953 resultados para Nonparametric regression techniques


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This paper uses an infinite hidden Markov model (IIHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.

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This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainty can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very exible and can be easily adapted to analyze any of the di¤erent priors that have been proposed in the Bayesian instrumental variables literature. We show how to calculate the probability of any relevant restriction (e.g. the posterior probability that over-identifying restrictions hold) and discuss diagnostic checking using the posterior distribution of discrepancy vectors. We illustrate our methods in a returns-to-schooling application.

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The regional economic impact of biofuel production depends upon a number of interrelated factors: the specific biofuels feedstock and production technology employed; the sector’s embeddedness to the rest of the economy, through its demand for local resources; the extent to which new activity is created. These issues can be analysed using multisectoral economic models. Some studies have used (fixed price) Input-Output (IO) and Social Accounting Matrix (SAM) modelling frameworks, whilst a nascent Computable General Equilibrium (CGE) literature has also begun to examine the regional (and national) impact of biofuel development. This paper reviews, compares and evaluates these approaches for modelling the regional economic impacts of biofuels.

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The regional economic impact of biofuel production depends upon a number of interrelated factors: the specific biofuels feedstock and production technology employed; the sector’s embeddedness to the rest of the economy, through its demand for local resources; the extent to which new activity is created. These issues can be analysed using multisectoral economic models. Some studies have used (fixed price) Input-Output (IO) and Social Accounting Matrix (SAM) modelling frameworks, whilst a nascent Computable General Equilibrium (CGE) literature has also begun to examine the regional (and national) impact of biofuel development. This paper reviews, compares and evaluates these approaches for modelling the regional economic impacts of biofuels.

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A 28-month-old boy was referred for acute onset of abnormal head movements. History revealed an insidious progressive regression in behaviour and communication over several months. Head and shoulder 'spasms' with alteration of consciousness and on one occasion ictal laughter were seen. The electroencephalograph (EEG) showed repeated bursts of brief generalized polyspikes and spike-wave during the 'spasms', followed by flattening, a special pattern which never recurred after treatment. Review of family videos showed a single 'minor' identical seizure 6 months previously. Magnetic resonance imaging was normal. Clonazepam brought immediate cessation of seizures, normalization of the EEG and a parallel spectacular improvement in communication, mood and language. Follow-up over the next 10 months showed a new regression unaccompained by recognized seizures, although numerous seizures were discovered during the videotaped neuropsychological examination, when stereotyped subtle brief paroxysmal changes in posture and behaviour could be studied in slow motion and compared with the 'prototypical' initial ones. The EEG showed predominant rare left-sided fronto-temporal discharges. Clonazepam was changed to carbamazepin with marked improvement in behaviour, language and cognition which has been sustained up to the last control at 51 months. Videotaped home observations allowed the documentation of striking qualitative and quantitative variations in social interaction and play of autistic type in relation to the epileptic activity. We conclude that this child has a special characteristic epileptic syndrome with subtle motor and vegetative symptomatology associated with an insidious catastrophic 'autistic-like' regression which could be overlooked. The methods used to document such fluctuating epileptic behavioural manifestations are discussed.

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This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.

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This paper proposes a novel way of testing exogeneity of an explanatory variable without any parametric assumptions in the presence of a "conditional" instrumental variable. A testable implication is derived that if an explanatory variable is endogenous, the conditional distribution of the outcome given the endogenous variable is not independent of its instrumental variable(s). The test rejects the null hypothesis with probability one if the explanatory variable is endogenous and it detects alternatives converging to the null at a rate n..1=2:We propose a consistent nonparametric bootstrap test to implement this testable implication. We show that the proposed bootstrap test can be asymptotically justi.ed in the sense that it produces asymptotically correct size under the null of exogeneity, and it has unit power asymptotically. Our nonparametric test can be applied to the cases in which the outcome is generated by an additively non-separable structural relation or in which the outcome is discrete, which has not been studied in the literature.

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Lean meat percentage (LMP) is an important carcass quality parameter. The aim of this work is to obtain a calibration equation for the Computed Tomography (CT) scans with the Partial Least Square Regression (PLS) technique in order to predict the LMP of the carcass and the different cuts and to study and compare two different methodologies of the selection of the variables (Variable Importance for Projection — VIP- and Stepwise) to be included in the prediction equation. The error of prediction with cross-validation (RMSEPCV) of the LMP obtained with PLS and selection based on VIP value was 0.82% and for stepwise selection it was 0.83%. The prediction of the LMP scanning only the ham had a RMSEPCV of 0.97% and if the ham and the loin were scanned the RMSEPCV was 0.90%. Results indicate that for CT data both VIP and stepwise selection are good methods. Moreover the scanning of only the ham allowed us to obtain a good prediction of the LMP of the whole carcass.

