Nonparametric Generalized Least Squares in Applied Regression Analysis

O’Hara, Michael; Parmeter, Christopher F.

doi:10.1111/1468-0106.12038

Cited by 3 publications

(2 citation statements)

References 40 publications

(65 reference statements)

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“…In contrast, the results indicate that the heteroskedasticity problem exists. It is agreed that when the heteroskedasticity exists, the OLS regression model becomes biased and fails to be the Best Linear Unbiased Estimator (BLUE) and thus the results would be unreliable and misleading (Bentes & Menezes, 2013;Ghasempour & MdYusof, 2014;Gourieroux & Monfort, 1997;Gujarati & Porter, 2009;O'Hara & Parmeter, 2013). When the problem of heteroskedasticity exists, the Generalized Least Squares (GLS) can be used as an alternative regression model (Aljandali & Tatahi, 2018;Boslaugh & Watters, 2008;Gourieroux & Monfort, 1997).…”

Section: Page21 Page21 Page21mentioning

confidence: 99%

“…When the problem of heteroskedasticity exists, the Generalized Least Squares (GLS) can be used as an alternative regression model (Aljandali & Tatahi, 2018;Boslaugh & Watters, 2008;Gourieroux & Monfort, 1997). It is, therefore, capable to provide the BLUE (Gujarati & Porter, 2009;O'Hara & Parmeter, 2013). To evade the inefficiency that occurs by heteroskedasticity, Cameron & Trivedi (2009) and Westerlund & Narayan (2012) recommended applying Feasible Generalized Least Squares model (FGLS).…”

Section: Page21 Page21 Page21mentioning

confidence: 99%

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The Impact of Firm Characteristics on the Level of Voluntary Disclosure:

Milad¹,

Biçer²

2020

IJFBS

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This study aims to examine the impact of some bank characteristics (age, size, profitability and leverage) on the extent of voluntary disclosure in annual reports of listed banks in Borsa Istanbul. All (13) listed banks represent the sample of the study. The study adopted the deductive approach by developing hypotheses based on the relevant theories and results of prior studies. The study also applied the panel data strategy to analyze the collected data from annual reports across five years (2013-2017). The results indicated that there is a positive relationship between each bank characteristic (age, size, profitability and leverage) and the level of voluntary disclosure. The results also show that profitability has a big impact on the level of voluntary disclosure followed by leverage, whereas, age and size have a small effect.

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Section: Page21 Page21 Page21mentioning

confidence: 99%

Section: Page21 Page21 Page21mentioning

confidence: 99%

The Impact of Firm Characteristics on the Level of Voluntary Disclosure:

Milad¹,

Biçer²

2020

IJFBS

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Feasible Generalized Least Squares Using Machine Learning

Miller

Startz²

2017

SSRN Journal

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The Association between Board of Directors’ Characteristics and the Level of Voluntary Disclosure: Evidence from Listed Banks in Borsa Istanbul

Milad¹,

Biçer

2020

Management & Economics Res. J.

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The main aim of this study is to investigate the association between some board of directors characteristics (board independence, board size, board meetings and role duality) and the level of voluntary disclosure in annual reports of listed banks in Borsa Istanbul The deductive approach was adopted by developing hypotheses based on the relevant theories and findings of previous studies. Also, the panel data strategy was applied to analyze the collected data from annual reports across five years (2013-2017). The univariate statistical analysis and the multivariate Feasible Generalized Least Squares regression model are used in this study. The results showed that board independence, board size and board meetings were positively and significantly associated with the level of voluntary disclosure, whilst role duality was negatively but no significantly associated with the level of voluntary disclosure. The results also indicated that all bank characteristics were positively and significantly associated with the level of voluntary disclosure. Most prior studies on voluntary disclosure practices have been undertaken in the developed countries and a few of them have focused on voluntary disclosure practices in the banking sector during a number of years (longitudinally). There is a requirement for more empirical studies in this area to confirm or disprove the previous results. This study will add value to the knowledge in the disclosure literature by clarifying the relationship between the board of directors' characteristics and voluntary disclosure in the banking sector of developing countries. JEL Classification: M4, M41.

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Nonparametric Generalized Least Squares in Applied Regression Analysis

Cited by 3 publications

References 40 publications

The Impact of Firm Characteristics on the Level of Voluntary Disclosure:

The Impact of Firm Characteristics on the Level of Voluntary Disclosure:

Feasible Generalized Least Squares Using Machine Learning

The Association between Board of Directors’ Characteristics and the Level of Voluntary Disclosure: Evidence from Listed Banks in Borsa Istanbul

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