131 resultados para Panel Data Model
Resumo:
relationship between productivity and international position of Spanish chemical firms in the period 2005-2011. The goal is to determine whether companies that follow and international strategy, either with exports or by investment in foreign countries obtain greater productivity growth than these that do not operate in global market. For this purpose a panel data set with microdata has been created. A preliminary analysis of the evolution of productivity growth in the sector is carried out. The measurement of Total Factor Productivity is performed. With the estimated TFP we analyze the differentials in productivity growth, comparing the effects of export and investment behavior with non-international firms.
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We explore the determinants of usage of six different types of health care services, using the Medical Expenditure Panel Survey data, years 1996-2000. We apply a number of models for univariate count data, including semiparametric, semi-nonparametric and finite mixture models. We find that the complexity of the model that is required to fit the data well depends upon the way in which the data is pooled across sexes and over time, and upon the characteristics of the usage measure. Pooling across time and sexes is almost always favored, but when more heterogeneous data is pooled it is often the case that a more complex statistical model is required.
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L’anàlisi de l’efecte dels gens i els factors ambientals en el desenvolupament de malalties complexes és un gran repte estadístic i computacional. Entre les diverses metodologies de mineria de dades que s’han proposat per a l’anàlisi d’interaccions una de les més populars és el mètode Multifactor Dimensionality Reduction, MDR, (Ritchie i al. 2001). L’estratègia d’aquest mètode és reduir la dimensió multifactorial a u mitjançant l’agrupació dels diferents genotips en dos grups de risc: alt i baix. Tot i la seva utilitat demostrada, el mètode MDR té alguns inconvenients entre els quals l’agrupació excessiva de genotips pot fer que algunes interaccions importants no siguin detectades i que no permet ajustar per efectes principals ni per variables confusores. En aquest article il•lustrem les limitacions de l’estratègia MDR i d’altres aproximacions no paramètriques i demostrem la conveniència d’utilitzar metodologies parametriques per analitzar interaccions en estudis cas-control on es requereix l’ajust per variables confusores i per efectes principals. Proposem una nova metodologia, una versió paramètrica del mètode MDR, que anomenem Model-Based Multifactor Dimensionality Reduction (MB-MDR). La metodologia proposada té com a objectiu la identificació de genotips específics que estiguin associats a la malaltia i permet ajustar per efectes marginals i variables confusores. La nova metodologia s’il•lustra amb dades de l’Estudi Espanyol de Cancer de Bufeta.
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In this work discuss the use of the standard model for the calculation of the solvency capital requirement (SCR) when the company aims to use the specific parameters of the model on the basis of the experience of its portfolio. In particular, this analysis focuses on the formula presented in the latest quantitative impact study (2010 CEIOPS) for non-life underwriting premium and reserve risk. One of the keys of the standard model for premium and reserves risk is the correlation matrix between lines of business. In this work we present how the correlation matrix between lines of business could be estimated from a quantitative perspective, as well as the possibility of using a credibility model for the estimation of the matrix of correlation between lines of business that merge qualitative and quantitative perspective.
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We use historical data that cover more than one century on real GDP for industrial countries and employ the Pesaran panel unit root test that allows for cross-sectional dependence to test for a unit root on real GDP. We find strong evidence against the unit root null. Our results are robust to the chosen group of countries and the sample period. Key words: real GDP stationarity, cross-sectional dependence, CIPS test. JEL Classification: C23, E32
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This paper presents and estimates a dynamic choice model in the attribute space considering rational consumers. In light of the evidence of several state-dependence patterns, the standard attribute-based model is extended by considering a general utility function where pure inertia and pure variety-seeking behaviors can be explained in the model as particular linear cases. The dynamics of the model are fully characterized by standard dynamic programming techniques. The model presents a stationary consumption pattern that can be inertial, where the consumer only buys one product, or a variety-seeking one, where the consumer shifts among varied products.We run some simulations to analyze the consumption paths out of the steady state. Underthe hybrid utility assumption, the consumer behaves inertially among the unfamiliar brandsfor several periods, eventually switching to a variety-seeking behavior when the stationary levels are approached. An empirical analysis is run using scanner databases for three different product categories: fabric softener, saltine cracker, and catsup. Non-linear specifications provide the best fit of the data, as hybrid functional forms are found in all the product categories for most attributes and segments. These results reveal the statistical superiority of the non-linear structure and confirm the gradual trend to seek variety as the level of familiarity with the purchased items increases.
