A scaled difference chi-square test statistic for moment structure analysis

A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are available in standard computer software. Often, however, the interest is not on the overall fit of a model, but on a test of the restrictions that a null model say ${\cal M}_0$ implies on a less restricted one ${\cal M}_1$. If $T_0$ and $T_1$ denote the goodness-of-fit test statistics associated to ${\cal M}_0$ and ${\cal M}_1$, respectively, then typically the difference $T_d = T_0 - T_1$ is used as a chi-square test statistic with degrees of freedom equal to the difference on the number of independent parameters estimated under the models ${\cal M}_0$ and ${\cal M}_1$. As in the case of the goodness-of-fit test, it is of interest to scale the statistic $T_d$ in order to improve its chi-square approximation in realistic, i.e., nonasymptotic and nonnormal, applications. In a recent paper, Satorra (1999) shows that the difference between two Satorra-Bentler scaled test statistics for overall model fit does not yield the correct SB scaled difference test statistic. Satorra developed an expression that permits scaling the difference test statistic, but his formula has some practical limitations, since it requires heavy computations that are notavailable in standard computer software. The purpose of the present paper is to provide an easy way to compute the scaled difference chi-square statistic from the scaled goodness-of-fit test statistics of models ${\cal M}_0$ and ${\cal M}_1$. A Monte Carlo study is provided to illustrate the performance of the competing statistics.

An overall statistic for testing symmetry in social interactions

The present work focuses the attention on the skew-symmetry index as a measure of social reciprocity. This index is based on the correspondence between the amount of behaviour that each individual addresses to its partners and what it receives from them in return. Although the skew-symmetry index enables researchers to describe social groups, statistical inferential tests are required. The main aim of the present study is to propose an overall statistical technique for testing symmetry in experimental conditions, calculating the skew-symmetry statistic (Φ) at group level. Sampling distributions for the skew- symmetry statistic have been estimated by means of a Monte Carlo simulation in order to allow researchers to make statistical decisions. Furthermore, this study will allow researchers to choose the optimal experimental conditions for carrying out their research, as the power of the statistical test has been estimated. This statistical test could be used in experimental social psychology studies in which researchers may control the group size and the number of interactions within dyads.

Hausman tests for inefficient estimators: application to demand for health care service (revised)

The Hausman (1978) test is based on the vector of differences of two estimators. It is usually assumed that one of the estimators is fully efficient, since this simplifies calculation of the test statistic. However, this assumption limits the applicability of the test, since widely used estimators such as the generalized method of moments (GMM) or quasi maximum likelihood (QML) are often not fully efficient. This paper shows that the test may easily be implemented, using well-known methods, when neither estimator is efficient. To illustrate, we present both simulation results as well as empirical results for utilization of health care services.

Augment de la resolució en la reconstrucció de les temperatures de l'aigua i de l'aire del llac Baikal (Sibèria) dels últims 60.000 anys

Aquest estudi consisteix en l’augment de la resolució en la reconstrucció de la temperatura de l’aigua i l’aire del llac Baikal durant els últims 60.000 anys mitjançant l’ús de les proxies de reconstrucció de la temperatura TEX86 i MAAT, i la d’aportació de matèria orgànica d’origen terrestre, el BIT. L’objectiu general d’aquesta investigació és incrementar la resolució temporal en el mostreig del testimoni CON-01-603-02 per tal de millorar el registre de dades obtingudes i d’aquesta manera poder contrastar la hipòtesi de la interconnexió climàtica global, així com identificar esdeveniments climàtics sobtats, tals com els Heinrich events i els esdeveniments D-O. Un cop obtinguts els resultats s’ha realitzat l’anàlisi de la qualitat i fiabilitat de les dades a les resolucions de 5, 10 i 20 Kanys, i es conclou que existeixen diferències globals estadísticament significatives amb els resultats realitzats per Escala et al., (r.n.p [resultats no publicats]), la resolució dels quals es volia augmentar. S’han tractat d’anular aquestes diferències restant o bé sumant la diferència mitjana obtinguda entre les dues mostres en cada un dels intervals de 5 Kanys en què s’han donat aquestes. Els resultats integrats d’Escala et al.,(r.n.p) i els d’aquest estudi, aporten dades que recolzen l’hipòtesi de la interconnexió climàtica global, ja que al comparar-los amb els registres climàtics de Grenlàndia (GRIP2) i l’Antàrtica (Vostok) mostren respostes similars tant per les forces de Milankovitch com per les de subMilankovitch.

