INDEX
Accelerated failure time models
Adjusted coefficient of determination
calculation
Adjusted coefficient of variation
definition
Airlines data
fixed/random effects model, covariance matrices
fixed time effects analysis
using Proc GLM
firm effects analysis
using Proc GLM
groupwise heteroscedasticity estimators
HCCME estimators
least squares residuals
comparison
likelihood ratio test
LSDV estimation
using Proc GLM
using Proc IML
using Proc panel
using OLS calculations
mean of residuals
pooled regression model
summary statistics
temporary SAS data set
time series plot
regression, dummy variables
Analysis of variance (ANOVA) techniques
table
ARCH(1) model
process
ARCH(q) process
unconditional variance
Arellano–Bond GMM estimator
first-step estimator
second-step estimator
Asymptotic covariance matrix
Asymptotic variance
Asymptotic variance-covariance matrix
Attrition models
Autocorrelation process
detection
Durbin–Watson test
Lagrange multiplier test
first-order
occurrence
ordinary least square (OLS) estimation problems
parameters
FGLS estimation method
GLS estimation method
second-order
Autoregressive conditional heteroscedastic models (ARCH)
generalized ARCH models
process
testing effects
Autoregressive autocorrelation model (AR)
AR(2) model, residuals
first-order autocorrelation model (AR1)
fitness procedure
Proc autoreg
SAS usage
Autoregressive moving average process
Bartlett test statistic
variance comparison
BHHH methods, algorithm
Binary response models
Bootstrap estimation ...
