Statistical Models Commons^™

Fiscal And Monetary Policy Interactions In A Developing Economy: A Dsge-Based Evidence From Nigeria, Queen E. Oye, Philip O. Alege

CBN Journal of Applied Statistics (JAS)

This study characterizes the nature of fiscal-monetary interaction in Nigeria and gauges its macroeconomic effects by estimating a New Keynesian Dynamic Stochastic General Equilibrium (NK DSGE) model. Two policy simulations were also conducted. The first experiment considers the desirable active-passive policy mix while the second experiment ranks alternative monetary policy rules among the differing objectives of price, output and exchange rate stabilization. The study finds that fiscal and monetary policies interact as complements in an active monetary and passive fiscal policy mix over the sample period. The result from the first policy simulation reveals that the active monetary and passive …

Functional Data Analysis Of Covid-19, Nichole L. Fluke

Mathematics & Statistics ETDs

This thesis deals with Functional Data Analysis (FDA) on COVID data. The Data involves counts for new COVID cases, hospitalized COVID patients, and new COVID deaths. The data used is for all the states and regions in the United States. The data starts in March 1^st, 2020 and goes through March 31^st, 2021. The FDA smooths the data and looks to see if there are similarities or differences between the states and regions in the data. The data also shows which states and regions stand out from the others and which ones are similar. Also shown …

Dynamic Prediction For Alternating Recurrent Events Using A Semiparametric Joint Frailty Model, Jaehyeon Yun

Statistical Science Theses and Dissertations

Alternating recurrent events data arise commonly in health research; examples include hospital admissions and discharges of diabetes patients; exacerbations and remissions of chronic bronchitis; and quitting and restarting smoking. Recent work has involved formulating and estimating joint models for the recurrent event times considering non-negligible event durations. However, prediction models for transition between recurrent events are lacking. We consider the development and evaluation of methods for predicting future events within these models. Specifically, we propose a tool for dynamically predicting transition between alternating recurrent events in real time. Under a flexible joint frailty model, we derive the predictive probability of …

Advanced High Dimensional Regression Techniques, Yuan Yang

All Dissertations

This dissertation focuses on developing high dimensional regression techniques to analyze large scale data using both Bayesian and frequentist approaches, motivated by data sets from various disciplines, such as public health and genetics. More specifically, Chapters 2 and Chapter 4 take a Bayesian approach to achieve modeling and parameter estimation simultaneously while Chapter 3 takes a frequentist approach. The main aspects of these techniques are that they perform variable selection and parameter estimation simultaneously, while also being easily adaptable to large-scale data. In particular, by embedding a logistic model into traditional spike and slab framework and selecting of proper prior …

Statistical Extensions Of Multi-Task Learning With Semiparametric Methods And Task Diagnostics, Nikolay Miller

Mathematics & Statistics ETDs

In this dissertation, I propose new approaches to multi-task learning, inspired by statistical model diagnostics and semiparametric and additive modeling. The newly designed additive multi-task model framework allows for flexible estimation of multi-task parametric and nonparametric effects by using an extension of the backfitting algorithm. Further, I propose new methods for statistical task diagnostics, which allow for the identification and remedy of outlier tasks, based on task-specific performance metrics and their empirical distributions. I perform a deep examination of the well-established multi-task kernel method and achieve theoretical and experimental contributions. Lastly, I propose a two-step modeling approach to multi-task modeling, …

The Short-Term Effects Of Fine Airborne Particulate Matter And Climate On Covid-19 Disease Dynamics, El Hussain Shamsa, Kezhong Zhang

Medical Student Research Symposium

Background: Despite more than 60% of the United States population being fully vaccinated, COVID-19 cases continue to spike in a temporal pattern. These patterns in COVID-19 incidence and mortality may be linked to short-term changes in environmental factors.

