Identification and estimation of thresholds in the fixed effects ordered logit model

This paper proposes a new estimator for the fixed effects ordered logit model. In contrast to existing methods, the new procedure allows estimating the thresholds. The empirical relevance and simplicity of implementation is illustrated in an application on the effect of unemployment on life satisfaction.

A Bayesian approach to estimating the regression coefficients of a multinomial logit model

A Bayesian approach to estimation of the regression coefficients of a multinominal logit model with ordinal scale response categories is presented. A Monte Carlo method is used to construct the posterior distribution of the link function. The link function is treated as an arbitrary scalar function. Then the Gauss-Markov theorem is used to determine a function of the link which produces a random vector of coefficients. The posterior distribution of the random vector of coefficients is used to estimate the regression coefficients. The method described is referred to as a Bayesian generalized least square (BGLS) analysis. Two cases involving multinominal logit models are described. Case I involves a cumulative logit model and Case II involves a proportional-odds model. All inferences about the coefficients for both cases are described in terms of the posterior distribution of the regression coefficients. The results from the BGLS method are compared to maximum likelihood estimates of the regression coefficients. The BGLS method avoids the nonlinear problems encountered when estimating the regression coefficients of a generalized linear model. The method is not complex or computationally intensive. The BGLS method offers several advantages over Bayesian approaches. ^

El pensamiento binario y sus salidas : hibridez, pluricultura, paridad y mestizaje

Tal como lo han analizado autores contemporáneos como E. Grüner, E. Lander y A. Mbembe, la forma que adopta el pensamiento occidental es binaria, es decir que se encuentra constituida por dos categorías exclusivas y excluyentes, por pares antagónicos, por polos opuestos. Binaria asimismo es la construcción de las identidades en Occidente, sean éstas identidades de género, de clase, étnicas o políticas. En el presente trabajo nos concentraremos en las teorizaciones de algunos autores del pensamiento poscolonial que, al cruzar las dimensiones ontológica, epistemológica y política de las cosmovisiones y de las identidades, aportaron elementos para la deconstrucción de este binarismo. H. Bhabha, R. Segato, R. Paiva y G. Anzaldúa delinearon, a nuestro entender, posibles salidas a esta cosmovisión identitaria, muy especialmente a través de sus conceptos clave de 'hibridez', pluricultura', 'paridad' y 'mestizaje'.

Un sistema binario de constructos semánticos

Partiendo de los estudios de la interfaz semántico-sintáctica de Ken Hale y Jay Keyser (1993, 1998) y Jaume Mateu i Fontanals (2000, 2002), asumimos que la estructura argumental determinante de la organización de la sintaxis oracional tiene su origen en constructos semánticos sintácticamente estructurados. Estos constructos definen relaciones configuracionales entre predicados primitivos y argumentos. Existe, por lo tanto, una relación de transparencia entre la semántica y la sintaxis, la cual permite definir el significado oracional en función tanto del contenido conceptual-intencional, opaco para la sintaxis, como del constructo semántico, transparente para la sintaxis. A diferencia de otras propuestas, que postulan un máximo de cuatro constructos semánticos básicos, como es el caso de Hale y Keyser, o de tres constructos semánticos básicos, como es el caso de Mateu i Fontanals, proponemos que la Gramática Universal define un máximo de sólo dos constructos semánticos básicos, uno espacial y uno causativo, los cuales, por recursividad, darían origen a todas las configuraciones sintácticas de cualquier lengua natural. En un sistema lingüístico como el de la Morfología Distribuida, los constructos semánticos así definidos formarían parte de una lista "A" presintáctica, conformada por morfemas abstractos, vg. sin matriz fonológica asociada, los cuales codifican tanto rasgos intencionales-funcionales de índole procedimental, vg. instrucciones sobre la asignación de referencia, como raíces semántico-conceptuales de índole nominal, vg. entidades conceptuales genéricas. Estos constructos, seleccionables por el sistema computacional, definen esqueletos configuracionales básicos que organizan el ensamble de los morfemas abstractos pertinentes a cada derivación. Este modelo, por lo tanto, define la conformación composicional de los apareamientos entre significado y forma, a partir de procesos computacionales previos a la inserción de las piezas de vocabulario. Ofrecemos evidencia morfosintáctica que probaría la pertinencia y la productividad de un sistema binario de constructos semánticos

