Longitudinal Data Analysis and Time Series Commons^™

Semiparametric Regression Analysis On Longitudinal Pattern Of Recurrent Gap Times, Ying Qing Chen, Mei-Cheng Wang, Yijian Huang

U.C. Berkeley Division of Biostatistics Working Paper Series

In longitudinal studies, individual subjects may experience recurrent events of the same type over a relatively long period of time. The longitudinal pattern of the gaps between the successive recurrent events is often of great research interest. In this article, the probability structure of the recurrent gap times is first explored in the presence of censoring. According to the discovered structure, we introduce the proportional reverse-time hazards models with unspecified baseline functions to accommodate heterogeneous individual underlying distributions, when the ongitudinal pattern parameter is of main interest. Inference procedures are proposed and studied by way of proper riskset construction. The …

Regression Analysis Of Recurrent Gap Times With Time-Dependent Covariates, Ying Qing Chen, Mei-Cheng Wang, Yijian Huang

U.C. Berkeley Division of Biostatistics Working Paper Series

Individual subjects may experience recurrent events of same type over a relatively long period of time in a longitudinal study. Researchers are often interested in the distributional pattern of gaps between the successive recurrent events and their association with certain concomitant covariates as well. In this article, their probability structure is investigated in presence of censoring. According to the identified structure, we introduce the proportional reverse-time hazards models that allow arbitrary baseline function for every individual in the study, when the time-dependent covariates effect is of main interest. Appropriate inference procedures are proposed and studied to estimate the parameters of …

Estimating Causal Parameters In Marginal Structural Models With Unmeasured Confounders Using Instrumental Variables, Tanya A. Henneman, Mark Johannes Van Der Laan, Alan E. Hubbard

U.C. Berkeley Division of Biostatistics Working Paper Series

For statisticians analyzing medical data, a significant problem in determining the causal effect of a treatment on a particular outcome of interest, is how to control for unmeasured confounders. Techniques using instrumental variables (IV) have been developed to estimate causal parameters in the presence of unmeasured confounders. In this paper we apply IV methods to both linear and non-linear marginal structural models. We study a specific class of generalized estimating equations that is appropriate to these data, and compare the performance of the resulting estimator to the standard IV method, a two-stage least squares procedure. Our results are applied to …

The Relationship Between Selected Economic Indicators And The Malaysian Stock Index Futures, Irwaan Iskandar Abrahim

Student Works (2000-2009)

This research examines the relationship between selected economics indicators and Malaysian Stock Index Futures. It also focusses on the relevancy of the Efficient Market Hypothesis (EMH) in a developing derivatives market in South East Asia, namely the Malaysian Stock Index Futures market. The relationship analysis between selected economic indicators and Malaysian Stock Index Futures may give better understanding the degree our derivatives market grasp economics factors in determining market change and movements. In an efficient market, the relevant signal to be used in trading is the futures price. The relative forecasting power of futures price is applied with the various …

Census 2000 Demographic And Housing Profile Reports, Mark Salling, Ellen Cyran, Sharon Bliss

All Maxine Goodman Levin School of Urban Affairs Publications

No abstract provided.

Level Adjusted Exponential Smoothing: A Method For Judgmentally Adjusting Exponential Smoothing Models For Planned Discontinuities, Dan Williams, Don Miller

Publications and Research

Forecasters often make judgmental adjustments to exponential smoothing forecasts to account for the effects of a future planned change. While this approach may produce sound initial forecasts, it can result in diminished accuracy for forecast updates. A proposed technique lets the forecaster include policy change adjustments within an exponential smoothing model. For 20 real data series representing Virginia Medicaid expenses, initial forecasts and forecast updates are developed using the proposed technique and several alternatives, and they are updated through various simulated level shifts. The proposed technique was more accurate than the alternatives in updating forecasts when a shift in level …

