Applied Statistics Commons^™

Modeling Mean And Variability Of Anxiety In Ecological Momentary Assessment Data Using Mixed-Effects Location–Scale Models, Trenzy Odero

Electronic Theses and Dissertations

Ecological Momentary Assessment is a method of collecting repeated measures of people in real time within natural environments. This results in hierarchical data that has a significant amount of variation at the person level. The traditional linear mixedeffects models assume that the residual variance is constant, which might not be true when the residual variance varies among individuals as well as in time. This thesis uses mixed-effects location-scale (MELS) models to model the mean and variance of an EMA outcome together. By introducing the possibility of variability in residual variance within and across individuals and with covariates, the MELS framework …

Volatility Spillovers Between Stock Prices And Exchange Rates: Insights For Risk Management And Investment Strategies: Evidence From China, India, And Pakistan Using Bekk-Garch Models, Samreen Fatima, Humera Sultana, Muhammad Najamuddin Dr., Saba Naz

The Indonesian Capital Market Review

This study investigates the dynamics of volatility and its spillover effects between the stock markets of China, India, and Pakistan, and their respective exchange rates (USD/CNY, USD/INR, and USD/ PKR). Volatility is modeled using the Symmetric and Asymmetric BEKK-GARCH (1,1) and DCCGARCH (1,1) models, based on daily return series covering the period from January 1, 2019, to January 31, 2025. The empirical results indicate that both the employed models are adequate for capturing the volatility dynamics. The findings reveal that the highest value of portfolio weights and hedging efficiency of KSE-100 Index–USD/PKR provide optimal portfolio allocation and highest hedging performance …

Mengukur Capaian Dan Identifikasi Konvergensi Pembangunan Infrastruktur Antarprovinsi Di Indonesia, Ressa Isnaini Arumnisaa', Aisyah Fitri Yuniasih

Jurnal Ekonomi dan Pembangunan Indonesia

Indonesia’s economic challenges are characterized by stagnant economic growth and regional development disparities. This study analyzes the achievement and convergence of infrastructure development across provinces in Indonesia during 2011–2021 through the construction of an Infrastructure Development Index (IPI). The study employs panel data from 33 provinces, using factor analysis to construct the IPI and the First Difference Generalized Method of Moments (FD-GMM) to examine convergence and its determinants. The results show that many provinces still have IDI scores below the national average. Furthermore, the FD-GMM model shows that σ-convergence and β-convergence occur in Indonesia. In addition, GRDP per capita, inflation, …

Estimasi Underground Economy Triwulanan Di Indonesia Pada Tahun 2010–2023, Ghina Anandhia, Hardius Usman

Jurnal Ekonomi dan Pembangunan Indonesia

Underground economics have a significant impact on economy. Underground economy leads to low potential state revenues from the tax sector. This study estimates the quarterly value of the underground economy in Indonesia from 2010 to 2023 using the Error Correction Model (ECM) method. The results show that the average value of the underground economy in Indonesia is IDR138,392.32 billion, equivalent to 5.36 percent of Gross Domestic Product (GDP) and 35.72 percent of tax revenue from 2010 to 2023. GDP and tax burden variables have a positive influence on currency demand.

Developing A Humpback Whale Vocalization Detector Using Machine Learning Models, Lucas Kantorowski

Master's Theses

Humpback whale songs are notoriously complex. Identification of humpback whale song units requires bioacousticians to tediously listen, analyze, and annotate collected sound data. Even sparse data requires listening to the entirety of the collected acoustic data. In this study, three hours of audio containing over one-thousand humpback whale song units was collected in Monterey Bay, California.

Prior studies have seen success using convolutional neural networks by performing image classification on hundreds of hours worth of spectrograms. Our study uses traditional machine learning models, as they are less computationally demanding, and require less data.

