932 resultados para Multilevel linear model
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This paper analyzes versions of the salvo model of missile combat where area fire is used by one or both sides in a battle. While these models share some properties with the area fire Lanchester model and the aimed fire salvo model, they also display some interesting differences, especially over the course of several salvos. Whereas the relative size of each force is important with aimed fire, with area fire it is the absolute size that matters. Similarly, while aimed fire exhibits square law behavior, area fire shows approximately linear behavior. When one side uses area and the other uses aimed fire, the model displays a mix of square and linear law behavior.
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This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.
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In a linear production model, we characterize the class of efficient and strategy-proof allocation functions, and the class of efficient and coalition strategy-proof allocation functions. In the former class, requiring equal treatment of equals allows us to identify a unique allocation function. This function is also the unique member of the latter class which satisfies uniform treatment of uniforms.
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In the literature on tests of normality, much concern has been expressed over the problems associated with residual-based procedures. Indeed, the specialized tables of critical points which are needed to perform the tests have been derived for the location-scale model; hence reliance on available significance points in the context of regression models may cause size distortions. We propose a general solution to the problem of controlling the size normality tests for the disturbances of standard linear regression, which is based on using the technique of Monte Carlo tests.
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In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.
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It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. One possible way out consists here in using a variant of the Anderson-Rubin (1949, Ann. Math. Stat.) procedure. The latter, however, allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, which in general does not allow for individual coefficients. This problem may in principle be overcome by using projection techniques [Dufour (1997, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. AR-types are emphasized because they are robust to both weak instruments and instrument exclusion. However, these techniques can be implemented only by using costly numerical techniques. In this paper, we provide a complete analytic solution to the problem of building projection-based confidence sets from Anderson-Rubin-type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are required for building the confidence intervals. We also study by simulation how “conservative” projection-based confidence sets are. Finally, we illustrate the methods proposed by applying them to three different examples: the relationship between trade and growth in a cross-section of countries, returns to education, and a study of production functions in the U.S. economy.
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Ce mémoire de maîtrise présente une nouvelle approche non supervisée pour détecter et segmenter les régions urbaines dans les images hyperspectrales. La méthode proposée n ́ecessite trois étapes. Tout d’abord, afin de réduire le coût calculatoire de notre algorithme, une image couleur du contenu spectral est estimée. A cette fin, une étape de réduction de dimensionalité non-linéaire, basée sur deux critères complémentaires mais contradictoires de bonne visualisation; à savoir la précision et le contraste, est réalisée pour l’affichage couleur de chaque image hyperspectrale. Ensuite, pour discriminer les régions urbaines des régions non urbaines, la seconde étape consiste à extraire quelques caractéristiques discriminantes (et complémentaires) sur cette image hyperspectrale couleur. A cette fin, nous avons extrait une série de paramètres discriminants pour décrire les caractéristiques d’une zone urbaine, principalement composée d’objets manufacturés de formes simples g ́eométriques et régulières. Nous avons utilisé des caractéristiques texturales basées sur les niveaux de gris, la magnitude du gradient ou des paramètres issus de la matrice de co-occurrence combinés avec des caractéristiques structurelles basées sur l’orientation locale du gradient de l’image et la détection locale de segments de droites. Afin de réduire encore la complexité de calcul de notre approche et éviter le problème de la ”malédiction de la dimensionnalité” quand on décide de regrouper des données de dimensions élevées, nous avons décidé de classifier individuellement, dans la dernière étape, chaque caractéristique texturale ou structurelle avec une simple procédure de K-moyennes et ensuite de combiner ces segmentations grossières, obtenues à faible coût, avec un modèle efficace de fusion de cartes de segmentations. Les expérimentations données dans ce rapport montrent que cette stratégie est efficace visuellement et se compare favorablement aux autres méthodes de détection et segmentation de zones urbaines à partir d’images hyperspectrales.
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L’objectif principal de ce mémoire est d’identifier les antécédents organisationnels de la supervision abusive. Alors, un modèle intégrant la culture organisationnelle a été élaboré. Les données primaires recueillies par l’Équipe de Recherche sur le Travail et la Santé Mentale (l’ERTSM) auprès de 2162 employés de 63 établissements au Québec de septembre 2009 à mai 2012 ont permis de tester nos hypothèses. Les analyses multiniveaux réalisées corroborent une relation significative entre la culture organisationnelle et la supervision abusive. Les résultats ont montré que la culture de performance est positivement reliée à la supervision abusive contrairement à la culture de relations sociales. Aussi, ces analyses révèlent que certains subordonnés seraient plus enclins à rapporter de la supervision abusive que d´autres. Enfin, d’autres caractéristiques organisationnelles comme la taille de l’établissement pourraient être associées à la supervision abusive.
