Statistical Models Commons^™

Examining The Student Investment Roundtable's Funds, David Hernandez, Uriel Luna

Undergraduate Research Conference

To what extent are the factors of the Fama-French-Factor Asset Pricing Model related to rates of returns of the Stephen F. Austin State University Student Investment Roundtable Fund?

The Fama-French Model is believed to be a major improvement over the ever-popular Capital Asset Pricing Model, CAPM. The Capital Asset Pricing Model uses a single factor beta to compare the excess returns of a portfolio with the excess returns of the market as a whole, but is said to oversimplify the complex market. On the other hand, the Fama-French Model three-factor adds additional factors to the original CAPM equation. The Fama-French …

Nice Guys Finish Fast And Bad Guys Finish Last: Facilitatory Vs. Inhibitory Interaction In Parallel Systems, Ami Eidels, Joseph W. Houpt, Nicholas Altieri, Lei Pei, James T. Townsend

Psychology Faculty Publications

Systems Factorial Technology is a powerful framework for investigating the fundamental properties of human information processing such as architecture (i.e., serial or parallel processing) and capacity (how processing efficiency is affected by increased workload). The Survivor Interaction Contrast (SIC) and the Capacity Coefficient are effective measures in determining these underlying properties, based on response-time data. Each of the different architectures, under the assumption of independent processing, predicts a specific form of the SIC along with some range of capacity. In this study, we explored SIC predictions of discrete-state (Markov process) and continuous-state (Linear Dynamic) models that allow for certain types …

Threshold Regression Models Adapted To Case-Control Studies, And The Risk Of Lung Cancer Due To Occupational Exposure To Asbestos In France, Antoine Chambaz, Dominique Choudat, Catherine Huber, Jean-Claude Pairon, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Asbestos has been known for many years as a powerful carcinogen. Our purpose is quantify the relationship between an occupational exposure to asbestos and an increase of the risk of lung cancer. Furthermore, we wish to tackle the very delicate question of the evaluation, in subjects suffering from a lung cancer, of how much the amount of exposure to asbestos explains the occurrence of the cancer. For this purpose, we rely on a recent French case-control study. We build a large collection of threshold regression models, data-adaptively select a better model in it by multi-fold likelihood-based cross-validation, then fit the …

Estimating Subject-Specific Treatment Differences For Risk-Benefit Assessment With Competing Risk Event-Time Data, Brian Claggett, Lihui Zhao, Lu Tian, Davide Castagno, L. J. Wei

Harvard University Biostatistics Working Paper Series

No abstract provided.

Some Problems And Solutions In The Experimental Science Of Technology: The Proper Use And Reporting Of Statistics In Computational Intelligence, With An Experimental Design From Computational Ethnomusicology, Mehmet Vurkaç

Systems Science Friday Noon Seminar Series

Statistics is the meta-science that lends validity and credibility to The Scientific Method. However, as a complex and advanced Science in itself, Statistics is often misunderstood and misused by scientists, engineers, medical and legal professionals and others. In the area of Computational Intelligence (CI), there have been numerous misuses of statistical techniques leading to the publishing of insupportable results, which, in addition to being a problem in itself, has also contributed to a degree of rift between the Statistics/Statistical Learning community and the Machine Learning/Computational Intelligence community. This talk surveys a number of misuses of statistical inference in CI settings, …

Population Functional Data Analysis Of Group Ica-Based Connectivity Measures From Fmri, Shanshan Li, Brian S. Caffo, Suresh Joel, Stewart Mostofsky, James Pekar, Susan Spear Bassett

Johns Hopkins University, Dept. of Biostatistics Working Papers

In this manuscript, we use a two-stage decomposition for the analysis of func- tional magnetic resonance imaging (fMRI). In the first stage, spatial independent component analysis is applied to the group fMRI data to obtain common brain networks (spatial maps) and subject-specific mixing matrices (time courses). In the second stage, functional principal component analysis is utilized to decompose the mixing matrices into population- level eigenvectors and subject-specific loadings. Inference is performed using permutation-based exact conditional logistic regression for matched pairs data. Simulation studies suggest the ability of the decomposition methods to recover population brain networks and the major direction of …