Methods: Nationwide, county-wise measurements for COVID-19 cases and deaths, fine-airborne particulate matter (PM_2.5), and maximum temperature were obtained from March 20, 2020 to March 20, 2021. Multivariate Linear Regression was used to analyze the association between environmental factors and COVID-19 incidence and mortality rates in each season. Negative Binomial Regression was used to analyze daily fluctuations of COVID-19 cases …

Adjusting Community Survey Data Benchmarks For External Factors, Allen Miller, Nicole M. Norelli, Robert Slater, Mingyang N. Yu

SMU Data Science Review

Abstract. Using U.S. resident survey data from the National Community Survey in combination with public data from the U.S. Census and additional sources, a Voting Regressor Model was developed to establish fair benchmark values for city performance. These benchmarks were adjusted for characteristics the city cannot easily influence that contribute to confidence in local government, such as population size, demographics, and income. This adjustment allows for a more meaningful comparison and interpretation of survey results among individual cities. Methods explored for the benchmark adjustment included cluster analysis, anomaly detection, and a variety of regression techniques, including random forest, ridge, decision …

Effect Of Monetary Policy Rate On Market Interest Rates In Nigeria: A Threshold And Nardl Approach, Oluwafemi E. Awopegba, Joseph O. Afolabi, Lydia T. Adeoye, Godwin O. Akpokodje

CBN Journal of Applied Statistics (JAS)

This study examines the effect of monetary policy rate (MPR) on market interest rates in Nigeria. For parsimony, we develop two indexes called the short-term interest rate (SINT) and Lending interest rate (LINT) to represent deposit and lending rates respectively. The nonlinear autoregressive distributed lag (NARDL) and threshold regression models are adopted. The study uses monthly data from 2002:M1 to 2019:M12. The results of the threshold regression model indicate that the degree of the effect of MPR on SINT and LINT above the estimated threshold of 11 and 13 percent respectively is greater and significant than if MPR were to …

Social Dimension Of Inclusive Growth In Ecowas: Implication For Poverty Reduction, Toriola K. Anu, Goerge O. Emmanuel, Ajayi O. Felix

CBN Journal of Applied Statistics (JAS)

This study investigates the implication of the social dimension of inclusive growth on poverty reduction in Economic Community of West African States (ECOWAS) countries. It specifically examines how social indices of inclusive growth comprising of income inequality, education, and health outcomes affect poverty reduction. The study uses a panel dataset of the six (6) lower-middle income countries in ECOWAS which was analysed via panel Difference Generalised Method of Moment (D-GMM). The results show that GDP per capita exerts significant negative effect on poverty while inequality, education and health outcomes do not show significant effect on poverty. Although, the estimates of …

Effect Of Fdi Inflows On Employment Generation In Selected Ecowas Countries: Heterogeneous Panel Analysis, Timothy A. Aderemi, Olawunmi Omitogun, Bukonla G. Osisanwo

CBN Journal of Applied Statistics (JAS)

The aim of this study is to examine the effect of FDI on employment in ECOWAS sub region between 1990 and 2019. The study utilizes a panel autoregressive distributed lag model to analyse the short run and long run relationship between FDI and employment across ECOWAS sub region. In the short run, the impact of FDI on employment is negative and statistically not significant. Meanwhile, in the long run FDI has a positive and statistically significant impact on employment rate. This implies that FDI has the capacity to generate employment in countries in ECOWAS sub region. Therefore, this study recommends …

Impact Of Covid-19 Pandemic On The Nigeria Stock Market: A Sectoral Stock Prices Analysis, Peter A. Adekunle, Yakubu A. Bello, Udochukwu G. Nwachukwu

CBN Journal of Applied Statistics (JAS)

This study examines the impact of the COVID-19 pandemic on sectoral stock prices in Nigeria stock market using daily data covering from February 28, 2020 to June 26, 2020. Applying the autoregressive distributed lag (ARDL) bounds test, the study finds that COVID-19 pandemic had adverse impact on the stock market indices in the short run. Furthermore, the study documents negative response of sectoral stock prices to the pandemic while the stock prices of the banking sub-sector are the worst hit. Compared to the consumer goods, and industrial subsector indices, the speed of adjustment to long run equilibrium is faster for …

Assessing The Influence Of Health Policy And Population Mobility On Covid-19 Spread In Arkansas, Tayden Barretto