Studies on Pseudoscalar Meson Bound States and Semileptonic Decays in a Relativistic Potential Model
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In this thesis quark-antiquark bound states are considered using a relativistic two-body equation for Dirac particles. The mass spectrum of mesons includes bound states involving two heavy quarks or one heavy and one light quark. In order to analyse these states within a unified formalism, it is desirable to have a two-fermion equation that limits to one body Dirac equation with a static interaction for the light quark when the other particle's mass tends to infinity. A suitable two-body equation has been developed by Mandelzweig and Wallace. This equation is solved in momentum space and is used to describe the complete spectrum of mesons. The potential used in this work contains a short range one-gluon exchange interaction and a long range linear confining and constant potential terms. This model is used to investigate the decay processes of heavy mesons. Semileptonic decays are more tractable since there is no final state interactions between the leptons and hadrons that would otherwise complicate the situation. Studies on B and D meson decays are helpful to understand the nonperturbative strong interactions of heavy mesons, which in turn is useful to extract the details of weak interaction process. Calculation of form factors of these semileptonic decays of pseudo scalar mesons are also presented.
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In this thesis the author has presented qualitative studies of certain Kdv equations with variable coefficients. The well-known KdV equation is a model for waves propagating on the surface of shallow water of constant depth. This model is considered as fitting into waves reaching the shore. Renewed attempts have led to the derivation of KdV type equations in which the coefficients are not constants. Johnson's equation is one such equation. The researcher has used this model to study the interaction of waves. It has been found that three-wave interaction is possible, there is transfer of energy between the waves and the energy is not conserved during interaction.
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Nature is full of phenomena which we call "chaotic", the weather being a prime example. What we mean by this is that we cannot predict it to any significant accuracy, either because the system is inherently complex, or because some of the governing factors are not deterministic. However, during recent years it has become clear that random behaviour can occur even in very simple systems with very few number of degrees of freedom, without any need for complexity or indeterminacy. The discovery that chaos can be generated even with the help of systems having completely deterministic rules - often models of natural phenomena - has stimulated a lo; of research interest recently. Not that this chaos has no underlying order, but it is of a subtle kind, that has taken a great deal of ingenuity to unravel. In the present thesis, the author introduce a new nonlinear model, a ‘modulated’ logistic map, and analyse it from the view point of ‘deterministic chaos‘.
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In the present paper we concentrate on solving sequences of nonsymmetric linear systems with block structure arising from compressible flow problems. We attempt to improve the solution process by sharing part of the computational effort throughout the sequence. This is achieved by application of a cheap updating technique for preconditioners which we adapted in order to be used for our applications. Tested on three benchmark compressible flow problems, the strategy speeds up the entire computation with an acceleration being particularly pronounced in phases of instationary behavior.
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Non-resonant light interacting with diatomics via the polarizability anisotropy couples different rotational states and may lead to strong hybridization of the motion. The modification of shape resonances and low-energy scattering states due to this interaction can be fully captured by an asymptotic model, based on the long-range properties of the scattering (Crubellier et al 2015 New J. Phys. 17 045020). Remarkably, the properties of the field-dressed shape resonances in this asymptotic multi-channel description are found to be approximately linear in the field intensity up to fairly large intensity. This suggests a perturbative single-channel approach to be sufficient to study the control of such resonances by the non-resonant field. The multi-channel results furthermore indicate the dependence on field intensity to present, at least approximately, universal characteristics. Here we combine the nodal line technique to solve the asymptotic Schrödinger equation with perturbation theory. Comparing our single channel results to those obtained with the full interaction potential, we find nodal lines depending only on the field-free scattering length of the diatom to yield an approximate but universal description of the field-dressed molecule, confirming universal behavior.
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A distributed method for mobile robot navigation, spatial learning, and path planning is presented. It is implemented on a sonar-based physical robot, Toto, consisting of three competence layers: 1) Low-level navigation: a collection of reflex-like rules resulting in emergent boundary-tracing. 2) Landmark detection: dynamically extracts landmarks from the robot's motion. 3) Map learning: constructs a distributed map of landmarks. The parallel implementation allows for localization in constant time. Spreading of activation computes both topological and physical shortest paths in linear time. The main issues addressed are: distributed, procedural, and qualitative representation and computation, emergent behaviors, dynamic landmarks, minimized communication.
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Since robots are typically designed with an individual actuator at each joint, the control of these systems is often difficult and non-intuitive. This thesis explains a more intuitive control scheme called Virtual Model Control. This thesis also demonstrates the simplicity and ease of this control method by using it to control a simulated walking hexapod. Virtual Model Control uses imagined mechanical components to create virtual forces, which are applied through the joint torques of real actuators. This method produces a straightforward means of controlling joint torques to produce a desired robot behavior. Due to the intuitive nature of this control scheme, the design of a virtual model controller is similar to the design of a controller with basic mechanical components. The ease of this control scheme facilitates the use of a high level control system which can be used above the low level virtual model controllers to modulate the parameters of the imaginary mechanical components. In order to apply Virtual Model Control to parallel mechanisms, a solution to the force distribution problem is required. This thesis uses an extension of Gardner`s Partitioned Force Control method which allows for the specification of constrained degrees of freedom. This virtual model control technique was applied to a simulated hexapod robot. Although the hexapod is a highly non-linear, parallel mechanism, the virtual models allowed text-book control solutions to be used while the robot was walking. Using a simple linear control law, the robot walked while simultaneously balancing a pendulum and tracking an object.