Beta-series regression requires estimating at least one parameter for each event presentation (one if the correlation GLM is used ... step, although the way that MVPA uses these parameter estimates is very different from beta-series regression.

BETA SERIES CORRELATION ANALYSIS Description Rissman, Gazzaley, and D'Esposito (2004) introduced the beta series ... betas are then binned based on task stage and/ or experimental conditions to form condition- specific beta series.

In addition, the mean of conditional beta series in most of the cases is not significantly different from beta point estimates computed from Market Risk Model . The comparison of beta estimates from all three models is presented in Table 6 with ...

... alternating wales of said second set of alternating wales , welt stitches in in said second group of consecutive wales , said wales of said first series of wales of said second set of alternating said beta series generally alternating with the wales ...

... of Charonnat,16 who accepts the monohydrate formula of both the alpha and the beta series, but considers that in the alpha salts the ruthenium is quadrivalent , and that the salts are in fact hydroxychlororuthenates, of formula XjRulvCl6(OH) ...

Beta series he will find something else — namely , just the opposite . The increase on the Beta series from the residence group “ 0-5 ” to the group “ over 20 ” is 0.82 points or an increase of 7.381 per cent . The increase on the Alpha series ...

Table 3 presents summary statistics for all the beta series . The time series for three - year betas are more volatile than those for five - year betas . Surprisingly , both of the Kalman filtered beta series are a lot less volatile ( especially the ML ...

We estimate three additional sets of OLS beta series to provide additional sensitivity analysis . We estimate the market risk coefficients from monthly nominal and quarterly real returns and compute the market model without the constant term .