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Full-Text Articles in Physical Sciences and Mathematics
Missing Data In Clinical Trial: A Critical Look At The Proportionality Of Mnar And Mar Assumptions For Multiple Imputation, Theophile B. Dipita
Missing Data In Clinical Trial: A Critical Look At The Proportionality Of Mnar And Mar Assumptions For Multiple Imputation, Theophile B. Dipita
Electronic Theses and Dissertations
Randomized control trial is a gold standard of research studies. Randomization helps reduce bias and infer causality. One constraint of these studies is that it depends on participants to obtain the desired data. Whatever the researcher can do, there is a possibility to end up with incomplete data. The problem is more relevant in clinical trials when missing data can be related to the condition under study. The benefits of randomization is compromised by missing data. Multiple imputation is a valid method of treating missing data under the assumption of MAR. Unfortunately this is an unverified assumptions. Current practice advise …
Garch(1,1) With Sifted Gamma-Distributed Errors, Alan C. Budd
Garch(1,1) With Sifted Gamma-Distributed Errors, Alan C. Budd
Electronic Theses and Dissertations
Typical General Autoregressive Conditional Heteroskedastic (GARCH) processes involve normally-distributed errors, and they model strictly-positive error processes poorly. This thesis will present a method for estimating the parameters of a GARCH(1,1) process with shifted Gamma-distributed errors, conduct a simulation study to test the method, and apply the method to real time series data.