993 resultados para Structural estimation
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International audience
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We estimate a dynamic model of mortgage default for a cohort of Colombian debtors between 1997 and 2004. We use the estimated model to study the effects on default of a class of policies that affected the evolution of mortgage balances in Colombia during the 1990's. We propose a framework for estimating dynamic behavioral models accounting for the presence of unobserved state variables that are correlated across individuals and across time periods. We extend the standard literature on the structural estimation of dynamic models by incorporating an unobserved common correlated shock that affects all individuals' static payoffs and the dynamic continuation payoffs associated with different decisions. Given a standard parametric specification the dynamic problem, we show that the aggregate shocks are identified from the variation in the observed aggregate behavior. The shocks and their transition are separately identified, provided there is enough cross-sectionavl ariation of the observeds tates.
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The aim of this study was to use DSC and X-ray diffraction measurements to determine the pore size and pore wall thickness of highly ordered SBA-15 materials. The DSC curves showed two endothermic events during the heating cycle. These events were due to the presence of water inside and outside of mesopores. The results of pore radius, wall thickness and pore volume measurements were in good agreement with the results obtained by nitrogen adsorption measurement, XRD and transmission electron microscopy.
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While estimates of models with spatial interaction are very sensitive to the choice of spatial weights, considerable uncertainty surrounds de nition of spatial weights in most studies with cross-section dependence. We show that, in the spatial error model the spatial weights matrix is only partially identi ed, and is fully identifi ed under the structural constraint of symmetry. For the spatial error model, we propose a new methodology for estimation of spatial weights under the assumption of symmetric spatial weights, with extensions to other important spatial models. The methodology is applied to regional housing markets in the UK, providing an estimated spatial weights matrix that generates several new hypotheses about the economic and socio-cultural drivers of spatial di¤usion in housing demand.
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Interaction effects are usually modeled by means of moderated regression analysis. Structural equation models with non-linear constraints make it possible to estimate interaction effects while correcting formeasurement error. From the various specifications, Jöreskog and Yang's(1996, 1998), likely the most parsimonious, has been chosen and further simplified. Up to now, only direct effects have been specified, thus wasting much of the capability of the structural equation approach. This paper presents and discusses an extension of Jöreskog and Yang's specification that can handle direct, indirect and interaction effects simultaneously. The model is illustrated by a study of the effects of an interactive style of use of budgets on both company innovation and performance
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A quantitative analysis is made on the correlation ship of thermodynamic property, i.e., standard enthalpy of formation (ΔH fº) with Kier's molecular connectivity index(¹Xv),vander waal's volume (Vw) electrotopological state index (E) and refractotopological state index (R) in gaseous state of alkanes. The regression analysis reveals a significant linear correlation of standard enthalpy of formation (ΔH fº) with ¹Xv, Vw, E and R. The equations obtained by regression analysis may be used to estimate standard enthalpy of formation (ΔH fº) of alkanes in gaseous state.
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Interaction effects are usually modeled by means of moderated regression analysis. Structural equation models with non-linear constraints make it possible to estimate interaction effects while correcting for measurement error. From the various specifications, Jöreskog and Yang's (1996, 1998), likely the most parsimonious, has been chosen and further simplified. Up to now, only direct effects have been specified, thus wasting much of the capability of the structural equation approach. This paper presents and discusses an extension of Jöreskog and Yang's specification that can handle direct, indirect and interaction effects simultaneously. The model is illustrated by a study of the effects of an interactive style of use of budgets on both company innovation and performance
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Resumen tomado de la publicaci??n. Resumen tambi??n en ingl??s
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Includes bibliography
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Includes bibliography
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Whole brain resting state connectivity is a promising biomarker that might help to obtain an early diagnosis in many neurological diseases, such as dementia. Inferring resting-state connectivity is often based on correlations, which are sensitive to indirect connections, leading to an inaccurate representation of the real backbone of the network. The precision matrix is a better representation for whole brain connectivity, as it considers only direct connections. The network structure can be estimated using the graphical lasso (GL), which achieves sparsity through l1-regularization on the precision matrix. In this paper, we propose a structural connectivity adaptive version of the GL, where weaker anatomical connections are represented as stronger penalties on the corre- sponding functional connections. We applied beamformer source reconstruction to the resting state MEG record- ings of 81 subjects, where 29 were healthy controls, 22 were single-domain amnestic Mild Cognitive Impaired (MCI), and 30 were multiple-domain amnestic MCI. An atlas-based anatomical parcellation of 66 regions was ob- tained for each subject, and time series were assigned to each of the regions. The fiber densities between the re- gions, obtained with deterministic tractography from diffusion-weighted MRI, were used to define the anatomical connectivity. Precision matrices were obtained with the region specific time series in five different frequency bands. We compared our method with the traditional GL and a functional adaptive version of the GL, in terms of log-likelihood and classification accuracies between the three groups. We conclude that introduc- ing an anatomical prior improves the expressivity of the model and, in most cases, leads to a better classification between groups.
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Peer reviewed