Open Access. Powered by Scholars. Published by Universities.®

Social and Behavioral Sciences Commons

Open Access. Powered by Scholars. Published by Universities.®

Articles 1 - 11 of 11

Full-Text Articles in Social and Behavioral Sciences

A Panel Clustering Approach To Analyzing Bubble Behavior, Yanbo Liu, Peter C. B. Phillips, Jun Yu Feb 2022

A Panel Clustering Approach To Analyzing Bubble Behavior, Yanbo Liu, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

This study provides new mechanisms for identifying and estimating explosive bubbles in mixed-root panel autoregressions with a latent group structure. A post-clustering approach is employed that combines a recursive k-means clustering al-gorithm with panel-data test statistics for testing the presence of explosive roots in time series trajectories. Uniform consistency of the k-means clustering algorithm is established, showing that the post-clustering estimate is asymptotically equivalent to the oracle counterpart that uses the true group identities. Based on the estimated group membership, right-tailed self-normalized t-tests and coefficient-based J-tests, each with pivotal limit distributions, are introduced to detect the explosive roots. The usual …


Determining The Number Of Communities In Degree-Corrected Stochastic Block Models, Shujie Ma, Liangjun Su, Yichong Zhang Apr 2021

Determining The Number Of Communities In Degree-Corrected Stochastic Block Models, Shujie Ma, Liangjun Su, Yichong Zhang

Research Collection School Of Economics

We propose to estimate the number of communities in degree-corrected stochastic block models based on a pseudo likelihood ratio. For estimation, we consider a spectral clustering together with binary segmentation method. This approach guarantees an upper bound for the pseudo likelihood ratio statistic when the model is over-fitted. We also derive its limiting distribution when the model is under-fitted. Based on these properties, we establish the consistency of our estimator for the true number of communities. Developing these theoretical properties require a mild condition on the average degree: growing at a rate faster than log(n), where n is the number …


Identifying Latent Group Structures In Nonlinear Panels, Wuyi Wang, Liangjun Su Feb 2021

Identifying Latent Group Structures In Nonlinear Panels, Wuyi Wang, Liangjun Su

Research Collection School Of Economics

We propose a procedure to identify latent group structures in nonlinear panel data models where some regression coefficients are heterogeneous across groups but homogeneous within a group and the group number and membership are unknown. To identify the group structures, we consider the order statistics for the preliminary unconstrained consistent estimators of the regression coefficients and translate the problem of classification into the problem of break detection. Then we extend the sequential binary segmentation algorithm of Bai (1997) for break detection from the time series setup to the panel data framework. We demonstrate that our method is able to identify …


Using Smart Card Data To Model Commuters’ Responses Upon Unexpected Train Delays, Xiancai Tian, Baihua Zheng Dec 2018

Using Smart Card Data To Model Commuters’ Responses Upon Unexpected Train Delays, Xiancai Tian, Baihua Zheng

Research Collection School Of Computing and Information Systems

The mass rapid transit (MRT) network is playing an increasingly important role in Singapore's transit network, thanks to its advantages of higher capacity and faster speed. Unfortunately, due to aging infrastructure, increasing demand, and other reasons like adverse weather condition, commuters in Singapore recently have been facing increasing unexpected train delays (UTDs), which has become a source of frustration for both commuters and operators. Most, if not all, existing works on delay management do not consider commuters' behavior. We dedicate this paper to the study of commuters' behavior during UTDs. We adopt a data-driven approach to analyzing the six-month' real …


Exploiting The Interdependency Of Land Use And Mobility For Urban Planning, Kasthuri Jayarajah, Andrew Tan, Archan Misra Oct 2018

Exploiting The Interdependency Of Land Use And Mobility For Urban Planning, Kasthuri Jayarajah, Andrew Tan, Archan Misra

Research Collection School Of Computing and Information Systems

Urban planners and economists alike have strong interest in understanding the inter-dependency of land use and people flow. The two-pronged problem entails systematic modeling and understanding of how land use impacts crowd flow to an area and in turn, how the influx of people to an area (or lack thereof) can influence the viability of business entities in that area. With cities becoming increasingly sensor-rich, for example, digitized payments for public transportation and constant trajectory tracking of buses and taxis, understanding and modelling crowd flows at the city scale, as well as, at finer granularity such as at the neighborhood …


Homogeneity Pursuit In Panel Data Models: Theory And Application, Wuyi Wang, Peter C. B. Phillips, Liangjun Su Sep 2018

Homogeneity Pursuit In Panel Data Models: Theory And Application, Wuyi Wang, Peter C. B. Phillips, Liangjun Su

Research Collection School Of Economics

This paper studies the estimation of a panel data model with latent structures where individuals can be classified into different groups with the slope parameters being homogeneous within the same group but heterogeneous across groups. To identify the unknown group structure of vector parameters, we design an algorithm called Panel-CARDS. We show that it can identify the true group structure asymptotically and estimate the model parameters consistently at the same time. Simulations evaluate the performance and corroborate the asymptotic theory in several practical design settings. The empirical application reveals the heterogeneous grouping effect of income on democracy.


