221 resultados para Instrumental variable regression


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The purpose of this study was to investigate the association between temperament in Australian infants aged 2–7 months and feeding practices of their first-time mothers (n=698). Associations between feeding practices and beliefs (Infant Feeding Questionnaire) and infant temperament (easy-difficult continuous scale from the Short Temperament Scale for Infants) were tested using linear and binary logistic regression models adjusted for a comprehensive range of covariates. Mothers of infants with a more difficult temperament reported a lower awareness of infant cues, were more likely to use food to calm and reported high concern about overweight and underweight. The covariate maternal depression score largely mirrored these associations. Infant temperament may be an important variable to consider in future research on the prevention of childhood obesity. In practice, mothers of temperamentally difficult infants may need targeted feeding advice to minimise the adoption of undesirable feeding practices.

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One of the fundamental econometric models in finance is predictive regression. The standard least squares method produces biased coefficient estimates when the regressor is persistent and its innovations are correlated with those of the dependent variable. This article proposes a general and convenient method based on the jackknife technique to tackle the estimation problem. The proposed method reduces the bias for both single- and multiple-regressor models and for both short- and long-horizon regressions. The effectiveness of the proposed method is demonstrated by simulations. An empirical application to equity premium prediction using the dividend yield and the short rate highlights the differences between the results by the standard approach and those by the bias-reduced estimator. The significant predictive variables under the ordinary least squares become insignificant after adjusting for the finite-sample bias. These discrepancies suggest that bias reduction in predictive regressions is important in practical applications.

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The benefits of applying tree-based methods to the purpose of modelling financial assets as opposed to linear factor analysis are increasingly being understood by market practitioners. Tree-based models such as CART (classification and regression trees) are particularly well suited to analysing stock market data which is noisy and often contains non-linear relationships and high-order interactions. CART was originally developed in the 1980s by medical researchers disheartened by the stringent assumptions applied by traditional regression analysis (Brieman et al. [1984]). In the intervening years, CART has been successfully applied to many areas of finance such as the classification of financial distress of firms (see Frydman, Altman and Kao [1985]), asset allocation (see Sorensen, Mezrich and Miller [1996]), equity style timing (see Kao and Shumaker [1999]) and stock selection (see Sorensen, Miller and Ooi [2000])...

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We consider quantile regression models and investigate the induced smoothing method for obtaining the covariance matrix of the regression parameter estimates. We show that the difference between the smoothed and unsmoothed estimating functions in quantile regression is negligible. The detailed and simple computational algorithms for calculating the asymptotic covariance are provided. Intensive simulation studies indicate that the proposed method performs very well. We also illustrate the algorithm by analyzing the rainfall–runoff data from Murray Upland, Australia.

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A Jacobian-free variable-stepsize method is developed for the numerical integration of the large, stiff systems of differential equations encountered when simulating transport in heterogeneous porous media. Our method utilises the exponential Rosenbrock-Euler method, which is explicit in nature and requires a matrix-vector product involving the exponential of the Jacobian matrix at each step of the integration process. These products can be approximated using Krylov subspace methods, which permit a large integration stepsize to be utilised without having to precondition the iterations. This means that our method is truly "Jacobian-free" - the Jacobian need never be formed or factored during the simulation. We assess the performance of the new algorithm for simulating the drying of softwood. Numerical experiments conducted for both low and high temperature drying demonstrates that the new approach outperforms (in terms of accuracy and efficiency) existing simulation codes that utilise the backward Euler method via a preconditioned Newton-Krylov strategy.

