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R-squared of a Latent Interaction in Structural Equation Model: A Tutorial of Using R 结构方程模型中潜在相互作用的R平方：使用R的教程
International journal of statistics and probability Pub Date : 2021-04-13 DOI: 10.5539/IJSP.V10N3P69
Lu Qin, Jihong Zhang, Xinya Liang, Qianqian Pan
{"title":"R-squared of a Latent Interaction in Structural Equation Model: A Tutorial of Using R","authors":"Lu Qin, Jihong Zhang, Xinya Liang, Qianqian Pan","doi":"10.5539/IJSP.V10N3P69","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P69","url":null,"abstract":"Mplus (Muthén & Muthén, 1998 2017) is one popular statistical software to estimate the latent interaction effects using the latent moderated structural equation approach (LMS). However, the variance explained by a latent interaction that supports the interpretation of estimation results is not currently available from the Mplus output. To relieve human computations and to facilitate interpretations of latent interaction effects in social science research, we developed two functions (LIR & LOIR) in the R package IRmplus to calculate the R-squared of a latent interaction above and beyond the first-order simple main effects in Structural Equation Modeling. This tutorial provides a step-by-step guide for applied researchers to estimating a latent interaction effect in Mplus, and to obtaining the R-squared of a latent interaction effect using the LIR & LOIR functions. Example data and syntax are available online.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"186 1-2","pages":"69"},"PeriodicalIF":0.0,"publicationDate":"2021-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41309328","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
Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients 具有非lipschitz系数的广义平均场分数阶BSDEs
International journal of statistics and probability Pub Date : 2021-04-13 DOI: 10.5539/IJSP.V10N3P77
Qun Shi
{"title":"Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients","authors":"Qun Shi","doi":"10.5539/IJSP.V10N3P77","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P77","url":null,"abstract":"In this paper we consider one dimensional generalized mean-field backward stochastic differential equations (BSDEs) driven by fractional Brownian motion, i.e., the generators of our mean-field FBSDEs depend not only on the solution but also on the law of the solution. We first give a totally new comparison theorem for such type of BSDEs under Lipschitz condition. Furthermore, we study the existence of the solution of such mean-field FBSDEs when the coefficients are only continuous and with a linear growth.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"77"},"PeriodicalIF":0.0,"publicationDate":"2021-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46879758","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
Statistical Properties of a New Bathtub Shaped Failure Rate Model With Applications in Survival and Failure Rate Data 一种新的浴盆形故障率模型的统计性质及其在存续和故障率数据中的应用
International journal of statistics and probability Pub Date : 2021-03-24 DOI: 10.5539/IJSP.V10N3P49
M. Arshad, M. Z. Iqbal, A. Mutairi
{"title":"Statistical Properties of a New Bathtub Shaped Failure Rate Model With Applications in Survival and Failure Rate Data","authors":"M. Arshad, M. Z. Iqbal, A. Mutairi","doi":"10.5539/IJSP.V10N3P49","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P49","url":null,"abstract":"In this study, we proposed a flexible lifetime model identified as the modified exponentiated Kumaraswamy (MEK) distribution. Some distributional and reliability properties were derived and discussed, including explicit expressions for the moments, quantile function, and order statistics. We discussed all the possible shapes of the density and the failure rate functions. We utilized the method of maximum likelihood to estimate the unknown parameters of the MEK distribution and executed a simulation study to assess the asymptotic behavior of the MLEs. Four suitable lifetime data sets we engaged and modeled, to disclose the usefulness and the dominance of the MEK distribution over its participant models.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41952426","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: 2
Lehmann Type II Frechet Poisson Distribution: Properties, Inference and Applications as a Life Time Distribution Lehmann II型Frechet Poisson分布:作为生命时间分布的性质、推论和应用
International journal of statistics and probability Pub Date : 2021-03-24 DOI: 10.5539/IJSP.V10N3P8
A. A. Ogunde, G. A. Olalude, Oyebimpe Emmanuel Adeniji, Kayode Balogun
{"title":"Lehmann Type II Frechet Poisson Distribution: Properties, Inference and Applications as a Life Time Distribution","authors":"A. A. Ogunde, G. A. Olalude, Oyebimpe Emmanuel Adeniji, Kayode Balogun","doi":"10.5539/IJSP.V10N3P8","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P8","url":null,"abstract":"A new generalization of the Frechet distribution called Lehmann Type II Frechet Poisson distribution is defined and studied. Various structural mathematical properties of the proposed model including ordinary moments, incomplete moments, generating functions, order statistics, Renyi entropy, stochastic ordering, Bonferroni and Lorenz curve, mean and median deviation, stress-strength parameter are investigated. The maximum likelihood method is used to estimate the model parameters. We examine the performance of the maximum likelihood method by means of a numerical simulation study. The new distribution is applied for modeling three real data sets to illustrate empirically its flexibility and tractability in modeling life time data.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"8"},"PeriodicalIF":0.0,"publicationDate":"2021-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42038224","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: 2
Analysis of Change Points With Bayes Factor, Thresholds, and CUSUM 用Bayes因子、阈值和CUSUM分析变化点
International journal of statistics and probability Pub Date : 2021-03-24 DOI: 10.5539/IJSP.V10N3P31
Lucila Muniz Merino, Bulmaro Juárez Hernández, Hugo Adán Cruz Suárez
