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Journal of Statistical Research of Iran最新文献

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A New Integer-Valued AR(1) Process Based on Power Series Thinning Operator 一种新的基于幂级数细化算子的整数值AR(1)过程
Journal of Statistical Research of Iran Pub Date : 2018-02-03 DOI: 10.52547/jsri.16.2.287
E. Mahmoudi, Ameneh Rostami, R. Roozegar
{"title":"A New Integer-Valued AR(1) Process Based on Power Series Thinning Operator","authors":"E. Mahmoudi, Ameneh Rostami, R. Roozegar","doi":"10.52547/jsri.16.2.287","DOIUrl":"https://doi.org/10.52547/jsri.16.2.287","url":null,"abstract":"In this paper, we introduce the first-order integer-valued autoregressive (INAR(1)) model, with Poisson-Lindley innovations based on power series thinning operator. Some mathematical features of this process are given and estimating the parameters is discussed by three methods; conditional least squares, Yule-Walker equations and conditional maximum likelihood.Then the results are studied for three special cases of power series operators. Finally, some numerical results are presented with a discussion to the obtained results and Four real data sets are used to show the potentially of the new process.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"657 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123353917","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}
引用次数: 0
An Efficient Method for Estimating Population Parameters Using Split Questionnaire Design 一种利用分裂问卷设计估计总体参数的有效方法
Journal of Statistical Research of Iran Pub Date : 2017-09-15 DOI: 10.18869/ACADPUB.JSRI.14.1.77
Saeideh Kamgar, H. Navvabpour
{"title":"An Efficient Method for Estimating Population Parameters Using Split Questionnaire Design","authors":"Saeideh Kamgar, H. Navvabpour","doi":"10.18869/ACADPUB.JSRI.14.1.77","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.14.1.77","url":null,"abstract":"The effect of survey questionnaire length on precision of survey statistics has been discussed in several studies. It is generally concluded that the lengthy questionnaire leads to increase non-sampling errors, especially nonresponse rate. Split questionnaire method has been introduced as a solution to decrease the response burden and nonresponse rate, involves splitting the questionnaire into subquestionnaires and then administering these subquestionnaires to different subsets of the original sample. In this paper, we suggest a method for splitting long questionnaire and analyzing resulting data, using small area estimation. The general idea behind this approach is to construct some socio-demographic or geographic small areas to apply small area estimation to improve the efficiency of survey statistics. Our new approach is supported by a simulation study based on a real dataset of the 2011 Iran Income and Expenditure survey, in which we show our method provides more reliable statistics than existing methods.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"86 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130704855","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}
引用次数: 6
Bayesian Analysis of Augmented Mixed Beta Models with Skew-Normal Random Effects 具有偏正态随机效应的增广混合Beta模型的贝叶斯分析
Journal of Statistical Research of Iran Pub Date : 2017-09-15 DOI: 10.18869/ACADPUB.JSRI.14.1.101
Zohreh Fallah Mohsenkhani, M. Mohammadzadeh, T. Baghfalaki
{"title":"Bayesian Analysis of Augmented Mixed Beta Models with Skew-Normal Random Effects","authors":"Zohreh Fallah Mohsenkhani, M. Mohammadzadeh, T. Baghfalaki","doi":"10.18869/ACADPUB.JSRI.14.1.101","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.14.1.101","url":null,"abstract":"Many studies in different areas include data in the form of rates or proportions that should be analyzed. The data may also accept values zero and one. Augmented beta regression models are an appropriate choice for continuous response variables in the closed unit interval [0, 1]. The data in this model are based on a combination of three distributions, degenerate distribution at 0 and 1, and a beta density in (0, 1). The random effects are usually added to the model for accommodating the data structures as well as correlation impacts. In most of these models, the random effects are generally assumed to be normally distributed, while this assumption is frequently violated in applied studies. In this paper, the augmented mixed beta regression model with skew-normal distributed random effects is presented. A Bayesian approach is adopted for parameter estimation using Markov Chain Monte Carlo method. The proposed model is applied to analyze a real data set from Labor Force Survey.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124933842","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}
引用次数: 0
