Statistical Theory Commons^™

The Weighted Hellinger Distance For Kernel Distribution Estimator Of Function Of Observations, Abdel-Razzaq Mugdadi

Journal of Modern Applied Statistical Methods

The asymptotic mean weighted Hellinger distance (AMWHD) is derived for the kernel distribution estimator of a function of observations. In addition, the AMWHD is compared with the asymptotic mean integrated square error (AMISE) of the estimator. A completely data based method is proposed to select the bandwidth in the estimator using the mean weighted Hellinger distance (MWHD).

Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison

Statistics

As a student, I noticed that the statistical package R (http://www.r-project.org) would have several benefits of its usage in the classroom. One benefit to the package is its free and open-source nature. This would be a great benefit for instructors and students alike since it would be of no cost to use, unlike other statistical packages. Due to this, students could continue using the program after their statistical courses and into their professional careers. It would be good to expose students while they are in school to a tool that professionals use in industry. R also has powerful …

Avoiding Boundary Estimates In Linear Mixed Models Through Weakly Informative Priors, Yeojin Chung, Sophia Rabe-Hesketh, Andrew Gelman, Jingchen Liu, Vincent Dorie

U.C. Berkeley Division of Biostatistics Working Paper Series

Variance parameters in mixed or multilevel models can be difficult to estimate, especially when the number of groups is small. We propose a maximum penalized likelihood approach which is equivalent to estimating variance parameters by their marginal posterior mode, given a weakly informative prior distribution. By choosing the prior from the gamma family with at least 1 degree of freedom, we ensure that the prior density is zero at the boundary and thus the marginal posterior mode of the group-level variance will be positive. The use of a weakly informative prior allows us to stabilize our estimates while remaining faithful …

The Quotient Of The Beta-Weibull Distribution, Nonhle Channon Mdziniso

Theses, Dissertations and Capstones

A new class of distributions recently developed involves the logit of the beta distribution. Among this class of distributions are, the beta-Normal (Eugene et al. [15]); beta-Gumbel (Nadarajah and Kotz [18]); beta-Exponential (Nadarajah and Kotz [19]); beta-Weibull (Famoye et al. [6]); beta-Rayleigh (Akinsete and Lowe [3]); beta-Laplace (Kozubowshi and Nadarajah [20]); and beta-Pareto (Akinsete et al. [4]), among a few others. Many useful statistical properties arising from these distributions and their applications to real life data have been discussed in literature. One approach by which a new statistical distribution is generated is by the transformation of random variables having known …

Measuring Human Rights: A Review Essay, David L. Richards

Human Rights & Human Welfare

A review of:

Measuring Human Rights. By Todd Landman & Edzia Carvalho. New York, NY: Routledge, 2010. 163pp.

On The Skewness Of Order Statistics With Applications, Subhash C. Kochar, Maochao Xu

Mathematics and Statistics Faculty Publications and Presentations

Order statistics from heterogenous samples have been extensively studied in the literature. However, most of the work focused on the effect of heterogeneity on the magnitude and dispersion of order statistics. In this paper, we study the skewness of order statistics from heterogeneous samples in the sense of star order. The main results extended the results in Kochar and Xu (2009, 2011). Examples and applications in statistical inference are highlighted.

A Reply To David Richards’ Review Of Measuring Human Rights, Todd Landman, Edzia Carvalho

Human Rights & Human Welfare

Professor Richards highlights, in his generous review of our book Measuring Human Rights that one of the aims of the book is to bring to the forefront the importance of conceptualization before operationalization – that conceptual clarity (or lack of it) is at the heart of the problems concerning the measurement of human rights. He draws out three key issues from the book as the springboard for further discussion on measurement of the concept – a) the “Respect, Protect and Fulfill” (RPF) framework, b) the lack of reliable data sources, and c) the conceptual links between human rights, human development, …

Identification And Efficient Estimation Of The Natural Direct Effect Among The Untreated, Samuel D. Lendle, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

The natural direct effect (NDE), or the effect of an exposure on an outcome if an intermediate variable was set to the level it would have been in the absence of the exposure, is often of interest to investigators. In general, the statistical parameter associated with the NDE is difficult to estimate in the non-parametric model, particularly when the intermediate variable is continuous or high dimensional. In this paper we introduce a new causal parameter called the natural direct effect among the untreated, discus identifiability assumptions, and show that this new parameter is equivalent to the NDE in a randomized …

Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari

CBN Journal of Applied Statistics (JAS)

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of the impact of Foreign Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation. The study further investigates the causal relationship using the Granger causality analysis of VECM which indicates a uni-directional causality relationship between GDP and FDI …

