Advances in Methodology and Statistics最新文献

{"title":"Exploring the relationship between two compositions using canonical correlation analysis","authors":"G. Mateu-Figueras, J. Daunis-i-Estadella, G. Coenders, Berta Ferrer-Rosell, Ricard Serlavós, J. Batista-Foguet","doi":"10.51936/epet8264","DOIUrl":"https://doi.org/10.51936/epet8264","url":null,"abstract":"The aim of this article is to describe a method for relating two compositions which combines compositional data analysis and canonical correlation analysis (CCA), and to examine its main statistical properties. We use additive log-ratio (alr) transformation on both compositions and apply standard CCA to the transformed data. We show that canonical variates are themselves log-ratios and log-contrasts. The first pair of canonical variates can be interpreted as the log-contrast of a composition that has the maximum correlation with a log-contrast of the other composition. The second pair can be interpreted as the log-contrast of a composition that has the maximum correlation with a log-contrast of the other composition, under the restriction that they are uncorrelated with the first pair, and so on. Using properties from changes of basis, we prove that both canonical correlations and canonical variates are invariant to the choice of divisors in alr transformation. We show how to implement the analysis and interpret the results by means of an illustration from the social sciences field using data from Kolb's Learning Style Inventory and Boyatzis' Philosophical Orientation Questionnaire, which distribute a fixed total score among several learning modes and philosophical orientations.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"209 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122793823","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Estimating the coefficient of asymptotic tail independence","authors":"Marta Ferreira","doi":"10.51936/qkml2922","DOIUrl":"https://doi.org/10.51936/qkml2922","url":null,"abstract":"Many multivariate analyses require the account of extreme events. Correlation is an insufficient measure to quantify tail dependence. The most common tail dependence coefficients are based on the probability of simultaneous exceedances. The coefficient of asymptotic tail independence introduced in Ledford and Tawn (1996) is a bivariate measure often used in the tail modeling of data in finance, environment, insurance, among other fields of applications. It can be estimated as the tail index of the minimum component of a random pair with transformed unit Pareto marginals. The literature regarding the estimation of the tail index is extensive. Semi-parametric inference requires the choice of the number k of the largest order statistics that lead to the best estimate, where there is a tricky trade-off between variance and bias. Many methodologies have been developed to undertake this choice, most of them applied to the Hill estimator (Hill, 1975). We are going to analyze, through simulation, some of these methods within the estimation of the coefficient of asymptotic tail independence. We also compare with a minimum-variance reduced-bias Hill estimator presented in Caeiro et al. (2005). A pure heuristic procedure adapted from Frahm et al. (2005), used in a different context but with a resembling framework, will also be implemented. We will see that some of these simple tools should not be discarded in this context. Our study will be complemented by applications to real datasets.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126451583","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"mixture Poisson exponential–inverse Gaussian regression model","authors":"E. Gómez–Déniz, E. Calderín-Ojeda","doi":"10.51936/rqpj6167","DOIUrl":"https://doi.org/10.51936/rqpj6167","url":null,"abstract":"In this paper a mixed Poisson regression model for count data is introduced. This model is derived by mixing the Poisson distribution with the one–parameter continuous exponential–inverse Gaussian distribution. The obtained probability mass function is over-dispersed and unimodal with modal value located at zero. Estimation is performed by maximum likelihood. As an application, the demand for health services among people 65 and over is examined using this regression model since empirical evidence has suggested that the over–dispersion and a large portion of non–users are common features of medical care utilization data.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114313931","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"X bar control chart for non-normal symmetric distributions","authors":"K. Veljković","doi":"10.51936/qnql9423","DOIUrl":"https://doi.org/10.51936/qnql9423","url":null,"abstract":"In statistical quality control, X bar control chart is extensively used to monitor a change in the process mean. In this paper, X bar control chart for non-normal symmetric distributions is proposed. For chosen Student, Laplace, logistic and uniform distributions of quality characteristic, we calculated theoretical distribution of standardized sample mean and fitted Pearson type II or type VII distributions. Width of control limits and power of the X bar control chart were established, giving evidence of the goodness of fit of the corresponding Pearson distribution to the theoretical distribution of standardized sample mean. For implementation of X bar control chart in practice, numerical example of construction of a proposed chart is given.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115373465","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Adjustment of recall errors in duration data using SIMEX","authors":"J. Pina-Sánchez","doi":"10.51936/cspz2183","DOIUrl":"https://doi.org/10.51936/cspz2183","url":null,"abstract":"It is widely accepted that due to memory failures retrospective survey questions tend to be prone to measurement error. However, the proportion of studies using such data that attempt to adjust for the measurement problem is shockingly low. Arguably, to a great extent this is due to both the complexity of the methods available and the need to access a subsample containing either a gold standard or replicated values. Here I suggest the implementation of a version of SIMEX capable of adjusting for the types of multiplicative measurement errors associated with memory failures in the retrospective report of durations of life-course events. SIMEX is a method relatively simple to implement and it does not require the use of replicated or validation data so long as the error process can be adequately specified. To assess the effectiveness of the method I use simulated data. I create twelve scenarios based on the combinations of three outcome models (linear, logit and Poisson) and four types of multiplicative errors (non-systematic, systematic negative, systematic positive and heteroscedastic) affecting one of the explanatory variables. I show that SIMEX can be satisfactorily implemented in each of these scenarios. Furthermore, the method can also achieve partial adjustments even in scenarios where the actual distribution and prevalence of the measurement error differs substantially from what is assumed in the adjustment, which makes it an interesting sensitivity tool in those cases where all that is known about the error process is reduced to an educated guess.