Design of Experiments and Sample Surveys Commons^™

A Generalized Family Of Estimators For Estimating Population Mean Using Two Auxiliary Attributes, Sachin Malik, Rajesh Singh, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

This paper deals with the problem of estimating the finite population mean when some information on two auxiliary attributes are available. A class of estimators is defined which includes the estimators recently proposed by Malik and Singh (2012), Naik and Gupta (1996) and Singh et al. (2007) as particular cases. It is shown that the proposed estimator is more efficient than the usual mean estimator and other existing estimators. The study is also extended to two-phase sampling. The results have been illustrated numerically by taking empirical population considered in the literature.

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade

CBN Journal of Applied Statistics (JAS)

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …

An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams

CBN Journal of Applied Statistics (JAS)

This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

Construction, Analysis, And Data-Driven Augmentation Of Supersaturated Designs, Alex J. Gutman

Theses and Dissertations

Screening designs are used in the early stages of industrial and computer experiments to find the most important input factors affecting a system's output. They provide an economical way to remove unimportant factors from further, potentially costly, experimentation. However, when an experiment has a large number of control factors and limited number of available runs, it is infeasible to run a traditional screening design. In these situations, experimenters can use supersaturated designs. A supersaturated design is a fractional factorial design that can screen a set of k factors in n runs, where k is greater than n -1. Unfortunately, they …

Successful Aging And Creativity : An Investigation On Functional Status And Psychological Wellbeing In Older Adults, Mirie E. Levy

Loma Linda University Electronic Theses, Dissertations & Projects

Objectives: While the literature supports the maintenance of functional status as integral to successful aging, the relationship of creativity on functional status has received little attention. Creativity has been associated with health and aging in the research but only a small number of studies have examined creativity interventions to enhance functional status and boost psychological wellbeing.

Methods: A pretest-posttest quasi-experimental design was used to investigate an 8-week creativity intervention on functional status and psychological wellbeing in older adults. Sample subjects were 92 men and women all over age 60. A series of two-way mixed ANOVAs measured differences between treatment and …

Statistical Inference For Data Adaptive Target Parameters, Mark J. Van Der Laan, Alan E. Hubbard, Sara Kherad Pajouh

U.C. Berkeley Division of Biostatistics Working Paper Series

Consider one observes n i.i.d. copies of a random variable with a probability distribution that is known to be an element of a particular statistical model. In order to define our statistical target we partition the sample in V equal size sub-samples, and use this partitioning to define V splits in estimation-sample (one of the V subsamples) and corresponding complementary parameter-generating sample that is used to generate a target parameter. For each of the V parameter-generating samples, we apply an algorithm that maps the sample in a target parameter mapping which represent the statistical target parameter generated by that parameter-generating …

Process Characterization Using Response Surface Methodology, Katherine A. Eng

Statistics

A local engineering firm proposed a joint collaboration with the Cal Poly Statistics Department to investigate the sources of variability in a certain measurement process, understand normal operability characteristics of the machine, reduce variability in machine measurements, establish process monitoring and control for the system, and verify utility of the proposed process control through designed experimentation. This senior project entailed designed experimentation and analysis using response surface methodology to better understand the normal operability characteristics of the machine. Further experimentation and analysis is necessary to devise, implement, and verify statistical process control measures.

The Association Of Diet And Physical Activity With Stroke Mortality Results From The Adventist Health Study-1, Tahereh Zamansani

Loma Linda University Electronic Theses, Dissertations & Projects

Stroke is one of the leading causes of death and disability, with major global public health implications. Stroke ranks No. 4 among all causes of death, behind heart disease, cancer, and chronic lower respiratory disease (CLRD). Stroke accounts for almost 1 of every 18 deaths in the United States. Women accounted for 60.6% of stroke deaths. Death certificate data show that the mean age at stroke death was 79.6 years; males had a younger mean age (76.3) than females.

