[PICTURE]

Ronald Schoenberg

Ron is Affiliate Professor of Sociology, and Director of Software Applications Development for Aptech Systems, the creators of the GAUSS Programming Language.

Below you will find public domain software written in GAUSS, as well as articles on statistics and GAUSS software.
Software Archive

Links To Other Archives

Articles

  • Simulation of Bayesian Posterior Distributions of Parameters of Constrained Models

    Weighted likelihood bootstrap in CML.

    Monte Carlo evidence suggests that weighted likelihood bootstrap produces confidence limits with the correct size.

    postscript file
    compressed postscript file
  • Constrained Maximum Likelihood

    A description of CML, and discussion of statistical inference in models with constrained parameters.

    The paper presents a Monte Carlo study of the effects of constrained nuisance parameters on the size of confidence regions for parameters of interest, both constrained and unconstrained.

    postscript file
    compressed postscript file
  • Constrained Optimization

    Describes the new CO applications module written in GAUSS.

    postscript file
    compressed postscript file
  • The Markowitz Mean/Variance Portfolio Optimization Method

    Describes the application of the Markowitz portfolio optimization method to the optimal distribution of resources in a portfolio of stocks and securities. It uses a specially designed procedure written in GAUSS.

    postscript file
    compressed postscript file

    rons@u.washington.edu (206) 727-6521

    |Top|