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We test errors for hetheroskedasticity in groups through the Wald test and find the variance of the errors being inconstant between groups [(2a): χ 2 -stat = 168.88 p-value 0.00; (2b): χ 2 -stat = 149.7 p-value 0.00].
Where ( {sigma}_u^2 ) is the variance of the error in the criterion Eq. (1); ( {sigma}_{epsilon 1}^2 ) and ( {sigma}_{epsilon 0}^2 ) are the variance of the errors ϵ1 and ϵ0, respectively, in productivity outcome functions in Eq. (2); and σϵ1u and σϵ0u are the covariance of error terms u, ϵ1, and ϵ0.
The variance of the errors associated with each of the models are: Σ1, Σ2, Σ3, Σ4 respectively.
Instead, the variance of the errors (ht) is allowed to change over time depending on the volatility of errors in the previous two years (lag two).
Estimation of a first derivative is straightforward in spline smoothing, with the advantage in the present context that the variance of the errors is low, as discussed in Section 2.
Similar(55)
We want to calculate the variance of the error from the variances of the experimentally observed variables through error propagation [34].
The variance of the error is then estimated as: (frac {{d_{s}^{2}}}{12}).
To reduce the variance of the error we have to increase Δ f.
Over-fitting is caused when the variance of the error term dominates the prediction error of the model.
As shown in Figure3, the variance of the error obtained with the reassignment method is close to the CRB.
{E}_{mathrm{total}}=sqrt{upsilon^2+{sigma}^2} (12 where υ is the mean error (bias) and σ 2 is the variance of the error.
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