Industrial Engineering Undergraduate Honors Theses

The outbreak of COVID-19 has created a major crisis across the world since its start in 2019, and its influence on every realm of society is undeniable. Globally, more than 500 million cases have been recorded since March 2020, with almost 6 million deaths. In the wake of this crisis, many governments and health organizations have taken steps and precautions to mitigate its spread. These steps involve public mandates of information, reducing frequency of personal contact, and use of masks to minimize the risk of transmission. Current access to mobility data released from Google detailing population movements has provided a …

Advancements In Gaussian Process Learning For Uncertainty Quantification, John C. Nicholson

All Dissertations

Gaussian processes are among the most useful tools in modeling continuous processes in machine learning and statistics. The research presented provides advancements in uncertainty quantification using Gaussian processes from two distinct perspectives. The first provides a more fundamental means of constructing Gaussian processes which take on arbitrary linear operator constraints in much more general framework than its predecessors, and the other from the perspective of calibration of state-aware parameters in computer models. If the value of a process is known at a finite collection of points, one may use Gaussian processes to construct a surface which interpolates these values to …

Aberrant Responding With Underlying Dominance And Unfolding Response Processes: Examining Model Fit And Performance Of Person-Fit Statistics, Jennifer A. Reimers

Graduate Theses and Dissertations

Researchers have recognized that respondents may not answer items in a way that accurately reflects their attitude or trait level being measured. The resulting response data that deviates from what would be expected has been shown to have significant effects on the psychometric properties of a scale and analytical results. However, many studies that have investigated the detection of aberrant data and its effects have done so using dominance item response theory (IRT) models. It is unknown whether the impacts of aberrant data and the methodology used to identify aberrant responding when using dominance IRT models apply similarly when scales …

Statistical Theory For Specialized Linear Regression Adjustment Methods Compared To Multiple Linear Regression In The Presence And Absence Of Interaction Effects, Leon Su

Theses and Dissertations--Statistics

When building models to investigate outcomes and variables of interest, researchers often want to adjust for other variables. There is a variety of ways that these adjustments are performed. In this work, we will consider four approaches to adjustment utilized by researchers in various fields. We will compare the efficacy of these methods to what we call the ”true model method”, fitting a multiple linear regression model in which adjustment variables are model covariates. Our goal is to show that these adjustment methods have inferior performance to the true model method by comparing model parameter estimates, power, type I error, …

Deriving The Distributions And Developing Methods Of Inference For R2-Type Measures, With Applications To Big Data Analysis, Gregory S. Hawk

Theses and Dissertations--Statistics

As computing capabilities and cloud-enhanced data sharing has accelerated exponentially in the 21st century, our access to Big Data has revolutionized the way we see data around the world, from healthcare to investments to manufacturing to retail and supply-chain. In many areas of research, however, the cost of obtaining each data point makes more than just a few observations impossible. While machine learning and artificial intelligence (AI) are improving our ability to make predictions from datasets, we need better statistical methods to improve our ability to understand and translate models into meaningful and actionable insights.

A central goal in the …

Role Of Inhibition And Spiking Variability In Ortho- And Retronasal Olfactory Processing, Michelle F. Craft

Theses and Dissertations

Odor perception is the impetus for important animal behaviors, most pertinently for feeding, but also for mating and communication. There are two predominate modes of odor processing: odors pass through the front of nose (ortho) while inhaling and sniffing, or through the rear (retro) during exhalation and while eating and drinking. Despite the importance of olfaction for an animal’s well-being and specifically that ortho and retro naturally occur, it is unknown whether the modality (ortho versus retro) is transmitted to cortical brain regions, which could significantly instruct how odors are processed. Prior imaging studies show different …

Estimation Analysis For The Seir Model With Stochastic Perturbation For The Covid-19 Outbreak In Bogotá, Viswanathan Arunachalam, Andres Rios-Gutierrez

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Exploring The Relationship Between Mandatory Helmet Use Regulations And Adult Cyclists’ Behavior In California Using Hybrid Machine Learning Models, Fatemeh Davoudi Kakhki, Maria Chierichetti

