17 resultados para Statistical models

em Digital Commons at Florida International University


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Colleges base their admission decisions on a number of factors to determine which applicants have the potential to succeed. This study utilized data for students that graduated from Florida International University between 2006 and 2012. Two models were developed (one using SAT as the principal explanatory variable and the other using ACT as the principal explanatory variable) to predict college success, measured using the student’s college grade point average at graduation. Some of the other factors that were used to make these predictions were high school performance, socioeconomic status, major, gender, and ethnicity. The model using ACT had a higher R^2 but the model using SAT had a lower mean square error. African Americans had a significantly lower college grade point average than graduates of other ethnicities. Females had a significantly higher college grade point average than males.

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Extreme stock price movements are of great concern to both investors and the entire economy. For investors, a single negative return, or a combination of several smaller returns, can possible wipe out so much capital that the firm or portfolio becomes illiquid or insolvent. If enough investors experience this loss, it could shock the entire economy. An example of such a case is the stock market crash of 1987. Furthermore, there has been a lot of recent interest regarding the increasing volatility of stock prices. ^ This study presents an analysis of extreme stock price movements. The data utilized was the daily returns for the Standard and Poor's 500 index from January 3, 1978 to May 31, 2001. Research questions were analyzed using the statistical models provided by extreme value theory. One of the difficulties in examining stock price data is that there is no consensus regarding the correct shape of the distribution function generating the data. An advantage with extreme value theory is that no detailed knowledge of this distribution function is required to apply the asymptotic theory. We focus on the tail of the distribution. ^ Extreme value theory allows us to estimate a tail index, which we use to derive bounds on the returns for very low probabilities on an excess. Such information is useful in evaluating the volatility of stock prices. There are three possible limit laws for the maximum: Gumbel (thick-tailed), Fréchet (thin-tailed) or Weibull (no tail). Results indicated that extreme returns during the time period studied follow a Fréchet distribution. Thus, this study finds that extreme value analysis is a valuable tool for examining stock price movements and can be more efficient than the usual variance in measuring risk. ^

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Run-off-road (ROR) crashes have increasingly become a serious concern for transportation officials in the State of Florida. These types of crashes have increased proportionally in recent years statewide and have been the focus of the Florida Department of Transportation. The goal of this research was to develop statistical models that can be used to investigate the possible causal relationships between roadway geometric features and ROR crashes on Florida's rural and urban principal arterials. ^ In this research, Zero-Inflated Poisson (ZIP) and Zero-Inflated Negative Binomial (ZINB) Regression models were used to better model the excessive number of roadway segments with no ROR crashes. Since Florida covers a diverse area and since there are sixty-seven counties, it was divided into four geographical regions to minimize possible unobserved heterogeneity. Three years of crash data (2000–2002) encompassing those for principal arterials on the Florida State Highway System were used. Several statistical models based on the ZIP and ZINB regression methods were fitted to predict the expected number of ROR crashes on urban and rural roads for each region. Each region was further divided into urban and rural areas, resulting in a total of eight crash models. A best-fit predictive model was identified for each of these eight models in terms of AIC values. The ZINB regression was found to be appropriate for seven of the eight models and the ZIP regression was found to be more appropriate for the remaining model. To achieve model convergence, some explanatory variables that were not statistically significant were included. Therefore, strong conclusions cannot be derived from some of these models. ^ Given the complex nature of crashes, recommendations for additional research are made. The interaction of weather and human condition would be quite valuable in discerning additional causal relationships for these types of crashes. Additionally, roadside data should be considered and incorporated into future research of ROR crashes. ^

