# Tagged Questions

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### FE shrinkage estimates

In what circumstances can Fixed effects models produce BLUE/shrinkage estimates? I am referring to models discussed in Tekwe et al.(2004)...Journal of Educational and Behavioral statistics. I would ...
49 views

### componentwise boosting based on fisher scoring

componentwise boosting dates back at least to Bühlman and Yu (2003), where in each boosting iteration a set of base-learners (e.g. simple linear models) depending on a subset of the covariates are ...
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### System Identification regarding to L1-norm (absolute operator)

I am doing some control and system identification work right now, and I really need some help with respect to the system identification part. Basically, I have a discrete state-space model, such as ...
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### Time series modeling the number of users of a mobile app

I want to model the number of users of an mobile app. This app has two kinds of users: free and paid. I thought of this autoregressive model: $x_t = Ax_{t-1}$ with $x_t$ being a 4-dimensional ...
632 views

### Panel data model estimation with dummy variables

In "R - project" I am trying to estimate the panel data lm model with plm function. When I include 3 dummy variables into the ...
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### Generating likely populations given a subsample and control totals

Context In transportation planning, agent-based microsimulation is a method to deal with the complexity of the problem. Instead of computing aggregate flows (as in the classical four-step model), ...
Consider the following model $Y_i = f(X_i) + e_i$ from which we observe n iid data points $\left( X_i, Y_i \right)_{i=1}^n$. Suppose that $X_i \in \mathbb{R}^d$ is a $d$ dimensional feature vector. ...