Mineta Transportation Institute

In California, bike fatalities increased by 8.1% from 2015 to 2016. Even though the benefits of wearing helmets in protecting cyclists against trauma in cycling crash has been determined, the use of helmets is still limited, and there is opposition against mandatory helmet use, particularly for adults. Therefore, exploring perceptions of adult cyclists regarding mandatory helmet use is a key element in understanding cyclists’ behavior, and determining the impact of mandatory helmet use on their cycling rate. The goal of this research is to identify sociodemographic characteristics and cycling behaviors that are associated with the use and non-use of bicycle …

Determining Malignancy: Can Mammogram Results Help Predict The Diagnosis Of Breast Tumors?, Taylor Behrens

Symposium of Student Scholars

Even with advancements in treatment and preventative care, breast cancer remains an epidemic claiming more than 40,000 American male and female lives each year. The mammogram dataset that I am analyzing was initially complied in the early 1990s by a team from the University of Wisconsin - Madison. Past research diagnoses breast cancer from fine-needle aspirates. My research focuses on predicting whether we can determine breast cancer diagnoses without the use of invasive procedures and, in particular, whether we can predict breast cancer based on mammogram data. Do measures of gray-scale texture, radius, concavity, perimeter, compactness, area, and smoothness of …

Bayesian Variable Selection Strategies In Longitudinal Mixture Models And Categorical Regression Problems., Md Nazir Uddin

Electronic Theses and Dissertations

In this work, we seek to develop a variable screening and selection method for Bayesian mixture models with longitudinal data. To develop this method, we consider data from the Health and Retirement Survey (HRS) conducted by University of Michigan. Considering yearly out-of-pocket expenditures as the longitudinal response variable, we consider a Bayesian mixture model with $K$ components. The data consist of a large collection of demographic, financial, and health-related baseline characteristics, and we wish to find a subset of these that impact cluster membership. An initial mixture model without any cluster-level predictors is fit to the data through an MCMC …

Evaluating The Efficiency Of Markov Chain Monte Carlo Algorithms, Thuy Scanlon

Graduate Theses and Dissertations

Markov chain Monte Carlo (MCMC) is a simulation technique that produces a Markov chain designed to converge to a stationary distribution. In Bayesian statistics, MCMC is used to obtain samples from a posterior distribution for inference. To ensure the accuracy of estimates using MCMC samples, the convergence to the stationary distribution of an MCMC algorithm has to be checked. As computation time is a resource, optimizing the efficiency of an MCMC algorithm in terms of effective sample size (ESS) per time unit is an important goal for statisticians. In this paper, we use simulation studies to demonstrate how the Gibbs …

Characterizing The Northern Hemisphere Circumpolar Vortex Through Space And Time, Nazla Bushra

LSU Doctoral Dissertations

This hemispheric-scale, steering atmospheric circulation represented by the circumpolar vortices (CPVs) are the middle- and upper-tropospheric wind belts circumnavigating the poles. Variability in the CPV area, shape, and position are important topics in geoenvironmental sciences because of the many links to environmental features. However, a means of characterizing the CPV has remained elusive. The goal of this research is to (i) identify the Northern Hemisphere CPV (NHCPV) and its morphometric characteristics, (ii) understand the daily characteristics of NHCPV area and circularity over time, (iii) identify and analyze spatiotemporal variability in the NHCPV’s centroid, and (iv) analyze how CPV features relate …

Markov Chains And Their Applications, Fariha Mahfuz

Math Theses

Markov chain is a stochastic model that is used to predict future events. Markov chain is relatively simple since it only requires the information of the present state to predict the future states. In this paper we will go over the basic concepts of Markov Chain and several of its applications including Google PageRank algorithm, weather prediction and gamblers ruin.

We examine on how the Google PageRank algorithm works efficiently to provide PageRank for a Google search result. We also show how can we use Markov chain to predict weather by creating a model from real life data.

