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- Propensity score (3)
- Propensity score methods (3)
- Inverse probability of treatment weighting (2)
- Kappa statistic (2)
- Monte Carlo simulations (2)
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- Observational study (2)
- Propensity score matching (2)
- Survival analysis (2)
- Asymmetric Reit Beta Puzzle (1)
- Beta (1)
- Computer algorithms (1)
- Confounding (1)
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- Economics (1)
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- Fama and French Factor Model (1)
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- Garch Model (1)
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- L-correlations (1)
- L-moments (1)
- Logistic Regression Models (1)
- Logistic regression (1)
- Marginal effects (1)
- Matching (1)
- Method of Moments (1)
- Monte Carlo Simulation (1)
- Odds ratio (1)
- Optimal matching (1)
- Publication
Articles 1 - 11 of 11
Full-Text Articles in Physical Sciences and Mathematics
Simulating Burr Type Vii Distributions Through The Method Of L-Moments And L-Correlations, Mohan D. Pant, Todd C. Headrick
Simulating Burr Type Vii Distributions Through The Method Of L-Moments And L-Correlations, Mohan D. Pant, Todd C. Headrick
Mohan Dev Pant
Burr Type VII, a one-parameter non-normal distribution, is among the less studied distributions, especially, in the contexts of statistical modeling and simulation studies. The main purpose of this study is to introduce a methodology for simulating univariate and multivariate Burr Type VII distributions through the method of L-moments and L-correlations. The methodology can be applied in statistical modeling of events in a variety of applied mathematical contexts and Monte Carlo simulation studies. Numerical examples are provided to demonstrate that L-moment-based Burr Type VII distributions are superior to their conventional moment-based analogs in terms of distribution fitting and estimation. Simulation results …
Asimmetria Del Rischio Sistematico Dei Titolo Immobiliari Americani: Nuove Evidenze Econometriche, Paola De Santis, Carlo Drago
Asimmetria Del Rischio Sistematico Dei Titolo Immobiliari Americani: Nuove Evidenze Econometriche, Paola De Santis, Carlo Drago
Carlo Drago
In questo lavoro riscontriamo un aumento del rischio sistematico dei titoli del mercato immobiliare americano nell’anno 2007 seguito da un ritorno ai valori iniziali nell’anno 2009 e si evidenzia la possibile presenza di break strutturali. Per valutare il suddetto rischio sistematico è stato scelto il modello a tre fattori di Fama e French ed è stata studiata la relazione tra l’extra rendimento dell’indice REIT, utilizzato come proxy dell’andamento dei titoli immobiliari americani, e l’extra rendimento dell’indice S&P500 rappresentativo del rendimento del portafoglio di mercato. I risultati confermano la presenza di un “Asymmetric REIT Beta Puzzle” coerentemente con alcuni precedenti studi …
A General Framework For Uncertainty Propagation Based On Point Estimate Methods, René Schenkendorf
A General Framework For Uncertainty Propagation Based On Point Estimate Methods, René Schenkendorf
René Schenkendorf
A general framework to approach the challenge of uncertainty propagation in model based prognostics is presented in this work. It is shown how the so-called Point Estimate Meth- ods (PEMs) are ideally suited for this purpose because of the following reasons: 1) A credible propagation and represen- tation of Gaussian (normally distributed) uncertainty can be done with a minimum of computational effort for non-linear applications. 2) Also non-Gaussian uncertainties can be prop- agated by evaluating suitable transfer functions inherently. 3) Confidence intervals of simulation results can be derived which do not have to be symmetrically distributed around the mean value …
Errata - Logistic Regression Models, Joseph Hilbe
Errata - Logistic Regression Models, Joseph Hilbe
Joseph M Hilbe
Errata for Logistic Regression Models, 4th Printing
Interpretation And Prediction Of A Logistic Model, Joseph M. Hilbe
Interpretation And Prediction Of A Logistic Model, Joseph M. Hilbe
Joseph M Hilbe
A basic overview of how to model and interpret a logistic regression model, as well as how to obtain the predicted probability or fit of the model and calculate its confidence intervals. R code used for all examples; some Stata is provided as a contrast.
