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Articles 61 - 66 of 66

Full-Text Articles in Multivariate Analysis

Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda Dec 2011

Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda

CBN Journal of Applied Statistics (JAS)

The adoption of the International Monetary Fund (IMF) Structural Adjustment Programme (SAP) in 1986 resulted in the transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira vis-à-vis the U.S dollar has attained varying rates all through different time horizons. On this basis, this study examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis-a-vis the United State dollar using monthly time series data from 1986 to 2008. The standard Purchasing Power Parity (PPP) model was used to analyze the long-run consistency of …

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Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari Dec 2011

Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari

CBN Journal of Applied Statistics (JAS)

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of the impact of Foreign Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation. The study further investigates the causal relationship using the Granger causality analysis of VECM which indicates a uni-directional causality relationship between GDP and FDI …

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Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola Dec 2011

Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola

CBN Journal of Applied Statistics (JAS)

The paper examines the relationship between banking sector credit and economic growth in Nigeria over the period 1970-2008. The causal links between the pairs of variables of interest were established using Granger causality test while a Two-Stage Least Squares (TSLS) estimation technique was used for the regression models. The results of Granger causality test show evidence of unidirectional causal relationship from GDP to private sector credit (PSC) and from industrial production index (IND) to GDP. Estimated regression models indicate that private sector credit impacts positively on economic growth over the period of coverage in this study. However, lending (interest) rate …

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A Unified Approach To Non-Negative Matrix Factorization And Probabilistic Latent Semantic Indexing, Karthik Devarajan, Guoli Wang, Nader Ebrahimi Jul 2011

A Unified Approach To Non-Negative Matrix Factorization And Probabilistic Latent Semantic Indexing, Karthik Devarajan, Guoli Wang, Nader Ebrahimi

COBRA Preprint Series

Non-negative matrix factorization (NMF) by the multiplicative updates algorithm is a powerful machine learning method for decomposing a high-dimensional nonnegative matrix V into two matrices, W and H, each with nonnegative entries, V ~ WH. NMF has been shown to have a unique parts-based, sparse representation of the data. The nonnegativity constraints in NMF allow only additive combinations of the data which enables it to learn parts that have distinct physical representations in reality. In the last few years, NMF has been successfully applied in a variety of areas such as natural language processing, information retrieval, image processing, speech recognition …

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Demonstrating Library Value: Examples And Applications For Arts Libraries, Jeanne M. Brown Apr 2011

Demonstrating Library Value: Examples And Applications For Arts Libraries, Jeanne M. Brown

Library Faculty Research

Demonstrating library value is of critical importance to all libraries, both to protect services and to serve patrons effectively. This paper presents suggestions for art and architecture libraries as they engage in determining what patrons value and documenting that value for library and campus administrators. Methods for calculating worth and for presenting a case are provided, as are ways of using strategic thinking and the assessment process to ensure the continuance of valuable services should budget reductions be unavoidable.

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A Unified Approach To Modeling Multivariate Binary Data Using Copulas Over Partitions, Bruce J. Swihart, Brian Caffo, Ciprian Crainiceanu Jul 2010

A Unified Approach To Modeling Multivariate Binary Data Using Copulas Over Partitions, Bruce J. Swihart, Brian Caffo, Ciprian Crainiceanu

Johns Hopkins University, Dept. of Biostatistics Working Papers

Many seemingly disparate approaches for marginal modeling have been developed in recent years. We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the proposed copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate …

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