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Multinomial logistic estimation in dual frame surveys
http://ddd.uab.cat/record/144977
We consider estimation techniques from dual frame surveys in the case of estimation of proportions when the variable of interest has multinomial outcomes. We propose to describe the joint distribution of the class indicators by a multinomial logistic model. Logistic generalized regression estimators and model calibration estimators are introduced for class frequencies in a population. Theoretical asymptotic properties of the proposed estimators are shown and discussed. Monte Carlo experiments are also carried out to compare the efficiency of the proposed procedures for finite size samples and in the presence of different sets of auxiliary variables. The simulation studies indicate that the multinomial logistic formulation yields better results than the classical estimators that implicitly assume individual linear models for the variables. The proposed methods are also applied in an attitude survey. Molina, DavidWed, 23 Dec 2015 07:06:37 GMThttp://ddd.uab.cat/record/144977Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles :: a simulation study
http://ddd.uab.cat/record/144976
Generalized linear mixed models are flexible tools for modeling non-normal data and are usefulfor accommodating overdispersion in Poisson regression models with random effects. Theirmain difficulty resides in the parameter estimation because there is no analytic solution for themaximization of the marginal likelihood. Many methods have been proposed for this purpose andmany of them are implemented in software packages. The purpose of this study is to comparethe performance of three different statistical principles –marginal likelihood, extended likelihood,Bayesian analysis – via simulation studies. Real data on contact wrestling are used for illustration. Casals, MartíWed, 23 Dec 2015 07:06:37 GMThttp://ddd.uab.cat/record/144976A note on "Double bounded Kumaraswamy-power series class of distributions"
http://ddd.uab.cat/record/144975
In a recent edition of SORT, Bidram and Nekoukhou proposed a novel class of distributions and derived its mathematical properties. Several of the mathematical properties are expressed as single infinite sums or double infinite sums. Here, we show that many of these properties can be expressed in terms of known special functions, functions for which in-built routines are widely available. Pogány, Tibor K.Wed, 23 Dec 2015 07:06:37 GMThttp://ddd.uab.cat/record/144975Robust project management with the tilted beta distribution
http://ddd.uab.cat/record/144974
Recent years have seen an increase in the development of robust approaches for stochastic project management methodologies such as PERT (Program Evaluation and Review Technique). These robust approaches allow for elevated likelihoods of outlying events, thereby widening interval estimates of project completion times. However, little attention has been paid to the fact that outlying events and/or expert judgments may be asymmetric. We propose the tilted beta distribution which permits both elevated likelihoods of outlying events as well as an asymmetric representation of these events. We examine the use of the tilted beta distribution in PERT with respect to other project management distributions. Hahn, Eugene D.Wed, 23 Dec 2015 07:06:37 GMThttp://ddd.uab.cat/record/144974On the interpretation of differences between groups for compositional data
http://ddd.uab.cat/record/144973
Social polices are designed using information collected in surveys; such as the Catalan TimeUse survey. Accurate comparisons of time use data among population groups are commonlyanalysed using statistical methods. The total daily time expended on different activities by asingle person is equal to 24 hours. Because this type of data are compositional, its sample spacehas particular properties that statistical methods should respect. The critical points required tointerpret differences between groups are provided and described in terms of log-ratio methods. These techniques facilitate the interpretation of the relative differences detected in multivariateand univariate analysis. Martín-Fernández, Josep-AntoniWed, 23 Dec 2015 07:06:37 GMThttp://ddd.uab.cat/record/144973On the bivariate Sarmanov distribution and copula. An application on insurance data using truncated marginal distributi
http://ddd.uab.cat/record/144972
The Sarmanov family of distributions can provide a good model for bivariate random variables and it is used to model dependency in a multivariate setting with given marginals. In this paper, we focus our attention on the bivariate Sarmanov distribution and copula with different truncated extreme value marginal distributions. We compare a global estimation method based on maximizing the full log-likelihood function with the estimation based on maximizing the pseudo-log-likelihood function for copula (or partial estimation). Our aim is to estimate two statistics that can be used to evaluate the risk of the sum exceeding a given value. Numerical results using a real data set from the motor insurance sector are presented. Bahraoui, ZuhairWed, 23 Dec 2015 07:06:37 GMThttp://ddd.uab.cat/record/144972Likelihood-based inference for the power regression model
