scispace - formally typeset
Journal ArticleDOI

A double bootstrap method to analyze linear models with autoregressive error terms.

Reads0
Chats0
TLDR
A new method for the analysis of linear models that have autoregressive errors is proposed, which is not only relevant in the behavioral sciences for analyzing small-sample time-series intervention models, but is also appropriate for a wide class of small- sample linear model problems.
Abstract
A new method for the analysis of linear models that have autoregressive errors is proposed. The approach is not only relevant in the behavioral sciences for analyzing small-sample time-series intervention models, but it is also appropriate for a wide class of small-sample linear model problems in which there is interest in inferential statements regarding all regression parameters and autoregressive parameters in the model. The methodology includes a double application of bootstrap procedures. The 1st application is used to obtain bias-adjusted estimates of the autoregressive parameters. The 2nd application is used to estimate the standard errors of the parameter estimates. Theoretical and Monte Carlo results are presented to demonstrate asymptotic and small-sample properties of the method; examples that illustrate advantages of the new approach over established time-series methods are described.

read more

Citations
More filters
Book ChapterDOI

Multigroup Analysis in Partial Least Squares (PLS) Path Modeling: Alternative Methods and Empirical Results

TL;DR: In this article, a comparative analysis of multigroup analysis methods for partial least squares path modeling is presented, and a comparison of the available procedures with which to statistically assess differences between group-specific parameters in PLS path modelling is presented.
Journal ArticleDOI

Conducting Interrupted Time-series Analysis for Single- and Multiple-group Comparisons:

Ariel Linden
- 01 Jun 2015 - 
TL;DR: In this article, the itsa command is introduced to perform interrupted time-series analysis for single and multiple-group comparisons, where an outcome variabilistic outcome is obtained by a single-and multi-group comparison.
Journal ArticleDOI

Characteristics of single-case designs used to assess intervention effects in 2008

TL;DR: A study that located, digitized, and coded all 809 single- case designs appearing in 113 studies in the year 2008 in 21 journals in a variety of fields in psychology and education has implications for the contributions of single-case designs to evidence-based practice and suggest a number of future research directions.
Journal ArticleDOI

Design Specification Issues in Time-Series Intervention Models

TL;DR: In this article, it has been recognized that the two-phase version of the interrupted time-series design can be frequently modeled using a four-parameter design matrix, however, there are differences across writers in the details of the recommended design matrices to be used in the estimation of the four parameters of the model.
Journal ArticleDOI

Making treatment effect inferences from multiple-baseline data: the utility of multilevel modeling approaches.

TL;DR: Interval estimates of the average treatment effect were examined for two specifications of the Level 1 error structure (σ2I and first-order autoregressive) and for five different methods of estimating the degrees of freedom (containment, residual, between—within, Satterthwaite, and Kenward—Roger).
References
More filters
Book

An introduction to the bootstrap

TL;DR: This article presents bootstrap methods for estimation, using simple arguments, with Minitab macros for implementing these methods, as well as some examples of how these methods could be used for estimation purposes.
Book

Time series analysis, forecasting and control

TL;DR: In this article, a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970 is presented, focusing on practical techniques throughout, rather than a rigorous mathematical treatment of the subject.
Journal ArticleDOI

Time Series Analysis Forecasting and Control

TL;DR: This revision of a classic, seminal, and authoritative book explores the building of stochastic models for time series and their use in important areas of application —forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Journal ArticleDOI

Time series analysis, forecasting and control

TL;DR: Time series analysis san francisco state university, 6 4 introduction to time series analysis, box and jenkins time seriesAnalysis forecasting and, th15 weeks citation classic eugene garfield, proc arima references 9 3 sas support, time series Analysis forecasting and control pambudi, timeseries analysis forecasting and Control george e.
Related Papers (5)