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2011

Multivariate Analysis

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Articles 1 - 11 of 11

Full-Text Articles in Statistical Models

Water Quality Models For Stormwater Runoff In Two Lincoln, Nebraska Urban Watersheds, Jake Fisher Dec 2011

Water Quality Models For Stormwater Runoff In Two Lincoln, Nebraska Urban Watersheds, Jake Fisher

Department of Civil and Environmental Engineering: Dissertations, Theses, and Student Research

Water quality monitoring was conducted in two urban watersheds (Colonial Hills and Taylor Park) located in southeast Lincoln, NE over a three year period spanning from October 2008 through September 2011. In-line probes continuously measured for turbidity, conductivity, dissolved oxygen, and water temperature while other water quality constituents were analyzed for discrete water samples collected using grab and automatic sampling techniques. The water quality data was used to calculate event mean concentrations (EMCs) for sixteen storm events sampled over the duration of the project period. Three types of stormwater quality multiple linear regression models were developed for the estimation of …


Depicting Estimates Using The Intercept In Meta-Regression Models: The Moving Constant Technique, Blair T. Johnson Dr., Tania B. Huedo-Medina Dr. Oct 2011

Depicting Estimates Using The Intercept In Meta-Regression Models: The Moving Constant Technique, Blair T. Johnson Dr., Tania B. Huedo-Medina Dr.

CHIP Documents

In any scientific discipline, the ability to portray research patterns graphically often aids greatly in interpreting a phenomenon. In part to depict phenomena, the statistics and capabilities of meta-analytic models have grown increasingly sophisticated. Accordingly, this article details how to move the constant in weighted meta-analysis regression models (viz. “meta-regression”) to illuminate the patterns in such models across a range of complexities. Although it is commonly ignored in practice, the constant (or intercept) in such models can be indispensible when it is not relegated to its usual static role. The moving constant technique makes possible estimates and confidence intervals at …


Mixture Model Cluster Analysis Under Different Covariance Structures Using Information Complexity, Bahar Erar Aug 2011

Mixture Model Cluster Analysis Under Different Covariance Structures Using Information Complexity, Bahar Erar

Masters Theses

In this thesis, a mixture-model cluster analysis technique under different covariance structures of the component densities is developed and presented, to capture the compactness, orientation, shape, and the volume of component clusters in one expert system to handle Gaussian high dimensional heterogeneous data sets to achieve flexibility in currently practiced cluster analysis techniques. Two approaches to parameter estimation are considered and compared; one using the Expectation-Maximization (EM) algorithm and another following a Bayesian framework using the Gibbs sampler. We develop and score several forms of the ICOMP criterion of Bozdogan (1994, 2004) as our fitness function; to choose the number …


On The Covariate-Adjusted Estimation For An Overall Treatment Difference With Data From A Randomized Comparative Clinical Trial, Lu Tian, Tianxi Cai, Lihui Zhao, L. J. Wei Jul 2011

On The Covariate-Adjusted Estimation For An Overall Treatment Difference With Data From A Randomized Comparative Clinical Trial, Lu Tian, Tianxi Cai, Lihui Zhao, L. J. Wei

Harvard University Biostatistics Working Paper Series

No abstract provided.


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 …


Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui May 2011

Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui

UNLV Theses, Dissertations, Professional Papers, and Capstones

The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become "too big to fail." Is this still a true statement? What is the relationship, if any, between bank sizes and bank failures? In this thesis, the proposed modeling techniques are applied to real bank failure data from the FDIC. In particular, quarterly data from 1989:Q1 to 2010:Q4 are used in the data analysis, which includes three major parts: 1) pairwise bank failure rate comparisons using the conditional test (Przyborowski and Wilenski, 1940); 2) development of the …


Rejoinder: Estimation Issues For Copulas Applied To Marketing Data, Peter Danaher, Michael Smith Dec 2010

Rejoinder: Estimation Issues For Copulas Applied To Marketing Data, Peter Danaher, Michael Smith

Michael Stanley Smith

Estimating copula models using Bayesian methods presents some subtle challenges, ranging from specification of the prior to computational tractability. There is also some debate about what is the most appropriate copula to employ from those available. We address these issues here and conclude by discussing further applications of copula models in marketing.


Forecasting Television Ratings, Peter Danaher, Tracey Dagger, Michael Smith Dec 2010

Forecasting Television Ratings, Peter Danaher, Tracey Dagger, Michael Smith

Michael Stanley Smith

Despite the state of flux in media today, television remains the dominant player globally for advertising spend. Since television advertising time is purchased on the basis of projected future ratings, and ad costs have skyrocketed, there is increasing pressure to forecast television ratings accurately. Previous forecasting methods are not generally very reliable and many have not been validated, but more distressingly, none have been tested in today’s multichannel environment. In this study we compare 8 different forecasting models, ranging from a naïve empirical method to a state-of-the-art Bayesian model-averaging method. Our data come from a recent time period, 2004-2008 in …


Windows Executable For Gaussian Copula With Nbd Margins, Michael S. Smith Dec 2010

Windows Executable For Gaussian Copula With Nbd Margins, Michael S. Smith

Michael Stanley Smith

This is an example Windows 32bit program to estimate a Gaussian copula model with NBD margins. The margins are estimated first using MLE, and the copula second using Bayesian MCMC. The model was discussed in Danaher & Smith (2011; Marketing Science) as example 4 (section 4.2).


Modeling Multivariate Distributions Using Copulas: Applications In Marketing, Peter J. Danaher, Michael S. Smith Dec 2010

Modeling Multivariate Distributions Using Copulas: Applications In Marketing, Peter J. Danaher, Michael S. Smith

Michael Stanley Smith

In this research we introduce a new class of multivariate probability models to the marketing literature. Known as “copula models”, they have a number of attractive features. First, they permit the combination of any univariate marginal distributions that need not come from the same distributional family. Second, a particular class of copula models, called “elliptical copula”, have the property that they increase in complexity at a much slower rate than existing multivariate probability models as the number of dimensions increase. Third, they are very general, encompassing a number of existing multivariate models, and provide a framework for generating many more. …


Bicycle Commuting In Melbourne During The 2000s Energy Crisis: A Semiparametric Analysis Of Intraday Volumes, Michael S. Smith, Goeran Kauermann Dec 2010

Bicycle Commuting In Melbourne During The 2000s Energy Crisis: A Semiparametric Analysis Of Intraday Volumes, Michael S. Smith, Goeran Kauermann

Michael Stanley Smith

Cycling is attracting renewed attention as a mode of transport in western urban environments, yet the determinants of usage are poorly understood. In this paper we investigate some of these using intraday bicycle volumes collected via induction loops located at ten bike paths in the city of Melbourne, Australia, between December 2005 and June 2008. The data are hourly counts at each location, with temporal and spatial disaggregation allowing for the impact of meteorology to be measured accurately for the first time. Moreover, during this period petrol prices varied dramatically and the data also provide a unique opportunity to assess …