http://ddd.uab.cat/record/144971
In this paper we investigate an extension of the power-normal model, called the alpha-power model and specialize it to linear and nonlinear regression models, with and without correlated errors. Maximum likelihood estimation is considered with explicit derivation of the observed and expected Fisher information matrices. Applications are considered for the Australian athletes data set and also to a data set studied in Xie et al. (2009). The main conclusion is that the proposed model can be a viable alternative in situations were the normal distribution is not the most adequate model. Martínez-Flórez, GuillermoWed, 23 Dec 2015 07:06:36 GMThttp://ddd.uab.cat/record/144971Twenty years of P-splines
http://ddd.uab.cat/record/144970
P-splines first appeared in the limelight twenty years ago. Since then they have become popular in applications and in theoretical work. The combination of a rich B-spline basis and a simple difference penalty lends itself well to a variety of generalizations, because it is based on regression. In effect, P-splines allow the building of a “backbone” for the “mixing and matching” of a variety of additive smooth structure components, while inviting all sorts of extensions: varying-coefficient effects, signal (functional) regressors, two-dimensional surfaces, non-normal responses, quantile (expectile) modelling, among others. Strong connections with mixed models and Bayesian analysis have been established. We give an overview of many of the central developments during the first two decades of P-splines. Eilers, Paul H.C.Wed, 23 Dec 2015 07:06:36 GMThttp://ddd.uab.cat/record/144970The exponentiated discrete Weibull distribution
http://ddd.uab.cat/record/132931
In this paper, the exponentiated discrete Weibull distribution is introduced. This new generalization of the discrete Weibull distribution can also be considered as a discrete analogue of the exponentiated Weibull distribution. A special case of this exponentiated discrete Weibull distribution defines a new generalization of the discrete Rayleigh distribution for the first time in the literature. In addition, discrete generalized exponential and geometric distributions are some special sub-models of the new distribution. Here, some basic distributional properties, moments, and order statistics of this new discrete distribution are studied. We will see that the hazard rate function can be in- creasing, decreasing, bathtub, and upside-down bathtub shaped. Estimation of the parameters is illustrated using the maximum likelihood method. The model with a real data set is also examined. Nekoukhou, VahidThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132931A comparison of computational approaches for maximum likelihood estimation of the Dirichlet parameters on high-dimensional data
http://ddd.uab.cat/record/132930
Likelihood estimates of the Dirichlet distribution parameters can be obtained only through numerical algorithms. Such algorithms can provide estimates outside the correct range for the parameters and/or can require a large amount of iterations to reach convergence. These problems can be aggravated if good starting values are not provided. In this paper we discuss several approaches that can partially avoid these problems providing a good trade-off between efficiency and stability. The performances of these approaches are compared on high-dimensional real and simulated data. Giordan, MarcoThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132930A mathematical programming approach for different scenarios of bilateral bartering
http://ddd.uab.cat/record/132929
The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This paper provides a novel mathematical programming based approach to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of elementary reallocations of couple of commodities among couples of agents, are formalized as local searches converging to equilibrium allocations. A direct application of the analysed processes in the context of computational economics is provided, along with a Java implementation of the described approaches. Nasini, StefanoThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132929Discrete alpha-skew-Laplace Distribution
http://ddd.uab.cat/record/132928
Classical discrete distributions rarely support modelling data on the set of whole integers. In this paper, we shall introduce a flexible discrete distribution on this set, which can, in addition, cover bimodal as well as unimodal data sets. The proposed distribution can also be fitted to positive and negative skewed data. The distribution is indeed a discrete counterpart of the continuous alpha-skew-Laplace distribution recently introduced in the literature. The proposed distribution can also be viewed as a weighted version of the discrete Laplace distribution. Several distributional properties of this class such as cumulative distribution function, moment generating function, moments, modality, infinite divisibility and its truncation are studied. A simulation study is also performed. Finally, a real data set is used to show applicability of the new model comparing to several rival models, such as the discrete normal and Skellam distributions. Harandi, S. ShamsThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132928Diagnostic plot for the identification of high leverage collinearity-influential observations
