904 resultados para Statistic nonparametric
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ABSTRACT Mugil liza Valenciennes, 1836 is an economically important food fish and has been recommended for aquaculture in South America. A total of 278 fishes were collected in the spring and summer of 2009 and 2010. These fish were sorted into sample groups according to their size class. We used Bayesian statistics and 95% credible intervals for each parameter tested were calculated. Fish studied harbored a total of 15 different species of parasites. Diversity of parasite species found on Mugil liza was greatest at the S.R.C. collection site, but evidenced a lower species richness than at A.R. site. The 1st size fishes of both sites evidenced greater parasite diversity than either 2nd or 3rd size fish. Differences observed could be explained by the different use of habitat types at the two sites or differential susceptibility to infection by parasites. The dominance of D. fastigatainfluenced observed results of lower community diversity indexes. New works elucidating different parasite life cycles within juvenile and adults ofM. liza in Argentina, promise to be important for determining the risk of the parasitism by zoonotic metacercariae A. (P.) longa and use of this fish as food and an economic resource, and the possible use of mullet parasites in other promising fields as indicators of biodiversity, and/ or water contamination.
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Markowitz portfolio theory (1952) has induced research into the efficiency of portfolio management. This paper studies existing nonparametric efficiency measurement approaches for single period portfolio selection from a theoretical perspective and generalises currently used efficiency measures into the full mean-variance space. Therefore, we introduce the efficiency improvement possibility function (a variation on the shortage function), study its axiomatic properties in the context of Markowitz efficient frontier, and establish a link to the indirect mean-variance utility function. This framework allows distinguishing between portfolio efficiency and allocative efficiency. Furthermore, it permits retrieving information about the revealed risk aversion of investors. The efficiency improvement possibility function thus provides a more general framework for gauging the efficiency of portfolio management using nonparametric frontier envelopment methods based on quadratic optimisation.
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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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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.
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We review recent likelihood-based approaches to modeling demand for medical care. A semi-nonparametric model along the lines of Cameron and Johansson's Poisson polynomial model, but using a negative binomial baseline model, is introduced. We apply these models, as well a semiparametric Poisson, hurdle semiparametric Poisson, and finite mixtures of negative binomial models to six measures of health care usage taken from the Medical Expenditure Panel survey. We conclude that most of the models lead to statistically similar results, both in terms of information criteria and conditional and unconditional prediction. This suggests that applied researchers may not need to be overly concerned with the choice of which of these models they use to analyze data on health care demand.
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The last 20 years have seen a significant evolution in the literature on horizontal inequity (HI) and have generated two major and "rival" methodological strands, namely, classical HI and reranking. We propose in this paper a class of ethically flexible tools that integrate these two strands. This is achieved using a measure of inequality that merges the well-known Gini coefficient and Atkinson indices, and that allows a decomposition of the total redistributive effect of taxes and transfers in a vertical equity effect and a loss of redistribution due to either classical HI or reranking. An inequality-change approach and a money-metric cost-of-inequality approach are developed. The latter approach makes aggregate classical HI decomposable across groups. As in recent work, equals are identified through a nonparametric estimation of the joint density of gross and net incomes. An illustration using Canadian data from 1981 to 1994 shows a substantial, and increasing, robust erosion of redistribution attributable both to classical HI and to reranking, but does not reveal which of reranking or classical HI is more important since this requires a judgement that is fundamentally normative in nature.
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BACKGROUND: Clinical scores may help physicians to better assess the individual risk/benefit of oral anticoagulant therapy. We aimed to externally validate and compare the prognostic performance of 7 clinical prediction scores for major bleeding events during oral anticoagulation therapy. METHODS: We followed 515 adult patients taking oral anticoagulants to measure the first major bleeding event over a 12-month follow-up period. The performance of each score to predict the risk of major bleeding and the physician's subjective assessment of bleeding risk were compared with the C statistic. RESULTS: The cumulative incidence of a first major bleeding event during follow-up was 6.8% (35/515). According to the 7 scoring systems, the proportions of major bleeding ranged from 3.0% to 5.7% for low-risk, 6.7% to 9.9% for intermediate-risk, and 7.4% to 15.4% for high-risk patients. The overall predictive accuracy of the scores was poor, with the C statistic ranging from 0.54 to 0.61 and not significantly different from each other (P=.84). Only the Anticoagulation and Risk Factors in Atrial Fibrillation score performed slightly better than would be expected by chance (C statistic, 0.61; 95% confidence interval, 0.52-0.70). The performance of the scores was not statistically better than physicians' subjective risk assessments (C statistic, 0.55; P=.94). CONCLUSION: The performance of 7 clinical scoring systems in predicting major bleeding events in patients receiving oral anticoagulation therapy was poor and not better than physicians' subjective assessments.
