Multivariate Analysis Commons^™

Calculation And Statistical Analysis Of Wins Above Replacement, Joshua Taylor

Departmental Honors & Graduate Capstone Projects

The Wins Above Replacement (WAR) statistic in Major League Baseball is a prominent metric used to estimate player value by quantifying all aspects of play in terms of wins added to a baseball team. We will use R to calculate WAR for all players from 1871 to 2012 and use data from those years to construct multivariate predictive models to attempt to estimate WAR for players from 2013 to 2024. We find strong correlations between predicted and actual WAR values for most models, with the exception of the polynomial predictive model for non-qualified pitchers.

If You Can’T Beat Them Join Them: Empirical Assessment Into How Integrating Conventional Taxis On The Uber App Impacts Conventional Taxi Ridership, Shahmeer Mohsin

CBER Conference

Since the emergence of ride-hailing platforms like Uber, conventional taxi ridership has taken a severe hit. Taxi-hailing apps like Curb and Arro have allowed conventional taxis to jump on the platform economy bandwagon and offer a similar service to ride-hailing platforms. Despite the emergence of these taxi-hailing apps, strong lock-in effects and high switching costs of popular ride-hailing platforms (Uber, Lyft, etc.) restrict the ridership volumes of conventional taxis. Recently, the ride-hailing platform, Uber has started to add conventional taxis on its app under increasing pressure from Cities and conventional taxi associations. Such integrations have the potential of increasing conventional …

Investigating Nekton Response To Changing Salinities In The Mississippi Sound: An Experimental And Statistical Approach, Adam Murray

Master's Theses

The Mississippi Sound provides nursery habitats for many coastal species and is recognized for its commercial fisheries. Previous freshening events linked to the Bonnet Carré Spillway, a Mississippi River flood diversion structure, proved catastrophic for oyster populations in the Mississippi Sound, but effects on mobile fish and shellfish species are not well-defined. The planned Mid-Breton Sediment Diversion (MBSD), an initiative to combat wetland loss, is also forecasted to lower salinities in the region, increasing the need to better understand responses of commercially and ecologically important species to freshening events. The objective of this study was to characterize effects of salinity …

Bayesian And Deep Generative Modeling In Immunology, Yuqiu Yang

Statistical Science Theses and Dissertations

Due to the accumulation of a large volume of data of different natures such as sequencing data, proteomics data, and clinical data, statistical methods and deep learning algorithms have become increasingly important in the field of immunology. By leveraging the diverse datasets as well as interdisciplinary knowledge from areas like biology and public health, these quantitative methods have revolutionized this field by providing powerful tools for data analysis, modeling, and prediction. This has led to a deeper understanding of the immune system, accelerated the development of novel therapies, and paved the way for personalized and precision medicine approaches in immunology. …

Gradient Wild Bootstrap For Instrumental Variable Quantile Regressions With Weak And Few Clusters, Wenjie Wang, Yichong Zhang

Research Collection School Of Economics

We study the gradient wild bootstrap-based inference for instrumental variable quantile regressions in the framework of a small number of large clusters in which the number of clusters is viewed as fixed, and the number of observations for each cluster diverges to infinity. For the Wald inference, we show that our wild bootstrap Wald test, with or without studentization using the cluster-robust covariance estimator (CRVE), controls size asymptotically up to a small error as long as the parameter of endogenous variable is strongly identified in at least one of the clusters. We further show that the wild bootstrap Wald test …

Value Added Tax Rate Variation, Import Demand And Sectoral Output In Nigeria, Joshua K. Nomkuha, Aondoawase Asooso, Philip T. Abachi

CBN Journal of Applied Statistics (JAS)

This study employs computable general equilibrium (CGE) model to estimate the effect of increase in value added tax (VAT), from 5 per cent to 7.5 per cent, on import demand and sectoral output in Nigeria. The study uses 2020 as the base year for the data analysis. The results show that increase in VAT affects import demand negatively, based on import penetration ratios, with mixed effect across six sectors. The implication of the result is that the VAT policy discourage consumption of foreign products, and constitute excess burden to consumers of such products in Nigeria. The results further reveal that …

Trade Liberalization, Non-Oil Export And Economic Growth In Nigeria, Jerome T. Andohol, Terhemen Tarzoor, Dennis T. Nomor

CBN Journal of Applied Statistics (JAS)

The study examines the impact of trade liberalization and non-oil exports on economic growth in Nigeria from 1986 to 2021. The study utilizes an autoregressive distributed lag model and found the combined effect of trade liberalization and non-oil exports to be positive and statistical significant. While trade liberalization alone may have negative consequences, its synergy with a robust non-oil export can drive sustainable economic growth. The study recommends that strategies to enhance non-oil exports should be encouraged to support the effectiveness of trade liberalization in promoting growth.

