986 resultados para Instrumental variable regression
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Using data from the Spanish household budget survey, we investigate life-cycle effects on several product expenditures. A latent-variable model approach is adopted to evaluate the impact of income on expenditures, controlling for the number of members in the family. Two latent factors underlying repeated measures of monetary and non-monetary income are used as explanatory variables in the expenditure regression equations, thus avoiding possible bias associated to the measurement error in income. The proposed methodology also takes care of the case in which product expenditures exhibit a pattern of infrequent purchases. Multiple-group analysis is used to assess the variation of key parameters of the model across various household life-cycle typologies. The analysis discloses significant life-cycle effects on the mean levels of expenditures; it also detects significant life-cycle effects on the way expenditures are affected by income and family size. Asymptotic robust methods are used to account for possible non-normality of the data.
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Aim This study used data from temperate forest communities to assess: (1) five different stepwise selection methods with generalized additive models, (2) the effect of weighting absences to ensure a prevalence of 0.5, (3) the effect of limiting absences beyond the environmental envelope defined by presences, (4) four different methods for incorporating spatial autocorrelation, and (5) the effect of integrating an interaction factor defined by a regression tree on the residuals of an initial environmental model. Location State of Vaud, western Switzerland. Methods Generalized additive models (GAMs) were fitted using the grasp package (generalized regression analysis and spatial predictions, http://www.cscf.ch/grasp). Results Model selection based on cross-validation appeared to be the best compromise between model stability and performance (parsimony) among the five methods tested. Weighting absences returned models that perform better than models fitted with the original sample prevalence. This appeared to be mainly due to the impact of very low prevalence values on evaluation statistics. Removing zeroes beyond the range of presences on main environmental gradients changed the set of selected predictors, and potentially their response curve shape. Moreover, removing zeroes slightly improved model performance and stability when compared with the baseline model on the same data set. Incorporating a spatial trend predictor improved model performance and stability significantly. Even better models were obtained when including local spatial autocorrelation. A novel approach to include interactions proved to be an efficient way to account for interactions between all predictors at once. Main conclusions Models and spatial predictions of 18 forest communities were significantly improved by using either: (1) cross-validation as a model selection method, (2) weighted absences, (3) limited absences, (4) predictors accounting for spatial autocorrelation, or (5) a factor variable accounting for interactions between all predictors. The final choice of model strategy should depend on the nature of the available data and the specific study aims. Statistical evaluation is useful in searching for the best modelling practice. However, one should not neglect to consider the shapes and interpretability of response curves, as well as the resulting spatial predictions in the final assessment.
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Summary points: - The bias introduced by random measurement error will be different depending on whether the error is in an exposure variable (risk factor) or outcome variable (disease) - Random measurement error in an exposure variable will bias the estimates of regression slope coefficients towards the null - Random measurement error in an outcome variable will instead increase the standard error of the estimates and widen the corresponding confidence intervals, making results less likely to be statistically significant - Increasing sample size will help minimise the impact of measurement error in an outcome variable but will only make estimates more precisely wrong when the error is in an exposure variable
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This paper presents the general regression neural networks (GRNN) as a nonlinear regression method for the interpolation of monthly wind speeds in complex Alpine orography. GRNN is trained using data coming from Swiss meteorological networks to learn the statistical relationship between topographic features and wind speed. The terrain convexity, slope and exposure are considered by extracting features from the digital elevation model at different spatial scales using specialised convolution filters. A database of gridded monthly wind speeds is then constructed by applying GRNN in prediction mode during the period 1968-2008. This study demonstrates that using topographic features as inputs in GRNN significantly reduces cross-validation errors with respect to low-dimensional models integrating only geographical coordinates and terrain height for the interpolation of wind speed. The spatial predictability of wind speed is found to be lower in summer than in winter due to more complex and weaker wind-topography relationships. The relevance of these relationships is studied using an adaptive version of the GRNN algorithm which allows to select the useful terrain features by eliminating the noisy ones. This research provides a framework for extending the low-dimensional interpolation models to high-dimensional spaces by integrating additional features accounting for the topographic conditions at multiple spatial scales. Copyright (c) 2012 Royal Meteorological Society.
