Digital Commons Network^™

Is The Stock Market A Leading Indicator Of Economic Activity In Nigeria?, Alvan E. Ikoku

CBN Journal of Applied Statistics (JAS)

In an effort to address the lacuna in leading indicator studies of African economies and Nigeria in particular, this paper examines the causal relationships among stock market prices, real GDP and the index of industrial production in Nigeria, using quarterly data from 1984Q1 to 2008Q4. Granger causality tests indicate bidirectional causality between stock prices and GDP but no causality between stock prices and industrial production or between GDP and industrial production. Stock prices and GDP are found to be cointegrated, leading to the estimation of vector error correction models. Out-of-sample forecasts constructed with AR(1), ARIMA, structural ARIMA, and VEC models …

Monetary And Fiscal Policy Interactions In Nigeria: An Application Of A State-Space Model With Markov-Switching, Chuku V. Chuku

CBN Journal of Applied Statistics (JAS)

This paper uses quarterly data to explore the monetary and fiscal policy interactions in Nigeria between 1970 and 2008. As a preliminary exercise, the paper examines the nature of fiscal policies in Nigeria using a vector autoregression (VAR) model. The simulated generalized impulse response graphs generated from the VAR estimation provides evidence of a non-Ricardian fiscal policy in Nigeria. Further, the paper analyzes the interactions between monetary and fiscal policies by applying a State-space model with Markov-switching to estimate the time-varying parameters of the relationship. The evidence indicates that monetary and fiscal policies in Nigeria have interacted in a counteractive …

Optimal Designs Approach To Portfolio Selection, Etukudo A. I.

CBN Journal of Applied Statistics (JAS)

In order to obtain the best tradeoff between risk and return, optimization algorithms are particularly useful in asset allocation in a portfolio mix. Such algorithms and proper solution techniques are very essential to investors in order to circumvent distress in business outfits. In this paper, we show that by minimizing the total variance of the portfolio involving stocks in two Nigerian banks which is a measure of risk, optimal allocation of investible funds to the portfolio mix is obtained. A completely new solution technique – modified super convergent line series algorithm which makes use of the principles of optimal designs …

Factors, Preventions And Correction Methods For Non-Response In Sample Surveys, Godwin Nwanzu Amahi

CBN Journal of Applied Statistics (JAS)

Missing survey data occur because of unit and item non-response. This is practically independent of the method of data collection. As a result of the bias that non-response sometimes introduces in survey estimates, identifying factors that promote it, and taking measures of prevention and correction methods are clearly necessary. The standard method to compensate for unit non-response is by weighting adjustment, while item non-responses are handled by some form of imputation. This paper reviews factors that give rise to nonresponse and the corresponding methods used for its prevention and control. It also discusses their properties.

Addressing The Problem Of Non-Response And Response Bias, Fabian C. Okafor

CBN Journal of Applied Statistics (JAS)

Survey planners and analysts in Nigeria have devoted much more attention to sampling errors at the expense of nonsampling errors (non-response and response errors). Sampling error is the degree to which the sample estimate differs from the average value of the characteristic due to chance. The present discussion will be centered on non-sampling error, which may present serious deficiencies in the statistics and render the survey useless. According to Platek and Gray (1986), “Non-response has been generally recognized as important measure of the quality of data since it affects the estimates by introducing a possible bias in the estimates and …

Statistics For National Development, Sani I. Doguwa

CBN Journal of Applied Statistics (JAS)

Good statistics that has been collected according to agreed good practices are crucial as a tool for development. Gross domestic product (GDP) and other measures of economic activity such as Gross National Income (GNI) together with their individual components, show how the economy is responding to government policy and other influences. The balance of payments can demonstrate the requirement for policy adjustments and is also one of the indicators scrutinised by potential foreign investors in the country. Agricultural statistics clearly have implications for longer-term planning, particularly if they show a move away from the land into urban areas or a …

An Investigation Of Process Parameters To Optimize The Fiber Diameter Of Electrospun Vascular Scaffolds Through Experimental Design, Steffi Wong

Biomedical Engineering

No abstract provided.