We use time splitting and Mel-frequency cepstrum …

A Predictive Coding Account Of Spatial Working Memory Following Prophylactic Levetiracetam Administration Prior To Traumatic Brain Injury, Omeima Mutwali

Dissertations, Theses, and Capstone Projects

Traumatic brain injury (TBI) symptom prevention and remediation is an important area of research that would benefit vulnerable groups, including active-duty and veteran soldiers. These patients can sustain penetrative forces in fields of combat or in training, which result in focal lesions that trigger inflammatory and degenerative processes in the brain. Both primary and secondary injuries are associated with changes to cognition, behavior and affective state. This disease poses increased risk of epileptogenesis, as well. Given these outcomes, prior research has evaluated levetiracetam (LEV) as a prophylactic treatment for seizures, cognitive deficits and negative emotionality. LEV acts as a presynaptic …

Bayesian Spatiotemporal Model For Counterfactual Estimation In Socioeconomic Studies, Duwani W. Gonzalez

Statistical Science Theses and Dissertations

Impact evaluations of regional development programs often require estimating counterfactual outcomes for a small number of treated regions using survey-based areal data. In practice, evaluators typically rely on two-group quasi-experimental methods such as propensity score matching (PSM) and Difference-in-Differences (DiD). These approaches perform poorly when only a few regions receive treatment, and when the set of observed covariates is limited or only partially relevant. Moreover, they typically do not explicitly exploit the spatial and temporal dependence present in survey-based areal data such as in ACS (American Community Survey). This dissertation develops a family of Bayesian spatial predictive models for directly …

Using Effect Sizes, Confidence Intervals, And The Bayes Factor To Better Understand The T-Test, Analysis Of Variance, And Regression Results, Holmes Finch

Perspectives on Early Childhood Psychology and Education

Null hypothesis testing is a widely used paradigm for assessing research hypotheses across the social sciences. Despite their ubiquity, researchers have discussed a number of problems and limitations to hypothesis testing and have suggested alternatives that might provide greater depth and explanation of research results. The purpose of this paper is to describe the use of several such alternatives and to show how they can be integrated with one another and with null hypothesis testing in order to provide a more holistic view of research hypotheses.

The Impatience Of Winning: An Analysis Of Time Discounting, Predictive Modeling, And The Nba Draft, Alec R. Plante

Business and Economics Honors Papers

This paper examines whether NBA draft decisions can be better explained by incorporating non-geometric time discounting into a model of general manager decision making. Using a dataset of 285 NBA draft prospects over a 12-year period, the impact of college statistics on Value Over Replacement Player (VORP) is determined, and these impact values are then used to create a “predicted” VORP for the first 4 seasons of each player’s career: a projection of what a general manager might think of a prospect’s future value given their college statistics. Following this, geometric and hyperbolic time discounting models are applied to estimate …

Base Running: A Lost Art In Baseball, Ethan York

Departmental Honors & Graduate Capstone Projects

In an era of baseball dominated by home runs and launch angles, the subtle art of baserunning is often overlooked, despite its measurable impact on winning games. Baserunning Runs (BsR) addresses this gap by quantifying the number of runs a player contributes through performance on the basepaths, capturing value beyond traditional metrics like stolen bases. This study constructs multiple regression models that predict BsR for Major League Baseball (MLB) players based on baserunning-related statistics. The primary objective is to examine the association between BsR and key predictors, including stolen bases (SB), extra bases taken (EB), and sprint speed (SS), while …

Efficacy Analysis In Clinical Trials: A Comprehensive Review Of Statistical And Machine Learning Approaches, Dhrubajyoti Ghosh, Samhita Pal

Faculty Articles

Efficacy testing is a cornerstone of clinical trials, ensuring that medical interventions achieve their intended therapeutic effects. Over the decades, a wide range of statistical methodologies have been developed to address the complexities of clinical trial data, including parametric, nonparametric, Bayesian, and machine learning approaches. Parametric methods, such as t-tests, ANOVA, and LMMs, have traditionally been the foundation of efficacy testing due to their efficiency under well-defined assumptions. Nonparametric techniques, including the Friedman test, Brunner-Munzel test, and modern extensions like nparLD, have emerged as robust alternatives, particularly for skewed, ordinal, or non-normal data. Bayesian methodologies have enabled the incorporation of …

Bayesball : A Comprehensive Framework For Predicting Ucl Injury, Brady M. Pinter, Will Best Ph.D.

