Search results for: maximum likelihood estimator (MLE)

Authors: Guinevere Servis

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This paper hypothesizes that withdrawal from positive self-awareness, and the increase of counterfactual-thinking and self-handicapping can help provide ample justification for an individual before, during and/or after committing a crime. The understanding of who someone is, one’s perspective on the world, and why they think the way they do is key to therapy in preventing recidivism. Developing habits to escape self-awareness, by using self-handicapping and counterfactual ideologies, may provide the necessary thinking patterns to decide disobeying the law is a worthy act to pursue. An increase in self-awareness is hypothesized to decrease the likelihood of recidivism, and ways of thinking that withdraw from self awareness can increase the likelihood of it. Especially for those who have been disadvantaged in life and disobeyed the law, self-handicapping and counterfactual thinking can also help to justify one's wrongdoing. The understanding of how a criminal views their disadvantages in the world, and one’s thinking patterns are hypothesized to help one better understand the entire scope on why a crime was committed and thus reduce the likelihood of recidivism. Utilizing therapy for prisoners to increase self-awareness of both thought and action can lead to a healthy, happier life and reduce the likelihood of reoffending. By discussing the terms associated with self-awareness theory and other psychological topics such as self-handicapping, counterfactual thinking, this paper argues the actions towards increasing positive self-awareness can help decrease likelihood of recidivism. Adversely, hypothesizing that increasing the ways of thinking that withdraw one from self-awareness, through counterfactual thinking and self-handicapping, can inherently increase the likelihood of recidivism. Evaluating these findings to further understand the needed changes in correctional institutions is fundamental to reducing crime, benefiting the criminal, the victim(s) and their family, and the state.

Keywords: crime, self-awareness theory, correctional institutions, self-regulate, counterfactual thinking, recidivism

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

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This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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Authors: Lauren M. McKinnon, Justin B. Miller, Michael F. Whiting, John S. K. Kauwe, Perry G. Ridge

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Background: Ramp sequences increase translational speed and accuracy when rare, slowly-translated codons are found at the beginnings of genes. Here, the results of the first analysis of ramp sequences in a phylogenetic construct are presented. Methods: Ramp sequences were compared from 211 vertebrates (110 Mammalian and 101 non-mammalian). The presence and absence of ramp sequences were analyzed as a binary character in a parsimony and maximum likelihood framework. Additionally, ramp sequences were mapped to the Open Tree of Life taxonomy to determine the number of parallelisms and reversals that occurred, and these results were compared to what would be expected due to random chance. Lastly, aligned nucleotides in ramp sequences were compared to the rest of the sequence in order to examine possible differences in phylogenetic signal between these regions of the gene. Results: Parsimony and maximum likelihood analyses of the presence/absence of ramp sequences recovered phylogenies that are highly congruent with established phylogenies. Additionally, the retention index of ramp sequences is significantly higher than would be expected due to random chance (p-value = 0). A chi-square analysis of completely orthologous ramp sequences resulted in a p-value of approximately zero as compared to random chance. Discussion: Ramp sequences recover comparable phylogenies as other phylogenomic methods. Although not all ramp sequences appear to have a phylogenetic signal, more ramp sequences track speciation than expected by random chance. Therefore, ramp sequences may be used in conjunction with other phylogenomic approaches.

Keywords: codon usage bias, phylogenetics, phylogenomics, ramp sequence

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Authors: Desta Brhanu Gebrehiwot

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The study aims to investigate the impact of land tenure arrangements on fertilizer use per hectare in Northern Ethiopia. Household and Plot level data are used for analysis. Land tenure contracts such as sharecropping and fixed rent arrangements have endogeneity. Different unobservable characteristics may affect renting-out decisions. Thus, the appropriate method of analysis was the instrumental variable estimation technic. Therefore, the family of instrumental variable estimation methods two-stage least-squares regression (2SLS, the generalized method of moments (GMM), Limited information maximum likelihood (LIML), and instrumental variable Tobit (IV-Tobit) was used. Besides, a method to handle a binary endogenous variable is applied, which uses a two-step estimation. In the first step probit model includes instruments, and in the second step, maximum likelihood estimation (MLE) (“etregress” command in Stata 14) was used. There was lower fertilizer use per hectare on sharecropped and fixed rented plots relative to owner-operated. The result supports the Marshallian inefficiency principle in sharecropping. The difference in fertilizer use per hectare could be explained by a lack of incentivized detailed contract forms, such as giving more proportion of the output to the tenant under sharecropping contracts, which motivates to use of more fertilizer in rented plots to maximize the production because most sharecropping arrangements share output equally between tenants and landlords.