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A major goal of the Comprehensive Everglades Restoration Plan (CERP) is to recover historical (pre-drainage) wading bird rookeries and reverse marked decreases in wading bird nesting success in Everglades National Park. To assess efforts to restore wading birds, a trophic hypothesis was developed that proposes seasonal concentrations of small-fish and crustaceans (i.e., wading bird prey) were a key factor to historical wading bird success. Drainage of the Everglades has diminished these seasonal concentrations, leading to a decline in wading bird nesting and displacing them from their historical nesting locations. The trophic hypothesis predicts that restoring historical hydrological patterns to pre-drainage conditions will recover the timing and location of seasonally concentrated prey, ultimately restoring wading bird nesting and foraging to the southern Everglades. We identified a set of indicators using small-fish and crustaceans that can be predicted from hydrological targets and used to assess management success in regaining suitable wading bird foraging habitat. Small-fish and crustaceans are key components of the Everglades food web and are sensitive to hydrological management, track hydrological history with little time lag, and can be studied at the landscape scale. The seasonal hydrological variation of the Everglades that creates prey concentrations presents a challenge to interpreting monitoring data. To account for the variable hydrology of the Everglades in our assessment, we developed dynamic hydrological targets that respond to changes in prevailing regional rainfall. We also derived statistical relationships between density and hydrological drivers for species representing four different life-history responses to drought. Finally, we use these statistical relationships and hydrological targets to set restoration targets for prey density. We also describe a report-card methodology to communicate the results of model-based assessments for communication to a broad audience.

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As users continually request additional functionality, software systems will continue to grow in their complexity, as well as in their susceptibility to failures. Particularly for sensitive systems requiring higher levels of reliability, faulty system modules may increase development and maintenance cost. Hence, identifying them early would support the development of reliable systems through improved scheduling and quality control. Research effort to predict software modules likely to contain faults, as a consequence, has been substantial. Although a wide range of fault prediction models have been proposed, we remain far from having reliable tools that can be widely applied to real industrial systems. For projects with known fault histories, numerous research studies show that statistical models can provide reasonable estimates at predicting faulty modules using software metrics. However, as context-specific metrics differ from project to project, the task of predicting across projects is difficult to achieve. Prediction models obtained from one project experience are ineffective in their ability to predict fault-prone modules when applied to other projects. Hence, taking full benefit of the existing work in software development community has been substantially limited. As a step towards solving this problem, in this dissertation we propose a fault prediction approach that exploits existing prediction models, adapting them to improve their ability to predict faulty system modules across different software projects.

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The purpose of this study was threefold: first, to investigate variables associated with learning, and performance as measured by the National Council Licensure Examination for Registered Nurses (NCLEX-RN). The second purpose was to validate the predictive value of the Assessment Technologies Institute (ATI) achievement exit exam, and lastly, to provide a model that could be used to predict performance on the NCLEX-RN, with implications for admission and curriculum development. The study was based on school learning theory, which implies that acquisition in school learning is a function of aptitude (pre-admission measures), opportunity to learn, and quality of instruction (program measures). Data utilized were from 298 graduates of an associate degree nursing program in the Southeastern United States. Of the 298 graduates, 142 were Hispanic, 87 were Black, non-Hispanic, 54 White, non-Hispanic, and 15 reported as Others. The graduates took the NCLEX-RN for the first time during the years 2003–2005. This study was a predictive, correlational design that relied upon retrospective data. Point biserial correlations, and chi-square analyses were used to investigate relationships between 19 selected predictor variables and the dichotomous criterion variable, NCLEX-RN. The correlation and chi square findings indicated that men did better on the NCLEX-RN than women; Blacks had the highest failure rates, followed by Hispanics; older students were more likely to pass the exam than younger students; and students who passed the exam started and completed the nursing program with a higher grade point average, than those who failed the exam. Using logistic regression, five statistical models that used variables associated with learning and student performance on the NCLEX-RN were tested with a model adapted from Bloom's (1976) and Carroll's (1963) school learning theories. The derived model included: NCLEX-RNsuccess = f (Nurse Entrance Test and advanced medical-surgical nursing course grade achieved). The model demonstrates that student performance on the NCLEX-RN can be predicted by one pre-admission measure, and a program measure. The Assessment Technologies Institute achievement exit exam (an outcome measure) had no predictive value for student performance on the NCLEX-RN. The model developed accurately predicted 94% of the student's successful performance on the NCLEX-RN.