The Effectiveness Of Monetary Policy Transmission In Nigeria: Evidence From The Monetary Policy Rate And The Cash Reserve Ratio, Abdulrahman A. Nadani, Auwal Isah

CBN Journal of Applied Statistics (JAS)

This paper investigates the effectiveness of the Monetary Policy Rate (MPR) and Cash Reserve Ratio (CRR) as policy instruments in Nigeria. A structural VAR model is employed to simulate two distinct models measuring shocks from the MPR and the CRR using monthly data from January 2006 to December 2023. Findings show that contractionary monetary policy impulses using MPR and the CRR contract output and credit to the private sector, inflation remains largely positive in the two models, known as the “price puzzle”, but the puzzle is more persistent in the MPR equation. Moreover, shock to MPR strongly influences short-term interest …

Stock Market Volatility In The United Kingdom: Simulating Post-Covid-19 Recovery, Bala A. Dahiru, Mohammed Shuaibu, Najibullah Hassanov

CBN Journal of Applied Statistics (JAS)

This paper investigates the time it would take for the FTSE-100 index to reach its post-COVID-19 peak. The paper utilises an exponential generalised autoregressive conditional heteroscedasticity (EGARCH) model that accounts for leverage effect and asymmetries. The preferred models amongst competing variants was the Autoregressive Moving Average (ARMA)-EGARCH(2,1) specification and was used to predict daily FTSE-100 data from 5th January 2000 to 21st June 2024. The empirical exercise showed that the COVID-19-induced financial crisis negatively affected the United Kingdom’s stock market performance. The results show that the FTSE100 index could reach its post-pandemic peak around 27th August, 2024 (two months after …

A Novel Correction For The Multivariate Ljung-Box Test, Minhao Huang

Computational and Data Sciences (PhD) Dissertations

This research introduces an analytical improvement to the Multivariate Ljung-Box test that addresses significant deviations of the original test from the nominal Type I error rates under almost all scenarios. Prior attempts to mitigate this issue have been directed at modification of the test statistics or correction of the test distribution to achieve precise results in finite samples. In previous studies, focused on designing corrections to the univariate Ljung-Box, a method that specifically adjusts the test rejection region has been the most successful of attaining the best Type I error rates. We adopt the same approach for the more complex, …

Advancement Of Iterative Optimization Technology Algorithms Toward Calibration-Free Process Analytical Technology Applications, Adam Rish

Electronic Theses and Dissertations

The expansion of spectroscopic process analytical technology (PAT) tools within the pharmaceutical industry has the potential to elevate the current state-of-the-art of pharmaceutical manufacturing by offering opportunities for reduced quality testing times, enhanced process control, and greater production flexibility. Spectroscopic PAT tools are dependent on multivariate models to extract the relevant information from the spectral outputs. However, there is a substantial calibration burden for developing and maintaining these multivariate models that discourages the application of PAT, despite the encouragement from regulators. This has led to an interest in calibration-free methods such as iterative optimization technology (IOT) for spectroscopic PAT that …

Spatiotemporal Negative Inventory Outlier Decomposition For Supply Chain Applications In Consumer-Packaged Goods (Cpg), Hayden Mcdonald

Data Science Undergraduate Honors Theses

Coca-Cola is a popular soft drink brand with sales occurring in every Walmart store across the world, which generates large quantities of data and requires a robust supply chain system. However, the company does not currently have a sophisticated, automated, and/or prescriptive system for detecting where, when, and why inventory outages occur and applying preventative measures to avoid loss of revenue from the absence of inventory on store shelves. This thesis proposes and applies a novel, prescriptive system for this purpose. An inventory outage can be seen as a ‘negative’ statistical outlier in a time series of inventory for an …

Factors Predictive Of The Development Of Surgical Site Infection In Thyroidectomy, A Replication Study Of Myssiorek (2018), Kaitlyn M. Kenig

Capstone Experience: Master of Public Health

The original study aimed to show that thyroidectomy does not result in surgical site infection (SSI) in most cases, and thus routine prescription of antibiotics is not necessary. The study looked to see what risk factors could predict the incidence of SSI. This would highlight those individuals who were at most risk of developing SSI, and then antibiotics would only be prescribed to these individuals instead of all or most individuals who undergo thyroidectomy.

