEM) can ...