http://ddd.uab.cat/record/132927
High leverage collinearity influential observations are those high leverage points that change the multicollinearity pattern of a data. It is imperative to identify these points as they are responsible for misleading inferences on the fitting of a regression model. Moreover, identifying these observations may help statistics practitioners to solve the problem of multicollinearity, which is caused by high leverage points. A diagnostic plot is very useful for practitioners to quickly capture abnormalities in a data. In this paper, we propose new diagnostic plots to identify high leverage collinearity influential observations. The merit of our proposed diagnostic plots is confirmed by some well-known examples and Monte Carlo simulations. Bagheri, ArezooThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132927A new class of Skew-Normal-Cauchy Distribution
http://ddd.uab.cat/record/132926
In this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions. Some properties of the new distribution are investigated, inference via maximum likelihood estimation is implemented and results of a real data application, which reveal good performance of the new model, are reported. Arrué, JaimeThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132926Small area estimation of poverty indicators under partitioned area-level time models
http://ddd.uab.cat/record/132925
This paper deals with small area estimation of poverty indicators. Small area estimators of these quantities are derived from partitioned time-dependent area-level linear mixed models. The introduced models are useful for modelling the different behaviour of the target variable by sex or any other dichotomic characteristic. The mean squared errors are estimated by explicit formulas. An application to data from the Spanish Living Conditions Survey is given. Morales, DomingoThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132925Inference on the parameters of the Weibull distribution using records
http://ddd.uab.cat/record/132924
The Weibull distribution is a very applicable model for lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a confidence interval for the shape parameter. Then, in addition to a generalized confidence interval, a generalized test variable is derived for the scale parameter when the shape parameter is unknown. The paper presents a simple and exact joint confidence region as well. In all cases, simulation studies show that the proposed approaches are more satisfactory and reliable than previous methods. All proposed approaches are illustrated using a real example. Jafari, Ali AkbarThu, 25 Jun 2015 06:06:06 GMThttp://ddd.uab.cat/record/132924Global hypothesis test to compare the likelihood ratios of multiple binary diagnostic tests with ignorable missing data
http://ddd.uab.cat/record/128152
In this article, a global hypothesis test is studied to simultaneously compare the likelihood ratios of multiple binary diagnostic tests when in the presence of partial disease verification the missing data mechanism is ignorable. The hypothesis test is based on the chi-squared distribution. Simulation experiments were carried out to study the type I error and the power of the global hypothesis test when comparing the likelihood ratios of two and three diagnostic tests respectively. The results obtained were applied to the diagnosis of coronary stenosis. Marín Jimenez, Ana EugeniaWed, 14 Jan 2015 16:17:39 GMThttp://ddd.uab.cat/record/128152Untangling the influence of several contextual variables on the respondents' lexical choices :: a statistical approach
http://ddd.uab.cat/record/128151
This work proposes an original textual statistical method to uncover the relationships between opinions, expressed as free-text answers, and respondents’ characteristics. This method also identifies the specific links between each characteristic and certain words used in these answers. Promising results are obtained as shown by an application to real data collected to know what health means for non-experts, essential knowledge for effective public health interventions. Bécue-Bertaut, MónicaWed, 14 Jan 2015 16:11:03 GMThttp://ddd.uab.cat/record/128151Balancing properties :: a need for the application of propensity score methods in estimation of treatment effects
http://ddd.uab.cat/record/128150
There has been recently a striking increase in the use of propensity score methods in health sciences research as a tool to adjust for selection bias in making causal inferences from observational controlled studies. However, reviews of published studies that use these techniques suggest that investigators often do not pay proper attention to thorough verification of appropriate fulfilment of propensity score adjusting properties. By using a case study in which balance is not achieved, we illustrate the need to systematically asses the accomplishment of the balancing property of the propensity score as a critical requirement for obtaining unbiased treatment effects estimates. Urkaregi, ArantzaWed, 14 Jan 2015 16:01:36 GMThttp://ddd.uab.cat/record/128150Exact prediction intervals for future current records and record range from any continuous distribution