Poisson Process Monitoring, Test And Comparison, Qing Chen

UNLV Theses, Dissertations, Professional Papers, and Capstones

The task of determining whether a sudden change occurred in the generative parameters of a time series generates application in many areas. In this thesis, we aim at monitoring the change-point of a Poisson process by method, which is characterized by a forward-backward testing algorithm and several overall error control mechanisms. With the application of this proposed method, we declare that Mount Etna is not a simple Poissonian volcano, because two different regimes divided by the change point, January 30th 1974, are identified. The validation procedures, used in a complementary fashion, by the formal hypothesis tests and graphical method will …

Psychometric Properties Of Postsecondary Students' Course Evaluations, Michael J. Drysdale

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Several experts in the area of postsecondary student evaluations of courses have concluded that they are stable or reliable measures as well as being measures that provide ways of making valid inferences regarding teacher effectiveness. Often these experts have offered these conclusions without supporting evidence. Surprisingly, a thorough review of the literature revealed very few reported test-retest reliability studies of course evaluations and the results from these studies are contradictory. In the area of validity, the conclusions offered by scholars who conducted meta-analyses of mutlisection course studies are inconsistent. This leads to the following two research questions:

1. What is …

The Determinants Of Colorectal Cancer Survival Disparities In Nevada, Lucas N. Wassira

UNLV Theses, Dissertations, Professional Papers, and Capstones

Different population groups across Nevada and throughout the United States suffer disproportionately from colorectal cancer and its after-effects. Overcoming cancer health disparities is important for lessening the burden of cancer. There has been an overall decline in the incidence of and mortality from colorectal cancer (CRC). This is likely due, in part, to the increasing use of screening procedures such as Fecal Occult Blood Test (FOBT) and/or endoscopy, which can reduce the risk of CRC mortality by fifty percent. Nevertheless, screening procedures are routinely used by only fifty percent of Americans aged fifty years and older. Despite overall mortality decreasing …

Influence Of Sex On Long-Term Outcomes After Percutaneous Coronary Intervention With The Paclitaxel-Eluting Coronary Stent: Results Of The "Taxus Woman" Analysis, Ghada W. Mikhail Md, Robert T. Gerber Md, Phd, David A. Cox Md, Stephen G. Ellis Md, John M. Lasala Md, Phd, John A. Ormiston Mbchb, Gregg W. Stone Md, Mark A. Turco Md, Anita A. Joshi Phd, Donald S. Baim Md, Antonio Colombo Md

Department of Medicine

No abstract provided.

Coronary Heart Disease Mortality And Long-Term Exposure To Ambient Particulate Air Pollutants In Elderly Nonsmoking California Residents, Lie Hong Chen

Loma Linda University Electronic Theses, Dissertations & Projects

The purpose of this study is to assess the effect of long-term concentrations of ambient PM on risks of all causes, cardiopulmonary, coronary heart disease (CHD), total cancer, and any mention of nonmalignant respiratory disease (NMRD) mortality.

The health effects of long-term ambient air pollution have been studied with up to 30 years of follow-up in the AHSMOG cohort, a cohort of 6,338 nonsmoking white California adults. Monthly concentrations of ambient air pollutants [particulate matter(PMio), Ozone (O3), sulfur dioxide (SO2), nitrogen dioxide (NO2) or particulate matter

In the AHSMOG cohort, each increment of 10 |ig/m3 in PMio in two-pollutant models …

Effects Of Acculturation On Hiv/Aids Sexual Risk Behaviors Among Asian And Pacific Islander (Api) Women, Margaret Cabotage Salud

Loma Linda University Electronic Theses, Dissertations & Projects

Background. In the US women are the fastest growing group for sexually transmitted infections (STIs), including HIV and AIDS. In addition, the estimated AIDS cases among female adults and adolescents, aged 13-19, increased from 7% in 1985 to approximately 26% in 2002. Most infections occur by heterosexual transmission with 53% occurring through contact with a high-risk sexual partner. While overall HIV/AIDS rates in the Asian Pacific Islander (API) community remain low, they are rising and HIV testing rates, one of the major prevention strategies for HIV, are lower than that of other populations. Furthermore, very little is known about APIs …

Spatial Epidemiology Of Birth Defects In The United States And The State Of Utah Using Geographic Information Systems And Spatial Statistics, Samson Y. Gebreab

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Oral clefts are the most common form of birth defects in the United States (US) and the State of Utah has among the highest prevalence of oral clefts in the nation. The overall objective of this dissertation was to examine the spatial distribution of oral clefts and their linkage with a broad range of demographic, behavioral, social, economic, and environmental risk factors through the application of Geographic Information Systems (GIS) and spatial statistics. Using innovative linked micromaps plots, we investigated the geographic patterns of oral clefts occurrence from 1998 to 2002 and their relationships with maternal smoking rates and proportion …