Keywords: tenure-contracts, endogeneity, plot-level data, Ethiopia, fertilizer

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Authors: Tal Remez, Or Litany, Alex Bronstein

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The pursuit of smaller pixel sizes at ever increasing resolution in digital image sensors is mainly driven by the stringent price and form-factor requirements of sensors and optics in the cellular phone market. Recently, Eric Fossum proposed a novel concept of an image sensor with dense sub-diffraction limit one-bit pixels (jots), which can be considered a digital emulation of silver halide photographic film. This idea has been recently embodied as the EPFL Gigavision camera. A major bottleneck in the design of such sensors is the image reconstruction process, producing a continuous high dynamic range image from oversampled binary measurements. The extreme quantization of the Poisson statistics is incompatible with the assumptions of most standard image processing and enhancement frameworks. The recently proposed maximum-likelihood (ML) approach addresses this difficulty, but suffers from image artifacts and has impractically high computational complexity. In this work, we study a variant of a sensor with binary threshold pixels and propose a reconstruction algorithm combining an ML data fitting term with a sparse synthesis prior. We also show an efficient hardware-friendly real-time approximation of this inverse operator. Promising results are shown on synthetic data as well as on HDR data emulated using multiple exposures of a regular CMOS sensor.

Keywords: binary pixels, maximum likelihood, neural networks, sparse coding

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Authors: Fazlul Hoque, Tahmina Akter Joya, Asma Akter, Supawat Rungsuriyawiboon

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Rice is the staple food in Bangladesh, and therefore, self-sufficiency in rice production remains a major concern. However, Bangladesh is experiencing insufficiency in rice production due to high production cost and low national average productivity of 2.848 ton/ha in comparison to other rice-growing countries in the world. This study aims to find out the profit efficiency and determinants of profit efficiency in Boro rice cultivation in Manikganj and Dhaka districts of Bangladesh. It also focuses on technology adoption and effect of technology adoption on profit efficiency of Boro rice cultivation in Bangladesh. The data were collected from 300 households growing Boro rice through face to face interviews by one set structured questionnaire; Frontier Version 4.1 and STATA 15 software were employed to analyze the data according to the purpose of the study. Maximum likelihood estimates of the specified profit model showed that profit efficiency of the farmer varied between 23% and 97% with a mean of 76% which implied as 24% of the profit is lost due to a combination of technical and allocative inefficiencies in Boro rice cultivation in the study area. The inefficiency model revealed that the education level of the farmer, farm size, variety of seed, and training and extension service influence the profit inefficiency significantly. The study also explained that the level of technology adoption index affects profit efficiency. The technology adoption in Boro rice cultivation is influenced by the education level of the farmer, farm size and farm capital.

Keywords: farmer, maximum likelihood estimation, profit efficiency, rice

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Authors: Mostafa Aminzadeh, Min Deng

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Modeling loss data is an important part of actuarial science. Actuaries use models to predict future losses and manage financial risk, which can be beneficial for marketing purposes. In the insurance industry, small claims happen frequently while large claims are rare. Traditional distributions such as Normal, Exponential, and inverse-Gaussian are not suitable for describing insurance data, which often show skewness and fat tails. Several authors have studied classical and Bayesian inference for parameters of composite distributions, such as Exponential-Pareto, Weibull-Pareto, and Inverse Gamma-Pareto. These models separate small to moderate losses from large losses using a threshold parameter. This research introduces a computational approach using a nonlinear regression model for loss data that relies on multiple predictors. Simulation studies were conducted to assess the accuracy of the proposed estimation method. The simulations confirmed that the proposed method provides precise estimates for regression parameters. It's important to note that this approach can be applied to datasets if goodness-of-fit tests confirm that the composite distribution under study fits the data well. To demonstrate the computations, a real data set from the insurance industry is analyzed. A Mathematica code uses the Fisher information algorithm as an iteration method to obtain the maximum likelihood estimation (MLE) of regression parameters.