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"74 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133700706","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Odds ratio, hazard ratio and relative risk","authors":"J. Stare, D. Maucort-Boulch","doi":"10.51936/uwah2960","DOIUrl":"https://doi.org/10.51936/uwah2960","url":null,"abstract":"Odds ratio (OR) is a statistic commonly encountered in professional or scientific medical literature. Most readers perceive it as relative risk (RR), although most of them do not know why that would be true. But since such perception is mostly correct, there is nothing (or almost nothing) wrong with that. It is nevertheless useful to be reminded now and then what is the relation between the relative risk and the odds ratio, and when by equating the two statistics we are sometimes forcing OR to be something it is not. Another statistic, which is often also perceived as a relative risk, is the hazard ratio (HR). We encounter it, for example, when we fit the Cox model to survival data. Under proportional hazards it is probably \"natural\" to think in the following way: if the probability of death in one group is at every time point k-times as high as the probability of death in another group, then the relative risk must be k, regardless of where in time we are. This could be hardly further from the truth and in this paper we try to dispense with this blunder.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123637670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Interval prediction of order statistics based on records by employing inter-record times","authors":"M. Amini, Seyed MirMostafaee2","doi":"10.51936/vtqj4246","DOIUrl":"https://doi.org/10.51936/vtqj4246","url":null,"abstract":"In this note, we propose a parametric inferential procedure for predicting future order statistics, based on record values, which takes inter-record times into account. We utilize the additional information contained in inter-record times for predicting future order statistics on the basis of observed record values from an independent sample. The two parameter exponential distribution is assumed to be the underlying distribution.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122009174","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Series of incomplete row-column designs with two units per cell","authors":"Anindita Datta, S. Jaggi, C. Varghese, E. Varghese","doi":"10.51936/jhrj9152","DOIUrl":"https://doi.org/10.51936/jhrj9152","url":null,"abstract":"Here, two series of incomplete row-column designs with two units per cell have been developed that are structurally complete, i.e. all the cells corresponding to the intersection of row and column receive two distinct treatments. Properties of these classes of designs have been studied and the methods result in designs in which the elementary contrasts of treatment effects are estimated with same variance.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"262 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114267271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"review of capital structure theory using a bibliometric analysis","authors":"D. Marinšek","doi":"10.51936/joac7532","DOIUrl":"https://doi.org/10.51936/joac7532","url":null,"abstract":"Author citation and co-citation analysis is a simple, yet powerful educational tool for detecting the most relevant papers from any research field. I demonstrate its use and graphically show a chronological development of capital structure theory, which highlights the most important contributions. I then systematically present the capital structure theory, starting with Modigliani & Miller's irrelevance theorem, and continue with four alternative explanations of firm capital structure behaviour. This paper is particularly useful for PhD students and junior researchers who need to familiarize with the literature of their own research field, and for those, interested in the up-to-date review on capital structure theory.","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121166083","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Design and development of the income measures in the European Social Surveys","authors":"Juergen H. P. Hoffmeyer-Zlotnik, U. Warner","doi":"10.51936/xbmz9344","DOIUrl":"https://doi.org/10.51936/xbmz9344","url":null,"abstract":"In social surveys \"total net household income\" is an indicator of the re-spondent's socio-economic status. It describes the economic situation of household members and their positions in an income distribution. It is used as an explanatory variable in mobility studies and as a social-demographic back-ground item in inequality research. This paper shows the impact of questionnaire design on measurements of \"total net household income\" in social surveys. In particular we illustrate how the measurement quality of the income variable depends on the data sources about the national income distributions used to design the answer categories offered to the respondent. Beginning with the fourth round of European Social Survey fielded in 2008 and the following years, the income categories for the question about the \"total net household income\" amount are built on national income distribution of households resident in the country under study. The response categories of the modified ESS questionnaires have been based on deciles of the actual household income distribution in the country in question. The central organizers of European Social Survey (ESS) instruct the national questionnaire designers to define the income brackets for the answer categories using the deciles of the most reliable national income data source. Analyzing the ESS data from 2008, 2010 and 2012, we found in some countries remarkable divergences from the expected 10% frequencies in each category. In this article we argue that the quality of this new income measure depends on the quality of the reference statistics from which the national household income ranges are derived. The quality of the responses to the survey question about the \"total net household income\", and finally the quality of the obtained survey measure, depends on the quality of the reference statistics from which the household income categories for the answers is derived. These reference data must cover all types of the household's income from all household members and optimally represent the national distribution of household income across the survey universe. That means first that all possible payments accruing to a household and all its members in a given country must be reported in references, and second that all households in the survey's universe must be represented in the statistics used to detect the answer categories. Then the income brackets for the response categories can be calculated using the 10% percentiles from the income distribution in the reference data. Relevance, accuracy, timeliness, comparability, coherence, accessibility and clarity are quality domains of official statistics used as reference data for the survey measurement. We conclude that the central coordinators of the ESS define and communicate minimum threshold values for quality domains of the reference data. The national coordinators should report deviations. This would give the users of ESS data an insight into the quality of the income me","PeriodicalId":242585,"journal":{"name":"Advances in Methodology and Statistics","volume":"116 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131515743","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}