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Exceeding the speed limit and driving too fast for the conditions are regularly cited as significant contributing factors in traffic crashes, particularly fatal and serious injury crashes. Despite an extensive body of research highlighting the relationship between increased vehicle speeds and crash risk and severity, speeding remains a pervasive behaviour on Australian roads. The development of effective countermeasures designed to reduce the prevalence of speeding behaviour requires that this behaviour is well understood. The primary aim of this program of research was to develop a better understanding of the influence of drivers’ perceptions and attitudes toward police speed enforcement on speeding behaviour. Study 1 employed focus group discussions with 39 licensed drivers to explore the influence of perceptions relating to specific characteristics of speed enforcement policies and practices on drivers’ attitudes towards speed enforcement. Three primary factors were identified as being most influential: site selection; visibility; and automaticity (i.e., whether the enforcement approach is automated/camera-based or manually operated). Perceptions regarding these enforcement characteristics were found to influence attitudes regarding the perceived legitimacy and transparency of speed enforcement. Moreover, misperceptions regarding speed enforcement policies and practices appeared to also have a substantial impact on attitudes toward speed enforcement, typically in a negative direction. These findings have important implications for road safety given that prior research has suggested that the effectiveness of speed enforcement approaches may be reduced if efforts are perceived by drivers as being illegitimate, such that they do little to encourage voluntary compliance. Study 1 also examined the impact of speed enforcement approaches varying in the degree of visibility and automaticity on self-reported willingness to comply with speed limits. These discussions suggested that all of the examined speed enforcement approaches (see Section 1.5 for more details) generally showed potential to reduce vehicle speeds and encourage compliance with posted speed limits. Nonetheless, participant responses suggested a greater willingness to comply with approaches operated in a highly visible manner, irrespective of the corresponding level of automaticity of the approach. While less visible approaches were typically associated with poorer rates of driver acceptance (e.g., perceived as “sneaky” and “unfair”), participants reported that such approaches would likely encourage long-term and network-wide impacts on their own speeding behaviour, as a function of the increased unpredictability of operations and increased direct (specific deterrence) and vicarious (general deterrence) experiences with punishment. Participants in Study 1 suggested that automated approaches, particularly when operated in a highly visible manner, do little to encourage compliance with speed limits except in the immediate vicinity of the enforcement location. While speed cameras have been criticised on such grounds in the past, such approaches can still have substantial road safety benefits if implemented in high-risk settings. Moreover, site-learning effects associated with automated approaches can also be argued to be a beneficial by-product of enforcement, such that behavioural modifications are achieved even in the absence of actual enforcement. Conversely, manually operated approaches were reported to be associated with more network-wide impacts on behaviour. In addition, the reported acceptance of such methods was high, due to the increased swiftness of punishment, ability for additional illegal driving behaviours to be policed and the salutary influence associated with increased face-to-face contact with authority. Study 2 involved a quantitative survey conducted with 718 licensed Queensland drivers from metropolitan and regional areas. The survey sought to further examine the influence of the visibility and automaticity of operations on self-reported likelihood and duration of compliance. Overall, the results from Study 2 corroborated those of Study 1. All examined approaches were again found to encourage compliance with speed limits, such that all approaches could be considered to be “effective”. Nonetheless, significantly greater self-reported likelihood and duration of compliance was associated with visibly operated approaches, irrespective of the corresponding automaticity of the approach. In addition, the impact of automaticity was influenced by visibility; such that significantly greater self-reported likelihood of compliance was associated with manually operated approaches, but only when they are operated in a less visible fashion. Conversely, manually operated approaches were associated with significantly greater durations of self-reported compliance, but only when they are operated in a highly visible manner. Taken together, the findings from Studies 1 and 2 suggest that enforcement efforts, irrespective of their visibility or automaticity, generally encourage compliance with speed limits. However, the duration of these effects on behaviour upon removal of the enforcement efforts remains questionable and represents an area where current speed enforcement practices could possibly be improved. Overall, it appears that identifying the optimal mix of enforcement operations, implementing them at a sufficient intensity and increasing the unpredictability of enforcement efforts (e.g., greater use of less visible approaches, random scheduling) are critical elements of success. Hierarchical multiple regression analyses were also performed in Study 2 to investigate the punishment-related and attitudinal constructs that influence self-reported frequency of speeding behaviour. The research was based on the theoretical framework of expanded deterrence theory, augmented with three particular attitudinal constructs. Specifically, previous research examining the influence of attitudes on speeding behaviour has typically focussed on attitudes toward speeding behaviour in general only. This research sought to more comprehensively explore the influence of attitudes by also individually measuring and analysing attitudes toward speed enforcement and attitudes toward the appropriateness of speed limits on speeding behaviour. Consistent with previous research, a number of classical and expanded deterrence theory variables were found to significantly predict self-reported frequency of speeding behaviour. Significantly greater speeding behaviour was typically reported by those participants who perceived punishment associated with speeding to be less certain, who reported more frequent use of punishment avoidance strategies and who reported greater direct experiences with punishment. A number of interesting differences in the significant predictors among males and females, as well as younger and older drivers, were reported. Specifically, classical deterrence theory variables appeared most influential on the speeding behaviour of males and younger drivers, while expanded deterrence theory constructs appeared more influential for females. These findings have important implications for the development and implementation of speeding countermeasures. Of the attitudinal factors, significantly greater self-reported frequency of speeding behaviour was reported among participants who held more favourable attitudes toward speeding and who perceived speed limits to be set inappropriately low. Disappointingly, attitudes toward speed enforcement were found to have little influence on reported speeding behaviour, over and above the other deterrence theory and attitudinal constructs. Indeed, the relationship between attitudes toward speed enforcement and self-reported speeding behaviour was completely accounted for by attitudes toward speeding. Nonetheless, the complexity of attitudes toward speed enforcement are not yet fully understood and future research should more comprehensively explore the measurement of this construct. Finally, given the wealth of evidence (both in general and emerging from this program of research) highlighting the association between punishment avoidance and speeding behaviour, Study 2 also sought to investigate the factors that influence the self-reported propensity to use punishment avoidance strategies. A standard multiple regression analysis was conducted for exploratory purposes only. The results revealed that punishment-related and attitudinal factors significantly predicted approximately one fifth of the variance in the dependent variable. The perceived ability to avoid punishment, vicarious punishment experience, vicarious punishment avoidance and attitudes toward speeding were all significant predictors. Future research should examine these relationships more thoroughly and identify additional influential factors. In summary, the current program of research has a number of implications for road safety and speed enforcement policy and practice decision-making. The research highlights a number of potential avenues for the improvement of public education regarding enforcement efforts and provides a number of insights into punishment avoidance behaviours. In addition, the research adds strength to the argument that enforcement approaches should not only demonstrate effectiveness in achieving key road safety objectives, such as reduced vehicle speeds and associated crashes, but also strive to be transparent and legitimate, such that voluntary compliance is encouraged. A number of potential strategies are discussed (e.g., point-to-point speed cameras, intelligent speed adaptation. The correct mix and intensity of enforcement approaches appears critical for achieving optimum effectiveness from enforcement efforts, as well as enhancements in the unpredictability of operations and swiftness of punishment. Achievement of these goals should increase both the general and specific deterrent effects associated with enforcement through an increased perceived risk of detection and a more balanced exposure to punishment and punishment avoidance experiences.

