Multivariate Analysis Commons^™

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 …

Relationship Between Perceived And Actual Quality Of Data Checking, Hunter Speich, Sophia Karas, Dan Erosa, Kelly Grob, Kimberly A. Barchard

Festival of Communities: UG Symposium (Posters)

Data quality is critical to reaching correct research conclusions. Researchers attempt to ensure that they have accurate data by checking the data after it has been entered. Previous research has demonstrated that some methods of data checking are better than others, but not all researchers use the best methods. Perhaps researchers continue to use less optimal data checking methods because they mistakenly believe that they are highly accurate. The purpose of this study was to examine the relationship between perceived data quality and actual data quality. A total of 29 participants completed this study. Participants checked that letters and numbers …

Demonstrating Library Value: Examples And Applications For Arts Libraries, Jeanne M. Brown

Library Faculty Research

Demonstrating library value is of critical importance to all libraries, both to protect services and to serve patrons effectively. This paper presents suggestions for art and architecture libraries as they engage in determining what patrons value and documenting that value for library and campus administrators. Methods for calculating worth and for presenting a case are provided, as are ways of using strategic thinking and the assessment process to ensure the continuance of valuable services should budget reductions be unavoidable.

Estimation And Forecasting Of Dynamic Conditional Covariance: A Semiparametric Multivariate Model, Xiangdong Long, Liangjun Su, Aman Ullah

Research Collection School Of Economics

We propose a semiparametric conditional covariance (SCC) estimator that combines the first-stage parametric conditional covariance (PCC) estimator with the second-stage nonparametric correction estimator in a multiplicative way. We prove the asymptotic normality of our SCC estimator, propose a nonparametric test for the correct specification of PCC models, and study its asymptotic properties. We evaluate the finite sample performance of our test and SCC estimator and compare the latter with that of PCC estimator, purely nonparametric estimator, and Hafner, Dijk, and Franses’s (2006) estimator in terms of mean squared error and Value-at-Risk losses via simulations and real data analyses.

Reconstructability Analysis Of Epistasis, Martin Zwick

Complex Systems Faculty Publications and Presentations

The literature on epistasis describes various methods to detect epistatic interactions and to classify different types of epistasis. Reconstructability analysis (RA) has recently been used to detect epistasis in genomic data. This paper shows that RA offers a classification of types of epistasis at three levels of resolution (variable-based models without loops, variable-based models with loops, state-based models). These types can be defined by the simplest RA structures that model the data without information loss; a more detailed classification can be defined by the information content of multiple candidate structures. The RA classification can be augmented with structures from related …

Effects Of Acculturation On Hiv/Aids Sexual Risk Behaviors Among Asian And Pacific Islander (Api) Women, Margaret Cabotage Salud

Loma Linda University Electronic Theses, Dissertations & Projects

Background. In the US women are the fastest growing group for sexually transmitted infections (STIs), including HIV and AIDS. In addition, the estimated AIDS cases among female adults and adolescents, aged 13-19, increased from 7% in 1985 to approximately 26% in 2002. Most infections occur by heterosexual transmission with 53% occurring through contact with a high-risk sexual partner. While overall HIV/AIDS rates in the Asian Pacific Islander (API) community remain low, they are rising and HIV testing rates, one of the major prevention strategies for HIV, are lower than that of other populations. Furthermore, very little is known about APIs …

Gains In Power From Structured Two-Sample Tests Of Means On Graphs, Laurent Jacob, Pierre Neuvial, Sandrine Dudoit

U.C. Berkeley Division of Biostatistics Working Paper Series

We consider multivariate two-sample tests of means, where the location shift between the two populations is expected to be related to a known graph structure. An important application of such tests is the detection of differentially expressed genes between two patient populations, as shifts in expression levels are expected to be coherent with the structure of graphs reflecting gene properties such as biological process, molecular function, regulation, or metabolism. For a fixed graph of interest, we demonstrate that accounting for graph structure can yield more powerful tests under the assumption of smooth distribution shift on the graph. We also investigate …

The Use Of The Minnesota Multiphasic Personality Inventory-Ii (Mmpi-2) In Pre-Employment Evaluations, Ana M. Gamez

Loma Linda University Electronic Theses, Dissertations & Projects

Psychological testing is an important facet in the selection and hiring processes of law enforcement and public safety personnel. Research in this area suggests that the MMPI-2 scales have been correlated with problematic behavior among police officers, poor job performance, and officer misconduct. This study examined the extent to which suitability for hire could be predicted by the MMPI-2 scale L (Lie), scale K (correction), Infrequency scale (F), scale 4 Psychopathic Deviate (Pd), scale 6 Paranoia (Pa), scale 7 Psychasthenia (Pt), and scale 9 Hypomania (Ma). It examined whether profile differences emerged as a function of suitability across gender, between …