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 …

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 …

Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola

CBN Journal of Applied Statistics (JAS)

The paper examines the relationship between banking sector credit and economic growth in Nigeria over the period 1970-2008. The causal links between the pairs of variables of interest were established using Granger causality test while a Two-Stage Least Squares (TSLS) estimation technique was used for the regression models. The results of Granger causality test show evidence of unidirectional causal relationship from GDP to private sector credit (PSC) and from industrial production index (IND) to GDP. Estimated regression models indicate that private sector credit impacts positively on economic growth over the period of coverage in this study. However, lending (interest) rate …

Development Of A Bayesian Joint Logistic Model To Better Study The Association Between Haplotypes And Disease, Anthony M. D'Amelio Jr

Dissertations and Theses (Open Access)

In 2011, there will be an estimated 1,596,670 new cancer cases and 571,950 cancer-related deaths in the US. With the ever-increasing applications of cancer genetics in epidemiology, there is great potential to identify genetic risk factors that would help identify individuals with increased genetic susceptibility to cancer, which could be used to develop interventions or targeted therapies that could hopefully reduce cancer risk and mortality.

In this dissertation, I propose to develop a new statistical method to evaluate the role of haplotypes in cancer susceptibility and development. This model will be flexible enough to handle not only haplotypes of any …

Longitudinal High-Dimensional Data Analysis, Vadim Zipunnikov, Sonja Greven, Brian Caffo, Daniel S. Reich, Ciprian Crainiceanu

Johns Hopkins University, Dept. of Biostatistics Working Papers

We develop a flexible framework for modeling high-dimensional functional and imaging data observed longitudinally. The approach decomposes the observed variability of high-dimensional observations measured at multiple visits into three additive components: a subject-specific functional random intercept that quantifies the cross-sectional variability, a subject-specific functional slope that quantifies the dynamic irreversible deformation over multiple visits, and a subject-visit specific functional deviation that quantifies exchangeable or reversible visit-to-visit changes. The proposed method is very fast, scalable to studies including ultra-high dimensional data, and can easily be adapted to and executed on modest computing infrastructures. The method is applied to the longitudinal analysis …

Assessing Association For Bivariate Survival Data With Interval Sampling: A Copula Model Approach With Application To Aids Study, Hong Zhu, Mei-Cheng Wang

Johns Hopkins University, Dept. of Biostatistics Working Papers

In disease surveillance systems or registries, bivariate survival data are typically collected under interval sampling. It refers to a situation when entry into a registry is at the time of the first failure event (e.g., HIV infection) within a calendar time interval, the time of the initiating event (e.g., birth) is retrospectively identified for all the cases in the registry, and subsequently the second failure event (e.g., death) is observed during the follow-up. Sampling bias is induced due to the selection process that the data are collected conditioning on the first failure event occurs within a time interval. Consequently, the …

Corrected Confidence Bands For Functional Data Using Principal Components, Jeff Goldsmith, Sonja Greven, Ciprian M. Crainiceanu

Johns Hopkins University, Dept. of Biostatistics Working Papers

Functional principal components (FPC) analysis is widely used to decompose and express functional observations. Curve estimates implicitly condition on basis functions and other quantities derived from FPC decompositions; however these objects are unknown in practice. In this paper, we propose a method for obtaining correct curve estimates by accounting for uncertainty in FPC decompositions. Additionally, pointwise and simultaneous confidence intervals that account for both model- based and decomposition-based variability are constructed. Standard mixed-model representations of functional expansions are used to construct curve estimates and variances conditional on a specific decomposition. A bootstrap procedure is implemented to understand the uncertainty in …

Comparison Of Several Tests For Combining Several Independent Tests, Madhusudan Bhandary, Xuan Zhang

Journal of Modern Applied Statistical Methods

Several tests for combining p-values from independent tests have been considered to address a particular common testing problem. A simulation study shows that Fisher’s (1932) Inverse Chi-square test is optimal based on a power comparison of several different tests.

Discriminant Analysis For Repeated Measures Data: Effects Of Mean And Covariance Misspecification On Bias And Error In Discriminant Function Coefficients, Tolulope T. Sajobi, Lisa M. Lix, Longhai Li, William Laverty

Journal of Modern Applied Statistical Methods

Discriminant analysis (DA) procedures based on parsimonious mean and/or covariance structures have been proposed for repeated measures (RM) data. Bias and means square error of discriminant function coefficients (DFCs) for DA procedures are investigated when the mean and/or covariance structures are correctly specified and misspecified.