Statistical Approaches For Estimation And Comparison Of Brain Functional Connectivity, Jifang Zhao

Theses and Dissertations

Drug addiction can lead to many health-related problems and social concerns. Functional connectivity obtained from functional magnetic resonance imaging (fMRI) data promotes a variety of fundamental understandings in such association. Due to its complex correlation structure and large dimensionality, the modeling and analysis of the functional connectivity from neuroimage are challenging. By proposing a spatio-temporal model for multi-subject neuroimage data, we incorporate voxel-level spatio-temporal dependencies of whole-brain measurements to improve the accuracy of statistical inference. To tackle large-scale spatio-temporal neuroimage data, we develop a computationally efficient algorithm to estimate the parameters. Our method is used to identify functional connectivity and …

Dimension Reduction Techniques In Regression, Pei Wang

Theses and Dissertations--Statistics

Because of the advances of modern technology, the size of the collected data nowadays is larger and the structure is more complex. To deal with such kinds of data, sufficient dimension reduction (SDR) and reduced rank (RR) regression are two powerful tools. This dissertation focuses on these two tools and it is composed of three projects. In the first project, we introduce a new SDR method through a novel approach of feature filter to recover the central mean subspace exhaustively along with a method to determine the dimension, two variable selection methods, and extensions to multivariate response and large p …

The Need To Incorporate Communities In Compartmental Models, Michael J. Kane, Owais Gilani

Faculty Journal Articles

Tian et al. provide a framework for assessing population- level interventions of disease outbreaks through the construction of counterfactuals in a large-scale, natural experiment assessing the efficacy of mild, but early interventions compared to delayed interventions. The technique is applied to the recent SARS-CoV-2 outbreak with the population of Shenzhen, China acting as the mild-but-early treatment group and a combination of several US counties resembling Shenzhen but enacting a delayed intervention acting as the control. To help further the development of this framework and identify an avenue for further enhancement, we focus on the use and potential limitations of compartmental …

Novel Statistical Analysis In The Context Of A Comprehensive Needs Assessment For Secondary Stem Recruitment, Norou Diawara, Sarah Ferguson, Melva Grant, Kumer Das

Mathematics & Statistics Faculty Publications

There is a myriad of career opportunities stemming from science, technology, engineering, and mathematics (STEM) disciplines. In addition to careers in corporate settings, teaching is a viable career option for individuals pursuing degrees in STEM disciplines. With national shortages of secondary STEM teachers, efforts to recruit, train, and retain quality STEM teachers is greatly important. Prior to exploring ways to attract potential STEM teacher candidates to pursue teacher training programs, it is important to understand the perceived value that potential recruits place on STEM careers, disciplines, and the teaching profession. The purpose of this study was to explore students’ perceptions …

Statistical Methods In Genetic Studies, Cheng Gao

Dissertations, Master's Theses and Master's Reports

This dissertation includes three Chapters. A brief description of each chapter is organized as follows.

In Chapter 1, we proposed a new method, called MF-TOWmuT, for genome-wide association studies with multiple genetic variants and multiple phenotypes using family samples. MF-TOWmuT uses kinship matrix to account for sample relatedness. It is worth mentioning that in simulations, we considered hidden polygenic effects and varied the proportion of variance contributed by it to generate phenotypes. Simulation studies show that MF-TOWmuT can preserve the type I error rates and is more powerful than several existing methods in different simulation scenarios, MFTOWmuT is also quite …

Multi-Level Small Area Estimation Based On Calibrated Hierarchical Likelihood Approach Through Bias Correction With Applications To Covid-19 Data, Nirosha Rathnayake

Theses & Dissertations

Small area estimation (SAE) has been widely used in a variety of applications to draw estimates in geographic domains represented as a metropolitan area, district, county, or state. The direct estimation methods provide accurate estimates when the sample size of study participants within each area unit is sufficiently large, but it might not always be realistic to have large sample sizes of study participants when considering small geographical regions. Meanwhile, high dimensional socio-ecological data exist at the community level, providing an opportunity for model-based estimation by incorporating rich auxiliary information at the individual and area levels. Thus, it is critical …