Asymptotic Theory For Cross-Validated Targeted Maximum Likelihood Estimation, Wenjing Zheng, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

We consider a targeted maximum likelihood estimator of a path-wise differentiable parameter of the data generating distribution in a semi-parametric model based on observing n independent and identically distributed observations. The targeted maximum likelihood estimator (TMLE) uses V-fold sample splitting for the initial estimator in order to make the TMLE maximally robust in its bias reduction step. We prove a general theorem that states asymptotic efficiency (and thereby regularity) of the targeted maximum likelihood estimator when the initial estimator is consistent and a second order term converges to zero in probability at a rate faster than the square root of …

Putting Artists On The Map: A Five Part Study Of Greater Cleveland Artists' Location Decisions - Part 2: Profiles Of Artist Neighborhoods, Mark Salling, Gregory Soltis, Charles Post, Sharon Bliss, Ellen Cyran

All Maxine Goodman Levin School of Urban Affairs Publications

A series of reports detailing the residential and work space location preferences of Cuyahoga county's artists.

A Bayesian Shared Component Model For Genetic Association Studies, Juan J. Abellan, Carlos Abellan, Juan R. Gonzalez

COBRA Preprint Series

We present a novel approach to address genome association studies between single nucleotide polymorphisms (SNPs) and disease. We propose a Bayesian shared component model to tease out the genotype information that is common to cases and controls from the one that is specific to cases only. This allows to detect the SNPs that show the strongest association with the disease. The model can be applied to case-control studies with more than one disease. In fact, we illustrate the use of this model with a dataset of 23,418 SNPs from a case-control study by The Welcome Trust Case Control Consortium (2007) …

Minimum Description Length And Empirical Bayes Methods Of Identifying Snps Associated With Disease, Ye Yang, David R. Bickel

COBRA Preprint Series

The goal of determining which of hundreds of thousands of SNPs are associated with disease poses one of the most challenging multiple testing problems. Using the empirical Bayes approach, the local false discovery rate (LFDR) estimated using popular semiparametric models has enjoyed success in simultaneous inference. However, the estimated LFDR can be biased because the semiparametric approach tends to overestimate the proportion of the non-associated single nucleotide polymorphisms (SNPs). One of the negative consequences is that, like conventional p-values, such LFDR estimates cannot quantify the amount of information in the data that favors the null hypothesis of no disease-association.

We …

Observational Study And Individualized Antiretroviral Therapy Initiation Rules For Reducing Cancer Incidence In Hiv-Infected Patients, Romain Neugebauer, Michael J. Silverberg, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Targeted Maximum Likelihood Learning (TMLL) has been proposed as a general estimation methodology that can, in particular, be applied to draw causal inferences based on marginal structural modeling with observational data using either a point treatment approach (all confounders are assumed not to be affected by the exposure(s) of interest) or a longitudinal data approach (some confounders may be affected by one of the exposures of interest). While formal development of TMLL has included road maps for applications in longitudinal data approaches, real-life implementations have been restricted to studies based on a point treatment approach. In this article, we illustrate …

Inferential Methods For High-Throughput Methylation Data, Maria Capparuccini

Theses and Dissertations

The role of abnormal DNA methylation in the progression of disease is a growing area of research that relies upon the establishment of sound statistical methods. The common method for declaring there is differential methylation between two groups at a given CpG site, as summarized by the difference between proportions methylated db=b1-b2, has been through use of a Filtered Two Sample t-test, using the recommended filter of 0.17 (Bibikova et al., 2006b). In this dissertation, we performed a re-analysis of the data used in recommending the threshold by fitting a mixed-effects ANOVA model. It was determined that the 0.17 filter …

Regression Approach To Adjust Wia Performance Standards, Timothy J. Bartik, Randall W. Eberts, Kenneth J. Kline

Presentations

No abstract provided.

Improving The Power Of Chronic Disease Surveillance By Incorporating Residential History, Justin Manjourides, Marcello Pagano

Harvard University Biostatistics Working Paper Series

No abstract provided.

