45 resultados para random coefficient regression model


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Logistic regression is included into the analysis techniques which are valid for observationalmethodology. However, its presence at the heart of thismethodology, and more specifically in physical activity and sports studies, is scarce. With a view to highlighting the possibilities this technique offers within the scope of observational methodology applied to physical activity and sports, an application of the logistic regression model is presented. The model is applied in the context of an observational design which aims to determine, from the analysis of use of the playing area, which football discipline (7 a side football, 9 a side football or 11 a side football) is best adapted to the child"s possibilities. A multiple logistic regression model can provide an effective prognosis regarding the probability of a move being successful (reaching the opposing goal area) depending on the sector in which the move commenced and the football discipline which is being played.

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The context where the university admissions exams are performed is presented and the main concerns about this exams are outlined and discussed from a statistical point of view. The paper offers an illustration of the use of random coefficient models in the study of educational data. The association between two individual scores (one internal and the other external to the school) and the effect of the school in the external exam is analized by a regression model with random intercept and fixed slope. A variance component model for the analysis of the grading process is also presented. The paper ends with an outline of the main findings and the presentation of some specific proposals to improve and control the equity of the system. Some pedagogic reflections are also included.

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We present a model for transport in multiply scattering media based on a three-dimensional generalization of the persistent random walk. The model assumes that photons move along directions that are parallel to the axes. Although this hypothesis is not realistic, it allows us to solve exactly the problem of multiple scattering propagation in a thin slab. Among other quantities, the transmission probability and the mean transmission time can be calculated exactly. Besides being completely solvable, the model could be used as a benchmark for approximation schemes to multiple light scattering.

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In automobile insurance, it is useful to achieve a priori ratemaking by resorting to gene- ralized linear models, and here the Poisson regression model constitutes the most widely accepted basis. However, insurance companies distinguish between claims with or without bodily injuries, or claims with full or partial liability of the insured driver. This paper exa- mines an a priori ratemaking procedure when including two di®erent types of claim. When assuming independence between claim types, the premium can be obtained by summing the premiums for each type of guarantee and is dependent on the rating factors chosen. If the independence assumption is relaxed, then it is unclear as to how the tari® system might be a®ected. In order to answer this question, bivariate Poisson regression models, suitable for paired count data exhibiting correlation, are introduced. It is shown that the usual independence assumption is unrealistic here. These models are applied to an automobile insurance claims database containing 80,994 contracts belonging to a Spanish insurance company. Finally, the consequences for pure and loaded premiums when the independence assumption is relaxed by using a bivariate Poisson regression model are analysed.

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In the fixed design regression model, additional weights areconsidered for the Nadaraya--Watson and Gasser--M\"uller kernel estimators.We study their asymptotic behavior and the relationships between new andclassical estimators. For a simple family of weights, and considering theIMSE as global loss criterion, we show some possible theoretical advantages.An empirical study illustrates the performance of the weighted estimatorsin finite samples.

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This paper shows how recently developed regression-based methods for thedecomposition of health inequality can be extended to incorporateindividual heterogeneity in the responses of health to the explanatoryvariables. We illustrate our method with an application to the CanadianNPHS of 1994. Our strategy for the estimation of heterogeneous responsesis based on the quantile regression model. The results suggest that thereis an important degree of heterogeneity in the association of health toexplanatory variables which, in turn, accounts for a substantial percentageof inequality in observed health. A particularly interesting finding isthat the marginal response of health to income is zero for healthyindividuals but positive and significant for unhealthy individuals. Theheterogeneity in the income response reduces both overall health inequalityand income related health inequality.

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Due to the overwhelming international evidence that stock prices drop by less than the dividend paid on ex-dividend days, the ex-dividend day anomaly is considered a stylized fact. Two main approaches have emerged to explain this empirical regularity: the tax-clientele hypothesis and the microstructure of financial markets. Although the most widely accepted explanation for this fact relies on taxes, the ex-dividend day anomaly has been reported even in countries where neither dividends nor capital gains are taxed. The 2006 tax reform in Spain established the same tax rate for dividends and capital gains. This paper investigates stock returns on ex-dividend days in the Spanish stock market after the 2006 tax reform using a random coefficient model. Contrary to previous research, we do not observe an ex-dividend day anomaly. Unlike previous investigations, which are mostly concerned with suggesting explanations as to why this anomaly has occurred, we are in the somewhat strange position of discussing why this anomaly has not occurred. Our findings are robust across companies and stock dividend yields, thus supporting a tax--based explanation for the ex-dividend day anomaly.