Keywords: maximum likelihood estimation, fisher scoring method, non-linear regression models, composite distributions

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Authors: Nadarajah I. Ramesh

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Much of the research on stochastic point process models for rainfall has focused on Poisson cluster models constructed from either the Neyman-Scott or Bartlett-Lewis processes. The doubly stochastic Poisson process provides a rich class of point process models, especially for fine-scale rainfall modelling. This paper provides an account of recent development on this topic and presents the results based on some of the fine-scale rainfall models constructed from this class of stochastic point processes. Amongst the literature on stochastic models for rainfall, greater emphasis has been placed on modelling rainfall data recorded at hourly or daily aggregation levels. Stochastic models for sub-hourly rainfall are equally important, as there is a need to reproduce rainfall time series at fine temporal resolutions in some hydrological applications. For example, the study of climate change impacts on hydrology and water management initiatives requires the availability of data at fine temporal resolutions. One approach to generating such rainfall data relies on the combination of an hourly stochastic rainfall simulator, together with a disaggregator making use of downscaling techniques. Recent work on this topic adopted a different approach by developing specialist stochastic point process models for fine-scale rainfall aimed at generating synthetic precipitation time series directly from the proposed stochastic model. One strand of this approach focused on developing a class of doubly stochastic Poisson process (DSPP) models for fine-scale rainfall to analyse data collected in the form of rainfall bucket tip time series. In this context, the arrival pattern of rain gauge bucket tip times N(t) is viewed as a DSPP whose rate of occurrence varies according to an unobserved finite state irreducible Markov process X(t). Since the likelihood function of this process can be obtained, by conditioning on the underlying Markov process X(t), the models were fitted with maximum likelihood methods. The proposed models were applied directly to the raw data collected by tipping-bucket rain gauges, thus avoiding the need to convert tip-times to rainfall depths prior to fitting the models. One advantage of this approach was that the use of maximum likelihood methods enables a more straightforward estimation of parameter uncertainty and comparison of sub-models of interest. Another strand of this approach employed the DSPP model for the arrivals of rain cells and attached a pulse or a cluster of pulses to each rain cell. Different mechanisms for the pattern of the pulse process were used to construct variants of this model. We present the results of these models when they were fitted to hourly and sub-hourly rainfall data. The results of our analysis suggest that the proposed class of stochastic models is capable of reproducing the fine-scale structure of the rainfall process, and hence provides a useful tool in hydrological modelling.

Keywords: fine-scale rainfall, maximum likelihood, point process, stochastic model

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Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

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Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: variance, lower semi-variance, range-based volatility, MPT

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Authors: I. V. Pinto, M. R. Sooriyarachchi

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It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

Keywords: goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, penalized quasi-likelihood, power, quasi-likelihood, type-I error

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Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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An estimating equation technique is an alternative method of the widely used maximum likelihood methods, which enables us to ease some complexity due to the complex characteristics of time-varying covariates. In the situations, when both the time-varying covariates and left-truncation are considered in the model, the maximum likelihood estimation procedures become much more burdensome and complex. To ease the complexity, in this study, the modified estimating equations those have been given high attention and considerations in many researchers under semiparametric transformation model was proposed. The purpose of this article was to develop the modified estimating equation under flexible and general class of semiparametric transformation models for left-truncated and right censored survival data with time-varying covariates. Besides the commonly applied Cox proportional hazards model, such kind of problems can be also analyzed with a general class of semiparametric transformation models to estimate the effect of treatment given possibly time-varying covariates on the survival time. The consistency and asymptotic properties of the estimators were intuitively derived via the expectation-maximization (EM) algorithm. The characteristics of the estimators in the finite sample performance for the proposed model were illustrated via simulation studies and Stanford heart transplant real data examples. To sum up the study, the bias for covariates has been adjusted by estimating density function for the truncation time variable. Then the effect of possibly time-varying covariates was evaluated in some special semiparametric transformation models.

Keywords: EM algorithm, estimating equation, semiparametric transformation models, time-to-event outcomes, time varying covariate

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Authors: Syed Ali Taqi, Muhammad Ismail

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A comparative study of estimators of population means in two phase sampling in the presence of non-response when Unknown population means of the auxiliary variable(s) and incomplete information of study variable y as well as of auxiliary variable(s) is made. Three real data sets of University students, hospital and unemployment are used for comparison of all the available techniques in two phase sampling in the presence of non-response with the newly generalized ratio estimators.