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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.
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Locating new wind farms is of crucial importance for energy policies of the next decade. To select the new location, an accurate picture of the wind fields is necessary. However, characterizing wind fields is a difficult task, since the phenomenon is highly nonlinear and related to complex topographical features. In this paper, we propose both a nonparametric model to estimate wind speed at different time instants and a procedure to discover underrepresented topographic conditions, where new measuring stations could be added. Compared to space filling techniques, this last approach privileges optimization of the output space, thus locating new potential measuring sites through the uncertainty of the model itself.
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This paper does two things. First, it presents alternative approaches to the standard methods of estimating productive efficiency using a production function. It favours a parametric approach (viz. the stochastic production frontier approach) over a nonparametric approach (e.g. data envelopment analysis); and, further, one that provides a statistical explanation of efficiency, as well as an estimate of its magnitude. Second, it illustrates the favoured approach (i.e. the ‘single stage procedure’) with estimates of two models of explained inefficiency, using data from the Thai manufacturing sector, after the crisis of 1997. Technical efficiency is modelled as being dependent on capital investment in three major areas (viz. land, machinery and office appliances) where land is intended to proxy the effects of unproductive, speculative capital investment; and both machinery and office appliances are intended to proxy the effects of productive, non-speculative capital investment. The estimates from these models cast new light on the five-year long, post-1997 crisis period in Thailand, suggesting a structural shift from relatively labour intensive to relatively capital intensive production in manufactures from 1998 to 2002.
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Spatio-temporal clusters in 1997?2003 fire sequences of Tuscany region (central Italy) have been identified and analysed by using the scan statistic, a method which was devised to evidence clusters in epidemiology. Results showed that the method is reliable to find clusters of events and to evaluate their significance via Monte Carlo replication. The evaluation of the presence of spatial and temporal patterns in fire occurrence and their significance could have a great impact in forthcoming studies on fire occurrences prediction.
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We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-roots processes against the alternative that allows a proportion of units to be generated by globally stationary ESTAR processes and a remaining non-zero proportion to be generated by unit root processes. The proposed test is simple to implement and accommodates cross sectional dependence. We show that the distribution of the test statistic is free of nuisance parameters as (N, T) −! 1. Monte Carlo simulation shows that our test holds correct size and under the hypothesis that data are generated by globally stationary ESTAR processes has a better power than the recent test proposed in Pesaran [2007]. Various applications are provided.
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This paper discusses how to identify individual-specific causal effects of an ordered discrete endogenous variable. The counterfactual heterogeneous causal information is recovered by identifying the partial differences of a structural relation. The proposed refutable nonparametric local restrictions exploit the fact that the pattern of endogeneity may vary across the level of the unobserved variable. The restrictions adopted in this paper impose a sense of order to an unordered binary endogeneous variable. This allows for a uni.ed structural approach to studying various treatment effects when self-selection on unobservables is present. The usefulness of the identi.cation results is illustrated using the data on the Vietnam-era veterans. The empirical findings reveal that when other observable characteristics are identical, military service had positive impacts for individuals with low (unobservable) earnings potential, while it had negative impacts for those with high earnings potential. This heterogeneity would not be detected by average effects which would underestimate the actual effects because different signs would be cancelled out. This partial identification result can be used to test homogeneity in response. When homogeneity is rejected, many parameters based on averages may deliver misleading information.