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This paper tries to resolve some of the main shortcomings in the empirical literature of location decisions for new plants, i.e. spatial effects and overdispersion. Spatial effects are omnipresent, being a source of overdispersion in the data as well as a factor shaping the functional relationship between the variables that explain a firm’s location decisions. Using Count Data models, empirical researchers have dealt with overdispersion and excess zeros by developments of the Poisson regression model. This study aims to take this a step further, by adopting Bayesian methods and models in order to tackle the excess of zeros, spatial and non-spatial overdispersion and spatial dependence simultaneously. Data for Catalonia is used and location determinants are analysed to that end. The results show that spatial effects are determinant. Additionally, overdispersion is descomposed into an unstructured iid effect and a spatially structured effect. Keywords: Bayesian Analysis, Spatial Models, Firm Location. JEL Classification: C11, C21, R30.

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Grade retention practices are at the forefront of the educational debate. In this paper, we use PISA 2009 data for Spain to measure the effect of grade retention on students’ achievement. One important problem when analyzing this question is that school outcomes and the propensity to repeat a grade are likely to be determined simultaneously. We address this problem by estimating a Switching Regression Model. We …find that grade retention has a negative impact on educational outcomes, but we confi…rm the importance of endogenous selection, which makes observed differences between repeaters and non-repeaters appear 14.6% lower than they actually are. The effect on PISA scores of repeating is much smaller (-10% of non-repeaters’ average) than the counterfactual reduction that non-repeaters would suffer had they been retained as repeaters (-24% of their average). Furthermore, those who repeated a grade during primary education suffered more than those who repeated a grade of secondary school, although the effect of repeating at both times is, as expected, much larger.

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Early detection of breast cancer (BC) with mammography may cause overdiagnosis andovertreatment, detecting tumors which would remain undiagnosed during a lifetime. The aims of this study were: first, to model invasive BC incidence trends in Catalonia (Spain) taking into account reproductive and screening data; and second, to quantify the extent of BC overdiagnosis. We modeled the incidence of invasive BC using a Poisson regression model. Explanatory variables were:age at diagnosis and cohort characteristics (completed fertility rate, percentage of women that use mammography at age 50, and year of birth). This model also was used to estimate the background incidence in the absence of screening. We used a probabilistic model to estimate the expected BC incidence if women in the population usedmammography as reported in health surveys. The difference between the observed and expected cumulative incidences provided an estimate of overdiagnosis.Incidence of invasive BC increased, especially in cohorts born from 1940 to 1955. The biggest increase was observed in these cohorts between the ages of 50 to 65 years, where the final BC incidence rates more than doubled the initial ones. Dissemination of mammography was significantly associated with BC incidence and overdiagnosis. Our estimates of overdiagnosis ranged from 0.4% to 46.6%, for women born around 1935 and 1950, respectively.Our results support the existence of overdiagnosis in Catalonia attributed to mammography usage, and the limited malignant potential of some tumors may play an important role. Women should be better informed about this risk. Research should be oriented towards personalized screening and risk assessment tools

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In this article we compare regression models obtained to predict PhD students’ academic performance in the universities of Girona (Spain) and Slovenia. Explanatory variables are characteristics of PhD student’s research group understood as an egocentered social network, background and attitudinal characteristics of the PhD students and some characteristics of the supervisors. Academic performance was measured by the weighted number of publications. Two web questionnaires were designed, one for PhD students and one for their supervisors and other research group members. Most of the variables were easily comparable across universities due to the careful translation procedure and pre-tests. When direct comparison was notpossible we created comparable indicators. We used a regression model in which the country was introduced as a dummy coded variable including all possible interaction effects. The optimal transformations of the main and interaction variables are discussed. Some differences between Slovenian and Girona universities emerge. Some variables like supervisor’s performance and motivation for autonomy prior to starting the PhD have the same positive effect on the PhD student’s performance in both countries. On the other hand, variables like too close supervision by the supervisor and having children have a negative influence in both countries. However, we find differences between countries when we observe the motivation for research prior to starting the PhD which increases performance in Slovenia but not in Girona. As regards network variables, frequency of supervisor advice increases performance in Slovenia and decreases it in Girona. The negative effect in Girona could be explained by the fact that additional contacts of the PhD student with his/her supervisor might indicate a higher workload in addition to or instead of a better advice about the dissertation. The number of external student’s advice relationships and social support mean contact intensity are not significant in Girona, but they have a negative effect in Slovenia. We might explain the negative effect of external advice relationships in Slovenia by saying that a lot of external advice may actually result from a lack of the more relevant internal advice

