Druss2k

Germany

Jul
22
comment Simulation of Poisson data with a endogenous regressor
That is true. Besides that I'm not quite sure whether it is possible to induce endogeneity this way as the random effect $u$ now explicitly models the dependence between $z$ and the "error term". Nevertheless there could be a way of exploiting the mixed effects framework to achieve what I'm trying to do.
Jul
22
comment Simulation of Poisson data with a endogenous regressor
I've not thought about dealing with this problem with explicitly using a random effects model. Thank you for the insight.
Jul
22
comment Simulation of Poisson data with a endogenous regressor
As what I've described above is a rather simplified version of what I'm actually trying to do it would help greatly if you could give my some hints?
Jul
22
comment Simulation of Poisson data with a endogenous regressor
To follow up on that: do you know any reference or means to create a arrival process where one co-variable itself is endogenous and depends upon the arrival rate itself? For instance in demand situations if a high arrival rate is observed (multiple purchases of a product) the firm will increase their price (which will then be endogenous as depending upon demand).
Jul
22
accepted Simulation of Poisson data with a endogenous regressor
Jul
22
comment Simulation of Poisson data with a endogenous regressor
Yes thats true. I think my silly mistake was that when I'll estimate the $\lambda$ equation with $z$ as defined above I'll get $\widehat{\beta}$ as an estimate for $\beta_0+\gamma_0$.
Jul
22
asked Simulation of Poisson data with a endogenous regressor
May
26
asked How to forecast (extrapolate) within a (B-)Spline setting
Jan
20
revised Reproducing a tensor product plot with wireframe
edited tags
Jan
19
asked Reproducing a tensor product plot with wireframe
Dec
27
asked Change in data.table w.r.t to the subset-statement within the i-argument
Oct
8
accepted The meaning of translation completeness w.r.t a random variable
Sep
29
awarded Popular Question
Aug
22
revised In practice, how is the penalisation matrix for splines, created by smoothCon (package mgcv), specified?
edited title
Aug
22
asked In practice, how is the penalisation matrix for splines, created by smoothCon (package mgcv), specified?
Aug
21
awarded Enthusiast
Aug
19
revised Problems with calculation of numerical identification w.r.t. ANOVA smooth for large scale matrices
deleted 1 character in body; edited title
Aug
19
asked Problems with calculation of numerical identification w.r.t. ANOVA smooth for large scale matrices
Aug
14
revised How does the cubic spline basis exactly look like
deleted 77 characters in body; edited tags
Aug
14
revised How exactly is the sum (or mean) centering constraint for splines (also w.r.t. gam from mgcv) done?
deleted 4475 characters in body; edited tags; edited title
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