Un sistema binario de constructos semánticos

Partiendo de los estudios de la interfaz semántico-sintáctica de Ken Hale y Jay Keyser (1993, 1998) y Jaume Mateu i Fontanals (2000, 2002), asumimos que la estructura argumental determinante de la organización de la sintaxis oracional tiene su origen en constructos semánticos sintácticamente estructurados. Estos constructos definen relaciones configuracionales entre predicados primitivos y argumentos. Existe, por lo tanto, una relación de transparencia entre la semántica y la sintaxis, la cual permite definir el significado oracional en función tanto del contenido conceptual-intencional, opaco para la sintaxis, como del constructo semántico, transparente para la sintaxis. A diferencia de otras propuestas, que postulan un máximo de cuatro constructos semánticos básicos, como es el caso de Hale y Keyser, o de tres constructos semánticos básicos, como es el caso de Mateu i Fontanals, proponemos que la Gramática Universal define un máximo de sólo dos constructos semánticos básicos, uno espacial y uno causativo, los cuales, por recursividad, darían origen a todas las configuraciones sintácticas de cualquier lengua natural. En un sistema lingüístico como el de la Morfología Distribuida, los constructos semánticos así definidos formarían parte de una lista "A" presintáctica, conformada por morfemas abstractos, vg. sin matriz fonológica asociada, los cuales codifican tanto rasgos intencionales-funcionales de índole procedimental, vg. instrucciones sobre la asignación de referencia, como raíces semántico-conceptuales de índole nominal, vg. entidades conceptuales genéricas. Estos constructos, seleccionables por el sistema computacional, definen esqueletos configuracionales básicos que organizan el ensamble de los morfemas abstractos pertinentes a cada derivación. Este modelo, por lo tanto, define la conformación composicional de los apareamientos entre significado y forma, a partir de procesos computacionales previos a la inserción de las piezas de vocabulario. Ofrecemos evidencia morfosintáctica que probaría la pertinencia y la productividad de un sistema binario de constructos semánticos

Un sistema binario de constructos semánticos

Partiendo de los estudios de la interfaz semántico-sintáctica de Ken Hale y Jay Keyser (1993, 1998) y Jaume Mateu i Fontanals (2000, 2002), asumimos que la estructura argumental determinante de la organización de la sintaxis oracional tiene su origen en constructos semánticos sintácticamente estructurados. Estos constructos definen relaciones configuracionales entre predicados primitivos y argumentos. Existe, por lo tanto, una relación de transparencia entre la semántica y la sintaxis, la cual permite definir el significado oracional en función tanto del contenido conceptual-intencional, opaco para la sintaxis, como del constructo semántico, transparente para la sintaxis. A diferencia de otras propuestas, que postulan un máximo de cuatro constructos semánticos básicos, como es el caso de Hale y Keyser, o de tres constructos semánticos básicos, como es el caso de Mateu i Fontanals, proponemos que la Gramática Universal define un máximo de sólo dos constructos semánticos básicos, uno espacial y uno causativo, los cuales, por recursividad, darían origen a todas las configuraciones sintácticas de cualquier lengua natural. En un sistema lingüístico como el de la Morfología Distribuida, los constructos semánticos así definidos formarían parte de una lista "A" presintáctica, conformada por morfemas abstractos, vg. sin matriz fonológica asociada, los cuales codifican tanto rasgos intencionales-funcionales de índole procedimental, vg. instrucciones sobre la asignación de referencia, como raíces semántico-conceptuales de índole nominal, vg. entidades conceptuales genéricas. Estos constructos, seleccionables por el sistema computacional, definen esqueletos configuracionales básicos que organizan el ensamble de los morfemas abstractos pertinentes a cada derivación. Este modelo, por lo tanto, define la conformación composicional de los apareamientos entre significado y forma, a partir de procesos computacionales previos a la inserción de las piezas de vocabulario. Ofrecemos evidencia morfosintáctica que probaría la pertinencia y la productividad de un sistema binario de constructos semánticos

Sviluppo di un simulatore di determinazione d’assetto per un CubeSat operante nel sistema binario Didymos