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This paper discusses the role of deterministic components in the DGP and in the auxiliary regression model which underlies the implementation of the Fractional Dickey-Fuller (FDF) test for I(1) against I(d) processes with d ∈ [0, 1). This is an important test in many economic applications because I(d) processess with d & 1 are mean-reverting although, when 0.5 ≤ d & 1,, like I(1) processes, they are nonstationary. We show how simple is the implementation of the FDF in these situations, and argue that it has better properties than LM tests. A simple testing strategy entailing only asymptotically normally distributed tests is also proposed. Finally, an empirical application is provided where the FDF test allowing for deterministic components is used to test for long-memory in the per capita GDP of several OECD countries, an issue that has important consequences to discriminate between growth theories, and on which there is some controversy.

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The educational system in Spain is undergoing a reorganization. At present, high-school graduates who want to enroll at a public university must take a set of examinations Pruebas de Aptitud para el Acceso a la Universidad (PAAU). A "new formula" (components, weights, type of exam,...) for university admission is been discussed. The present paper summarizes part of the research done by the author in her PhD. The context for this thesis is the evaluation of large-scale and complex systems of assessment. The main objectives were: to achieve a deep knowledge of the entire university admissions process in Spain, to discover the main sources of uncertainty and topromote empirical research in a continual improvement of the entire process. Focusing in the suitable statistical models and strategies which allow to high-light the imperfections of the system and reduce them, the paper develops, among other approaches, some applications of multilevel modeling.

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In this article we examine the potential effect of market structureon hospital technical efficiency as a measure of performance controlled byownership and regulation. This study is relevant to provide an evaluationof the potential effects of recommended and initiated deregulation policiesin order to promote market reforms in the context of a European NationalHealth Service. Our goal was reached through three main empirical stages.Firstly, using patient origin data from hospitals in the region of Cataloniain 1990, we estimated geographic hospital markets through the Elzinga--Hogartyapproach, based on patient flows. Then we measured the market level ofconcentration using the Herfindahl--Hirschman index. Secondly, technicaland scale efficiency scores for each hospital was obtained specifying aData Envelopment Analysis. According to the data nearly two--thirds of thehospitals operate under the production frontier with an average efficiencyscore of 0.841. Finally, the determinants of the efficiency scores wereinvestigated using a censored regression model. Special attention waspaid to test the hypothesis that there is an efficiency improvement in morecompetitive markets. The results suggest that the number of competitors inthe market contributes positively to technical efficiency and there is someevidence that the differences in efficiency scores are attributed toseveral environmental factors such as ownership, market structure andregulation effects.

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This study examined the incidence of cervical cancer and survival rates according to migrant experience of women from different regions of Spain to Girona, Catalonia (Spain). DESIGN--Using data from the population based cancer registry of Girona for the period 1980-89, crude and age adjusted incidence rates were calculated for local-born and first generation migrants from other Spanish regions. The age standardised rate ratio (SRR) was calculated and Cox's regression model was used to adjust survival according to migrant status for age and stage at diagnosis. MAIN RESULTS--The incidence of cervical cancer was significantly higher in first generation Spanish migrants compared with locally born women (SRR: 2.02; 95% CI 1.40:2.92). The stage at diagnosis was more advanced among migrants. Survival probability was significantly associated with stage at diagnosis, but age and region of birth were not. CONCLUSIONS--Migrants from the southern Spanish regions show a twofold excess in the incidence of cervical cancer compared with the Girona-born female population. Cases of cervical cancer in migrants are diagnosed at a more advanced stage and as a consequence have a poorer prognosis.