Fusion of data sets in multivariate linear regression with errors-in-variables

We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regressionmodels with errors--in--variables, in the case where various data setsare merged into a single analysis and the observable variables deviatepossibly from normality. The various samples to be merged can differ on the set of observable variables available. We show that there is a convenient way to parameterize the model so that, despite the possiblenon--normality of the data, normal--theory methods yield correct inferencesfor the parameters of interest and for the goodness--of--fit test. Thetheory described encompasses both the functional and structural modelcases, and can be implemented using standard software for structuralequations models, such as LISREL, EQS, LISCOMP, among others. An illustration with Monte Carlo data is presented.

Technical inefficiency and public capital in US States: A stochastic frontier approach

This paper estimates a translog stochastic frontier production function in the analysis of all 48 contiguous U.S. states in the period 1970-1983, to attempt to measure and explain changes in technical efficiency. The model allows technical inefficiency to vary over time, and inefficiency effects to be a function of a set of explanatory variables in which the level and composition of public capital plays an important role. Results indicated that U.S. state inefficiency levels were significantly and positively correlated with the ratio of public capital to private capital. The proportion of public capital devoted to highways is negatively correlated with technical inefficiency, suggesting that not only the level but also the composition of public capital influenced state efficiency.

Adaptive learning in models with lagged variables

In this work I study the stability of the dynamics generated by adaptivelearning processes in intertemporal economies with lagged variables. Iprove that determinacy of the steady state is a necessary condition for the convergence of the learning dynamics and I show that the reciprocal is not true characterizing the economies where convergence holds. In the case of existence of cycles I show that there is not, in general, a relationship between determinacy and convergence of the learning process to the cycle. I also analyze the expectational stability of these equilibria.

Contribution biplots

In order to interpret the biplot it is necessary to know which points usually variables are the ones that are important contributors to the solution, and this information is available separately as part of the biplot s numerical results. We propose a new scaling of the display, called the contribution biplot, which incorporates this diagnostic directly into the graphical display, showing visually the important contributors and thus facilitating the biplot interpretation and often simplifying the graphical representation considerably. The contribution biplot can be applied to a wide variety of analyses such as correspondence analysis, principal component analysis, log-ratio analysis and the graphical results of a discriminant analysis/MANOVA, in fact to any method based on the singular-value decomposition. In the contribution biplot one set of points, usually the rows of the data matrix, optimally represent the spatial positions of the cases or sample units, according to some distance measure that usually incorporates some form of standardization unless all data are comparable in scale. The other set of points, usually the columns, is represented by vectors that are related to their contributions to the low-dimensional solution. A fringe benefit is that usually only one common scale for row and column points is needed on the principal axes, thus avoiding the problem of enlarging or contracting the scale of one set of points to make the biplot legible. Furthermore, this version of the biplot also solves the problem in correspondence analysis of low-frequency categories that are located on the periphery of the map, giving the false impression that they are important, when they are in fact contributing minimally to the solution.

Distributional equivalence and subcompositional coherence in the analysis of contingency tables, ratio-scale measurements and compositional data

We consider two fundamental properties in the analysis of two-way tables of positive data: the principle of distributional equivalence, one of the cornerstones of correspondence analysis of contingency tables, and the principle of subcompositional coherence, which forms the basis of compositional data analysis. For an analysis to be subcompositionally coherent, it suffices to analyse the ratios of the data values. The usual approach to dimension reduction in compositional data analysis is to perform principal component analysis on the logarithms of ratios, but this method does not obey the principle of distributional equivalence. We show that by introducing weights for the rows and columns, the method achieves this desirable property. This weighted log-ratio analysis is theoretically equivalent to spectral mapping , a multivariate method developed almost 30 years ago for displaying ratio-scale data from biological activity spectra. The close relationship between spectral mapping and correspondence analysis is also explained, as well as their connection with association modelling. The weighted log-ratio methodology is applied here to frequency data in linguistics and to chemical compositional data in archaeology.

Analysis of matched matrices

We consider the joint visualization of two matrices which have common rowsand columns, for example multivariate data observed at two time pointsor split accord-ing to a dichotomous variable. Methods of interest includeprincipal components analysis for interval-scaled data, or correspondenceanalysis for frequency data or ratio-scaled variables on commensuratescales. A simple result in matrix algebra shows that by setting up thematrices in a particular block format, matrix sum and difference componentscan be visualized. The case when we have more than two matrices is alsodiscussed and the methodology is applied to data from the InternationalSocial Survey Program.

The role of incidental variables of time in mood assessment

Determining what influences mood is important for theories of emotion and research onsubjective well-being. We consider three sets of factors: activities in which people areengaged; individual differences; and incidental variables that capture when mood ismeasured, e.g., time-of-day. These three factors were investigated simultaneously in a studyinvolving 168 part-time students who each responded 30 times in an experience samplingstudy conducted over 10 working days. Respondents assessed mood on a simple bipolarscale from 1 (very negative) to 10 (very positive). Activities had significant effects but,with the possible exception of variability in the expression of mood, no systematicindividual differences were detected. Diurnal effects, similar to those already reported inthe literature, were found as was an overall Friday effect. However, these effects weresmall. Lastly, the weather had little or no influence. We conclude that simple measures ofoverall mood are not greatly affected by incidental variables.

Perceptual mapping of practical ethics along the value chain: A multiple correspondence analysis with industry and cultural indices as supplementary variables

This paper presents findings from a study investigating a firm s ethical practices along the value chain. In so doing we attempt to better understand potential relationships between a firm s ethical stance with its customers and those of its suppliers within a supply chain and identify particular sectoral and cultural influences that might impinge on this. Drawing upon a database comprising of 667 industrial firms from 27 different countries, we found that ethical practices begin with the firm s relationship with its customers, the characteristics of which then influence the ethical stance with the firm s suppliers within the supply chain. Importantly, market structure along with some key cultural characteristics were also found to exert significant influence on the implementation of ethical policies in these firms.

A finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters

Many dynamic revenue management models divide the sale period into a finite number of periods T and assume, invoking a fine-enough grid of time, that each period sees at most one booking request. These Poisson-type assumptions restrict the variability of the demand in the model, but researchers and practitioners were willing to overlook this for the benefit of tractability of the models. In this paper, we criticize this model from another angle. Estimating the discrete finite-period model poses problems of indeterminacy and non-robustness: Arbitrarily fixing T leads to arbitrary control values and on the other hand estimating T from data adds an additional layer of indeterminacy. To counter this, we first propose an alternate finite-population model that avoids this problem of fixing T and allows a wider range of demand distributions, while retaining the useful marginal-value properties of the finite-period model. The finite-population model still requires jointly estimating market size and the parameters of the customer purchase model without observing no-purchases. Estimation of market-size when no-purchases are unobservable has rarely been attempted in the marketing or revenue management literature. Indeed, we point out that it is akin to the classical statistical problem of estimating the parameters of a binomial distribution with unknown population size and success probability, and hence likely to be challenging. However, when the purchase probabilities are given by a functional form such as a multinomial-logit model, we propose an estimation heuristic that exploits the specification of the functional form, the variety of the offer sets in a typical RM setting, and qualitative knowledge of arrival rates. Finally we perform simulations to show that the estimator is very promising in obtaining unbiased estimates of population size and the model parameters.

Variables geoambientales en el Plan General de Ordenación Urbana de Cassá de la Selva

Se presentan de forma resumida los resultados geoambientales obtenidos en el estudio de un término municipal motivado más por sistemática de planteamiento por parte del responsable del Plan General, que por cuestión concreta planteada sobre este ámbito en aquel término municipal. Así y todo, la información obtenida influye sobre el Plan y pone de manifiesto circunstancias qenerales que sin ser aqudas son persistentes en el tiempo, por razones obvias del ámbito terrestre, al que pertenecen

De la mano de Keynes: "A tract on monetary reform"

En Tract on Monetary Reform, John Maynard Keynes propuso utilizar la base monetaria y el coeficiente de reserva bancaria como variables instrumentales d¿una política monetaria que había sido considerada hasta entonces innecesaria. En este trabajo se intenta desvelar las primeras contribuciones de Keynes al progreso del análisis económico

Anàlisi factorial confirmatòria per a variables categòriques: Aplicació al qüestionari de discapacitat WHODAS-II

Objective: To describe the methodology of Confirmatory Factor Analyis for categorical items and to apply this methodology to evaluate the factor structure and invariance of the WHO-Disability Assessment Schedule (WHODAS-II) questionnaire, developed by the World HealthOrganization.Methods: Data used for the analysis come from the European Study of Mental Disorders(ESEMeD), a cross-sectional interview to a representative sample of the general population of 6 european countries (n=8796). Respondents were administered a modified version of theWHODAS-II, that measures functional disability in the previous 30 days in 6 differentdimensions: Understanding and Communicating; Self-Care, Getting Around, Getting Along withOthers, Life Activities and Participation. The questionnaire includes two types of items: 22severity items (5 points likert) and 8 frequency items (continuous). An Exploratory factoranalysis (EFA) with promax rotation was conducted on a random 50% of the sample. Theremaining half of the sample was used to perform a Confirmatory Factor Analysis (CFA) inorder to compare three different models: (a) the model suggested by the results obtained in theEFA; (b) the theoretical model suggested by the WHO with 6 dimensions; (c) a reduced modelequivalent to model b where 4 of the frequency items are excluded. Moreover, a second orderfactor was also evaluated. Finally, a CFA with covariates was estimated in order to evaluatemeasurement invariance of the items between Mediterranean and non-mediterranean countries.Results: The solution that provided better results in the EFA was that containing 7 factors. Twoof the frequency items presented high factor loadings in the same factor, and one of thempresented factor loadings smaller than 0.3 with all the factors. With regard to the CFA, thereduced model (model c) presented the best goodness of fit results (CFI=0.992,TLI=0.996,RMSEA=0.024). The second order factor structure presented adequate goodness of fit (CFI=0.987,TLI=0.991, RMSEA=0.036). Measurement non-invariance was detected for one of the items of thequestionnaire (FD20 ¿ Embarrassment due to health problems).Conclusions: AFC confirmed the initial hypothesis about the factorial structure of the WHODAS-II in 6factors. The second order factor supports the existence of a global dimension of disability. The use of 4of the frequency items is not recommended in the scoring of the corresponding dimensions.

Hysteresis in a system driven by either generalized force or displacement variables: martensitic phase transition in single-crystalline Cu-Zn-Al

We report on experiments aimed at comparing the hysteretic response of a Cu-Zn-Al single crystal undergoing a martensitic transition under strain-driven and stress-driven conditions. Strain-driven experiments were performed using a conventional tensile machine while a special device was designed to perform stress-driven experiments. Significant differences in the hysteresis loops were found. The strain-driven curves show reentrant behavior yield point which is not observed in the stress-driven case. The dissipated energy in the stress-driven curves is larger than in the strain-driven ones. Results from recently proposed models qualitatively agree with experiments.

Two nucleon induced Lambda decay and the proton to neutron induced ratio

We reanalyze the decay mode of Lambda hypernuclei induced by two nucleons modifying previous numerical results and the interpretation of the process. The repercussions of this channel in the ratio of neutron to proton induced Lambda decay is studied in detail in connection with the present experimental data. This leads to ratios that are in greater contradiction with usual one pion exchange models than those deduced before.