Statistical Models Commons^™

A Comparative Analysis Of Decision Trees Vis-À-Vis Other Computational Data Mining Techniques In Automotive Insurance Fraud Detection, Adrian Gepp, Kuldeep Kumar, J Holton Wilson, Sukanto Bhattacharya

Kuldeep Kumar

No abstract provided.

Nbr2 Errata And Comments, Joseph Hilbe

Joseph M Hilbe

Errata and Comments for Negative Binomial Regression, 2nd edition

Time Series, Unit Roots, And Cointegration: An Introduction, Lonnie K. Stevans

Lonnie K. Stevans

The econometric literature on unit roots took off after the publication of the paper by Nelson and Plosser (1982) that argued that most macroeconomic series have unit roots and that this is important for the analysis of macroeconomic policy. Yule (1926) suggested that regressions based on trending time series data can be spurious. This problem of spurious correlation was further pursued by Granger and Newbold (1974) and this also led to the development of the concept of cointegration (lack of cointegration implies spurious regression). The pathbreaking paper by Granger (1981), first presented at a conference at the University of Florida …

A Regionalized National Universal Kriging Model Using Partial Least Squares Regression For Estimating Annual Pm2.5 Concentrations In Epidemiology, Paul D. Sampson, Mark Richards, Adam A. Szpiro, Silas Bergen, Lianne Sheppard, Timothy V. Larson, Joel Kaufman

UW Biostatistics Working Paper Series

Many cohort studies in environmental epidemiology require accurate modeling and prediction of fine scale spatial variation in ambient air quality across the U.S. This modeling requires the use of small spatial scale geographic or “land use” regression covariates and some degree of spatial smoothing. Furthermore, the details of the prediction of air quality by land use regression and the spatial variation in ambient air quality not explained by this regression should be allowed to vary across the continent due to the large scale heterogeneity in topography, climate, and sources of air pollution. This paper introduces a regionalized national universal kriging …

An Analysis Of Risk Reduction Choices In Dcis Breast Cancer Patients, Lauren Soltesz

Statistics

The main focus of this paper was to evaluate possible demographic and clinical characteristics associated with a woman’s choice of breast conserving surgery (BCS), unilateral mastectomy (ULM), or bilateral risk reduction mastectomy (BRRM). The cohort consisted of patients presenting to the City of Hope National Medical Center with ductal carcinoma in situ breast cancer who elected to have cancer directed surgery (N=305). Analyses to examine associations of patient characteristics with type of surgery were conducted using a multinomial logistic regression. Results showed that older women were more likely to choose breast conserving surgery over bilateral risk reduction mastectomy than younger …

Testing The Predictive Performance Of Distribution Models, Volker Bahn, Brian Mcgill

Publications

Distribution models are used to predict the likelihood of occurrence or abundance of a species at locations where census data are not available. An integral part of modelling is the testing of model performance. We compared different schemes and measures for testing model performance using 79 species from the North American Breeding Bird Survey. The four testing schemes we compared featured increasing independence between test and training data: resubstitution, random data hold-out and two spatially segregated data hold-out designs. The different testing measures also addressed different levels of information content in the dependent variable: regression R2 for absolute abundance, squared …

Stress-Lifetime Joint Distribution Model For Performance Degradation Failure, Quan Sun, Yanzhen Tang, Jing Feng, Paul Kvam

Department of Math & Statistics Faculty Publications

The high energy density self-healing metallized film pulse capacitor has been applied to all kinds of laser facilities for their power conditioning systems under several stress levels, such as 23kV, 30kV and 35kV, whose reliability performance and maintenance costs are affected by the reliability of capacitors. Due to the costs and time restriction, how to assess the reliability of highly reliable capacitors under a certain stress level as soon as possible becomes a challenge. Accelerated degradation test provides a way to predict its lifetime and reliability effectively. A model called stress-lifetime joint distribution model and an analysis method based on …

An Economic Alternative To The C Chart, Ryan William Black

Graduate Theses and Dissertations

Because the probability of Type I error is not evenly distributed beyond upper and lower three-sigma limits the c chart is theoretically inappropriate for a monitor of Poisson distributed phenomena. Furthermore, the normal approximation to the Poisson is of little use when c is small. These practical and theoretical concerns should motivate the computation of true error rates associated with individuals control assuming the Poisson distribution. An economic alternative to the c chart is described as a statistical model of upward shift from c0 to c1 and the two charts are compared in theory. For a range of c chart …

Capacity Coefficient Variations, Joseph W. Houpt, Andrew Heathcote, Ami Eidels, Nathan Medeiros-Ward, Jason Watson, David Strayer

Joseph W. Houpt

The capacity coefficient has become an increasingly popular measure of efficiency under changes in workload. It has been used in applications ranging from psychophysical detection tasks to complex cognitive tasks, as well as in addressing questions in social and clinical psychology. The basic formulation compares response times to each stimulus property (or task) in isolation to response times with all stimulus properties (or tasks) at the same time. A number of variations on the basic capacity coefficient have been used, both in the experimental design and in the calculations, and many more are possible. Here we outline the theoretical reasons …

General Recognition Theory Extended To Include Response Times: Predictions For A Class Of Parallel Systems, Joseph W. Houpt, James T. Townsend, Noah H. Silbert

Joseph W. Houpt

No abstract provided.