Questa tesi riguarda l'implementazione e la verifica di alcuni algoritmi di determinazione d'assetto, con l'obiettivo di verificarne le prestazioni e valutarne la possibilità di utilizzo sul ADS del satellite DustCube, operante nel sistema binario Didymos. I filtri si basano sulla combinazione delle misure di diversi sensori, tra i quali star tracker, sensori di Sole, camera a infrarossi e giroscopio. I sensori in questione sono stati modellizzati all'interno di un simulatore implementato in MATLAB/Simulink. L'approccio utilizzato per la determinazione dell'assetto è quelllo di impiegare due differenti filtri: il primo per la calibrazione del giroscopio, il secondo che utilizza i parametri di calibrazione calcolati dal primo per correggere la velocità angolare misurata da giroscopio e determinare l'assetto con un maggiore accuratezza. Le prestazioni dei vari filtri sono state caratterizzate attraverso un'analisi statistica: le simulazioni Monte Carlo. I risultati, nei limiti delle ipotesi fatte, hanno confermato la validità dell'approccio. Per la determinazione effettiva delle prestazioni di questo sistema sull'ADS del DustCube si rimanda ad uno studio di maggior dettaglio.

A mixed logit model for predicting exit choice during building evacuations.

Knowledge on human behaviour in emergency is crucial to increase the safety of buildings and transportation systems. Decision making during evacuations implies different choices, of which one of the most important concerns the escape route. The choice of a route may involve local decisions between alternative exits from an enclosed environment. This work investigates the influence of environmental (presence of smoke, emergency lighting and distance of exit) and social factors (interaction with evacuees close to the exits and with those near the decision-maker) on local exit choice. This goal is pursued using an online stated preference survey carried out making use of non-immersive virtual reality. A sample of 1,503 participants is obtained and a Mixed Logit Model is calibrated using these data. The model shows that presence of smoke, emergency lighting, distance of exit, number of evacuees near the exits and the decision-maker, and flow of evacuees through the exits significantly affect local exit choice. Moreover, the model points out that decision making is affected by a high degree of behavioural uncertainty. Our findings support the improvement of evacuation models and the accuracy of their results, which can assist in designing and managing building and transportation systems. The main contribution of this work is to enrich the understanding of how local exit choices are made and how behavioural uncertainty affects these choices.

Taller 9: Modelos Logit y Probit Econometría 06216

Taller 9: Modelos Logit y Probit Econometría 06216. Elaborado por el profesor Julio César Alonso Cifuentes de la Facultad de Ciencias Administrativas y Económicas – Universidad Icesi. Contiene preguntas fórmulas y respuestas.

Prediction of highway truck conveyance configuration under over-limit prohibition and conveyance equilibrium

Aiming at the shortage of prevailing prediction methods about highway truck conveyance configuration in over-limit freight research that transferring the goods attributed to over-limit portion to another fully loaded truck of the same configuration and developing the truck traffic volume synchronously, a new way to get accumulated probability function of truck power tonnage in basal year by highway truck classified by wheel and axle type load mass spectrum investigation was presented. Logit models were used to forecast overall highway freight diversion and single cargo tonnage diversion when the weight rules and strict of enforcement intensity of overload were changed in scheme year. Assumption that the probability distribution of single truck loadage should be consistent with the probability distribution of single goods freighted, the model describes the truck conveyance configuration in the future under strict over-limit prohibition. The model was used and tested in Highway Over-limit Research Project in Anhui by World Bank.

An analysis of the determinants of job satisfaction when individuals' baseline satisfaction levels may differ.

A growing literature seeks to explain differences in individuals' self-reported satisfaction with their jobs. The evidence so far has mainly been based on cross-sectional data and when panel data have been used, individual unobserved heterogeneity has been modelled as an ordered probit model with random effects. This article makes use of longitudinal data for Denmark, taken from the waves 1995-1999 of the European Community Household Panel, and estimates fixed effects ordered logit models using the estimation methods proposed by Ferrer-i-Carbonel and Frijters (2004) and Das and van Soest (1999). For comparison and testing purposes a random effects ordered probit is also estimated. Estimations are carried out separately on the samples of men and women for individuals' overall satisfaction with the jobs they hold. We find that using the fixed effects approach (that clearly rejects the random effects specification), considerably reduces the number of key explanatory variables. The impact of central economic factors is the same as in previous studies, though. Moreover, the determinants of job satisfaction differ considerably between the genders, in particular once individual fixed effects are allowed for.