Exploring Evaluation In School Districts: School District Evaluators And Their Practice, Susan Hibbard

USF Tampa Graduate Theses and Dissertations

This study explored the evaluation practices of internal evaluators in public school districts in a large southern state. The individuals who conduct evaluations in school districts as internal evaluators were identified and background information was collected. The education and training in evaluation was investigated and the types of evaluations typically conducted by those individuals. Respondents (n = 134) revealed conducting evaluations was a secondary role and part of their main job responsibilities. The types of evaluations carried out and the way in which evaluation was practices were revealed. A descriptive framework of the individuals who conduct evaluations in school districts …

Power And Sample Size For Three-Level Cluster Designs, Tina Cunningham

Theses and Dissertations

Over the past few decades, Cluster Randomized Trials (CRT) have become a design of choice in many research areas. One of the most critical issues in planning a CRT is to ensure that the study design is sensitive enough to capture the intervention effect. The assessment of power and sample size in such studies is often faced with many challenges due to several methodological difficulties. While studies on power and sample size for cluster designs with one and two levels are abundant, the evaluation of required sample size for three-level designs has been generally overlooked. First, the nesting effect introduces …

Generalized Variances Ratio Test For Comparing K Covariance Matrices From Dependent Normal Populations, Marcelo Angelo Cirillo, Daniel Furtado Ferreira, Thelma Sáfadi, Eric Batista Ferreira

Journal of Modern Applied Statistical Methods

New tests based on the ratio of generalized variances are presented to compare covariance matrices from dependent normal populations. Monte Carlo simulation concluded that the tests considered controlled the Type I error, providing empirical probabilities that were consistent with the nominal level stipulated.

A Ga-Based Sales Forecasting Model Incorporating Promotion Factors, Li-Chih Wang, Chin-Lien Wang

Journal of Modern Applied Statistical Methods

Because promotions are critical factors highly related to product sales of consumer packaged goods (CPG) companies, predictors concerning sales forecast of CPG products must take promotions into consideration. Decomposition regression incorporating contextual factors offers a method for exploiting both reliability of statistical forecasting and flexibility of judgmental forecasting employing domain knowledge. However, it suffers from collinearity causing poor performance in variable identification and parameter estimation with traditional ordinary least square (OLS). Empirical research evidence shows that - in the case of collinearity - in variable identification, parameter estimation, and out of sample forecasting, genetic algorithms (GA) as an estimator outperform …

Estimating The Non-Existent Mean And Variance Of The F-Distribution By Simulation, Hamid Reza Kamali, Parisa Shahnazari-Shahrezaei

Journal of Modern Applied Statistical Methods

In theory, all moments of some probability distributions do not necessarily exist. In the other words, they may be infinite or undefined. One of these distributions is the F-distribution whose mean and variance have not been defined for the second degree of freedom less than 3 and 5, respectively. In some cases, a large statistical population having an F-distribution may exist and the aim is to obtain its mean and variance which are an estimation of the non-existent mean and variance of F-distribution. This article considers a large sample F-distribution to estimate its non-existent mean and variance using Simul8 simulation …

Ridge Regression Based On Some Robust Estimators, Hatice Samkar, Ozlem Alpu

Journal of Modern Applied Statistical Methods

Robust ridge methods based on M, S, MM and GM estimators are examined in the presence of multicollinearity and outliers. GMWalker, using the LS estimator as the initial estimator is used. S and MM estimators are also used as initial estimators with the aim of evaluating the two alternatives as biased robust methods.

A Flexible Method For Testing Independence In Two-Way Contingency Tables, Peyman Jafari, Noori Akhtar-Danesh, Zahra Bagheri

Journal of Modern Applied Statistical Methods

A flexible approach for testing association in two-way contingency tables is presented. It is simple, does not assume a specific form for the association and is applicable to tables with nominal-by-nominal, nominal-by-ordinal, and ordinal-by-ordinal classifications.

Statistical And Mathematical Modeling Versus Nhst? There’S No Competition!, Joseph Lee Rodgers

Journal of Modern Applied Statistical Methods

Some of Robinson & Levin’s critique of Rodgers (2010) is cogent, helpful, and insightful – although limiting. Recent methodology has advanced through the development of structural equation modeling, multi-level modeling, missing data methods, hierarchical linear modeling, categorical data analysis, as well as the development of many dedicated and specific behavioral models. These methodological approaches are based on a revised epistemological system, and have emerged naturally, without the need for task forces, or even much self-conscious discussion. The original goal was neither to develop nor promote a modeling revolution. That has occurred; I documented its development and its status. Two organizing …