{"title":"Analysis of Change Points With Bayes Factor, Thresholds, and CUSUM","authors":"Lucila Muniz Merino, Bulmaro Juárez Hernández, Hugo Adán Cruz Suárez","doi":"10.5539/IJSP.V10N3P31","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P31","url":null,"abstract":"In this work, an analysis of change points is made with the Bayes factor, thresholds, and cumulative sum (CUSUM) statistics methods. For the analysis of change points with the Bayes factor, Poisson data were simulated; the threshold method was worked with a regression and data of the National Institute of Statistics, Geography and Informatics (INEGI) of Mexico and coronavirus were used for the CUSUM.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"31"},"PeriodicalIF":0.0,"publicationDate":"2021-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49239737","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
Empirical Likelihood Ratio Test for Seemingly Unrelated Regression Models 看似不相关回归模型的实证似然比检验
International journal of statistics and probability Pub Date : 2021-03-04 DOI: 10.5539/IJSP.V10N3P1
Chuan-hua Wei, Xiaoxiao Ma
{"title":"Empirical Likelihood Ratio Test for Seemingly Unrelated Regression Models","authors":"Chuan-hua Wei, Xiaoxiao Ma","doi":"10.5539/IJSP.V10N3P1","DOIUrl":"https://doi.org/10.5539/IJSP.V10N3P1","url":null,"abstract":"This paper considers the problem of testing independence of equations in a seemingly unrelated regression model. A\u0000novel empirical likelihood test approach is proposed, and under the null hypothesis it is shown to follow asymptotically a\u0000chi-square distribution. Finally, simulation studies and a real data example are conducted to illustrate the performance of\u0000the proposed method.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"10 1","pages":"1"},"PeriodicalIF":0.0,"publicationDate":"2021-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43342937","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
Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 10, No. 2 《国际统计与概率杂志》第10卷第2期审稿人致谢
International journal of statistics and probability Pub Date : 2021-02-26 DOI: 10.5539/ijsp.v10n2p146
Wendy Smith
{"title":"Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 10, No. 2","authors":"Wendy Smith","doi":"10.5539/ijsp.v10n2p146","DOIUrl":"https://doi.org/10.5539/ijsp.v10n2p146","url":null,"abstract":"Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 10, No. 2, 2021","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-02-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41337702","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
Comparative Performance of Estimation Maximization Among Residual Estimators: A Structural Equation Modelling Perspective 残差估计最大化的比较性能：结构方程建模的视角
International journal of statistics and probability Pub Date : 2021-02-25 DOI: 10.5539/IJSP.V10N2P138
A. Abdul-Aziz, A. Luguterah, Bashiru I. I. Saeed
{"title":"Comparative Performance of Estimation Maximization Among Residual Estimators: A Structural Equation Modelling Perspective","authors":"A. Abdul-Aziz, A. Luguterah, Bashiru I. I. Saeed","doi":"10.5539/IJSP.V10N2P138","DOIUrl":"https://doi.org/10.5539/IJSP.V10N2P138","url":null,"abstract":"As the concept of methodology has advanced, varied methods of estimating residuals have been developed including regression method, Bartlett’s method and Anderson-Rubin’s method. The study utilized estimation maximization approach together with other methods of estimating residuals under the structural equation model. The results showed that the strength of the existing methods in structural equation modelling are the weaknesses of the estimation maximization method, and vice versa. It was, therefore, found that from the comparative model fit information that the Bartlett’s based method gave better residual parameter estimates compared to the Regression based and the Anderson Rubin based methods. However, the estimation maximization method gave better residual parameter estimates than the other three existing methods; the Regression, Bartlett’s and the Anderson Rubin based methods.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-02-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48005692","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
The Marshall-Olkin Half Logistic-G Family of Distributions With Applications Marshall-Olkin半Logistic-G分布族及其应用
International journal of statistics and probability Pub Date : 2021-02-24 DOI: 10.5539/IJSP.V10N2P120
B. Makubate, Fastel Chipepa, B. Oluyede, Peter O. Peter
{"title":"The Marshall-Olkin Half Logistic-G Family of Distributions With Applications","authors":"B. Makubate, Fastel Chipepa, B. Oluyede, Peter O. Peter","doi":"10.5539/IJSP.V10N2P120","DOIUrl":"https://doi.org/10.5539/IJSP.V10N2P120","url":null,"abstract":"Attempts have been made to define new classes of distributions that provide more flexibility for modeling data that is skewed in nature. In this work, we propose a new family of distributions namely the Marshall-Olkin Half Logistic-G (MO-HL-G) based on the generator pioneered by [Marshall and Olkin , 1997]. This new family of distributions allows for a flexible fit to real data from several fields, such as engineering, hydrology, and survival analysis. The structural properties of these distributions are studied and its model parameters are obtained through the maximum likelihood method. We finally demonstrate the effectiveness of these models via simulation experiments.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49545097","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
A Q-learning Approach to a Consumption-Investment Problem 消费-投资问题的q -学习方法
International journal of statistics and probability Pub Date : 2021-02-23 DOI: 10.5539/IJSP.V10N2P110
Ruy López-Ríos
{"title":"A Q-learning Approach to a Consumption-Investment Problem","authors":"Ruy López-Ríos","doi":"10.5539/IJSP.V10N2P110","DOIUrl":"https://doi.org/10.5539/IJSP.V10N2P110","url":null,"abstract":"The paper deals with a discrete-time consumption investment problem with an infinite horizon. This problem is formulated as a Markov decision process with an expected total discounted utility as an objective function. This paper aims to presents a procedure to approximate the solution via machine learning, specifically, a Q-learning technique. The numerical results of the problem are provided.","PeriodicalId":89781,"journal":{"name":"International journal of statistics and probability","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43893493","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
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