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Rates of HIV infection continue to climb among minority populations and men who have sex with men (MSM), with African American/Black MSM being especially impacted. Numerous studies have found HIV transmission risk to be associated with many health and social disparities resulting from larger environmental and structural forces. Using anthropological and social environment-based theories of resilience that focus on individual agency and larger social and environmental structures, this dissertation employed a mixed methods design to investigate resilience processes among African American/Black MSM.^ Quantitative analyses compared African American/Black (N=108) and Caucasian/White (N=250) MSM who participated in a previously conducted randomized controlled trial (RCT) of sexual and substance use risk reduction interventions. At RCT study entry, using past 90 day recall periods, there were no differences in unprotected sex frequency, however African American/Black MSM reported higher frequencies of days high (P<0.000), and drugs and sex used in combination (P<0.000), and substance dependence (P<0.000) and lower levels of social support (P<0.024) compared to Caucasian/White MSM. At 12- month follow-up, multi-level statistical models found that African American/Black MSM reduced their frequencies of days high and unprotected sex at greater rates than Caucasian/White MSM (P<0.001).^ Qualitative data collected among a sub-sample of African American/Black MSM from the RCT (N=21) described the men's experiences of living with multiple health and social disparities and the importance of RCT study assessments in facilitating reductions in risk behaviors. A cross-case analysis showed different resilience processes undertaken by men who experienced low socioeconomic status, little family support, and homophobia (N=16) compared to those who did not (N=5).^ The dissertation concludes that resilience processes to HIV transmission risk and related health and social disparities among African American/Black MSM varies and are dependent on specific social environmental factors, including social relationships, structural homophobia, and access to social, economic, and cultural capital. Men define for themselves what it means to be resilient within their social environment. These conclusions suggest that both individual and structural-level resilience-based HIV prevention interventions are needed.^

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The work motivation construct is central to the theory and practice of many social science disciplines. Yet, due to the novelty of validated measures appropriate for a deep cross-national comparison, studies that contrast different administrative regimes remain scarce. This study represents an initial empirical effort to validate the Public Service Motivation (PSM) instrument proposed by Kim and colleagues (2013) in a previously unstudied context. The two former communist countries analyzed in this dissertation—Belarus and Poland— followed diametrically opposite development strategies: a fully decentralized administrative regime in Poland and a highly centralized regime in Belarus. The employees (n = 677) of public and nonprofit organizations in the border regions of Podlaskie Wojewodstwo (Poland) and Hrodna Voblasc (Belarus) are the subjects of study. Confirmatory factor analysis revealed three dimensions of public service motivation in the two regions: compassion, self-sacrifice, and attraction to public service. The statistical models tested in this dissertation suggest that nonprofit sector employees exhibit higher levels of PSM than their public sector counterparts. Nonprofit sector employees also reveal a similar set of values and work attitudes across the countries. Thus, the study concludes that in terms of PSM, employees of nonprofit organizations constitute a homogenous group that exists atop the administrative regimes. However, the findings propose significant differences between public sector agencies across the two countries. Contrary to expectations, data suggest that organization centralization in Poland is equal to—or for some items even higher than—that of Belarus. We can conclude that the absence of administrative decentralization of service provision in a country does not necessarily undermine decentralized practices within organizations. Further analysis reveals strong correlations between organization centralization and PSM for the Polish sample. Meanwhile, in Belarus, correlations between organization centralization items and PSM are weak and mostly insignificant. The analysis indicates other factors beyond organization centralization that significantly impact PSM in both sectors. PSM of the employees in the studied region is highly correlated with their participation in religious practices, political parties, or labor unions as well as location of their organization in a capital and type of social service provided.