Bayesian Test of Different Association Structures in Two-Way Contingency Tables 双向列联表中不同关联结构的贝叶斯检验
Journal of Statistical Research of Iran Pub Date : 2017-09-15 DOI: 10.18869/ACADPUB.JSRI.14.1.1
Z. Saberi
{"title":"Bayesian Test of Different Association Structures in Two-Way Contingency Tables","authors":"Z. Saberi","doi":"10.18869/ACADPUB.JSRI.14.1.1","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.14.1.1","url":null,"abstract":"Bayesian methods for exact small-sample analysis with categorical data in I × J contingency tables are considered. Different structures of association are defined and tested concerning log odds ratios in these tables with fixed row margins. The conditional distribution of sufficient statistics for interesting parameters conditional on the sufficient statistics of other nuisance parameters in the model is obtained and used to eliminate the effect of nuisance parameters. The resulting distribution for the table is Fisher’s multivariate noncentral hypergeometric distribution. For Bayesian approach, although computation under this distribution is complicated, a common Bayesian model is considered. Bayes factor is used as a measure of evidence for Bayesian testing of different association structures. The performance of our testing Bayesian approach is compared with that of the classical corrected likelihood ratio test by some simulation studies. Also the Bayesian test of “homogenous association” is applied on a real data set.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130103143","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}
引用次数: 0
Reconstruction of Past Failure Times for Left Type-II Censored Data from Weibull Model 基于Weibull模型的左ii型截尾数据过去失效时间重构
Journal of Statistical Research of Iran Pub Date : 2017-09-15 DOI: 10.18869/acadpub.jsri.14.1.31
A. Asgharzadeh, Z. M. Ganji, R. Valiollahi, J. Ahmadi
{"title":"Reconstruction of Past Failure Times for Left Type-II Censored Data from Weibull Model","authors":"A. Asgharzadeh, Z. M. Ganji, R. Valiollahi, J. Ahmadi","doi":"10.18869/acadpub.jsri.14.1.31","DOIUrl":"https://doi.org/10.18869/acadpub.jsri.14.1.31","url":null,"abstract":". This paper deals with the problem of reconstructing missing data in a left type-II censoring scheme, where the underlying distribution is the Weibull distribution. Frequentist and Bayesian approaches are adopted in order to provide some point reconstructors for the past failure times. The problem of determining reconstruction intervals for the past failure times is also considered. The investigation includes an example of application to real data and various comparisons based on Monte Carlo simulations.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"222 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114221309","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}
引用次数: 5
On the Efficiency of the Maximum Likelihood and Maximum Quasi-Likelihood Estimators in the Second Order Markov Chains 二阶马尔可夫链上极大似然估计量和极大拟似然估计量的有效性
Journal of Statistical Research of Iran Pub Date : 2017-09-15 DOI: 10.18869/acadpub.jsri.14.1.19
M. Mohammadpour, A. Nematollahi, M. Yaripour
{"title":"On the Efficiency of the Maximum Likelihood and Maximum Quasi-Likelihood Estimators in the Second Order Markov Chains","authors":"M. Mohammadpour, A. Nematollahi, M. Yaripour","doi":"10.18869/acadpub.jsri.14.1.19","DOIUrl":"https://doi.org/10.18869/acadpub.jsri.14.1.19","url":null,"abstract":"The present work focuses on the second order Markov chain model which arises in a variety of settings and is well-suited to be modeled in many applications. The efficiency of the maximum quasi-likelihood estimators with the full maximum likelihood estimators for second order Markov chain models are given, besides the limiting normality results on the asymptotic properties of the associated estimates. Some efficiency calculations are also given to discuss the feasibility and computational complexity of the QL approach relative to the full likelihood approach.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"59 5","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132463732","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}
引用次数: 0
Bayesian Analysis of Regression Models Using Instrumental Variables: A Case Study (Iranian Rural Households Income and Expenditure Data) 基于工具变量的回归模型贝叶斯分析——以伊朗农村家庭收入和支出数据为例
Journal of Statistical Research of Iran Pub Date : 2017-03-24 DOI: 10.18869/ACADPUB.JSRI.14.1.53
Omid Akhgari, M. Golalizadeh