Finding A Better Confidence Interval For A Single Regression Changepoint Using Different Bootstrap Confidence Interval Procedures, Bodhipaksha Thilakarathne

Electronic Theses and Dissertations

Recently a number of papers have been published in the area of regression changepoints but there is not much literature concerning confidence intervals for regression changepoints. The purpose of this paper is to find a better bootstrap confidence interval for a single regression changepoint. ("Better" confidence interval means having a minimum length and coverage probability which is close to a chosen significance level). Several methods will be used to find bootstrap confidence intervals. Among those methods a better confidence interval will be presented.

An Economic Analysis Of Wine Grape Production In The State Of Connecticut, Jeremy L. Jelliffe

Master's Theses

The Connecticut Wine and Vineyard industry has grown at a steady 3.9% per year over the past decade (ATTTB, 2009). Economic models estimate that the wineries sub-sector contributes $38 million dollars to the state economy and direct employment of 106 residents (Lopez et al., 2010). Programs to support and foster further growth of the industry and CT farm vineyard culture include the Department of Agriculture’s CT Wine Trail and the annual CT Wine festival (DOAG, 2010). Farmland preservation groups also support vineyard development since grape growing tends to secure tracts of farmland for long periods of time.

Investment analysis for …

Sensitivity Of Limiting Hurricane Intensity To Ocean Warmth, James B. Elsner, Sarah Strazzo, Jill C. Trepanier, Thomas H. Jagger

Publications

No abstract provided.

Approximate Methods For Dynamic Portfolio Allocation Under Transaction Costs, Nabeel Butt

Electronic Thesis and Dissertation Repository

The thesis provides robust and efficient lattice based algorithms for solving dynamic portfolio allocation problems under transaction costs. The early part of the thesis concentrates upon developing a toolbox based on multinomial trees. The multinomial trees are shown to provide a reasonable approximation for most popular transaction cost models in the academic literature. The tool, once forged, is implemented in the powerful Mathematica based parallel computing environment. In the second part of the thesis we provide applications of our framework to real world problems. We show re-balancing portfolios is more valuable in an investment environment where the growth and volatility …

International Astrostatistics Association, Joseph Hilbe

Joseph M Hilbe

Overview of the history, purpose, Council and officers of the International Astrostatistics Association (IAA)

Retrieval Of Sub-Pixel-Based Fire Intensity And Its Application For Characterizing Smoke Injection Heights And Fire Weather In North America, David Peterson

Department of Earth and Atmospheric Sciences: Dissertations, Theses, and Student Research

For over two decades, satellite sensors have provided the locations of global fire activity with ever-increasing accuracy. However, the ability to measure fire intensity, know as fire radiative power (FRP), and its potential relationships to meteorology and smoke plume injection heights, are currently limited by the pixel resolution. This dissertation describes the development of a new, sub-pixel-based FRP calculation (FRP_f) for fire pixels detected by the MODerate Resolution Imaging Spectroradiometer (MODIS) fire detection algorithm (Collection 5), which is subsequently applied to several large wildfire events in North America. The methodology inherits an earlier bi-spectral algorithm for retrieving sub-pixel …

Comparative Analysis Of Dispersion Parameter Estimates In Loglinear Modeling: Applied To E-Commerce Sales And Customer Data, Scott Davis

Statistics

When loglinear models are applied to count data the issue of over-dispersion often arises. Moment and maximum likelihood estimation methods in accounting for over-dispersion are widely used because they allow for model checking tools such as Chi-square, F, and likelihood ratio tests. Here is a comparison between R functions that each uses one method; glm.nb uses MLE, and glm.poisson.disp uses MME. The Index of Dissimilarity and visual model selection (ECDF plots) are also incorporated. These are applied to sales data using product and customer information compiled over the last five years that was generously provided by an e-commerce company.

諸外国のデータエディティング及び混淆正規分布モデルによる多変量外れ値検出法についての研究(高橋将宜、選択的エディティング、セレクティブエディティング), Masayoshi Takahashi

Masayoshi Takahashi

No abstract provided.

Significant Themes In 19th-Century Literature, Matthew L. Jockers, David Mimno

Department of English: Faculty Publications

External factors such as author gender, author nationality, and date of publication affect both the choice of literary themes in novels and the expression of those themes, but the extent of this association is difficult to quantify. In this work, we apply statistical methods to identify and extract hundreds of "topics" from a corpus of 3,346 works of 19th-century British, Irish, and American fiction. We use these topics as a measurable, data-driven proxy for literary themes. External factors may predict fluctuations in the use of themes and the individual word choices within themes. We use topics to measure the evidence …

Big Data And The Future, Sherri Rose

Sherri Rose

No abstract provided.