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The purpose of this study was to examine the effects of the use of technology on students’ mathematics achievement, particularly the Florida Comprehensive Assessment Test (FCAT) mathematics results. Eleven schools within the Miami-Dade County Public School System participated in a pilot program on the use of Geometers Sketchpad (GSP). Three of these schools were randomly selected for this study. Each school sent a teacher to a summer in-service training program on how to use GSP to teach geometry. In each school, the GSP class and a traditional geometry class taught by the same teacher were the study participants. Students’ mathematics FCAT results were examined to determine if the GSP produced any effects. Students’ scores were compared based on assignment to the control or experimental group as well as gender and SES. SES measurements were based on whether students qualified for free lunch. The findings of the study revealed a significant difference in the FCAT mathematics scores of students who were taught geometry using GSP compared to those who used the traditional method. No significant differences existed between the FCAT mathematics scores of the students based on SES. Similarly, no significant differences existed between the FCAT scores based on gender. In conclusion, the use of technology (particularly GSP) is likely to boost students’ FCAT mathematics test scores. The findings also show that the use of GSP may be able to close known gender and SES related achievement gaps. The results of this study promote policy changes in the way geometry is taught to 10th grade students in Florida’s public schools.

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Goodness-of-fit tests have been studied by many researchers. Among them, an alternative statistical test for uniformity was proposed by Chen and Ye (2009). The test was used by Xiong (2010) to test normality for the case that both location parameter and scale parameter of the normal distribution are known. The purpose of the present thesis is to extend the result to the case that the parameters are unknown. A table for the critical values of the test statistic is obtained using Monte Carlo simulation. The performance of the proposed test is compared with the Shapiro-Wilk test and the Kolmogorov-Smirnov test. Monte-Carlo simulation results show that proposed test performs better than the Kolmogorov-Smirnov test in many cases. The Shapiro Wilk test is still the most powerful test although in some cases the test proposed in the present research performs better.

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As users continually request additional functionality, software systems will continue to grow in their complexity, as well as in their susceptibility to failures. Particularly for sensitive systems requiring higher levels of reliability, faulty system modules may increase development and maintenance cost. Hence, identifying them early would support the development of reliable systems through improved scheduling and quality control. Research effort to predict software modules likely to contain faults, as a consequence, has been substantial. Although a wide range of fault prediction models have been proposed, we remain far from having reliable tools that can be widely applied to real industrial systems. For projects with known fault histories, numerous research studies show that statistical models can provide reasonable estimates at predicting faulty modules using software metrics. However, as context-specific metrics differ from project to project, the task of predicting across projects is difficult to achieve. Prediction models obtained from one project experience are ineffective in their ability to predict fault-prone modules when applied to other projects. Hence, taking full benefit of the existing work in software development community has been substantially limited. As a step towards solving this problem, in this dissertation we propose a fault prediction approach that exploits existing prediction models, adapting them to improve their ability to predict faulty system modules across different software projects.

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The work motivation construct is central to the theory and practice of many social science disciplines. Yet, due to the novelty of validated measures appropriate for a deep cross-national comparison, studies that contrast different administrative regimes remain scarce. This study represents an initial empirical effort to validate the Public Service Motivation (PSM) instrument proposed by Kim and colleagues (2013) in a previously unstudied context. The two former communist countries analyzed in this dissertation—Belarus and Poland—followed diametrically opposite development strategies: a fully decentralized administrative regime in Poland and a highly centralized regime in Belarus. The employees (n = 677) of public and nonprofit organizations in the border regions of Podlaskie Wojewodstwo (Poland) and Hrodna Voblasc (Belarus) are the subjects of study. ^ Confirmatory factor analysis revealed three dimensions of public service motivation in the two regions: compassion, self-sacrifice, and attraction to public service. The statistical models tested in this dissertation suggest that nonprofit sector employees exhibit higher levels of PSM than their public sector counterparts. Nonprofit sector employees also reveal a similar set of values and work attitudes across the countries. Thus, the study concludes that in terms of PSM, employees of nonprofit organizations constitute a homogenous group that exists atop the administrative regimes. ^ However, the findings propose significant differences between public sector agencies across the two countries. Contrary to expectations, data suggest that organization centralization in Poland is equal to—or for some items even higher than—that of Belarus. We can conclude that the absence of administrative decentralization of service provision in a country does not necessarily undermine decentralized practices within organizations. Further analysis reveals strong correlations between organization centralization and PSM for the Polish sample. Meanwhile, in Belarus, correlations between organization centralization items and PSM are weak and mostly insignificant. ^ The analysis indicates other factors beyond organization centralization that significantly impact PSM in both sectors. PSM of the employees in the studied region is highly correlated with their participation in religious practices, political parties, or labor unions as well as location of their organization in a capital and type of social service provided.^

