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Robustification of regression model with the fixed and random effects
Název práce v češtině: Robustifikace regresního modelu s pevnými a náhodnými efekty
Název v anglickém jazyce: Robustification of regression model with the fixed and random effects
Klíčová slova: Regression model, fixed and random effects, robust approach, the least weighted squares, Monte Carlo studies
Klíčová slova anglicky: Regression model, fixed and random effects, robust approach, the least weighted squares, Monte Carlo studies
Akademický rok vypsání: 2012/2013
Typ práce: bakalářská práce
Jazyk práce: angličtina
Ústav: Institut ekonomických studií (23-IES)
Vedoucí / školitel: prof. RNDr. Jan Ámos Víšek, CSc.
Řešitel: skrytý - zadáno vedoucím/školitelem
Datum přihlášení: 07.05.2013
Datum zadání: 07.05.2013
Datum a čas obhajoby: 18.06.2014 00:00
Místo konání obhajoby: ies
Datum odevzdání elektronické podoby:14.05.2014
Datum proběhlé obhajoby: 18.06.2014
Oponenti: Mgr. Božena Bobková
 
 
 
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Zásady pro vypracování
Reading the basic literature and compilation information.
Writing an introduction to the classical part and to the part devoted to robust methods.
Research of unbiasedness and consistency and formulation new assertions.
Creating the corresponding software for numerical studies.
Proposing the conclusions and discussing the basic new achievments.
Seznam odborné literatury
Hampel, F. R., E. M. Ronchetti, P. J. Rousseeuw, W. A. Stahel (1986): Robust Statistics -- The Approach Based on Influence Functions. New York: J.Wiley and Sons.

Rousseeuw, P. J., A. M. Leroy (1987): Robust Regression and
Outlier Detection. New York: J.Wiley and Sons.

Víšek, J. Á (2002): Modern processing data. Data Analysis 2002/II, Modern Statistical Methods - Modelling, Regression, Classification and Data Mining, organized by TRYLOBITE, Bohdaneč, ed. K. Kupka, ISBN 80-239-0204-0, 131 - 167.

Víšek, J. Á (2003): Philosophy of statistical modelling and the least weighted squares. Data Analysis 2003/II, Progressive Methods of Statistical Data Analysis and Modelling for Research and Technical Practice, organized by TRYLOBITE.

Víšek, J. Á (2009): Consistency of the instrumental weighted variables. Annals of the Institute of Statistical Mathematics, (2009) 61, 543 - 578.

Víšek, J. Á (2010): Robust error-term-scale estimate. IMS Collections. Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: Festschrift for Jana Jurečková,Vol. 7(2010), 254 - 267.

Víšek, J. Á (2011): Consistency of the least weighted squares under heteroscedasticity.
Kybernetika 47 , 179-206.
Předběžná náplň práce
A compilation of basic framework of the classical regression model with the fixed and random effects. The methods of overcoming difficulties of bad effects of "additional intercept", a research of decrease of the efficiency in the case of deviating from normality. An overview of basic ideas of robust methods, discussion of the reasons for the least weighted squares, generalization on the model with the effects, proving the unbiasedness and consistency and numerical studies under the various frameworks of contamination.
Předběžná náplň práce v anglickém jazyce
A compilation of basic framework of the classical regression model with the fixed and random effects. The methods of overcoming difficulties of bad effects of "additional intercept", a research of decrease of the efficiency in the case of deviating from normality. An overview of basic ideas of robust methods, discussion of the reasons for the least weighted squares, generalization on the model with the effects, proving the unbiasedness and consistency and numerical studies under the various frameworks of contamination.
 
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