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The association of Lutz/Kato-Katz and Lutz/Bermann-Moraes (adapted techniques was used to improve better results that ranged from 0.4 to 11 times in the search of eggs of Ascaris lumbricoides, Schistosoma mansoni, Trichiuris trichiura, Taenia sp. and larvae of Strongyloides stercoralis.

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Plant cell and tissue culture in a simple fashion refers to techniques which utilize either single plant cells, groups of unorganized cells (callus) or organized tissues or organs put in culture, under controlled sterile conditions.

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Reconstructive surgery takes an important place in breast cancer treatment. Immediate breast reconstruction is performed during the same operation as mastectomy. It is contraindicated following radiotherapy. Reconstruction performed after mastectomy is called differed breast reconstruction. It is completed 6 months after chemotherapy and 1 year after radiotherapy. Prosthetic breast reconstruction is indicated when tissues are of good qualities and breast are small. Autologous reconstruction is performed in case of radiotherapy or large breast. After breast reconstruction, imperfections can be corrected with autologous fat injection.

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When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.

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The purpose of the study was to determine reference percentiles for the urinary (U) oxalate (Ox) and urate (Ura) to creatinine (Cr) concentration ratios in the second morning urine of healthy infants, children, and adolescents. The urinary oxalate and urate to creatinine ratios were determined in the spontaneously voided second morning urine sample. To test reproducibility, two urine samples were analyzed on 2 consecutive weeks in 63% of the subjects. Three hundred eighty-four healthy children (181 girls, 203 boys), aged 1 month to 17 years, from nurseries, kindergartens, and schools of Lausanne, Switzerland, were studied. The 5th and 95th percentiles were determined from the total number of urine samples (627) after confirmation that there was no order effect between repeated measurements and there were no significant sex differences. A nonlinear regression analysis in terms of age was used to smooth the calculated percentiles. In this manner, curves were obtained from which the reference values can be read at any given age. The 95th percentiles decreased with age: for UOx/Cr from 0.175 mg/mg (0.22 mol/mol) at 1 to 6 months to 0.048 mg/mg (0.06 mol/mol) from 7 years and beyond; and UUra/Cr from 2.378 mg/mg (1.6 mol/mol) at 1 to 6 months to 0.594 mg/mg (0.4 mol/mol) in adolescence. We provide 5th and 95th percentile curves for the UOx/Cr and UUra/Cr ratios determined from the second morning urine samples in a large cohort of healthy infants, children, and adolescents. Values were determined by standard analytical chemical techniques and were analyzed by powerful statistical methods. The calculated 95th percentile for the UOx/Cr values fell rather rapidly and reached normal adult values by the age of 7 years, whereas for UUra/Cr, the 95th percentile decreased slowly and stabilized in adolescence.

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1. Species distribution modelling is used increasingly in both applied and theoretical research to predict how species are distributed and to understand attributes of species' environmental requirements. In species distribution modelling, various statistical methods are used that combine species occurrence data with environmental spatial data layers to predict the suitability of any site for that species. While the number of data sharing initiatives involving species' occurrences in the scientific community has increased dramatically over the past few years, various data quality and methodological concerns related to using these data for species distribution modelling have not been addressed adequately. 2. We evaluated how uncertainty in georeferences and associated locational error in occurrences influence species distribution modelling using two treatments: (1) a control treatment where models were calibrated with original, accurate data and (2) an error treatment where data were first degraded spatially to simulate locational error. To incorporate error into the coordinates, we moved each coordinate with a random number drawn from the normal distribution with a mean of zero and a standard deviation of 5 km. We evaluated the influence of error on the performance of 10 commonly used distributional modelling techniques applied to 40 species in four distinct geographical regions. 3. Locational error in occurrences reduced model performance in three of these regions; relatively accurate predictions of species distributions were possible for most species, even with degraded occurrences. Two species distribution modelling techniques, boosted regression trees and maximum entropy, were the best performing models in the face of locational errors. The results obtained with boosted regression trees were only slightly degraded by errors in location, and the results obtained with the maximum entropy approach were not affected by such errors. 4. Synthesis and applications. To use the vast array of occurrence data that exists currently for research and management relating to the geographical ranges of species, modellers need to know the influence of locational error on model quality and whether some modelling techniques are particularly robust to error. We show that certain modelling techniques are particularly robust to a moderate level of locational error and that useful predictions of species distributions can be made even when occurrence data include some error.