A Flexible Spatio-Temporal Model For Air Pollution: Allowing For Spatio-Temporal Covariates, Johan Lindstrom, Adam A. Szpiro, Paul D. Sampson, Lianne Sheppard, Assaf Oron, Mark Richards, Tim Larson

UW Biostatistics Working Paper Series

Given the increasing interest in the association between exposure to air pollution and adverse health outcomes, the development of models that provide accurate spatio-temporal predictions of air pollution concentrations at small spatial scales is of great importance when assessing potential health effects of air pollution. The methodology presented here has been developed as part of the Multi-Ethnic Study of Atherosclerosis and Air Pollution (MESA Air), a prospective cohort study funded by the US EPA to investigate the relationship between chronic exposure to air pollution and cardiovascular disease. We present a spatio-temporal framework that models and predicts ambient air pollution by …

Flipping The Winner Of A Poset Game, Adam O. Kalinich '12

Student Publications & Research

Partially-ordered set games, also called poset games, are a class of two-player combinatorial games. The playing field consists of a set of elements, some of which are greater than other elements. Two players take turns removing an element and all elements greater than it, and whoever takes the last element wins. Examples of poset games include Nim and Chomp. We investigate the complexity of computing which player of a poset game has a winning strategy. We give an inductive procedure that modifies poset games to change the nim-value which informally captures the winning strategies in the game. For a generic …

Some Ratio Type Estimators Under Measurement Errors, Florentin Smarandache, Mukesh Kumar, Rajesh Singh, Ashish K. Singh

Branch Mathematics and Statistics Faculty and Staff Publications

This article addresses the problem of estimating the population mean using auxiliary information in the presence of measurement errors.

Stochastic Dynamics Of Gene Transcription, Yan Xie

Theses and Dissertations--Statistics

Gene transcription in individual living cells is inevitably a stochastic and dynamic process. Little is known about how cells and organisms learn to balance the fidelity of transcriptional control and the stochasticity of transcription dynamics. In an effort to elucidate the contribution of environmental signals to this intricate balance, a Three State Model was recently proposed, and the transcription system was assumed to transit among three different functional states randomly.

In this work, we employ this model to demonstrate how the stochastic dynamics of gene transcription can be characterized by the three transition parameters. We compute the probability distribution of …

Applying Localized Realized Volatility Modeling To Futures Indices, Luella Fu

CMC Senior Theses

This thesis extends the application of the localized realized volatility model created by Ying Chen, Wolfgang Karl Härdle, and Uta Pigorsch to other futures markets, particularly the CAC 40 and the NI 225. The research attempted to replicate results though ultimately, those results were invalidated by procedural difficulties.

Why Is An Einstein Ring Blue?, Jonathan Blackledge

Articles

Albert Einstein predicted the existence of `Einstein rings' as a consequence of his general theory of relativity. The phenomenon is a direct result of the idea that if a mass warps space-time then light (and other electromagnetic waves) will be `lensed' by the strong gravitational field produced by a large cosmological body such as a galaxy. Since 1998, when the first complete Einstein ring was observed, many more complete or partially complete Einstein rings have been observed in the radio and infrared spectra, for example, and by the Hubble Space Telescope in the optical spectrum. However, in the latter case, …

The Doubly Inflated Poisson And Related Regression Models, Manasi Sheth-Chandra

Mathematics & Statistics Theses & Dissertations

Most real life count data consists of some values that are more frequent than allowed by the common parametric families of distributions. For data consisting of only excess zeros, in a seminal paper Lambert (1992) introduced Zero-Inflated Poisson (ZIP) model, which is a mixture model that accounts for the inflated zeros. In this thesis, two Doubly Inflated Poisson (DIP) probability models, DIP (p, λ) and DIP ( p1, p2, λ), are discussed for situations where there is another inflated value k > 0 besides the inflated zeros. The distributional properties such as identifiability, moments, and conditional probabilities …