Indirect likelihood inference

Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator which we refer to as a Bayesian Indirect Likelihood (BIL) estimator. In most cases, the density of the statistic will be of unknown form, and we develop simulated versions of the MIL and BIL estimators. We show that the indirect likelihood estimators are consistent and asymptotically normally distributed, with the same asymptotic variance as that of the corresponding efficient two-step GMM estimator based on the same statistic. However, our likelihood-based estimators, by taking into account the full finite-sample distribution of the statistic, are higher order efficient relative to GMM-type estimators. Furthermore, in many cases they enjoy a bias reduction property similar to that of the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel data models, a structural auction model and two DSGE models show that the proposed estimators indeed have attractive finite sample properties.

Detecció i localització d'impactes a estructures aeroespacials

Projecte de recerca elaborat a partir d’una estada a la Universidad Politécnica de Madrid, Espanya, entre setembre i o desembre del 2007. Actualment la indústria aeroespacial i aeronàutica té com prioritat millorar la fiabilitat de las seves estructures a través del desenvolupament de nous sistemes per a la monitorització i detecció d’impactes. Hi ha diverses tècniques potencialment útils, i la seva aplicabilitat en una situació particular depèn críticament de la mida del defecte que permet l’estructura. Qualsevol defecte canviarà la resposta vibratòria de l’element estructural, així com el transitori de l’ona que es propaga per l’estructura elàstica. Correlacionar aquests canvis, que poden ser detectats experimentalment amb l’ocurrència del defecte, la seva localització i quantificació, és un problema molt complex. Aquest treball explora l’ús de l'Anàlisis de Components Principals (Principal Component Analysis - PCA-) basat en la formulació dels estadístics T2 i Q per tal de detectar i distingir els defectes a l'estructura, tot correlacionant els seus canvis a la resposta vibratòria. L’estructura utilitzada per l’estudi és l’ala d’una turbina d’un avió comercial. Aquesta ala s’excita en un extrem utilitzant un vibrador, i a la qual s'han adherit set sensors PZT a la superfície. S'aplica un senyal conegut i s'analitzen les respostes. Es construeix un model PCA utilitzant dades de l’estructura sense defecte. Per tal de provar el model, s'adhereix un tros d’alumini en quatre posicions diferents. Les dades dels assajos de l'estructura amb defecte es projecten sobre el model. Les components principals i les distàncies de Q-residual i T2-Hotelling s'utilitzaran per a l'anàlisi de les incidències. Q-residual indica com de bé s'adiu cadascuna de les mostres al model PCA, ja que és una mesura de la diferència, o residu, entre la mostra i la seva projecció sobre les components principals retingudes en el model. La distància T2-Hotelling és una mesura de la variació de cada mostra dins del model PCA, o el que vindria a ser el mateix, la distància al centre del model PCA.

Statistical tests for scaling in the inter-event times of earthquakes in California

We explore in depth the validity of a recently proposed scaling law for earthquake inter-event time distributions in the case of the Southern California, using the waveform cross-correlation catalog of Shearer et al. Two statistical tests are used: on the one hand, the standard two-sample Kolmogorov-Smirnov test is in agreement with the scaling of the distributions. On the other hand, the one-sample Kolmogorov-Smirnov statistic complemented with Monte Carlo simulation of the inter-event times, as done by Clauset et al., supports the validity of the gamma distribution as a simple model of the scaling function appearing on the scaling law, for rescaled inter-event times above 0.01, except for the largest data set (magnitude greater than 2). A discussion of these results is provided.

