2 resultados para Time-varying covariance matrices

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This work presents Bayes invariant quadratic unbiased estimator, for short BAIQUE. Bayesian approach is used here to estimate the covariance functions of the regionalized variables which appear in the spatial covariance structure in mixed linear model. Firstly a brief review of spatial process, variance covariance components structure and Bayesian inference is given, since this project deals with these concepts. Then the linear equations model corresponding to BAIQUE in the general case is formulated. That Bayes estimator of variance components with too many unknown parameters is complicated to be solved analytically. Hence, in order to facilitate the handling with this system, BAIQUE of spatial covariance model with two parameters is considered. Bayesian estimation arises as a solution of a linear equations system which requires the linearity of the covariance functions in the parameters. Here the availability of prior information on the parameters is assumed. This information includes apriori distribution functions which enable to find the first and the second moments matrix. The Bayesian estimation suggested here depends only on the second moment of the prior distribution. The estimation appears as a quadratic form y'Ay , where y is the vector of filtered data observations. This quadratic estimator is used to estimate the linear function of unknown variance components. The matrix A of BAIQUE plays an important role. If such a symmetrical matrix exists, then Bayes risk becomes minimal and the unbiasedness conditions are fulfilled. Therefore, the symmetry of this matrix is elaborated in this work. Through dealing with the infinite series of matrices, a representation of the matrix A is obtained which shows the symmetry of A. In this context, the largest singular value of the decomposed matrix of the infinite series is considered to deal with the convergence condition and also it is connected with Gerschgorin Discs and Poincare theorem. Then the BAIQUE model for some experimental designs is computed and compared. The comparison deals with different aspects, such as the influence of the position of the design points in a fixed interval. The designs that are considered are those with their points distributed in the interval [0, 1]. These experimental structures are compared with respect to the Bayes risk and norms of the matrices corresponding to distances, covariance structures and matrices which have to satisfy the convergence condition. Also different types of the regression functions and distance measurements are handled. The influence of scaling on the design points is studied, moreover, the influence of the covariance structure on the best design is investigated and different covariance structures are considered. Finally, BAIQUE is applied for real data. The corresponding outcomes are compared with the results of other methods for the same data. Thereby, the special BAIQUE, which estimates the general variance of the data, achieves a very close result to the classical empirical variance.

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Land tenure insecurity is widely perceived as a disincentive for long-term land improvement investment hence the objective of this paper is to evaluate how tenure (in)security associated with different land use arrangements in Ghana influenced households’ plot level investment decisions and choices. The paper uses data from the Farmer-Based Organisations (FBO) survey. The FBO survey collected information from 2,928 households across three ecological zones of Ghana using multistaged cluster sampling. Probit and Tobit models tested the effects of land tenancy and ownership arrangements on households’ investment behaviour while controlling other factors. It was found that marginal farm size was inversely related to tenure insecurity while tenure insecurity correlate positively with value of farm land and not farm size. Individual ownership and documentation of land significantly reduced the probability of households losing uncultivated lands. Individual land ownership increased both the probability of investing and level of investments made in land improvement and irrigation probably due to increasing importance households place on land ownership. Two possible explanations for this finding are: First, that land markets and land relations have changed significantly over the last two decades with increasing money transaction and fixed agreements propelled by population growth and increasing value of land. Secondly, inclusion of irrigation investment as a long term investment in land raises the value of household investment and the time period required to reap the returns on the investments. Households take land ownership and duration of tenancy into consideration if the resource implications of land investments are relatively huge and the time dimension for harvesting returns to investments is relatively long.