Bayesian Approaches To Assessing Architecture And Stopping Rule, Joseph W. Houpt, A. Heathcote, A. Eidels, J. T. Townsend

Joseph W. Houpt

Much of scientific psychology and cognitive science can be viewed as a search to understand the mechanisms and dynamics of perception, thought and action. Two processing attributes of particular interest to psychologists are the architecture, or temporal relationships between sub-processes of the system, and the stopping rule, which dictates how many of the sub-processes must be completed for the system to finish. The Survivor Interaction Contrast (SIC) is a powerful tool for assessing the architecture and stopping rule of a mental process model. Thus far, statistical analysis of the SIC has been limited to null-hypothesis- significance tests. In this talk …

Bayesian Approaches To Assessing Architecture And Stopping Rule, Joseph W. Houpt, Andrew Heathcote, Ami Eidels, J. T. Townsend

Psychology Faculty Publications

Much of scientific psychology and cognitive science can be viewed as a search to understand the mechanisms and dynamics of perception, thought and action. Two processing attributes of particular interest to psychologists are the architecture, or temporal relationships between sub-processes of the system, and the stopping rule, which dictates how many of the sub-processes must be completed for the system to finish. The Survivor Interaction Contrast (SIC) is a powerful tool for assessing the architecture and stopping rule of a mental process model. Thus far, statistical analysis of the SIC has been limited to null-hypothesis- significance tests. In this talk …

Rank-Based Estimation And Prediction For Mixed Effects Models In Nested Designs, Yusuf K. Bilgic

Dissertations

Hierarchical designs frequently occur in many research areas. The experimental design of interest is expressed in terms of fixed effects but, for these designs, nested factors are a natural part of the experiment. These nested effects are generally considered random and must be taken into account in the statistical analysis. Traditional analyses are quite sensitive to outliers and lose considerable power to detect the fixed effects of interest.

This work proposes three rank-based fitting methods for handling random, fixed and scale effects in k-level nested designs for estimation and inference. An algorithm, which iteratively obtains robust prediction for both scale …

Glme3_Ado_Do_Files, Joseph Hilbe

Joseph M Hilbe

GLME3 ado and do files (116 in total)

Glme3 Data And Adodo Files, Joseph Hilbe

Joseph M Hilbe

A listing of Data Sets and Stata software commands and do files in GLME3 book

The Interacting Multiple Models Algorithm With State-Dependent Value Assignment, Rastin Rastgoufard

University of New Orleans Theses and Dissertations

The value of a state is a measure of its worth, so that, for example, waypoints have high value and regions inside of obstacles have very small value. We propose two methods of incorporating world information as state-dependent modifications to the interacting multiple models (IMM) algorithm, and then we use a game's player-controlled trajectories as ground truths to compare the normal IMM algorithm to versions with our proposed modifications. The two methods involve modifying the model probabilities in the update step and modifying the transition probability matrix in the mixing step based on the assigned values of different target states. …

Bayesian And Related Methods: Techniques Based On Bayes' Theorem, Mehmet Vurkaç

Systems Science Friday Noon Seminar Series

Bayes' theorem is a simple algebraic consequence of conditional probability. Yet, its consequences are critical to philosophy, society, and technology. Starting from its simple derivation, we will show how its interpretation in terms of base rates (priors) and class-conditional likelihoods illuminates everyday problems in medicine and law, and provides signal processing, communications, machine learning, model selection, and other applications of statistics with powerful classification and estimation tools. Next, we will briefly examine some of the ways in which this theorem can be adopted to include multiple attributes, contexts, hypotheses, and levels of risk. Methods derived from or related to Bayes’ …

Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison

Statistics

As a student, I noticed that the statistical package R (http://www.r-project.org) would have several benefits of its usage in the classroom. One benefit to the package is its free and open-source nature. This would be a great benefit for instructors and students alike since it would be of no cost to use, unlike other statistical packages. Due to this, students could continue using the program after their statistical courses and into their professional careers. It would be good to expose students while they are in school to a tool that professionals use in industry. R also has powerful …

Identifying The Spatial Distribution Of Three Plethodontid Salamanders In Great Smoky Mountains National Park Using Two Habitat Modeling Methods, Matthew Stephen Kookogey

Masters Theses

The main objective was to create habitat models of three plethodontid salamander species (Desmognathus conanti, D. ocoee, and Plethodon jordani) in GSMNP. To investigate the relationships between salamanders and their habitats, I used three models—logistic regression with use-availability sampling, logistic regression with case-control sampling, and Mahalanobis distance (D²)—for each species to gain a robust view of the relationships. The secondary objective was to compare the different modeling methods within and across the three species. Elevation was the dominant variable for all three species.

D² for D. conanti predicted low elevations, close proximity …

A Normal Truncated Skewed-Laplace Model In Stochastic Frontier Analysis, Junyi Wang

Masters Theses & Specialist Projects

Stochastic frontier analysis is an exciting method of economic production modeling that is relevant to hospitals, stock markets, manufacturing factories, and services. In this paper, we create a new model using the normal distribution and truncated skew-Laplace distribution, namely the normal-truncated skew-Laplace model. This is a generalized model of the normal-exponential case. Furthermore, we compute the true technical efficiency and estimated technical efficiency of the normal-truncated skewed-Laplace model. Also, we compare the technical efficiencies of normal-truncated skewed-Laplace model and normal-exponential model.