http://ddd.uab.cat/record/128149
In this paper, a general method for predicting future lower and upper current records and record range from any arbitrary continuous distribution is proposed. Two pivotal statistics with the same explicit distribution for lower and upper current records are developed to construct prediction intervals for future current records. In addition, prediction intervals for future observations of the record range are constructed. A simulation study is applied on normal and Weibull distributions to investigate the efficiency of the suggested method. Finally, an example for real lifetime data with unknown distribution is analysed. Barakat, H. M.Wed, 14 Jan 2015 15:52:44 GMThttp://ddd.uab.cat/record/128149New approaches in the chemometric analysis of infrared spectra of extra-virgin olive oils
http://ddd.uab.cat/record/128148
The aim of this paper is to apply new chemometric approaches to obtain quantitative information from near and mid infrared spectra of Andalusian extra-virgin olive oils, using gas chromatography as a classical reference analytical technique. Estimations of the content in saturated, monounsaturated and polyunsaturated fatty acids are given using partial least squares regression from the near and mid infrared data matrices as well as their concatenated matrix. The different estimations are evaluated in terms of goodness of fit (calibration) and prediction (validation), as a function of the number of partial least squares factors in the regression model and the used matrix of data. Furthermore, the nature, systematic or random, of the prediction errors is studied by a decomposition of their mean squared error. Finally, procedures of cross-validation are implemented in order to generalize the previous results. Sánchez Rodríguez, María IsabelWed, 14 Jan 2015 15:43:36 GMThttp://ddd.uab.cat/record/128148An extension of the slash-elliptical distribution
http://ddd.uab.cat/record/128146
This paper introduces an extension of the slash-elliptical distribution. This new distribution is generated as the quotient between two independent random variables, one from the elliptical family (numerator) and the other (denominator) a beta distribution. The resulting slash-elliptical distribution potentially has a larger kurtosis coefficient than the ordinary slash-elliptical distribution. We investigate properties of this distribution such as moments and closed expressions for the density function. Moreover, an extension is proposed for the location scale situation. Likelihood equations are derived for this more general version. Results of a real data application reveal that the proposed model performs well, so that it is a viable alternative to replace models with lesser kurtosis flexibility. We also propose a multivariate extension. Rojas, Mario A.Wed, 14 Jan 2015 15:34:48 GMThttp://ddd.uab.cat/record/128146Integrating network design and frequency setting in public transportation networks :: a survey
http://ddd.uab.cat/record/128143
This work reviews the literature on models which integrate the network design and the frequency setting phases in public transportation networks. These two phases determine to a large extent the service for the passengers and the operational costs for the operator of the system. The survey puts emphasis on modelling features, i. e. , objective cost components and constraints, as well as on algorithmic aspects. Finally, it provides directions for further research. López Ramos, FranciscoWed, 14 Jan 2015 15:19:10 GMThttp://ddd.uab.cat/record/128143Estimators for the parameter mean of Morgenstern type bivariate generalized exponential distribution using ranked set sampling
http://ddd.uab.cat/record/128142
In situations where the sampling units in a study can be more easily ranked based on the measurement of an auxiliary variable, ranked set sampling provides unbiased estimators for the mean of a population that are more efficient than unbiased estimators based on simple random sampling. In this paper, we consider the Morgenstern type bivariate generalized exponential distribution and obtain several unbiased estimators for the mean parameter of its marginal distribution, based on different ranked set sampling schemes. The efficiency of all considered estimators are evaluated and several numerical illustrations are given. Tahmasebi, SaeidWed, 14 Jan 2015 15:13:38 GMThttp://ddd.uab.cat/record/128142Assessing the impact of early detection biases on breast cancer survival of Catalan women
http://ddd.uab.cat/record/128140
Survival estimates for women with screen-detected breast cancer are affected by biases specific to early detection. Lead-time bias occurs due to the advance of diagnosis, and length-sampling bias because tumors detected on screening exams are more likely to have slower growth than tumors symptomatically detected. Methods proposed in the literature and simulation were used to assess the impact of these biases. If lead-time and length-sampling biases were not taken into account, the median survival time of screen-detected breast cancer cases may be overestimated by 5 years and the 5-year cumulative survival probability by between 2. 5 to 5 percent units. Roso Llorach, AlbertWed, 14 Jan 2015 14:31:15 GMThttp://ddd.uab.cat/record/128140