Longitudinal Data Analysis and Time Series Commons^™

Modelling Locally Changing Variance Structured Time Series Data By Using Breakpoints Bootstrap Filtering, Rajan Lamichhane

Mathematics & Statistics Theses & Dissertations

Stochastic processes have applications in many areas such as oceanography and engineering. Special classes of such processes deal with time series of sparse data. Studies in such cases focus in the analysis, construction and prediction in parametric models. Here, we assume several non-linear time series with additive noise components, and the model fitting is proposed in two stages. The first stage identifies the density using all the clusters information, without specifying any prior knowledge of the underlying distribution function of the time series. The effect of covariates is controlled by fitting the linear regression model with serially correlated errors. In …

Emirical Assessment Of The Future Performance Of The S&P 500 Losers, Nicholas Powers

Statistics

In the Wall Street Journal in early 2013, there was an article posted by Andrew Bary that explored a trend in the previous 3 years of the S&P 500. The article pointed out that the average returns for the top 10 percentage decliners for 2009, 2010, and 2011 outperformed the S&P 500 for the first two weeks of the next year. These top 10 percentage decliners or losers well enough to bet on. This study looks to see if there is statistical evidence that the losers outperformed the S&P 500.

Nba Salaries: Assessing True Player Value, Michael Ghirardo

Statistics

This paper analyzes and calculates an advanced NBA statistic that is becoming more and more widely used in the NBA. The Adjusted plus-minus (APM) statistic measures a player’s contribution, independent of all other players on the court. The most appealing aspect to the APM is that it only attempts to capture how a team’s scoring margin changes with a particular player on and off the court. Scoring margin in basketball effects winning percentage greatly, so it only makes sense that players with high APM’s will increase their team’s scoring margin and, therefore, help win games. The APM statistic is not …

Discovering Exoplanets Through Hidden Markov Model Analysis, Jon Drobny

Rose-Hulman Undergraduate Research Publications

The goal for the project is to develop a Hidden Markov Model for the detection and characterization of extrasolar planets through the analysis of light curves.

Targeted Maximum Likelihood Estimation For Dynamic And Static Longitudinal Marginal Structural Working Models, Maya L. Petersen, Joshua Schwab, Susan Gruber, Nello Blaser, Michael Schomaker, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

This paper describes a targeted maximum likelihood estimator (TMLE) for the parameters of longitudinal static and dynamic marginal structural models. We consider a longitudinal data structure consisting of baseline covariates, time-dependent intervention nodes, intermediate time-dependent covariates, and a possibly time dependent outcome. The intervention nodes at each time point can include a binary treatment as well as a right-censoring indicator. Given a class of dynamic or static interventions, a marginal structural model is used to model the mean of the intervention specific counterfactual outcome as a function of the intervention, time point, and possibly a subset of baseline covariates. Because …

Analysis Of Continuous Longitudinal Data With Arma(1, 1) And Antedependence Correlation Structures, Sirisha Mushti

Mathematics & Statistics Theses & Dissertations

Longitudinal or repeated measure data are common in biomedical and clinical trials. These data are often collected on individuals at scheduled times resulting in dependent responses. Inference methods for studying the behavior of responses over time as well as methods to study the association with certain risk factors or covariates taking into account the dependencies are of great importance. In this research we focus our study on the analysis of continuous longitudinal data. To model the dependencies of the responses over time, we consider appropriate correlation structures generated by the stationary and non-stationary time-series models. We develop new estimation procedures …

Is Obesity Socially Contagious?, Ciani Jean Sparks

Statistics

The main objective of this paper is to analyze three different articles that discuss whether obesity could be socially contagious. According to the World Health Organization in 2013, obesity is the fifth leading risk for deaths around the world. This disease has dramatically increased in the last decade, which has led scientists to believe there are other factors contributing to the epidemic besides genetics. The first article I analyzed, written by Nicholas Christakis and James Fowler, provided a logistic regression model to estimate the odds of a person becoming obese. The model included the explanatory variables: age, sex, education, smoking …