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Adaptability and invisibility are hallmarks of modern terrorism, and keeping pace with its dynamic nature presents a serious challenge for societies throughout the world. Innovations in computer science have incorporated applied mathematics to develop a wide array of predictive models to support the variety of approaches to counterterrorism. Predictive models are usually designed to forecast the location of attacks. Although this may protect individual structures or locations, it does not reduce the threat—it merely changes the target. While predictive models dedicated to events or social relationships receive much attention where the mathematical and social science communities intersect, models dedicated to terrorist locations such as safe-houses (rather than their targets or training sites) are rare and possibly nonexistent. At the time of this research, there were no publically available models designed to predict locations where violent extremists are likely to reside. This research uses France as a case study to present a complex systems model that incorporates multiple quantitative, qualitative and geospatial variables that differ in terms of scale, weight, and type. Though many of these variables are recognized by specialists in security studies, there remains controversy with respect to their relative importance, degree of interaction, and interdependence. Additionally, some of the variables proposed in this research are not generally recognized as drivers, yet they warrant examination based on their potential role within a complex system. This research tested multiple regression models and determined that geographically-weighted regression analysis produced the most accurate result to accommodate non-stationary coefficient behavior, demonstrating that geographic variables are critical to understanding and predicting the phenomenon of terrorism. This dissertation presents a flexible prototypical model that can be refined and applied to other regions to inform stakeholders such as policy-makers and law enforcement in their efforts to improve national security and enhance quality-of-life.

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Multivariate normal distribution is commonly encountered in any field, a frequent issue is the missing values in practice. The purpose of this research was to estimate the parameters in three-dimensional covariance permutation-symmetric normal distribution with complete data and all possible patterns of incomplete data. In this study, MLE with missing data were derived, and the properties of the MLE as well as the sampling distributions were obtained. A Monte Carlo simulation study was used to evaluate the performance of the considered estimators for both cases when ρ was known and unknown. All results indicated that, compared to estimators in the case of omitting observations with missing data, the estimators derived in this article led to better performance. Furthermore, when ρ was unknown, using the estimate of ρ would lead to the same conclusion.

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The purpose of the present dissertation was to evaluate the internal validity of symptoms of four common anxiety disorders included in the Diagnostic and Statistical Manual of Mental Disorders fourth edition (text revision) (DSM-IV-TR; American Psychiatric Association, 2000), namely, separation anxiety disorder (SAD), social phobia (SOP), specific phobia (SP), and generalized anxiety disorder (GAD), in a sample of 625 youth (ages 6 to 17 years) referred to an anxiety disorders clinic and 479 parents. Confirmatory factor analyses (CFAs) were conducted on the dichotomous items of the SAD, SOP, SP, and GAD sections of the youth and parent versions of the Anxiety Disorders Interview Schedule for DSM-IV (ADIS-IV: C/P; Silverman & Albano, 1996) to test and compare a number of factor models including a factor model based on the DSM. Contrary to predictions, findings from CFAs showed that a correlated model with five factors of SAD, SOP, SP, GAD worry, and GAD somatic distress, provided the best fit of the youth data as well as the parent data. Multiple group CFAs supported the metric invariance of the correlated five factor model across boys and girls. Thus, the present study’s finding supports the internal validity of DSM-IV SAD, SOP, and SP, but raises doubt regarding the internal validity of GAD.^