Micro-family-owned business : transitory survival mechanism or long term wealth creator?

Principal Topic: Entrepreneurship is key to employment, innovation and growth (Acs & Mueller, 2008), and as such, has been the subject of tremendous research in both the economic and management literatures since Solow (1957), Schumpeter (1934, 1943), and Penrose (1959). The presence of entrepreneurs in the economy is a key factor in the success or failure of countries to grow (Audretsch and Thurik, 2001; Dejardin, 2001). Further studies focus on the conditions of existence of entrepreneurship, influential factors invoked are historical, cultural, social, institutional, or purely economic (North, 1997; Thurik 1996 & 1999). Of particular interest, beyond the reasons behind the existence of entrepreneurship, are entrepreneurial survival and good ''performance'' factors. Using cross-country firm data analysis, La Porta & Schleifer (2008) confirm that informal micro-businesses provide on average half of all economic activity in developing countries. They find that these are utterly unproductive compared to formal firms, and conclude that the informal sector serves as a social security net ''keep[ing] millions of people alive, but disappearing over time'' (abstract). Robison (1986), Hill (1996, 1997) posit that the Indonesian government under Suharto always pointed to the lack of indigenous entrepreneurship , thereby motivating the nationalisation of all industries. Furthermore, the same literature also points to the fact that small businesses were mostly left out of development programmes because they were supposed less productive and having less productivity potential than larger ones. Vial (2008) challenges this view and shows that small firms represent about 70% of firms, 12% of total output, but contribute to 25% of total factor productivity growth on average over the period 1975-94 in the industrial sector (Table 10, p.316). ---------- Methodology/Key Propositions: A review of the empirical literature points at several under-researched questions. Firstly, we assess whether there is, evidence of small family-business entrepreneurship in Indonesia. Secondly, we examine and present the characteristics of these enterprises, along with the size of the sector, and its dynamics. Thirdly, we study whether these enterprises underperform compared to the larger scale industrial sector, as it is suggested in the literature. We reconsider performance measurements for micro-family owned businesses. We suggest that, beside productivity measures, performance could be appraised by both the survival probability of the firm, and by the amount of household assets formation. We compare micro-family-owned and larger industrial firms' survival probabilities after the 1997 crisis, their capital productivity, then compare household assets of families involved in business with those who do not. Finally, we examine human and social capital as moderators of enterprises' performance. In particular, we assess whether a higher level of education and community participation have an effect on the likelihood of running a family business, and whether it has an impact on households' assets level. We use the IFLS database compiled and published by RAND Corporation. The data is a rich community, households, and individuals panel dataset in four waves: 1993, 1997, 2000, 2007. We now focus on the waves 1997 and 2000 in order to investigate entrepreneurship behaviours in turbulent times, i.e. the 1997 Asian crisis. We use aggregate individual data, and focus on households data in order to study micro-family-owned businesses. IFLS data covers roughly 7,600 households in 1997 and over 10,000 households in 2000, with about 95% of 1997 households re-interviewed in 2000. Households were interviewed in 13 of the 27 provinces as defined before 2001. Those 13 provinces were targeted because accounting for 83% of the population. A full description of the data is provided in Frankenberg and Thomas (2000), and Strauss et alii (2004). We deflate all monetary values in Rupiah with the World Development Indicators Consumer Price Index base 100 in 2000. ---------- Results and Implications: We find that in Indonesia, entrepreneurship is widespread and two thirds of households hold one or several family businesses. In rural areas, in 2000, 75% of households run one or several businesses. The proportion of households holding both a farm and a non farm business is higher in rural areas, underlining the reliance of rural households on self-employment, especially after the crisis. Those businesses come in various sizes from very small to larger ones. The median business production value represents less than the annual national minimum wage. Figures show that at least 75% of farm businesses produce less than the annual minimum wage, with non farm businesses being more numerous to produce the minimum wage. However, this is only one part of the story, as production is not the only ''output'' or effect of the business. We show that the survival rate of those businesses ranks between 70 and 82% after the 1997 crisis, which contrasts with the 67% survival rate for the formal industrial sector (Ter Wengel & Rodriguez, 2006). Micro Family Owned Businesses might be relatively small in terms of production, they also provide stability in times of crisis. For those businesses that provide business assets figures, we show that capital productivity is fairly high, with rates that are ten times higher for non farm businesses. Results show that households running a business have larger family assets, and households are better off in urban areas. We run a panel logit model in order to test the effect of human and social capital on the existence of businesses among households. We find that non farm businesses are more likely to appear in households with higher human and social capital situated in urban areas. Farm businesses are more likely to appear in lower human capital and rural contexts, while still being supported by community participation. The estimation of our panel data model confirm that households are more likely to have higher family assets if situated in urban area, the higher the education level, the larger the assets, and running a business increase the likelihood of having larger assets. This is especially true for non farm businesses that have a clearly larger and more significant effect on assets than farm businesses. Finally, social capital in the form of community participation also has a positive effect on assets. Those results confirm the existence of a strong entrepreneurship culture among Indonesian households. Investigating survival rates also shows that those businesses are quite stable, even in the face of a violent crisis such as the 1997 one, and as a result, can provide a safety net. Finally, considering household assets - the returns of business to the household, rather than profit or productivity - the returns of business to itself, shows that households running a business are better off. While we demonstrate that uman and social capital are key to business existence, survival and performance, those results open avenues for further research regarding the factors that could hamper growth of those businesses in terms of output and employment.