SPARK Symposium Presentations

Ulnar Collateral Ligament (UCL) reconstruction, commonly referred to as Tommy John Surgery, has seen a significant rise among Major League Baseball (MLB) pitchers, prompting growing interest in identifying the mechanical and performance-based factors that contribute to injury risk. While previous studies have examined these relationships using traditional frequentist approaches separately, this study combines multiple different model techniques to present a broad framework for finding significant predictors of UCL Surgery. These models include Lasso and Ridge Regression,  Principal Component Regression (PCR) , Partial Least Squares Regression (PLS) , Random Forest, Multiple Linear Regression, and a Bayesian Statistical Model. Using these models, …

A General Weighting Theory For Ensemble Learning: Beyond Variance Reduction Via Spectral And Geometric Structure, Ernest Fokoue

Articles

Ensemble learning is traditionally justified as a variance-reduction strategy, explaining its strong performance for unstable predictors such as decision trees. This explanation, however, does not account for ensembles constructed from intrinsically stable estimators-including smoothing splines, kernel ridge regression, Gaussian process regression, and other regularized reproducing kernel Hilbert space (RKHS) methods whose variance is already tightly controlled by regularization and spectral shrinkage. This paper develops a general weighting theory for ensemble learning that moves beyond classical variance-reduction arguments. We formalize ensembles as linear operators acting on a hypothesis space and endow the space of weighting sequences with geometric and spectral constraints. …

Learning Ordinal Geometry: Semantic–Aware Kernels For Ordered Categorical Data, Ernest Fokoue

Articles

Ordinal data arise ubiquitously in survey research, psychology, medicine, economics, and recommender systems, yet kernel methods for such data typically rely on either nominal encodings or arbitrary numeric codings. The former discards order information; the lat- ter imposes a fictitious metric structure. This paper develops a principled framework for kernel design on ordinal scales and introduces a new class of Semantic–Aware Ordinal Ker- nels (SAOK) that simultaneously capture ordinal order and semantic proximity between categories. We begin by formalizing order–preserving embeddings of finite chains and characterizing a broad family of chain distances that are conditionally negative definite. Through Schoen- berg …

Selecting Without Replacement From A Population Of Bands Of Serially Connected Objects, James E. Marengo, Dominick Banasik, Joseph Voelkel, David L. Farnsworth

Articles

The sampling procedure from a finite population of objects that are serially attached into bands is described and analyzed. One object is randomly selected and removed at a time, which results in that object’s band being broken into two bands or shortened by one object. The main result gives the probability of choosing an object that is part of a band of serially connected objects of any specified size at each stage of the selection process.

Statistical Analysis Of Log Transformation Effectiveness In Air Traffic Movement Forecasting During Covid-19 In South Africa, John Lehlaka Masekoameng

Journal of Aviation Technology and Engineering

This study evaluates the effectiveness of log transformation in enhancing multiple regression models used to forecast air traffic movements (ATMs) in South Africa during the COVID-19 pandemic. Using 60 monthly observations from October 2016 to September 2021, the analysis incorporates variables such as revenue, lockdown levels, COVID-19 metrics, exchange rates, gross domestic product, and population. Two models are compared: one using raw ATMs and another with log-transformed ATMs as the dependent variable.

While the untransformed model shows stronger explanatory power (R² = 0.904, adjusted R² = 0.891) compared to the log-transformed model (R² = 0.772, adjusted R² = 0.741), the …

Comparative Machine Learning Models For Disease Risk Prediction, Mercy Mawusi Agbley

Theses, Dissertations and Capstones

Accurate prediction of disease outcomes is crucial for improving clinical decision-making and enabling early intervention. This study compares the performance of various statistical and machine learning models for clinical risk prediction using two healthcare datasets: diabetic retinopathy and heart disease. The models assessed include Logistic Regression, LASSO, k-Nearest Neighbors (KNN), Support Vector Machines (SVM), Neural Networks, Random Forests, Gradient Boosting Machines (GBM), and a stacked ensemble model. Prior to modeling, datasets were split into train and test sets. Standardization was applied to numeric features whilst categorical features were one-hot encoded. These transformations were later applied to the test set. Principal …

Modeling Housing Prices: Which Features Matter Most?, Alex Ruvolo

Williams Honors College, Honors Research Projects

This paper attempts to find the biggest factors and traits that influence the cost of housing. This will include the lot size, type of street, utilities, neighborhood, year built, heating, electrical, yard size, number of different rooms, age, condition, and others. I will attempt to answer the question of whether the prices of houses have changed within the last 5 to 10 years, and obviously this is an easy question to answer. However, the bigger question beyond this is are the main factors affecting housing prices all important in explaining this relationship? Is one factor more important than the rest …

