Search results
Results from the WOW.Com Content Network
In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models.Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable.
The EM algorithm consists of two steps: the E-step and the M-step. Firstly, the model parameters and the () can be randomly initialized. In the E-step, the algorithm tries to guess the value of () based on the parameters, while in the M-step, the algorithm updates the value of the model parameters based on the guess of () of the E-step.
GMM may refer to: Generalized method of moments, an econometric method; GMM Grammy, a Thai entertainment company; Gaussian mixture model, a statistical probabilistic model; Google Map Maker, a public cartography project; GMM, IATA code for Gamboma Airport in the Republic of the Congo
The model is estimated by OLS or another consistent (but inefficient) estimator, and the residuals are used to build a consistent estimator of the errors covariance matrix (to do so, one often needs to examine the model adding additional constraints; for example, if the errors follow a time series process, a statistician generally needs some ...
Examples of variance structure specifications include independence, exchangeable, autoregressive, stationary m-dependent, and unstructured. The most popular form of inference on GEE regression parameters is the Wald test using naive or robust standard errors, though the Score test is also valid and preferable when it is difficult to obtain ...
A polygon is a generalization of a 3-sided triangle, a 4-sided quadrilateral, and so on to n sides. A hypercube is a generalization of a 2-dimensional square, a 3-dimensional cube, and so on to n dimensions. A quadric, such as a hypersphere, ellipsoid, paraboloid, or hyperboloid, is a generalization of a conic section to higher dimensions.
The search engine that helps you find exactly what you're looking for. Find the most relevant information, video, images, and answers from all across the Web.
The information bottleneck method is a technique in information theory introduced by Naftali Tishby, Fernando C. Pereira, and William Bialek. [1] It is designed for finding the best tradeoff between accuracy and complexity (compression) when summarizing (e.g. clustering) a random variable X, given a joint probability distribution p(X,Y) between X and an observed relevant variable Y - and self ...