The Psychological Impacts Of False Positive Ovarian Cancer Screening: Assessment Via Mixed And Trajectory Modeling, Amanda T. Wiggins

Theses and Dissertations--Epidemiology and Biostatistics

Ovarian cancer (OC) is the fifth most common cancer among women and has the highest mortality of any cancer of the female reproductive system. The majority (61%) of OC cases are diagnosed at a distant stage. Because diagnoses occur most commonly at a late-stage and prognosis for advanced disease is poor, research focusing on the development of effective OC screening methods to facilitate early detection in high-risk, asymptomatic women is fundamental in reducing OC-specific mortality. Presently, there is no screening modality proven efficacious in reducing OC-mortality. However, transvaginal ultrasonography (TVS) has shown value in early detection of OC. TVS presents …

State Level Earned Income Tax Credit’S Effects On Race And Age: An Effective Poverty Reduction Policy, Anthony J. Barone

CMC Senior Theses

In this paper, I analyze the effectiveness of state level Earned Income Tax Credit programs on improving of poverty levels. I conducted this analysis for the years 1991 through 2011 using a panel data model with fixed effects. The main independent variables of interest were the state and federal EITC rates, minimum wage, gross state product, population, and unemployment all by state. I determined increases to the state EITC rates provided only a slight decrease to both the overall white below-poverty population and the corresponding white childhood population under 18, while both the overall and the under-18 black population for …

Analysis Of Median Household Income Differences Between Election Day-Vbm And Eip Voters, Mark Salling, Norman Robbins

All Maxine Goodman Levin School of Urban Affairs Publications

Analysis of early in-person (EIP) voting in 2008 in Cuyahoga County shows that African-American, white, and Hispanic voters who used EIP voting had significantly lower incomes than members of those same groups who voted on election day or by mail. This result applies to those voting EIP on weekdays, extended weekday hours, weekends, and the three days before election day.

Half-Life Learning Curves In The Defense Acquisition Life Cycle, Adedeji B. Badiru

Faculty Publications

Learning curves are useful for assessing performance improvement due to the positive impact of learning. In recent years, the deleterious effects of forgetting have also been recognized. Workers experience forgetting or decline in performance over time. Consequently, contemporary learning curves have attempted to incorporate forgetting components into learning curves. An area of increasing interest is the study of how fast and how far the forgetting impact can influence overall performance. This article introduces the concept of half-life analysis of learning curves using the concept of growth and decay, with particular emphasis on applications in the defense acquisition process. The computational …

Analysis Of Dietary Patterns Over Freshman Year Of College, Chelsea Lofland

Statistics

This analysis is an investigation of changes in Cal Poly students’ eating habits over freshman year. The motivation behind this was an interest in college students’ lifestyles; college is the first time most students live on their own and it can be an important maturation period. College is stressful, exciting, liberating, and terrifying all at the same time. This distinctive life experience, along with my desire to handle big and messy data, led me to this research question.

The response variable analyzed was food consumption and the explanatory variables were: sex, race, quarter, food group, stress, exercise, BMI, sleep quality …

Analysis Of Binary Data Via Spatial-Temporal Autologistic Regression Models, Zilong Wang

Theses and Dissertations--Statistics

Spatial-temporal autologistic models are useful models for binary data that are measured repeatedly over time on a spatial lattice. They can account for effects of potential covariates and spatial-temporal statistical dependence among the data. However, the traditional parametrization of spatial-temporal autologistic model presents difficulties in interpreting model parameters across varying levels of statistical dependence, where its non-negative autocovariates could bias the realizations toward 1. In order to achieve interpretable parameters, a centered spatial-temporal autologistic regression model has been developed. Two efficient statistical inference approaches, expectation-maximization pseudo-likelihood approach (EMPL) and Monte Carlo expectation-maximization likelihood approach (MCEML), have been proposed. Also, Bayesian …

Racial And Ethnic Proportions Of Early In-Person Voters In Cuyahoga County, General Election 2008, And Implications For 2012, Norman Robbins, Mark Salling

All Maxine Goodman Levin School of Urban Affairs Publications

No abstract provided.