Machine Learning-Based Spatio-Temporal Modeling Of Climate Dynamics And Desertification In The Sahara–Sahel Region, Stephen M. Tivenan

Theses and Dissertations

Arid climate classifications are threshold-dependent and easily interpretable mappings that are widely used in ecological, agricultural, and climate-related studies. These classifications inform scientific understanding, support policy and land management decisions, and provide an intuitive summary of environmental conditions. Despite their usefulness, traditional arid climate classifications often fail to quantify uncertainty, incorporate spatial context, or account for complex relationships among relevant environmental variables. Existing approaches to uncertainty assessment have largely relied on comparing classifications across multiple datasets or alternative formulas, but these methods generally overlook important spatial dependence and latent structure in the data.

This dissertation develops three machine learning-based statistical …

Interpretable Sample Uncertainty Measures For Ranked-Choice Election Polls, Jason Liang

CMC Senior Theses

Polling results from traditional single-choice plurality elections are readily interpretable. Simple frequentist population parameters are estimated, including each candidate’s total support and the size of the front runner's lead. If the point estimate for the size of the front runner's lead exceeds the margin of error of the lead, we can conclude that the poll shows a statistically significant front runner. However, the interpretability of these population statistics disappears when applied to ranked-choice voting elections. Because ballots rank multiple candidates and candidates are eliminated in rounds, simple population-wide parameters are not well-defined. In RCV elections, a candidate’s ability to win …

A Geospatial Assessment Of Groundwater Salinization In A Multi-Aquifer System: Durango, Mexico, Juan Lopez-Sierra

Graduate Theses/Dissertations

Groundwater salinization poses a critical environmental concern for water resource sustainability in arid and semi-arid regions. This study evaluates spatial and temporal patterns of groundwater salinity across the state of Durango, Mexico, using total dissolved solids (TDS), sodium adsorption ratio (SAR), as salinity indicators and nitrate-nitrogen (NO₃–N) as an anthropogenic indicator. Groundwater quality data were obtained from (CONAGUA), a Mexican water agency. To assess salinity variations with respect to time, while minimizing interannual sampling bias, two multi-year sampling periods were selected: 2012-2013, and 2020-2021. Final datasets consisted of 122 wells for 2012–2013 and 131 wells for 2020–2021. The wells were …

An Integrated Data-Driven Framework For Arctic Shipping: Analyzing Vessel Speed, Environmental And Ecological Factors Through Innovative Statistical Spatio-Temporal Methods, Inverse Optimization And Machine Learning, Mauli Pant

Theses and Dissertations

This dissertation develops an integrated data-driven framework to analyze vessel navigation and ecological risk in the United States Arctic from 2010 to 2019. As environmental change and maritime activity increase in the region, understanding how vessels respond to dynamic conditions and how those responses interact with marine ecosystems has become increasingly important. A central theme of this dissertation is the treatment of vessel speed as both an observed outcome and a decision variable reflecting trade- offs among operational, environmental, and ecological factors. The first chapter develops a predictive framework for vessel speed over ground (SOG) using Gaussian Process Boosting (GPBoost), …

A Comparative Study Of Classification Methods For Healthcare Analytics, Xueting Zhao

UNF Graduate Theses and Dissertations

This thesis presents a comparative study of logistic regression, Linear Discriminant Analy- sis (LDA), and Quadratic Discriminant Analysis (QDA) for binary classification in healthcare analytics, integrating theoretical derivation, simulation, and real-data application. A facto- rial simulation study crosses the covariance structure (equal vs. unequal), predictor correla- tion (ρ ∈ {0, 0.5, 0.9}), dimensionality (p ∈ {2, 5, 10}) and sample size (n ∈ {50, 100, 200}) across 54 scenarios with 1,000 Monte Carlo replicates each. Three main findings emerge. Logistic regression and LDA are nearly interchangeable when the assumption of equal-covariance holds. QDA achieves substantially better discrimi- nation when class-specific …

Variance Shrinkage In Dunnett-Type Multiple Comparisons With Missing Data, Md Habibullah