Identifying Latent Group Structures In Nonlinear Panels, Wuyi Wang, Liangjun Su Dec 2017

Identifying Latent Group Structures In Nonlinear Panels, Wuyi Wang, Liangjun Su

Research Collection School Of Economics

We propose a procedure to identify latent group structures in nonlinear panel data models where some regression coefficients are heterogeneous across groups but homogeneous within a group and the group number and membership are unknown. To identify the group structures, we consider the order statistics for the preliminary unconstrained consistent estimators of the regression coefficients and translate the problem of classification into the problem of break detection. Then we extend the sequential binary segmentation algorithm of Bai (1997) for break detection from the time series setup to the panel data framework. We demonstrate that our method is able to identify …


Strong Consistency Of Spectral Clustering For Stochastic Block Models, Liangjun Su, Wuyi Wang, Yichong Zhang Oct 2017

Strong Consistency Of Spectral Clustering For Stochastic Block Models, Liangjun Su, Wuyi Wang, Yichong Zhang

Research Collection School Of Economics

In this paper we prove the strong consistency of several methods based on thespectral clustering techniques that are widely used to study the communitydetection problem in stochastic block models (SBMs). We show that under someweak conditions on the minimal degree, the number of communities, and theeigenvalues of the probability block matrix, the K-means algorithm applied tothe Eigenvectors of the graph Laplacian associated with its first few largesteigenvalues can classify all individuals into the true community uniformlycorrectly almost surely. Extensions to both regularized spectral clustering anddegree-corrected SBMs are also considered. We illustrate the performance ofdifferent methods on simulated networks.


Homogeneity Pursuit In Panel Data Models: Theory And Applications, Wuyi Wang, Peter C. B. Phillips, Liangjun Su Nov 2016

Homogeneity Pursuit In Panel Data Models: Theory And Applications, Wuyi Wang, Peter C. B. Phillips, Liangjun Su

Research Collection School Of Economics

This paper studies estimation of a panel data model with latent structures where individuals can be classified into different groups where slope parameters are homogeneous within the same group but heterogeneous across groups. To identify the unknown group structure of vector parameters, we design an algorithm called Panel-CARDS which is a systematic extension of the CARDS procedure proposed by Ke, Fan, and Wu (2015) in a cross section framework. The extension addresses the problem of comparing vector coefficients in a panel model for homogeneity and introduces a new concept of controlled classification of multidimensional quantities called the segmentation net. We …


Extracting And Normalizing Entity-Actions From Users' Comments, Swapna Gottipati, Jing Jiang Dec 2012

Extracting And Normalizing Entity-Actions From Users' Comments, Swapna Gottipati, Jing Jiang

Research Collection School Of Computing and Information Systems

With the growing popularity of opinion-rich resources on the Web, new opportunities and challenges arise and aid people in actively using such information to understand the opinions of others. Opinion mining process currently focuses on extracting the sentiments of the users on products, social, political and economical issues. In many instances, users not only express their sentiments but also contribute their ideas, requests and suggestions through comments. Such comments are useful for domain experts and are referred to as actionable content. Extracting actionable knowledge from online social media has attracted a growing interest from both academia and the industry. We …


The Social Network Of Software Engineering Research, Subhajit Datta, Nishant Kumar, Santonu Sarkar Feb 2012

The Social Network Of Software Engineering Research, Subhajit Datta, Nishant Kumar, Santonu Sarkar

Research Collection School Of Computing and Information Systems

The social network perspective has served as a useful framework for studying scientific research collaboration in different disciplines. Although collaboration in computer science research has received some attention, software engineering research collaboration has remained unexplored to a large extent. In this paper, we examine the collaboration networks based on co-authorship information of papers from ten software engineering publication venues over the 1976-2010 time period. We compare time variations of certain parameters of these networks with corresponding parameters of collaboration networks from other disciplines. We also explore whether software engineering collaboration networks manifest symptoms of the small-world phenomenon, conform to the …