There is still a great scientific uncertainty among researchers and epidemiologists about the magnitude of any preventive effect, mechanisms of action …

Inflammatory Findings On Species Extrapolations: Humans Are Definitely No 70-Kg Mice, Marcel Leist, Thomas Hartung

Validation of Alternative Methods Collection

Modern toxicology has embraced in vitro methods, and major hopes are based on the Omics technologies and systems biology approaches they bring along (Hartung and McBride in ALTEX 28(2):83–93, 2011; Hartung et al. in ALTEX 29(2):119–28, 2012). A culture of stringent validation has been developed for such approaches (Leist et al. in ALTEX 27(4):309–317, 2010; ALTEX 29(4):373–88, 2012a; Toxicol Res 1:8–22, 2012b), while the quality and usefulness of animal experiments have been little scrutinized. A new study (Seok et al. 2013) now shows the low predictivity of animal responses in the field of inflammation. These findings corroborate earlier findings from …

A Comparative Study Of Exact Versus Propensity Matching Techniques Using Monte Carlo Simulation, Mukaria J. J. Itang'ata

Dissertations

Often researchers face situations where comparative studies between two or more programs are necessary to make causal inferences for informed policy decision-making. Experimental designs employing randomization provide the strongest evidence for causal inferences. However, many pragmatic and ethical challenges may preclude the use of randomized designs. In such situations, subject matching provides an alternative design approach for conducting causal inference studies. This study examined various design conditions hypothesized to affect matching procedures’ bias recovery ability.

See attachment for full abstract.

Food For Thought … Mechanistic Validation, Thomas Hartung, Sebastian Hoffman, Martin Stephens

Experimentation Collection

Validation of new approaches in regulatory toxicology is commonly defined as the independent assessment of the reproducibility and relevance (the scientific basis and predictive capacity) of a test for a particular purpose. In large ring trials, the emphasis to date has been mainly on reproducibility and predictive capacity (comparison to the traditional test) with less attention given to the scientific or mechanistic basis. Assessing predictive capacity is difficult for novel approaches (which are based on mechanism), such as pathways of toxicity or the complex networks within the organism (systems toxicology). This is highly relevant for implementing Toxicology for the 21st …

Initiation And Continuation Of Randomized Trials After The Publication Of A Trial Stopped Early For Benefit Asking The Same Study Question: Stopit-3 Study Design, Gabriela J. Prutsky, Juan Domecq, Patricia J. Erwin, Matthias Briel, Victor M. Montori, Elie A. Akl, Joerg J. Meerpohl, Dirk Bassler, Stefan Schandelmaier, Stephen D. Walter, Qi Zhou, Pablo Coello, Lorenzo Moja, Martin Walter, Kristian Thorlund, Paul Glasziou, Regina Kunz, Ignacio Ferreira-Gonzalez, Jason Busse, Xin Sun, Annette Kristiansen, Benjamin Kasenda, Osama Qasim-Agha, Gennaro Pagano, Hector Pardo-Hernandez, Gerard Urrutia, Mohammad Murad, Gordon Guyatt

Wayne State University Associated BioMed Central Scholarship

Abstract

Background

Randomized control trials (RCTs) stopped early for benefit (truncated RCTs) are increasingly common and, on average, overestimate the relative magnitude of benefit by approximately 30%. Investigators stop trials early when they consider it is no longer ethical to enroll patients in a control group. The goal of this systematic review is to determine how investigators of ongoing or planned RCTs respond to the publication of a truncated RCT addressing a similar question.

Methods/design

We will conduct systematic reviews to update the searches of 210 truncated RCTs to identify similar trials ongoing at the time of publication, or started …

The Dirty “S” Word: Innovative Teaching Techniques For Counselor Educators Facilitating Learning In Statistics And Research, Rebecca L. Tadlock-Marlo, Megan Michalak

Faculty Research & Creative Activity

Innovative pedagogy will be presented and discussed to help make research a less painful class to both teach and learn. Foci include teaching methods, potential assignments, and suggestions for activities to help facilitate a more fluid learning process for counselors. Attendees will explore aspects of helping students overcome their fear of both statistics and research.

Learning Outcomes For Library Student Workers, Jeanne M. Brown

Library Faculty Presentations

Our Dean of Libraries, Patty Iannuzzi has indicated that employment in the library can and should offer value to the student worker beyond convenience and flexible hours. In her words, "The libraries are well positioned to add value to our students' work experience in ways that can contribute to their academic success. As one of the largest employers of student workers on campus, we owe this to our students. As an organization, we want to clearly send a message that we care about them as students -- not just our employees." In Spring 2011, the Libraries partnered with Campus Life …