Microct Study Of Critical-Sized Defects Restored With A New Rhbmp-2 Carrier, Joanne S. Kim

Loma Linda University Electronic Theses, Dissertations & Projects

Introduction: Regenerating bone in critical-sized maxillofacial osseous defects remains a challenge. The utilization of recombinant human bone morphogenetic protein-2 (rhBMP-2) to form new bone has been shown to be a promising alternative to autogenous bone grafts, and the development of a carrier matrix to effectively deliver the rhBMP-2 has been identified as the critical factor necessary for the successful clinical application of rhBMP-2. The objective of this study was to perform a microCT analysis to examine the density of reconstructed bone using different rhBMP-2 carriers in critical-sized defects.

Material and Methods: Critical-sized defects (approximately 2.5 cm) were created in the …

The Relationship Between The Level Of Support Group Participation And Psychosocial Factors In Prostate Cancer Patients Treated With Proton Therapy, Carol A. L. Davis

Loma Linda University Electronic Theses, Dissertations & Projects

Background. The role of support groups for cancer patients is known to be beneficial in helping people adjust to the disease, and cope with the myriad of effects that cancer has on quality of life. Although many people express interest in attending such support groups, few attend regularly. It is unclear what characteristics distinguish those who use such services from those who do not, especially among proton therapy patients.

Objective. To examine demographic and psychosocial characteristics associated with the Brotherhood of the Balloon (BOB) prostate cancer support group membership, a unique treatment-focused group originating at Loma Linda University Medical Center …

A Unified Approach To Modeling Multivariate Binary Data Using Copulas Over Partitions, Bruce J. Swihart, Brian Caffo, Ciprian Crainiceanu

Johns Hopkins University, Dept. of Biostatistics Working Papers

Many seemingly disparate approaches for marginal modeling have been developed in recent years. We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the proposed copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate …

Statistical Analysis Of Texas Holdem Poker, Daniel Bragonier

Statistics

Gathered lifetime online Poker data for Mike Linn. Attempted to analyze data to obtain information to maximize profit. Techniques included Univariate Analysis, Regression analysis, Anova analysis, Logistic Regression, and outlier Analysis. After the analysis, nothing of supreme importance or sustenance was found. Encountered issues with too much power. Results lead to plenty of statistical significance, but little practical significance. Results showed that the data did not provide all the answers that were being sought after, but there was some value in examining the data in a strict statistical manner.

Manova: Type I Error Rate Analysis, Kyle Wesley Gasperik

Statistics

Multivariate analysis of variance (MANOVA) is most commonly used in the field of bio-statistics. Throughout this paper I conduct numerous simulations that help analyze how robust the MANOVA procedure is against its assumptions. Using Type I error rate as my measure of error, I used the R software to graph my results. The main assumption that is focused on is the equal covariance matrix assumption, which we introduce correlation between variables to see how well the MANOVA procedure performs. Overall, 70 simulations were ran, and 10 functions were created to perform all of the analysis.

Survival Prediction For Brain Tumor Patients Using Gene Expression Data, Vinicius Bonato

Dissertations and Theses (Open Access)

Brain tumor is one of the most aggressive types of cancer in humans, with an estimated median survival time of 12 months and only 4% of the patients surviving more than 5 years after disease diagnosis. Until recently, brain tumor prognosis has been based only on clinical information such as tumor grade and patient age, but there are reports indicating that molecular profiling of gliomas can reveal subgroups of patients with distinct survival rates. We hypothesize that coupling molecular profiling of brain tumors with clinical information might improve predictions of patient survival time and, consequently, better guide future treatment decisions. …

Poverty, Vulnerability, And Provision Of Healthcare In Afghanistan, Jean-Francois Trani, Parul Bakhshi, Ayan A. Noor, Dominque Lopez, Ashraf Mashkoor

Brown School Faculty Publications

This paper presents findings on conditions of healthcare delivery in Afghanistan. There is an ongoing debate about barriers to healthcare in low-income as well as fragile states. In 2002, the Government of Afghanistan established a Basic Package of Health Services (BPHS), contracting primary healthcare delivery to non-state providers. The priority was to give access to the most vulnerable groups: women, children, disabled persons, and the poorest households. In 2005, we conducted a nationwide survey, and using a logistic regression model, investigated provider choice. We also measured associations between perceived availability and usefulness of healthcare providers. Our results indicate that the …