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Contamination of weather radar echoes by anomalous propagation (anaprop) mechanisms remains a serious issue in quality control of radar precipitation estimates. Although significant progress has been made identifying clutter due to anaprop there is no unique method that solves the question of data reliability without removing genuine data. The work described here relates to the development of a software application that uses a numerical weather prediction (NWP) model to obtain the temperature, humidity and pressure fields to calculate the three dimensional structure of the atmospheric refractive index structure, from which a physically based prediction of the incidence of clutter can be made. This technique can be used in conjunction with existing methods for clutter removal by modifying parameters of detectors or filters according to the physical evidence for anomalous propagation conditions. The parabolic equation method (PEM) is a well established technique for solving the equations for beam propagation in a non-uniformly stratified atmosphere, but although intrinsically very efficient, is not sufficiently fast to be practicable for near real-time modelling of clutter over the entire area observed by a typical weather radar. We demonstrate a fast hybrid PEM technique that is capable of providing acceptable results in conjunction with a high-resolution terrain elevation model, using a standard desktop personal computer. We discuss the performance of the method and approaches for the improvement of the model profiles in the lowest levels of the troposphere.
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The recently measured inclusive electron-proton cross section in the nucleon resonance region, performed with the CLAS detector at the Thomas Jefferson Laboratory, has provided new data for the nucleon structure function F2 with previously unavailable precision. In this paper we propose a description of these experimental data based on a Regge-dual model for F2. The basic inputs in the model are nonlinear complex Regge trajectories producing both isobar resonances and a smooth background. The model is tested against the experimental data, and the Q2 dependence of the moments is calculated. The fitted model for the structure function (inclusive cross section) is a limiting case of the more general scattering amplitude equally applicable to deeply virtual Compton scattering. The connection between the two is discussed.
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The Powell Basin is a small oceanic basin located at the NE end of the Antarctic Peninsula developed during the Early Miocene and mostly surrounded by the continental crusts of the South Orkney Microcontinent, South Scotia Ridge and Antarctic Peninsula margins. Gravity data from the SCAN 97 cruise obtained with the R/V Hespérides and data from the Global Gravity Grid and Sea Floor Topography (GGSFT) database (Sandwell and Smith, 1997) are used to determine the 3D geometry of the crustal-mantle interface (CMI) by numerical inversion methods. Water layer contribution and sedimentary effects were eliminated from the Free Air anomaly to obtain the total anomaly. Sedimentary effects were obtained from the analysis of existing and new SCAN 97 multichannel seismic profiles (MCS). The regional anomaly was obtained after spectral and filtering processes. The smooth 3D geometry of the crustal mantle interface obtained after inversion of the regional anomaly shows an increase in the thickness of the crust towards the continental margins and a NW-SE oriented axis of symmetry coinciding with the position of an older oceanic spreading axis. This interface shows a moderate uplift towards the western part and depicts two main uplifts to the northern and eastern sectors.
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Recent single-cell studies in monkeys (Romo et al., 2004) show that the activity of neurons in the ventral premotor cortex covaries with the animal's decisions in a perceptual comparison task regarding the frequency of vibrotactile events. The firing rate response of these neurons was dependent only on the frequency differences between the two applied vibrations, the sign of that difference being the determining factor for correct task performance. We present a biophysically realistic neurodynamical model that can account for the most relevant characteristics of this decision-making-related neural activity. One of the nontrivial predictions of this model is that Weber's law will underlie the perceptual discrimination behavior. We confirmed this prediction in behavioral tests of vibrotactile discrimination in humans and propose a computational explanation of perceptual discrimination that accounts naturally for the emergence of Weber's law. We conclude that the neurodynamical mechanisms and computational principles underlying the decision-making processes in this perceptual discrimination task are consistent with a fluctuation-driven scenario in a multistable regime.
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Context. The understanding of Galaxy evolution can be facilitated by the use of population synthesis models, which allow to test hypotheses on the star formation history, star evolution, as well as chemical and dynamical evolution of the Galaxy. Aims. The new version of the Besanc¸on Galaxy Model (hereafter BGM) aims to provide a more flexible and powerful tool to investigate the Initial Mass Function (IMF) and Star Formation Rate (SFR) of the Galactic disc. Methods. We present a new strategy for the generation of thin disc stars which assumes the IMF, SFR and evolutionary tracks as free parameters. We have updated most of the ingredients for the star count production and, for the first time, binary stars are generated in a consistent way. We keep in this new scheme the local dynamical self-consistency as in Bienayme et al (1987). We then compare simulations from the new model with Tycho-2 data and the local luminosity function, as a first test to verify and constrain the new ingredients. The effects of changing thirteen different ingredients of the model are systematically studied. Results. For the first time, a full sky comparison is performed between BGM and data. This strategy allows to constrain the IMF slope at high masses which is found to be close to 3.0, excluding a shallower slope such as Salpeter"s one. The SFR is found decreasing whatever IMF is assumed. The model is compatible with a local dark matter density of 0.011 M pc−3 implying that there is no compelling evidence for significant amount of dark matter in the disc. While the model is fitted to Tycho2 data, a magnitude limited sample with V<11, we check that it is still consistent with fainter stars. Conclusions. The new model constitutes a new basis for further comparisons with large scale surveys and is being prepared to become a powerful tool for the analysis of the Gaia mission data.