A Longitudinal Study Of Hospitalization Rates For Patients With Chronic Disease: Results From The Medical Outcomes Study., Eugene C. Nelson, Colleen A. Mchorney, Willard G. Manning, W H. Rogers

Dartmouth Scholarship

To prospectively compare inpatient and outpatient utilization rates between prepaid (PPD) and fee-for-service (FFS) insurance coverage for patients with chronic disease. Data from the Medical Outcomes Study, a longitudinal observational study of chronic disease patients conducted in Boston, Chicago, and Los Angeles.A four-year prospective study of resource utilization among 1,681 patients under treatment for hypertension, diabetes, myocardial infarction, or congestive heart failure in the practices of 367 clinicians.

The Ohio Gis Network: Stage 2 1996 Investment Fund Grant First Year Progress Report To The Ohio Board Of Regents (Ohio Gis Network), Mark Salling

All Maxine Goodman Levin School of Urban Affairs Publications

The Ohio Geographic Information Systems Network (Ohio GIS-Net) is an innovative consortium of Ohio’s urban and rural universities. The consortium is building a center of excellence where state-of-the-art geographic information systems (GIS) technology is applied to a research agenda that is critical to Ohio's economic development and central to research issues in policy sciences, civil engineering, public administration, economics and the environmental, urban and regional sciences. This cutting edge technology is an essential component of the basic research infrastructure of universities. It is also a critical resource in state and local economic development efforts, building and maintaining public infrastructure, and …

The Ohio Gis Network: Stage 1 1993 Investment Fund Development Grant Progress Report To The Ohio Board Of Regents (Ohio Gis Network), Mark Salling

All Maxine Goodman Levin School of Urban Affairs Publications

The Ohio Geographic Information Systems Network (Ohio GIS-Net) is an innovative consortium of Ohio’s urban and rural universities. The consortium is building a center of excellence where state-of-the-art geographic information systems (GIS) technology is applied to a research agenda that is critical to Ohio's economic development and central to research issues in policy sciences, civil engineering, public administration, economics and the environmental, urban and regional sciences. This cutting edge technology is an essential component of the basic research infrastructure of universities. It is also a critical resource in state and local economic development efforts, building and maintaining public infrastructure, and …

The Implementation Of Federal Government Policy In The Reuse Planning Of Military Installations: A Case Study Of Gentile Air Force Station, John L. Hoover

Theses and Dissertations

Local communities affected by a base closure are uncertain as to their future and look to the federal government for guidance and economic assistance in rebuilding their local economy. The local communities want to close the base with as little federal government interference as possible and convert the base to civilian use with as much federal financial assistance as possible. During 1993-1994 two Air Force Institute of Technology research teams began longitudinal case studies of the base closure and rescue process at Gentile Air Force Station, Ohio to determine the effectiveness of the federal government's current approach. These research teams …

Identification Of Risk Factors Associated With Pulpal Disease, Shelley R. Aronson

Loma Linda University Electronic Theses, Dissertations & Projects

A few studies have identified etiologic factors in pulpal disease, but little is known about the odds ratios of factors associated with pulpal disease. Odds ratios are well established measures of the effects of exposure to a particular outcome, and are comparisons of exposure to non-exposure in cases versus controls. The purpose of this study was to compare exposure of individual teeth to hypothesized risk factors in endodontic cases and in controls. This case-control study consisted of a chart review of 301 endodontic cases and 301 controls. Caries, types of restorations, and periodontal disease were the most significant factors. With …

Application Of Time Series Models To Sets Of Environmental Data, Saarah Ahmed Farag

Theses : Honours

In environmental studies, many programs have been implemented for the purpose of examining the influence of factors on the natural environment from various sources. In the past, predictions have been obtained from a simple regression model of the data from these programs to aid in deciding whether an intervention is required in the program or policy. However, most environmental time series involve correlated dependent variables which makes it difficult to apply conventional regression analysis. This thesis compares the application of the class of transfer function models, where high correlation between dependent variables is allowed, to that of conventional regression analysis. …