This study used NSQIP data to look at incidence of SSI and look for risk factors that may be predictive of SSI. Only surgeries that were …

Accurate Estimation Of Ethanol Content In Fruit Juices Using Cielab Color Space And Chemometrics Via Smartphone-Based Digital Image Colorimetry, Chairul Ichsan, Yasir Amrulloh, Desti Erviana

Makara Journal of Science

This study aims to investigate the optimal color space and chemometric technique for digital image colorimetry to determine ethanol content (% v/v) in apple, orange, and grape juices, using potassium dichromate (K₂Cr₂O₇) under acidic conditions. The accuracy of colorimetric–chemometric integration across various color spaces (RGB, HSV, CIELab, CMYK, CIELuv, CIEXYZ, and CIELch) was benchmarked against UV–Vis spectrophotometry using metrics such as coefficient of determination (R²), mean absolute percentage error (MAPE), and root–mean–squared error (RMSE). Various chemometric techniques (PLS, PCR, MLR, multivariable–SVR, and multivariable NN regression) were evaluated. Results demonstrate that combining the CIELab color …

Mpt And Capm Mismeasure Risk, Gary N. Smith

Pomona Economics

Mean-variance analysis and the capital asset pricing model provide many useful insights for investors who want to measure and manage risk. However, their focus on short-term returns is of limited use and potentially misleading for investors with long horizons. A value investing approach suggests that risk might be better measured by long-run uncertainty about asset income than by short-run uncertainty about asset prices.

Principal Component Analysis With Application To Credit Card Data, Eleanor Cain, Semhar Michael, Gary Hatfield

SDSU Data Science Symposium

Principal Component Analysis (PCA) is a type of dimension reduction technique used in data analysis to process the data before making a model. In general, dimension reduction allows analysts to make conclusions about large data sets by reducing the number of variables while retaining as much information as possible. Using the numerical variables from a data set, PCA aims to compute a smaller set of uncorrelated variables, called principal components, that account for a majority of the variability from the data. The purpose of this poster is to understand PCA as well as perform PCA on a large sample credit …

Session 6: Model-Based Clustering Analysis On The Spatial-Temporal And Intensity Patterns Of Tornadoes, Yana Melnykov, Yingying Zhang, Rong Zheng

SDSU Data Science Symposium

Tornadoes are one of the nature’s most violent windstorms that can occur all over the world except Antarctica. Previous scientific efforts were spent on studying this nature hazard from facets such as: genesis, dynamics, detection, forecasting, warning, measuring, and assessing. While we want to model the tornado datasets by using modern sophisticated statistical and computational techniques. The goal of the paper is developing novel finite mixture models and performing clustering analysis on the spatial-temporal and intensity patterns of the tornadoes. To analyze the tornado dataset, we firstly try a Gaussian distribution with the mean vector and variance-covariance matrix represented as …

Understanding Social Dynamics In Toxic Conversations And Public Health Intervention Acceptance On Social Media, Ana Aleksandric

Computer Science and Engineering Dissertations - Archive

Social media is now central to daily life, offering users a space to share content and opinions. However, these platforms also facilitate the spread of hate speech and misinformation, which can negatively impact public health. This dissertation develops methodologies to analyze social media data for insights that could inform health interventions. The research first examines user responses to toxic content, focusing on behavioral and emotional reactions, as well as group dynamics and bystander effects in toxic interactions. Another key focus is public opinion toward health interventions, particularly COVID-19 vaccination, using geolocated posts and analyzing factors such as race, ethnicity, and …

Predicting Superconducting Critical Temperature Using Regression Analysis, Roland Fiagbe

Data Science and Data Mining

This project estimates a regression model to predict the superconducting critical temperature based on variables extracted from the superconductor’s chemical formula. The regression model along with the stepwise variable selection gives a reasonable and good predictive model with a lower prediction error (MSE). Variables extracted based on atomic radius, valence, atomic mass and thermal conductivity appeared to have the most contribution to the predictive model.

Coral Scar Investigation: An Application Of Machine Learning And Computational Biology Methods To Understand Coral Holobiont Response To Various Tissue Loss Diseases, Emily W. Van Buren

Biology Dissertations - Archive

Coral disease is one of the biggest challenges facing coral reefs that actively changes biodiversity resulting in coral decline. With the rising threat of diseases, corals require biomarkers that reflect the immune systems and differences between common coral tissue loss diseases to best assist in coral restoration efforts. To obtain these biomarkers, my dissertation leverages two previously published datasets from two tissue loss disease exposure studies to investigate genes that are relevant for coral immune pathways, disease susceptibility, and classification between the diseases. In Chapter 2, I use comparative computational biology tools and protein assays to identify the melanin cascade …