{"title":"Bayesian Analysis of Regression Models Using Instrumental Variables: A Case Study (Iranian Rural Households Income and Expenditure Data)","authors":"Omid Akhgari, M. Golalizadeh","doi":"10.18869/ACADPUB.JSRI.14.1.53","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.14.1.53","url":null,"abstract":". The instrumental variable (IV) regression is a common model in econometrics and other applied disciplines. This model is one of the proper candidate in dealing with endogeneity phenomenon which occurs in analyzing the multivariate regression when the errors are correlated with some covariates. One can consider IV regression as an special case of simultaneous equation models (SEM). There are some cases in which the normality assumption might not hold for the error term in these models and so the skew-normal distribution might be a suitable candidate. The present paper tackle the Bayesian inference based on Markov Chain Monte Carlo (MCMC) using this density for the error term while some instrumental variables are considered in the corresponding regression model. The proposed model is utilized to analysis the Iranian rural households income and expenditure collected in 2009.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"88 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128272599","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}
引用次数: 1
THE LOMAX-EXPONENTIAL DISTRIBUTION, SOME PROPERTIES AND APPLICATIONS 最大指数分布，一些性质和应用
Journal of Statistical Research of Iran Pub Date : 2017-03-15 DOI: 10.18869/ACADPUB.JSRI.13.2.131
Nasrin Hami Golzar, M. Ganji, H. Bevrani
{"title":"THE LOMAX-EXPONENTIAL DISTRIBUTION, SOME PROPERTIES AND APPLICATIONS","authors":"Nasrin Hami Golzar, M. Ganji, H. Bevrani","doi":"10.18869/ACADPUB.JSRI.13.2.131","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.13.2.131","url":null,"abstract":"The exponential distribution is a popular model in applications to real data. We propose a new extension of this distribution, called the Lomax-exponential distribution, which presents greater flexibility to the model. Also there is a simple relation between the Lomax-exponential distribution and the Lomax distribution. Results for moment, limit behavior, hazard function, Shannon entropy and order statistic are provided. To estimate the model parameters, the method of maximum likelihood and Bayse estimations are proposed. Two data sets are used to illustrate the applicability of the Lomax-exponential distribution.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131839213","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}
引用次数: 6
Mixture of Normal Mean-Variance of Lindley Distributions 林德利分布的正态均值-方差混合
Journal of Statistical Research of Iran Pub Date : 2017-03-15 DOI: 10.18869/ACADPUB.JSRI.13.2.197
Mehrdad Naderi, Alireza Arabpour, A. Jamalizadeh
{"title":"Mixture of Normal Mean-Variance of Lindley Distributions","authors":"Mehrdad Naderi, Alireza Arabpour, A. Jamalizadeh","doi":"10.18869/ACADPUB.JSRI.13.2.197","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.13.2.197","url":null,"abstract":"In this paper, a new mixture modelling using the normal meanvariance mixture of Lindley (NMVL) distribution has been considered. The proposed model is heavy-tailed and multimodal and can be used in dealing with asymmetric data in various theoretic and applied problems. We present a feasible computationally analytical EM algorithm for computing the maximum likelihood estimates. The behavior of the obtained maximum likelihood estimators is studied with respect to bias and mean squared errors through conducting a simulation study. Two examples with flow cytometry data are used to illustrate the applicability of the proposed model.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128584080","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}
引用次数: 0
Spatial Beta Regression Model with Random Effect 具有随机效应的空间Beta回归模型
Journal of Statistical Research of Iran Pub Date : 2017-03-15 DOI: 10.18869/ACADPUB.JSRI.13.2.215
Lida Kalhori, M. Mohhamadzadeh
{"title":"Spatial Beta Regression Model with Random Effect","authors":"Lida Kalhori, M. Mohhamadzadeh","doi":"10.18869/ACADPUB.JSRI.13.2.215","DOIUrl":"https://doi.org/10.18869/ACADPUB.JSRI.13.2.215","url":null,"abstract":"In many applications we have to encountered with bounded dependent variables. Beta regression model can be used to deal with these kinds of response variables. In this paper we aim to study spatially correlated responses in the unit interval. Initially we introduce spatial beta generalized linear mixed model in which the spatial correlation is captured through a random effect. Then the performances of the proposed model is evaluated via a simulation study, implementing Bayesian approach for parameter estimation. Finally the application of this model on two real data sets about migration rate and divorce rate in Iran are presented.","PeriodicalId":422124,"journal":{"name":"Journal of Statistical Research of Iran","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124381884","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}
引用次数: 3
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