UNF Graduate Theses and Dissertations

Dunnett’s procedure is widely used for comparing multiple treatments with a control, but its application becomes challenging in the presence of missing data and multiple com- parisons. An improved Dunnett-type procedure addresses this by using multiple imputation under Rubin’s framework and constructing unified confidence intervals based on a multi- variate t distribution, allowing valid simultaneous inference while controlling the family-wise error rate (FWER). This work further extends the method by incorporating shrinkage-based variance estimation. Specifically, individual group variances are shrunk toward a common value to improve stability. This approach is particularly effective when group variances are similar or moderately different, …

Testing For Dice Control At Craps, Stewart N. Ethier

UNLV Gaming Research & Review Journal

Dice control involves “setting” the dice and then throwing them carefully, in the hope of influencing the outcomes and gaining an advantage at craps. How does one test for this ability? To specify the alternative hypothesis, we need a statistical model of dice control. Two have been suggested in the gambling literature, namely the Smith–Scott model and the Wong–Shackleford model. Both models are parameterized by θ ∈ [0, 1], which measures the shooter’s level of control. We propose and compare four test statistics: (a) the sample proportion of 7s; (b) the sample proportion of pass-line wins; (c) the sample mean …

Changepoint Detection As Model Selection: A General Framework, Michael A. Grantham

Dissertations and Doctoral Documents, University of Nebraska-Lincoln, 2023–

This dissertation presents a general framework for changepoint detection based on ℓ₀ model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to enhance support recovery and minimize criteria such as the Bayesian Information Criterion (BIC). The approach allows for flexible modeling of seasonal patterns, linear and quadratic trends, and autoregressive dependence in the presence of changepoints.

Simulation studies demonstrate that IRFL achieves accurate changepoint detection across a wide range of challenging scenarios, including those involving nuisance factors such as trends, seasonal patterns, and serially correlated errors. The framework is …

[Kyda] Biologically Grounded Surrogate-Driven Parameter Inference For Sparsely Observed Dynamical Systems, Joshua C. Macdonald

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Spatiotemporal Modeling Of Maternal Mortality In South Carolina 2018-2023, Leah Wood, Ray Bai, Emily Mann

Senior Theses

Maternal death serves as a public health indicator due to fact that it is considered preventable with the availability of modern biomedicine, however, it persists broadly throughout the United States. Current literature outlines national trends in maternal mortality with complicating, preexisting conditions, and structural upstream factors often cited as being the largest contributors to increased risk. This study utilizes publicly available, county-level data for maternal death in addition to demographic and descriptive data in order to estimate maternal mortality rates in each of South Carolina’s 46 counties from 2018 to 2023. In order to address sparsity in the outcome variable …

Comparative Evaluation Of Estimation Techniques For Purchasing Power Parity In African Countries Using The Country-Product-Dummy Regression Framework, Rokibat Adeola Tijani, Taiwo Abideen Lasisi, Dahud Kehinde Shangodoyin, Olasunkanmi James Oladapo

Al-Bahir

Purchasing Power Parity (PPP) is a popular macroeconomic analysis metric used to compare economic productivity and standards of living between countries. This study examines the estimation of PPP within the International Comparison Program (ICP) at Basic Heading (BH) level stage and leverages on the data from the 2011 ICP round. Focusing on five BHs out of 12 BHs across 50 Africa countries, to empirically evaluate the validity of the classical Ordinary Least Square (OLS) assumptions in the estimation of Country Product Dummy (CPD) regressions. Given the widespread use of OLS for BH level PPP computation, a rigorous examination of these …

Performance Of The Two Sample Likelihood Ratio Test Under A Nested Dirichlet: A Simulation Study, Edwina Agyeman

Electronic Theses and Dissertations

Compositional data analysis (CoDA) addresses multivariate data constrained to a constant sum, such as proportions or percentages. Originating from early warnings regarding misinterpretation by Pearson (1897), the field was formalized by John Aitchison in 1986, whose foundational work remains highly influential. Over time, new modeling techniques and visualization tools have advanced the field, as noted by Greenacre et al. More recently, Turner et al. proposed an approach based on the Nested Dirichlet Distribution (NDD), which accommodates more flexible dependence structures than the standard Dirichlet model. This thesis builds on the methodology of Turner et al. Chapter 1 introduces the nature …