Identification Of Significant Outliers In Time Series Data, Keri L. Robinson

Theses and Dissertations

This thesis examines the feasibility of using least median of squares (LMS) procedure applied to a reweighted least squares (RLS) autoregression model to identify significant outliers in time series data. The time series were analyzed for data points that were outliers. In order to perform detailed analysis on an outlier. the analyst must be able to determine that an outlier data point is significantly different from normally distributed data. This thesis examines a new method for identifying these outliers. Data from the field were characterized and fit with time series models using an autoregressive reweighted least squares routine (ARRLS) derived …

Unit Roots, Cointegration And Spot And Forward Rates Of The Rupees, P G Apte

IIMB Management Review

The hypothesis of unbiasedness of the forward exchange rate as a predictor of the future spot rate has been subjected to extensive empirical testing. some researchers use the level form specification in which the actual spot rate is regressed on the k-period forward rate k periods age. While other use the percent change specification in which the k-period log change in spot rate is regressed on the forward premium /discount. The resuits from the two specifications are widely different and often contradictory. The problem lies in the presence of unit roots in both the spot and forward rate series and …

Time-Series Behaviour Of Corporate Earnings, Md Obaidullah

IIMB Management Review

Time-Series Behaviour of Corporate Earnings have been widely reported. The literature on time-series comprises of studies conducted primarily on British and American Companies. Pioneering Empirical Study by Little has been made in this area for a sample of British Firms by computing the serial correlation coefficient of the successive growth rate of earnings. These studies have been discussed by the author in detail in this article which will help the readers to know about it.

Datascan - April 30, 1991, Nova University

DataScan

No abstract provided.

Datascan - March 11, 1991, Nova University

DataScan

No abstract provided.

Datascan - February 18, 1991, Nova University

DataScan

No abstract provided.

Datascan - December 9, 1990, Nova University

DataScan

No abstract provided.

Datascan - November 2, 1990, Nova University

DataScan

No abstract provided.

Datascan - October 19, 1990, Nova University

DataScan

No abstract provided.

Cost-Benefit Analysis Of Computer Systems In Community Hospital Food Service, Beverly Kittle

Loma Linda University Electronic Theses, Dissertations & Projects

Cost containment has always been a major concern to managers. Therefore, any system which decreases costs by reducing labor time is given serious evaluation.

A five week comparison was made between financial record keeping by the manual method and by the computerized method. A continuous time study was utilized to make this comparison.

Over the five weeks, an average overall time savings of 245 minutes for the computerized versus the manual method was observed. The net savings to the institution was 223 minutes per week which translates to approximately $140.00 per month over a 5 year period.

The rapid payback …

A Review Of "Longitudinal Study" In Developmental Psychology, Emily H. Finley

Dissertations and Theses

The purpose of this library research thesis is to review the "longitudinal study" in terms of problems and present use. A preliminary search of the literature on longitudinal method revealed problems centering around two areas: (1) definition of "longitudinal study" and (2) practical problems of method itself. The purpose of this thesis then is to explore through a search of books and journals the following questions:

1. How can “longitudinal study” be defined?

2. What problems are inherent in the study of the same individuals over time and how can these problems be solved?

A third question which emerges from …

Labor Time Analysis By Work Function Activity In Production Of Vegetarian Entrees, Maynard W. Lebrun

Loma Linda University Electronic Theses, Dissertations & Projects

The specific objectives of this research were to (1) develop a method for determining labor time and labor cost of cooks by work functions in the production of selected vegetarian entrees, and (2) determine the percentage relationship of cooks' labor to food cost in selected classifications of entrees.

Application of the continuous time study methodology as developed in this research was restricted to the observation of entree cooks in a 408 bed non-profit university hospital. Observation of work function activities during the first week of a four week cycle menu for three consecutive cycles was classified under three major categories: …