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This research project examined objective measures of driver behaviour and road users' perceptions on the usefulness and effectiveness of three specific VMS (Variable Message Signs) interventions to improve speeding and headway behaviours. The interventions addressed speeding behaviour alone (intervention 1), headway behaviour alone (intervention 2) and a combination of speeding and headway behaviour (intervention 3). Six VMS were installed along a segment of the Bruce Highway, with a series of three signs for each of the northbound and southbound traffic. Speeds and headway distances were measured with loop detectors installed before and after each VMS. Messages addressing speeding and headway were devised for display on the VMS. A driver could receive a message if they were detected as exceeding the posted speed limit (of 90km/hr) or if the distance to the vehicle in front was less than 2.0s. In addition to the on-road objective measurement of speeding and headway behaviours, the research project elicited self-reported responses to the speeding and headway messages from a sample of drivers via a community-based survey. The survey sought to examine the drivers' beliefs about the effectiveness of the signs and messages, and their views about the role, use, and effectiveness of VMS more generally.

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There is overwhelming evidence that persistent infection with high-risk human papillomaviruses (HR-HPV) is the main risk factor for invasive cancer of the cervix. Due to this global public health burden, two prophylactic HPV L1 virus-like particles (VLP) vaccines have been developed. While these vaccines have demonstrated excellent type-specific prevention of infection by the homologous vaccine types (high and low risk HPV types), no data have been reported on the therapeutic effects in people already infected with the low-risk HPV type. In this study we explored whether regression of CRPV-induced papillomas could be achieved following immunisation of out-bred New Zealand White rabbits with CRPV VLPs. Rabbits immunised with CRPV VLPs had papillomas that were significantly smaller compared to the negative control rabbit group (P ≤ 0.05). This data demonstrates the therapeutic potential of PV VLPs in a well-understood animal model with potential important implications for human therapeutic vaccination for low-risk HPVs. © 2008 Govan et al; licensee BioMed Central Ltd.