Keywords: two-phase sampling, ratio estimator, product estimator, generalized estimators

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Authors: Alvaro Callejas-Ramos, Lorena Alvarez-Perez, Alexander Benitez-Buenache, Anibal R. Figueiras-Vidal

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This contribution presents a promising formulation which allows to extend the principled binary rebalancing procedures, also known as neutral re-balancing mechanisms in the sense that they do not alter the likelihood ratio

Keywords: Bregman divergences, imbalanced multiclass classifi-cation, informed re-balancing, invariant likelihood ratio

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Authors: V. Kuzhandai Velu, R. Ramesh

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Background and objectives: Acute myocardial infarction (AMI) is the most common cause of mortality and morbidity. Over the last decade, microRNAs (miRs) have emerged as a potential marker for detecting AMI. The current study evaluates the kinetics and importance of miRs in the differential diagnosis of ST-segment elevated MI (STEMI) and non-STEMI (NSTEMI) and its correlation to conventional biomarkers and to predict the immediate outcome of AMI for arrhythmias and left ventricular (LV) dysfunction. Materials and Method: A total of 100 AMI patients were recruited for the study. Routine cardiac biomarker and miRNA levels were measured during diagnosis and serially at admission, 6, 12, 24, and 72hrs. The baseline biochemical parameters were analyzed. The expression of miRs was compared between STEMI and NSTEMI at different time intervals. Diagnostic utility of miR-1, miR-133, miR-208, and miR-499 levels were analyzed by using RT-PCR and with various diagnostics statistical tools like ROC, odds ratio, and likelihood ratio. Results: The miR-1, miR-133, and miR-499 showed peak concentration at 6 hours, whereas miR-208 showed high significant differences at all time intervals. miR-133 demonstrated the maximum area under the curve at different time intervals in the differential diagnosis of STEMI and NSTEMI which was followed by miR-499 and miR-208. Evaluation of miRs for predicting arrhythmia and LV dysfunction using admission sample demonstrated that miR-1 (OR = 8.64; LR = 1.76) and miR-208 (OR = 26.25; LR = 5.96) showed maximum odds ratio and likelihood respectively. Conclusion: Circulating miRNA showed a highly significant difference between STEMI and NSTEMI in AMI patients. The peak was much earlier than the conventional biomarkers. miR-133, miR-208, and miR-499 can be used in the differential diagnosis of STEMI and NSTEMI, whereas miR-1 and miR-208 could be used in the prediction of arrhythmia and LV dysfunction, respectively.

Keywords: myocardial infarction, cardiac biomarkers, microRNA, arrhythmia, left ventricular dysfunction

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Authors: M. Khalid, G. N. Singh

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In this paper, we have considered the problem of estimation for population mean, on current (second) occasion in the presence of random non response in two-occasion successive sampling under two phase set-up. Modified exponential type estimators have been proposed, and their properties are studied under the assumptions that numbers of sampling units follow a distribution due to random non response situations. The performances of the proposed estimators are compared with linear combinations of two estimators, (a) sample mean estimator for fresh sample and (b) ratio estimator for matched sample under the complete response situations. Results are demonstrated through empirical studies which present the effectiveness of the proposed estimators. Suitable recommendations have been made to the survey practitioners.

Keywords: successive sampling, random non-response, auxiliary variable, bias, mean square error

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Authors: Naushad Mamode Khan

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The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood based estimating methodology. The joint generalized quasilikelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQLIII) that are based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: longitudinal, com-Poisson, ill-conditioned, INAR(1), GLMS, GQL

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Authors: Tasir Khan, Ishfaq Ahmad, Yejuan Wang, Muhammad Salam

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Distribution models of the wind speed data are essential to assess the potential wind speed energy because it decreases the uncertainty to estimate wind energy output. Therefore, before performing a detailed potential energy analysis, the precise distribution model for data relating to wind speed must be found. In this research, material from numerous criteria goodness-of-fits, such as Kolmogorov Simonov, Anderson Darling statistics, Chi-Square, root mean square error (RMSE), AIC and BIC were combined finally to determine the wind speed of the best-fitted distribution. The suggested method collectively makes each criterion. This method was useful in a circumstance to fitting 14 distribution models statistically with the data of wind speed together at four sites in Pakistan. The consequences show that this method provides the best source for selecting the most suitable wind speed statistical distribution. Also, the graphical representation is consistent with the analytical results. This research presents three estimation methods that can be used to calculate the different distributions used to estimate the wind. In the suggested MLM, MOM, and MLE the third-order moment used in the wind energy formula is a key function because it makes an important contribution to the precise estimate of wind energy. In order to prove the presence of the suggested MOM, it was compared with well-known estimation methods, such as the method of linear moment, and maximum likelihood estimate. In the relative analysis, given to several goodness-of-fit, the presentation of the considered techniques is estimated on the actual wind speed evaluated in different time periods. The results obtained show that MOM certainly provides a more precise estimation than other familiar approaches in terms of estimating wind energy based on the fourteen distributions. Therefore, MOM can be used as a better technique for assessing wind energy.