Hardy-Weinberg Equilibrium and the Ternary Plot

The Hardy-Weinberg law, formulated about 100 years ago, states that under certainassumptions, the three genotypes AA, AB and BB at a bi-allelic locus are expected to occur inthe proportions p2, 2pq, and q2 respectively, where p is the allele frequency of A, and q = 1-p.There are many statistical tests being used to check whether empirical marker data obeys theHardy-Weinberg principle. Among these are the classical xi-square test (with or withoutcontinuity correction), the likelihood ratio test, Fisher's Exact test, and exact tests in combinationwith Monte Carlo and Markov Chain algorithms. Tests for Hardy-Weinberg equilibrium (HWE)are numerical in nature, requiring the computation of a test statistic and a p-value.There is however, ample space for the use of graphics in HWE tests, in particular for the ternaryplot. Nowadays, many genetical studies are using genetical markers known as SingleNucleotide Polymorphisms (SNPs). SNP data comes in the form of counts, but from the countsone typically computes genotype frequencies and allele frequencies. These frequencies satisfythe unit-sum constraint, and their analysis therefore falls within the realm of compositional dataanalysis (Aitchison, 1986). SNPs are usually bi-allelic, which implies that the genotypefrequencies can be adequately represented in a ternary plot. Compositions that are in exactHWE describe a parabola in the ternary plot. Compositions for which HWE cannot be rejected ina statistical test are typically “close" to the parabola, whereas compositions that differsignificantly from HWE are “far". By rewriting the statistics used to test for HWE in terms ofheterozygote frequencies, acceptance regions for HWE can be obtained that can be depicted inthe ternary plot. This way, compositions can be tested for HWE purely on the basis of theirposition in the ternary plot (Graffelman & Morales, 2008). This leads to nice graphicalrepresentations where large numbers of SNPs can be tested for HWE in a single graph. Severalexamples of graphical tests for HWE (implemented in R software), will be shown, using SNPdata from different human populations

Incongruence between test statistics and P values in medical papers

Given an observed test statistic and its degrees of freedom, one may compute the observed P value with most statistical packages. It is unknown to what extent test statistics and P values are congruent in published medical papers. Methods:We checked the congruence of statistical results reported in all the papers of volumes 409–412 of Nature (2001) and a random sample of 63 results from volumes 322–323 of BMJ (2001). We also tested whether the frequencies of the last digit of a sample of 610 test statistics deviated from a uniform distribution (i.e., equally probable digits).Results: 11.6% (21 of 181) and 11.1% (7 of 63) of the statistical results published in Nature and BMJ respectively during 2001 were incongruent, probably mostly due to rounding, transcription, or type-setting errors. At least one such error appeared in 38% and 25% of the papers of Nature and BMJ, respectively. In 12% of the cases, the significance level might change one or more orders of magnitude. The frequencies of the last digit of statistics deviated from the uniform distribution and suggested digit preference in rounding and reporting.Conclusions: this incongruence of test statistics and P values is another example that statistical practice is generally poor, even in the most renowned scientific journals, and that quality of papers should be more controlled and valued

¿La cultura es un factor que influye en la percepción de las marcas? :Caso: La imagen de marca-país de México entre los turistas españoles

Aquest treball presenta un model comparatiu d’anàlisis de la marca en base a l’inconscient col•lectiu, teoria desenvolupada per C. G. Jung (1991), adequat per Sabrine Dornelles (2010) a l’estudi de les marques comercials i contrastat en aquest treball amb la proposta d’aproximació al Perfil Arquetípic Azteca. Per aquesta raó, s’ha realitzat una revisió bibliográfica en referencia a l’objecte de l’estudi del posicionament de la marca, i en especial, dels atributs vinculats al perfil azteca. Amb l’objectiu de conèixer si la cultura influeix o no, en la percepció d’una marca, s’ha realitzat un pre-test via online amb subjectes de nacionalitat espanyola i de països d’Amèrica llatina (Argentina, Colòmbia, Equador, Perú, República Dominicana i Veneçuela) per al grup de control. 5 Els resultats han sigut tractats tant a nivell d’estadística descriptiva com a mode inferencial. Les dades amb significació p≤ 0,05 mostren els estímuls (atributs) que foren associats o no, amb la marca del país Mèxic. Mentre que l’arquetip occidental (grec) va permetre en major percentatge valorar la marca amb tots els subjectes (espanyols, mexicans i llatins) l’arquetip prehispànic no dóna significació suficient amb els espanyols i llatins, però en canvi aporta matisos en el cas dels mexicans. En referència a l’esmenta’t anteriorment , cal que el proper pas sigui millorar el perfil d’arquetipus azteca.

