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Multivariate Analysis Commons

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Full-Text Articles in Multivariate Analysis

On The Performance Of Some Poisson Ridge Regression Estimators, Cynthia Zaldivar Mar 2018

On The Performance Of Some Poisson Ridge Regression Estimators, Cynthia Zaldivar

FIU Electronic Theses and Dissertations

Multiple regression models play an important role in analyzing and making predictions about data. Prediction accuracy becomes lower when two or more explanatory variables in the model are highly correlated. One solution is to use ridge regression. The purpose of this thesis is to study the performance of available ridge regression estimators for Poisson regression models in the presence of moderately to highly correlated variables. As performance criteria, we use mean square error (MSE), mean absolute percentage error (MAPE), and percentage of times the maximum likelihood (ML) estimator produces a higher MSE than the ridge regression estimator. A Monte Carlo …


Effect Of Correlations On Type 1 Error Rates Of Some Multivariate Normality Tests, Gbenga Sunday Solomon, Kayode Ayinde, Nurudeen Abiodun Alao Jan 2017

Effect Of Correlations On Type 1 Error Rates Of Some Multivariate Normality Tests, Gbenga Sunday Solomon, Kayode Ayinde, Nurudeen Abiodun Alao

Conference on Applied Statistics in Agriculture

Normality assumption of multivariate data is a prerequisite to the use of multivariate statistical data analysis methods before inference could be valid and reliable. Tests developed to validate this assumption including Doornik-Harsen (DH), Shapiro-Francia (SF), Mardia Skewness (MS), Mardia Skewness for small sample (MSS) and Kurtosis (MK), Skewness (S) and Kurtosis(K), Shapiro-Wilk(SW), Royston (R), Desgagne-Micheaux (DM), Henze-Zirkler (HZ), Energy (E), Gel-Gastwirth (GG) and Bontemps-Meddahi (BM) tests often result into different conclusions. These differences can be misleading. Consequently, this paper examined the effect of correlations on the Type 1 error rates of multivariate tests of normality. Monte Carlo experiments were conducted …


Spatial And Temporal Correlations Of Freeway Link Speeds: An Empirical Study, Piotr J. Rachtan Jan 2012

Spatial And Temporal Correlations Of Freeway Link Speeds: An Empirical Study, Piotr J. Rachtan

Masters Theses 1911 - February 2014

Congestion on roadways and high level of uncertainty of traffic conditions are major considerations for trip planning. The purpose of this research is to investigate the characteristics and patterns of spatial and temporal correlations and also to detect other variables that affect correlation in a freeway setting. 5-minute speed aggregates from the Performance Measurement System (PeMS) database are obtained for two directions of an urban freeway – I-10 between Santa Monica and Los Angeles, California. Observations are for all non-holiday weekdays between January 1st and June 30th, 2010. Other variables include traffic flow, ramp locations, number of lanes and the …