Discrete choice modelling of combined mode and departure time

Typical daily decision-making process of individuals regarding use of transport system involves mainly three types of decisions: mode choice, departure time choice and route choice. This paper focuses on the mode and departure time choice processes and studies different model specifications for a combined mode and departure time choice model. The paper compares different sets of explanatory variables as well as different model structures to capture the correlation among alternatives and taste variations among the commuters. The main hypothesis tested in this paper is that departure time alternatives are also correlated by the amount of delay. Correlation among different alternatives is confirmed by analyzing different nesting structures as well as error component formulations. Random coefficient logit models confirm the presence of the random taste heterogeneity across commuters. Mixed nested logit models are estimated to jointly account for the random taste heterogeneity and the correlation among different alternatives. Results indicate that accounting for the random taste heterogeneity as well as inter-alternative correlation improves the model performance.

Statistical and Econometric Methods for Transportation Data Analysis, 2nd edition

Now in its second edition, this book describes tools that are commonly used in transportation data analysis. The first part of the text provides statistical fundamentals while the second part presents continuous dependent variable models. With a focus on count and discrete dependent variable models, the third part features new chapters on mixed logit models, logistic regression, and ordered probability models. The last section provides additional coverage of Bayesian statistical modeling, including Bayesian inference and Markov chain Monte Carlo methods. Data sets are available online to use with the modeling techniques discussed.

Predicting single-vehicle fatal crashes for two-lane rural highways in Southeastern United States

The rural two-lane highway in the southeastern United States is frequently associated with a disproportionate number of serious and fatal crashes and as such remains a focus of considerable safety research. The Georgia Department of Transportation spearheaded a regional fatal crash analysis to identify various safety performances of two-lane rural highways and to offer guidance for identifying suitable countermeasures with which to mitigate fatal crashes. The fatal crash data used in this study were compiled from Alabama, Georgia, Mississippi, and South Carolina. The database, developed for an earlier study, included 557 randomly selected fatal crashes from 1997 or 1998 or both (this varied by state). Each participating state identified the candidate crashes and performed physical or video site visits to construct crash databases with enhance site-specific information. Motivated by the hypothesis that single- and multiple-vehicle crashes arise from fundamentally different circumstances, the research team applied binary logit models to predict the probability that a fatal crash is a single-vehicle run-off-road fatal crash given roadway design characteristics, roadside environment features, and traffic conditions proximal to the crash site. A wide variety of factors appears to influence or be associated with single-vehicle fatal crashes. In a model transferability assessment, the authors determined that lane width, horizontal curvature, and ambient lighting are the only three significant variables that are consistent for single-vehicle run-off-road crashes for all study locations.