Poisson Process Monitoring, Test And Comparison, Qing Chen

UNLV Theses, Dissertations, Professional Papers, and Capstones

The task of determining whether a sudden change occurred in the generative parameters of a time series generates application in many areas. In this thesis, we aim at monitoring the change-point of a Poisson process by method, which is characterized by a forward-backward testing algorithm and several overall error control mechanisms. With the application of this proposed method, we declare that Mount Etna is not a simple Poissonian volcano, because two different regimes divided by the change point, January 30th 1974, are identified. The validation procedures, used in a complementary fashion, by the formal hypothesis tests and graphical method will …

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 …

Addressing The Problem Of Non-Response And Response Bias, Fabian C. Okafor

CBN Journal of Applied Statistics (JAS)

Survey planners and analysts in Nigeria have devoted much more attention to sampling errors at the expense of nonsampling errors (non-response and response errors). Sampling error is the degree to which the sample estimate differs from the average value of the characteristic due to chance. The present discussion will be centered on non-sampling error, which may present serious deficiencies in the statistics and render the survey useless. According to Platek and Gray (1986), “Non-response has been generally recognized as important measure of the quality of data since it affects the estimates by introducing a possible bias in the estimates and …

A Bayesian Shared Component Model For Genetic Association Studies, Juan J. Abellan, Carlos Abellan, Juan R. Gonzalez

COBRA Preprint Series

We present a novel approach to address genome association studies between single nucleotide polymorphisms (SNPs) and disease. We propose a Bayesian shared component model to tease out the genotype information that is common to cases and controls from the one that is specific to cases only. This allows to detect the SNPs that show the strongest association with the disease. The model can be applied to case-control studies with more than one disease. In fact, we illustrate the use of this model with a dataset of 23,418 SNPs from a case-control study by The Welcome Trust Case Control Consortium (2007) …

Minimum Description Length And Empirical Bayes Methods Of Identifying Snps Associated With Disease, Ye Yang, David R. Bickel

COBRA Preprint Series

The goal of determining which of hundreds of thousands of SNPs are associated with disease poses one of the most challenging multiple testing problems. Using the empirical Bayes approach, the local false discovery rate (LFDR) estimated using popular semiparametric models has enjoyed success in simultaneous inference. However, the estimated LFDR can be biased because the semiparametric approach tends to overestimate the proportion of the non-associated single nucleotide polymorphisms (SNPs). One of the negative consequences is that, like conventional p-values, such LFDR estimates cannot quantify the amount of information in the data that favors the null hypothesis of no disease-association.

We …

Geographic Factors Of Residential Burglaries - A Case Study In Nashville, Tennessee, Jonathan A. Hall

Masters Theses & Specialist Projects

This study examines geographic patterns and geographic factors of residential burglary at the Nashville, TN area for a twenty year period at five year interval starting in 1988. The purpose of this study is to identify what geographic factors have impacted on residential burglary rates, and if there were changes in the geographic patterns of residential burglary over the study period. Several criminological theories guide this study, with the most prominent being Social Disorganization Theory and Routine Activities Theory. Both of these theories focus on the relationships of place and crime. A number of spatial analysis methods are hence adopted …

The Statistical Properties Of The Survivor Interaction Contrast, Joseph W. Houpt, James T. Townsend

Psychology Faculty Publications

The Survivor Interaction Contrast (SIC) is a powerful tool for assessing the architecture and stopping rule of a model of mental processes. Despite its demonstrated utility, the methodology has lacked a method for statistical testing until now. In this paper we briefly describe the SIC then develop some basic statistical properties of the measure. These developments lead to a statistical test for rejecting certain classes of models based on the SIC. We verify these tests using simulated data, then demonstrate their use on data from a simple cognitive task.