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Abstract Right hemispheric stroke aphasia (RHSA) rarely occurs in right- or left-handed patients with their language representation in right hemisphere (RH). For right-handers, the term crossed aphasia is used. Single cases, multiple cases reports, and reviews suggest more variable anatomo-clinical correlations. We included retrospectively from our stroke data bank 16 patients (right- and left-handed, and ambidextrous) with aphasia after a single first-ever ischemic RH stroke. A control group was composed of 25 successive patients with left hemispheric stroke and aphasia (LHSA). For each patient, we analyzed four modalities of language (spontaneous fluency, naming, repetition, and comprehension) and recorded eventual impairment: (1) on admission (hyperacute) and (2) between day 3 and 14 (acute). Lesion volume and location as measured on computed tomography (CT) and magnetic resonance imaging (MRI) were transformed into Talairach stereotaxic space. Nonparametric statistics were used to compare impaired/nonimpaired patients. Comprehension and repetition were less frequently impaired after RHSA (respectively, 56% and 50%) than after LHSA (respectively, 84% and 80%, P = 0.05 and 0.04) only at hyperacute phase. Among RHSA, fewer left-handers/ambidextrous than right-handers had comprehension disorders at second evaluation (P = 0.013). Mean infarct size was similar in RHSA and LHSA with less posterior RHSA lesions (caudal to the posterior commissure). Comprehension and repetition impairments were more often associated with anterior lesions in RHSA (Fisher's exact test, P < 0.05). Despite the small size of the cohort, our findings suggest increased atypical anatomo-functional correlations of RH language representation, particularly in non-right-handed patients. Rapport de synthèse : Des aphasies secondaires à un accident vasculaire ischémique cérébral (AVC) hémisphérique droit sont rarement rencontrées chez des patients droitiers ou gauchers avec une représentation du langage dans l'hémisphère droit. Chez les droitiers, on parle d'aphasie croisée. Plusieurs études sur le sujet ont suggéré des corrélations anatomocliniques plus variables. Dans notre étude, nous avons inclus rétrospectivement, à partir d'une base de données de patients avec un AVC, seize patients (droitiers, gauchers et ambidextres) souffrant d'une aphasie suite à un premier et unique AVC ischémique hémisphérique droit. Un groupe contrôle est composé de vingt-cinq patients successifs avec une aphasie suite à un AVC ischémique hémisphérique gauche. Pour chaque patient, nous avons analysé quatre modalités de langage, à savoir la fluence spontanée, la dénomination, la répétition et la compréhension et leur éventuelle atteinte à deux moments distincts : 1) à l'admission (phase hyperaiguë) et 2) entre le 3e et le 14e jour (phase aiguë). Le volume et la localisation de la lésion mesurés, soit sur un CT-scanner soit sur une imagerie par résonance magnétique cérébrale, ont été analysés à l'aide de l'échelle stéréotaxique de Talairach. Des statistiques non paramétriques ont été utilisées pour comparer les patients atteints et non atteints. . La compréhension et la répétition étaient moins souvent atteintes, seulement en phase hyperaiguë, après une aphasie suite à un AVC hémisphérique droit (resp. 56% et 50%) plutôt que gauche (resp. 84 % et 80%, p= 0.05 et 0.04). Parmi les aphasies suite à un AVC ischémique hémisphérique droit, moins de gauchers et d'ambidextres que de droitiers avaient des troubles de la compréhension lors de la seconde évaluation (p=0.013}. La .taille moyenne de la zone infarcie était semblable entre les aphasies droites et gauches, avec moins de lésions postérieures (caudale à la commissure postérieure) lors des aphasies droites. Les troubles de la répétition et de la compréhension étaient plus souvent associés à des lésions antérieures lors d'aphasie droite. (Fischer's exact test, p>0.05). Malgré la petite taille de notre cohorte de patients, ces résultats suggèrent une augmentation des corrélations anatomocliniques atypiques lors d'une représentation du langage dans l'hémisphère droit, surtout chez les patients non droitiers.
Resumo:
Consider a model with parameter phi, and an auxiliary model with parameter theta. Let phi be a randomly sampled from a given density over the known parameter space. Monte Carlo methods can be used to draw simulated data and compute the corresponding estimate of theta, say theta_tilde. A large set of tuples (phi, theta_tilde) can be generated in this manner. Nonparametric methods may be use to fit the function E(phi|theta_tilde=a), using these tuples. It is proposed to estimate phi using the fitted E(phi|theta_tilde=theta_hat), where theta_hat is the auxiliary estimate, using the real sample data. This is a consistent and asymptotically normally distributed estimator, under certain assumptions. Monte Carlo results for dynamic panel data and vector autoregressions show that this estimator can have very attractive small sample properties. Confidence intervals can be constructed using the quantiles of the phi for which theta_tilde is close to theta_hat. Such confidence intervals are found to have very accurate coverage.