Keywords: wind-speed modeling, goodness of fit, maximum likelihood method, linear moment

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Authors: G. L. C. Yap

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Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Gaussian process, long-memory, normalization, value-at-risk, volatility, Whittle estimator

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Authors: Vandna Raghuvanshi, Vikrant Thakur, Anupam Jhobta

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Objective: To design HRCT criterion to forecast the threat of pulmonary tuberculosis. Material and methods: This was a prospective study of 69 patients with clinical suspicion of pulmonary tuberculosis. We studied their medical characteristics, numerous separate HRCT-results, and a combination of HRCT findings to foresee the danger for PTB by utilizing univariate and multivariate investigation. Temporary HRCT diagnostic criteria were planned in view of these outcomes to find out the risk of PTB and tested these criteria on our patients. Results: The results of HRCT chest were analyzed, and Rank was given from 1 to 4 according to the HRCT chest findings. Sensitivity, specificity, positive predictive value, and negative predictive value were calculated. Rank 1: Highly suspected PTB. Rank 2: Probable PTB Rank 3: Nonspecific or difficult to differentiate from other diseases Rank 4: Other suspected diseases • Rank 1 (Highly suspected TB) was present in 22 (31.9%) patients, all of them finally diagnosed to have pulmonary tuberculosis. The sensitivity, specificity, and negative likelihood ratio for RANK 1 on HRCT chest was 53.6%, 100%, and 0.43, respectively. • Rank 2 (Probable TB) was present in 13 patients, out of which 12 were tubercular, and 1 was non-tubercular. • The sensitivity, specificity, positive likelihood ratio, and negative likelihood ratio of the combination of Rank 1 and Rank 2 was 82.9%, 96.4%, 23.22, and 0.18, respectively. • Rank 3 (Non-specific TB) was present in 25 patients, and out of these, 7 were tubercular, and 18 were non-tubercular. • When all these 3 ranks were considered together, the sensitivity approached 100% however, the specificity reduced to 35.7%. The positive likelihood ratio and negative likelihood ratio were 1.56 and 0, respectively. • Rank 4 (Other specific findings) was given to 9 patients, and all of these were non-tubercular. Conclusion: HRCT is useful in selecting individuals with greater chances of pulmonary tuberculosis.

Keywords: pulmonary, tuberculosis, multivariate, HRCT

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Authors: Mahmoud I. Syam

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Stratified double median ranked set sampling (SDMRSS) method is suggested for estimating the population mean. The SDMRSS is compared with the simple random sampling (SRS), stratified simple random sampling (SSRS), and stratified ranked set sampling (SRSS). It is shown that SDMRSS estimator is an unbiased of the population mean and more efficient than SRS, SSRS, and SRSS. Also, by SDMRSS, we can increase the efficiency of mean estimator for specific value of the sample size. SDMRSS is applied on real life examples, and the results of the example agreed the theoretical results.

Keywords: efficiency, double ranked set sampling, median ranked set sampling, ranked set sampling, stratified

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Authors: Nelson Bii, Christopher Ouma, John Odhiambo

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Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.

Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths

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Authors: Serge Provost, Abdous Saboor

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A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

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Authors: Kyung-Jin You, Kiwon Rhee, Marc H. Schieber, Nitish V. Thakor, Hyun-Chool Shin

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It remains unknown whether M1 neurons encode multi-finger movements independently or as a certain neural network of single finger movements although multi-finger movements are physically a combination of single finger movements. We present an evidence of correlation between single and multi-finger movements and also attempt a challenging task of semi-blind decoding of neural data with minimum training of the neural decoder. Data were collected from 115 task-related neurons in M1 of a trained rhesus monkey performing flexion and extension of each finger and the wrist (12 single and 6 two-finger-movements). By exploiting correlation of temporal firing pattern between movements, we found that correlation coefficient for physically related movements pairs is greater than others; neurons tuned to single finger movements increased their firing rate when multi-finger commands were instructed. According to this knowledge, neural semi-blind decoding is done by choosing the greatest and the second greatest likelihood for canonical candidates. We achieved a decoding accuracy about 60% for multiple finger movement without corresponding training data set. this results suggest that only with the neural activities on single finger movements can be exploited to control dexterous multi-fingered neuroprosthetics.