Demographic And Socioeconomic Conditions And A Patron Borrowing Analysis Of Cleveland Public Library Branch And Main Libraries, Mark Salling

All Maxine Goodman Levin School of Urban Affairs Publications

We provide here an analysis of the demographic and socioeconomic characteristics of the Cleveland Public Library’s (CPL) service area and that of the neighborhoods in which the library’s patrons live. We also describe the borrowing patterns for the branch and downtown, Main Library, locations. The census-based demographic and socioeconomic data used for the analysis include income, number of children, race, Hispanic ethnicity, language spoken at home, ability to speak English, public-versus-private school attendance by grade level, housing tenure (owner/renter), educational attainment, employment status, and place of employment (Cleveland versus other). Data from the 2010 census and the Census Bureau’s 2005-2009 …

Modeling Criminal Careers As Departures From A Unimodal Population Age-Crime Curve: The Case Of Marijuana Use, Donatello Telesca, Elena Erosheva, Derek Kreager, Ross Matsueda

COBRA Preprint Series

A major aim of longitudinal analyses of life course data is to describe the within- and between-individual variability in a behavioral outcome, such as crime. Statistical analyses of such data typically draw on mixture and mixed-effects growth models. In this work, we present a functional analytic point of view and develop an alternative method that models individual crime trajectories as departures from a population age-crime curve. Drawing on empirical and theoretical claims in criminology, we assume a unimodal population age-crime curve and allow individual expected crime trajectories to differ by their levels of offending and patterns of temporal misalignment. We …

Contributions Of Financial Sector Reforms And Credit Supply To Nigerian Agricultural Sector (1978-2009), Anthony O. Onoja, M. E. Onu, S. Ajodo-Ohiemi

CBN Journal of Applied Statistics (JAS)

This study analyzed the trends and pattern of institutional credit supply to agriculture during pre- and post-financial reforms along with their determinants. It then compared the effects of reform policies on access to institutional credits in Nigerian agricultural sector before and after the reforms (1978 - 1985; and 1986 -2009). Relying mainly on time series data from CBN and NBS, it used ordinary least squares method (linear, semi-log and double log) to model the determinants of banking sector lending to the agricultural sector during the review period. The models were subjected to several econometric tests before accepting one. Chow test …

Determinants Of Foreign Reserves In Nigeria: An Autoregressive Distributed Lag Approach, David Irefin, Baba N. Yaaba

CBN Journal of Applied Statistics (JAS)

On global scale, central banks’ holdings of foreign reserves have escalated sharply in recent years. World international reserves holdings have risen significantly from US$1.2 trillion in 1995 to nearly US$10.0 trillion in June 2011. Dominant among these reserves are concentrated in the hands of few countries. Ten major holders of foreign reserves are mostly from Asia. Oil exporting countries in Africa and the Middle East are not left out in this trend. Nigeria’s foreign reserves rose from US$5.5 billion in 1999 to US$62.40 billion in July 2008, making Nigeria the twenty-fourth largest reserves holder in the world. This pace of …

Effects Of Exchange Rate Movements On Economic Growth In Nigeria, Eme O. Akpan, Johnson A. Atan

CBN Journal of Applied Statistics (JAS)

This study investigates the effect of exchange rate movements on real output growth in Nigeria. Based on quarterly series for the period 1986 to 2010, the paper examines the possible direct and indirect relationship between exchange rates and GDP growth. The relationship is derived in two ways using a simultaneous equations model within a fully specified (but small) macroeconomic model. A Generalised Method of Moments (GMM) technique was explored. The estimation results suggest that there is no evidence of a strong direct relationship between changes in exchange rate and output growth. Rather, Nigeria’s economic growth has been directly affected by …

Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda

CBN Journal of Applied Statistics (JAS)

The adoption of the International Monetary Fund (IMF) Structural Adjustment Programme (SAP) in 1986 resulted in the transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira vis-à-vis the U.S dollar has attained varying rates all through different time horizons. On this basis, this study examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis-a-vis the United State dollar using monthly time series data from 1986 to 2008. The standard Purchasing Power Parity (PPP) model was used to analyze the long-run consistency of …