Estimation of protein coding density in a corpus of DNA sequence data

A number of experimental methods have been reported for estimating the number of genes in a genome, or the closely related coding density of a genome, defined as the fraction of base pairs in codons. Recently, DNA sequence data representative of the genome as a whole have become available for several organisms, making the problem of estimating coding density amenable to sequence analytic methods. Estimates of coding density for a single genome vary widely, so that methods with characterized error bounds have become increasingly desirable. We present a method to estimate the protein coding density in a corpus of DNA sequence data, in which a ‘coding statistic’ is calculated for a large number of windows of the sequence under study, and the distribution of the statistic is decomposed into two normal distributions, assumed to be the distributions of the coding statistic in the coding and noncoding fractions of the sequence windows. The accuracy of the method is evaluated using known data and application is made to the yeast chromosome III sequence and to C.elegans cosmid sequences. It can also be applied to fragmentary data, for example a collection of short sequences determined in the course of STS mapping.

Compact matrix expressions for generalized Wald tests of equality of moment vectors

Asymptotic chi-squared test statistics for testing the equality ofmoment vectors are developed. The test statistics proposed aregeneralizedWald test statistics that specialize for different settings by inserting andappropriate asymptotic variance matrix of sample moments. Scaled teststatisticsare also considered for dealing with situations of non-iid sampling. Thespecializationwill be carried out for testing the equality of multinomial populations, andtheequality of variance and correlation matrices for both normal andnon-normaldata. When testing the equality of correlation matrices, a scaled versionofthe normal theory chi-squared statistic is proven to be an asymptoticallyexactchi-squared statistic in the case of elliptical data.

Geographical deviations in foreign trade statistics: A study into European trade with Latin American Countries, 1925

We have analyzed the spatial accuracy of European foreign trade statistics compared to Latin American. We have also included USA s data because of the importance of this country in Latin American trade. We have developed a method for mapping discrepancies between exporters and importers, trying to isolate systematic spatial deviations. Although our results don t allow a unique explanation, they present some interesting clues to the distribution channels in the Latin American Continent as well as some spatial deviations for statistics in individual countries. Connecting our results with the literature specialized in the accuracy of foreign trade statistics; we can revisit Morgernstern (1963) as well as Federico and Tena (1991). Morgernstern had had a really pessimistic view on the reliability of this statistic source, but his main alert was focused on the trade balances, not in gross export or import values. Federico and Tena (1991) have demonstrated howaccuracy increases by aggregation, geographical and of product at the same time. But they still have a pessimistic view with relation to distribution questions, remarking that perhaps it will be more accurate to use import sources in this latest case. We have stated that the data set coming from foreign trade statistics for a sample in 1925, being it exporters or importers, it s a valuable tool for geography of trade patterns, although in some specific cases it needs some spatial adjustments.

Minimum distance estimation of stationary and non-stationary ARFIMA processes

A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters. The estimator iseasy to compute and is consistent and asymptotically normally distributed for fractionallyintegrated (FI) processes with an integration order d strictly greater than -0.75. Therefore, it can be applied to both stationary and non-stationary processes. Deterministic components are also allowed in the DGP. Furthermore, as a by-product, the estimation procedure provides an immediate check on the adequacy of the specified model. This is so because the criterion function, when evaluated at the estimated values, coincides with the Box-Pierce goodness of fit statistic. Empirical applications and Monte-Carlo simulations supporting the analytical results and showing the good performance of the estimator in finite samples are also provided.

What is what?: A simple time-domain test of long-memory vs. structural breaks

This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.