Keywords: finger movement, neural activity, blind decoding, M1

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Authors: R. Sabre

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This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: spectral density, stable processes, aliasing, non parametric

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Authors: O. Anan, D. Böhning, A. Maruotti

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The purpose of the study is to estimate the elusive target population size under a truncated count model that accounts for heterogeneity. The purposed estimator is based on the generalized Poisson distribution (GPD), which extends the Poisson distribution by adding a dispersion parameter. Thus, it becomes an useful model for capture-recapture data where concurrent events are not homogeneous. In addition, it can account for over-dispersion and under-dispersion. The ratios of neighboring frequency counts are used as a tool for investigating the validity of whether generalized Poisson or Poisson distribution. Since capture-recapture approaches do not provide the zero counts, the estimated parameters can be achieved by modifying the EM-algorithm technique for the zero-truncated generalized Poisson distribution. The properties and the comparative performance of proposed estimator were investigated through simulation studies. Furthermore, some empirical examples are represented insights on the behavior of the estimators.

Keywords: capture, recapture methods, ratio plot, heterogeneous population, zero-truncated count

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Authors: Janne Engblom, Elias Oikarinen

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A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models are dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Arellano-Bover/Blundell-Bond Generalized method of moments (GMM) estimator which is an extension of the Arellano-Bond model where past values and different transformations of past values of the potentially problematic independent variable are used as instruments together with other instrumental variables. The Arellano–Bover/Blundell–Bond estimator augments Arellano–Bond by making an additional assumption that first differences of instrument variables are uncorrelated with the fixed effects. This allows the introduction of more instruments and can dramatically improve efficiency. It builds a system of two equations—the original equation and the transformed one—and is also known as system GMM. In this study, Finnish housing price dynamics were examined empirically by using the Arellano–Bover/Blundell–Bond estimation technique together with ordinary OLS. The aim of the analysis was to provide a comparison between conventional fixed-effects panel data models and dynamic panel data models. The Arellano–Bover/Blundell–Bond estimator is suitable for this analysis for a number of reasons: It is a general estimator designed for situations with 1) a linear functional relationship; 2) one left-hand-side variable that is dynamic, depending on its own past realizations; 3) independent variables that are not strictly exogenous, meaning they are correlated with past and possibly current realizations of the error; 4) fixed individual effects; and 5) heteroskedasticity and autocorrelation within individuals but not across them. Based on data of 14 Finnish cities over 1988-2012 differences of short-run housing price dynamics estimates were considerable when different models and instrumenting were used. Especially, the use of different instrumental variables caused variation of model estimates together with their statistical significance. This was particularly clear when comparing estimates of OLS with different dynamic panel data models. Estimates provided by dynamic panel data models were more in line with theory of housing price dynamics.

Keywords: dynamic model, fixed effects, panel data, price dynamics

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Authors: Huseyin Guler, Cigdem Kosar