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Time series regression models were used to examine the influence of environmental factors (soil water content and soil temperature) on the emissions of nitrous oxide (N2O) from subtropical soils, by taking into account temporal lagged environmental factors, autoregressive processes, and seasonality for three horticultural crops in a subtropical region of Australia. Fluxes of N2O, soil water content, and soil temperature were determined simultaneously on a weekly basis over a 12-month period in South East Queensland. Annual N2O emissions for soils under mango, pineapple, and custard apple were 1590, 1156, and 2038 g N2O-N/ha, respectively, with most emissions attributed to nitrification. The N2O-N emitted from the pineapple and custard apple crops was equivalent to 0.26 and 2.22%, respectively, of the applied mineral N. The change in soil water content was the key variable for describing N2O emissions at the weekly time-scale, with soil temperature at a lag of 1 month having a significant influence on average N2O emissions (averaged) at the monthly time-scale across the three crops. After accounting for soil temperature and soil water content, both the weekly and monthly time series regression models exhibited significant autocorrelation at lags of 1–2 weeks and 1–2 months, and significant seasonality for weekly N2O emissions for mango crop and for monthly N2O emissions for mango and custard apple crops in this location over this time-frame. Time series regression models can explain a higher percentage of the temporal variation of N2O emission compared with simple regression models using soil temperature and soil water content as drivers. Taking into account seasonal variability and temporal persistence in N2O emissions associated with soil water content and soil temperature may lead to a reduction in the uncertainty surrounding estimates of N2O emissions based on limited sampling effort.

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Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

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A satellite based observation system can continuously or repeatedly generate a user state vector time series that may contain useful information. One typical example is the collection of International GNSS Services (IGS) station daily and weekly combined solutions. Another example is the epoch-by-epoch kinematic position time series of a receiver derived by a GPS real time kinematic (RTK) technique. Although some multivariate analysis techniques have been adopted to assess the noise characteristics of multivariate state time series, statistic testings are limited to univariate time series. After review of frequently used hypotheses test statistics in univariate analysis of GNSS state time series, the paper presents a number of T-squared multivariate analysis statistics for use in the analysis of multivariate GNSS state time series. These T-squared test statistics have taken the correlation between coordinate components into account, which is neglected in univariate analysis. Numerical analysis was conducted with the multi-year time series of an IGS station to schematically demonstrate the results from the multivariate hypothesis testing in comparison with the univariate hypothesis testing results. The results have demonstrated that, in general, the testing for multivariate mean shifts and outliers tends to reject less data samples than the testing for univariate mean shifts and outliers under the same confidence level. It is noted that neither univariate nor multivariate data analysis methods are intended to replace physical analysis. Instead, these should be treated as complementary statistical methods for a prior or posteriori investigations. Physical analysis is necessary subsequently to refine and interpret the results.

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Motorway off-ramps are a significant source of traffic congestion and collisions. Heavy diverging traffic to off-ramps slows down the mainline traffic speed. When the off-ramp queue spillbacks onto the mainline, it leads to a major breakdown of the motorway capacity and a significant threat to the traffic safety. This paper proposes using Variable Speed Limits (VSL) for protection of the motorway off-ramp queue and thus to promote safety in congested diverging areas. To support timely activation of VSL in advance of queue spillover, a proactive control strategy is proposed based on a real-time off-ramp queue estimation and prediction. This process determines the estimated queue size in the near-term future, on which the decision to change speed limits is made. VSL can effectively slow down traffic as it is mandatory that drivers follow the changed speed limits. A collateral benefit of VSL is its potential effect on drivers making them more attentive to the surrounding traffic conditions, and prepared for a sudden braking of the leading car. This paper analyses and quantifies these impacts and potential benefits of VSL on traffic safety and efficiency using the microsimulation approach.