Bayesian Joint Selection Of Genes And Pathways: Applications In Multiple Myeloma Genomics, Lin Zhang, Jeffrey S. Morris, Jiexin Zhang, Robert Orlowski, Veerabhadran Baladandayuthapani
Bayesian Joint Selection Of Genes And Pathways: Applications In Multiple Myeloma Genomics, Lin Zhang, Jeffrey S. Morris, Jiexin Zhang, Robert Orlowski, Veerabhadran Baladandayuthapani
Jeffrey S. Morris
It is well-established that the development of a disease, especially cancer, is a complex process that results from the joint effects of multiple genes involved in various molecular signaling pathways. In this article, we propose methods to discover genes and molecular pathways significantly associ- ated with clinical outcomes in cancer samples. We exploit the natural hierarchal structure of genes related to a given pathway as a group of interacting genes to conduct selection of both pathways and genes. We posit the problem in a hierarchical structured variable selection (HSVS) framework to analyze the corresponding gene expression data. HSVS methods conduct …
Sas Macro: Weighted Kappa Statistic For Clustered Matched-Pair Ordinal Data, Zhao Yang
Sas Macro: Weighted Kappa Statistic For Clustered Matched-Pair Ordinal Data, Zhao Yang
Zhao (Tony) Yang, Ph.D.
This SAS macro calculate the weighted kappa statistic and its corresponding non-parametric variance estimator for the clustered matched-pair ordinal data.
Sas Macro: Kappa Statistic For Clustered Physician-Patients Polytomous Data, Zhao Yang
Sas Macro: Kappa Statistic For Clustered Physician-Patients Polytomous Data, Zhao Yang
Zhao (Tony) Yang, Ph.D.
This SAS macro calculate the kappa statistic and its semi-parametric variance estimator for the clustered physician-patients polytomous data. The proposed method depends on the assumption of conditional independence for the clustered physician-patients data structure.
A Comparison Of 12 Algorithms For Matching On The Propensity Score, Peter C. Austin
A Comparison Of 12 Algorithms For Matching On The Propensity Score, Peter C. Austin
Peter Austin
Propensity-score matching is increasingly being used to reduce the confounding that can occur in observational studies examining the effects of treatments or interventions on outcomes. We used Monte Carlo simulations to examine the following algorithms for forming matched pairs of treated and untreated subjects: optimal matching, greedy nearest neighbor matching without replacement, and greedy nearest neighbor matching without replacement within specified caliper widths. For each of the latter two algorithms, we examined four different sub-algorithms defined by the order in which treated subjects were selected for matching to an untreated subject: lowest to highest propensity score, highest to lowest propensity …
The Use Of Propensity Score Methods With Survival Or Time-To-Event Outcomes: Reporting Measures Of Effect Similar To Those Used In Randomized Experiments, Peter C. Austin
The Use Of Propensity Score Methods With Survival Or Time-To-Event Outcomes: Reporting Measures Of Effect Similar To Those Used In Randomized Experiments, Peter C. Austin
Peter Austin
Propensity score methods are increasingly being used to estimate causal treatment effects in observational studies. In medical and epidemiological studies, outcomes are frequently time-to-event in nature. Propensity-score methods are often applied incorrectly when estimating the effect of treatment on time-to-event outcomes. This article describes how two different propensity score methods (matching and inverse probability of treatment weighting) can be used to estimate the measures of effect that are frequently reported in randomized controlled trials: (i) marginal survival curves, which describe survival in the population if all subjects were treated or if all subjects were untreated; and (ii) marginal hazard ratios. …
The Performance Of Different Propensity Score Methods For Estimating Absolute Effects Of Treatments On Survival Outcomes: A Simulation Study, Peter C. Austin
The Performance Of Different Propensity Score Methods For Estimating Absolute Effects Of Treatments On Survival Outcomes: A Simulation Study, Peter C. Austin
Peter Austin
Observational studies are increasingly being used to estimate the effect of treatments, interventions and exposures on outcomes that can occur over time. Historically, the hazard ratio, which is a relative measure of effect, has been reported. However, medical decision making is best informed when both relative and absolute measures of effect are reported. When outcomes are time-to-event in nature, the effect of treatment can also be quantified as the change in mean or median survival time due to treatment and the absolute reduction in the probability of the occurrence of an event within a specified duration of follow-up. We describe …