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The aim of this study is to propose Bridge estimator for seasonal unit root tests. Seasonality is an important factor for many economic time series. Some variables may contain seasonal patterns and forecasts that ignore important seasonal patterns have a high variance. Therefore, it is very important to eliminate seasonality for seasonal macroeconomic data. There are some methods to eliminate the impacts of seasonality in time series. One of them is filtering the data. However, this method leads to undesired consequences in unit root tests, especially if the data is generated by a stochastic seasonal process. Another method to eliminate seasonality is using seasonal dummy variables. Some seasonal patterns may result from stationary seasonal processes, which are modelled using seasonal dummies but if there is a varying and changing seasonal pattern over time, so the seasonal process is non-stationary, deterministic seasonal dummies are inadequate to capture the seasonal process. It is not suitable to use seasonal dummies for modeling such seasonally nonstationary series. Instead of that, it is necessary to take seasonal difference if there are seasonal unit roots in the series. Different alternative methods are proposed in the literature to test seasonal unit roots, such as Dickey, Hazsa, Fuller (DHF) and Hylleberg, Engle, Granger, Yoo (HEGY) tests. HEGY test can be also used to test the seasonal unit root in different frequencies (monthly, quarterly, and semiannual). Another issue in unit root tests is the lag selection. Lagged dependent variables are added to the model in seasonal unit root tests as in the unit root tests to overcome the autocorrelation problem. In this case, it is necessary to choose the lag length and determine any deterministic components (i.e., a constant and trend) first, and then use the proper model to test for seasonal unit roots. However, this two-step procedure might lead size distortions and lack of power in seasonal unit root tests. Recent studies show that Bridge estimators are good in selecting optimal lag length while differentiating nonstationary versus stationary models for nonseasonal data. The advantage of this estimator is the elimination of the two-step nature of conventional unit root tests and this leads a gain in size and power. In this paper, the Bridge estimator is proposed to test seasonal unit roots in a HEGY model. A Monte-Carlo experiment is done to determine the efficiency of this approach and compare the size and power of this method with HEGY test. Since Bridge estimator performs well in model selection, our approach may lead to some gain in terms of size and power over HEGY test.

Keywords: bridge estimators, HEGY test, model selection, seasonal unit root

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Authors: Benjamin Anderson-Sackaney, Amr Abdel-Dayem

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This paper presents a comprehensive survey of recent source camera identification (SCI) systems. Then, the performance of various sensor pattern noise (SPN) estimators was experimentally assessed, under common photo response non-uniformity (PRNU) frameworks. The experiments used 1350 natural and 900 flat-field images, captured by 18 individual cameras. 12 different experiments, grouped into three sets, were conducted. The results were analyzed using the receiver operator characteristic (ROC) curves. The experimental results demonstrated that combining the basic SPN estimator with a wavelet-based filtering scheme provides promising results. However, the phase SPN estimator fits better with both patch-based (BM3D) and anisotropic diffusion (AD) filtering schemes.

Keywords: sensor pattern noise, source camera identification, photo response non-uniformity, anisotropic diffusion, peak to correlation energy ratio

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Authors: Ece Cigdem Mutlu, Burak Alakent

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Maintaining the quality of manufactured products at a desired level depends on the stability of process dispersion and location parameters and detection of perturbations in these parameters as promptly as possible. Shewhart control chart is the most widely used technique in statistical process monitoring to monitor the quality of products and control process mean and variability. In the application of Xbar control charts, sample standard deviation and sample mean are known to be the most efficient conventional estimators in determining process dispersion and location parameters, respectively, based on the assumption of independent and normally distributed datasets. On the other hand, there is no guarantee that the real-world data would be normally distributed. In the cases of estimated process parameters from Phase I data clouded with outliers, efficiency of traditional estimators is significantly reduced, and performance of Xbar charts are undesirably low, e.g. occasional outliers in the rational subgroups in Phase I data set may considerably affect the sample mean and standard deviation, resulting a serious delay in detection of inferior products in Phase II. For more efficient application of control charts, it is required to use robust estimators against contaminations, which may exist in Phase I. In the current study, we present a simple approach to construct robust Xbar control charts using average distance to the median, Qn-estimator of scale, M-estimator of scale with logistic psi-function in the estimation of process dispersion parameter, and Harrell-Davis qth quantile estimator, Hodge-Lehmann estimator and M-estimator of location with Huber psi-function and logistic psi-function in the estimation of process location parameter. Phase I efficiency of proposed estimators and Phase II performance of Xbar charts constructed from these estimators are compared with the conventional mean and standard deviation statistics both under normality and against diffuse-localized and symmetric-asymmetric contaminations using 50,000 Monte Carlo simulations on MATLAB. Consequently, it is found that robust estimators yield parameter estimates with higher efficiency against all types of contaminations, and Xbar charts constructed using robust estimators have higher power in detecting disturbances, compared to conventional methods. Additionally, utilizing individuals charts to screen outlier subgroups and employing different combination of dispersion and location estimators on subgroups and individual observations are found to improve the performance of Xbar charts.

Keywords: average run length, M-estimators, quality control, robust estimators

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Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang

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In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.

Keywords: non-minimum phase system, optimal linear quadratic tracker, proportional plus integral observer, state and disturbance estimator

Procedia PDF Downloads 502