Finanssikriisin 2007-2009 syiden identifiointi yhdysvaltalaisella aineistolla

Tutkimuksen tavoitteena on selvittää, mitkä syyt ovat vaikuttaneet Yhdysvalloissa vuonna 2007 puhjenneeseen finanssikriisiin ja kyetäänkö näistä syistä identifioimaan muuttujia, joilla pystytään ennustamaan kriisin puhkeamisen todennäköisyys. Tutkielman empiirinen osio toteutetaan logistisen regressioanalyysin avulla. Aiempaan kirjallisuuteen perustuen logistiseen regressiomallin otetaan 18 finanssikriisiä selittävää muuttujaa. Selitettävänä muuttujana on yhdysvaltalaisten pankkien tilaa kuvaava muuttuja, joka saadaan jakamalla pankkien järjestämättömät saatavat kokonaislainakannalla. Tutkimus osoitti, että aiempaan kirjallisuuteen ja aiempiin kriisejä ennustaviin malleihin perustuen kyetään logistista regressiomenetelmää käyttäen muodostamaan malli, jonka avulla löytyy tilastollisesti merkitseviä muuttujia ja joilla on vaikutusta kriisin puhkeamisen todennäköisyyteen. Kriisin puhkeamisen todennäköisyyttä lisäävien muuttujien identifiointi on haastavaa vaikka tilastollisesti merkitseviä muuttujia löytyy.

Modified logit life table system: Principles, empirical validation, and application

Despite its widespread use, the Coale-Demeny model life table system does not capture the extensive variation in age-specific mortality patterns observed in contemporary populations, particularly those of the countries of Eastern Europe and populations affected by HIV/AIDS. Although relational mortality models, such as the Brass logit system, can identify these variations, these models show systematic bias in their predictive ability as mortality levels depart from the standard. We propose a modification of the two-parameter Brass relational model. The modified model incorporates two additional age-specific correction factors (gamma(x), and theta(x)) based on mortality levels among children and adults, relative to the standard. Tests of predictive validity show deviations in age-specific mortality rates predicted by the proposed system to be 30-50 per cent lower than those predicted by the Coale-Demeny system and 15-40 per cent lower than those predicted using the original Brass system. The modified logit system is a two-parameter system, parameterized using values of l(5) and l(60).

Incidências - Modelo logit e medidas aproximadas de impactos ambientais

O objectivo central deste trabalho e avaliar o efeito de se considerarem medições aproximadas das exposições na incidência de doenças resultantes de impactos ambientais. Dado existirem quase exclusivamente estatísticas de incidência das doenças, de- senvolvemos modelos que, a partir dessas estatísticas, permitam abordar o nosso problema. Em particular, mostrámos que, quando se utilizam modelos logit, o uso de medidas aproximadas dos impactos ambientais leva a uma distorção, por defeito, dos coeficientes angulares das rectas ajustadas. Estudámos ainda limites para essa distorção, utilizando para tal a aproximação de Edgeworth. Os nossos resultados permitiram-nos também esquematizar diversos cenários para delineamento de trabalhos de campo, indispensáveis ao aprofundamento do nosso objectivo.

Factores Determinantes no Desenvolvimento de Bebés com Muito Baixo Peso à Nascença: Modelo Logit

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Multi-stage oligopoly models with nested logit demand structures: A simplifying approach

Solving multi-stage oligopoly models by backward induction can easily become a com- plex task when rms are multi-product and demands are derived from a nested logit frame- work. This paper shows that under the assumption that within-segment rm shares are equal across segments, the analytical expression for equilibrium pro ts can be substantially simpli ed. The size of the error arising when this condition does not hold perfectly is also computed. Through numerical examples, it is shown that the error is rather small in general. Therefore, using this assumption allows to gain analytical tractability in a class of models that has been used to approach relevant policy questions, such as for example rm entry in an industry or the relation between competition and location. The simplifying approach proposed in this paper is aimed at helping improving these type of models for reaching more accurate recommendations.

Koulusaavutusaineiston analyysi asetelmaperusteisilla ja kaksitasoisilla logit-regressiomalleilla

Summary: The analysis of educational data with design-based and two-level logistic regression models

Deweyn kokemuksen filosofia ja Kolbin malli

Artikkeli on vastaus Reijo Miettisen artikkeliin Miten kokemuksesta voi oppia (Aikuiskasvatus 2/98)