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Peer-reviewed
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PURPOSE: According to estimations around 230 people die as a result of radon exposure in Switzerland. This public health concern makes reliable indoor radon prediction and mapping methods necessary in order to improve risk communication to the public. The aim of this study was to develop an automated method to classify lithological units according to their radon characteristics and to develop mapping and predictive tools in order to improve local radon prediction. METHOD: About 240 000 indoor radon concentration (IRC) measurements in about 150 000 buildings were available for our analysis. The automated classification of lithological units was based on k-medoids clustering via pair-wise Kolmogorov distances between IRC distributions of lithological units. For IRC mapping and prediction we used random forests and Bayesian additive regression trees (BART). RESULTS: The automated classification groups lithological units well in terms of their IRC characteristics. Especially the IRC differences in metamorphic rocks like gneiss are well revealed by this method. The maps produced by random forests soundly represent the regional difference of IRCs in Switzerland and improve the spatial detail compared to existing approaches. We could explain 33% of the variations in IRC data with random forests. Additionally, the influence of a variable evaluated by random forests shows that building characteristics are less important predictors for IRCs than spatial/geological influences. BART could explain 29% of IRC variability and produced maps that indicate the prediction uncertainty. CONCLUSION: Ensemble regression trees are a powerful tool to model and understand the multidimensional influences on IRCs. Automatic clustering of lithological units complements this method by facilitating the interpretation of radon properties of rock types. This study provides an important element for radon risk communication. Future approaches should consider taking into account further variables like soil gas radon measurements as well as more detailed geological information.
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Two speed management policies were implemented in the metropolitan area of Barcelona aimed at reducing air pollution concentration levels. In 2008, the maximum speed limit was reduced to 80 km/h and, in 2009, a variable speed system was introduced on some metropolitan motorways. This paper evaluates whether such policies have been successful in promoting cleaner air, not only in terms of mean pollutant levels but also during high and low pollution episodes. We use a quantile regression approach for fixed effect panel data. We find that the variable speed system improves air quality with regard to the two pollutants considered here, being most effective when nitrogen oxide levels are not too low and when particulate matter concentrations are below extremely high levels. However, reducing the maximum speed limit from 120/100 km/h to 80 km/h has no effect – or even a slightly increasing effect –on the two pollutants, depending on the pollution scenario. Length: 32 pages
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Analytical curves are normally obtained from discrete data by least squares regression. The least squares regression of data involving significant error in both x and y values should not be implemented by ordinary least squares (OLS). In this work, the use of orthogonal distance regression (ODR) is discussed as an alternative approach in order to take into account the error in the x variable. Four examples are presented to illustrate deviation between the results from both regression methods. The examples studied show that, in some situations, ODR coefficients must substitute for those of OLS, and, in other situations, the difference is not significant.
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In general, laboratory activities are costly in terms of time, space, and money. As such, the ability to provide realistically simulated laboratory data that enables students to practice data analysis techniques as a complementary activity would be expected to reduce these costs while opening up very interesting possibilities. In the present work, a novel methodology is presented for design of analytical chemistry instrumental analysis exercises that can be automatically personalized for each student and the results evaluated immediately. The proposed system provides each student with a different set of experimental data generated randomly while satisfying a set of constraints, rather than using data obtained from actual laboratory work. This allows the instructor to provide students with a set of practical problems to complement their regular laboratory work along with the corresponding feedback provided by the system's automatic evaluation process. To this end, the Goodle Grading Management System (GMS), an innovative web-based educational tool for automating the collection and assessment of practical exercises for engineering and scientific courses, was developed. The proposed methodology takes full advantage of the Goodle GMS fusion code architecture. The design of a particular exercise is provided ad hoc by the instructor and requires basic Matlab knowledge. The system has been employed with satisfactory results in several university courses. To demonstrate the automatic evaluation process, three exercises are presented in detail. The first exercise involves a linear regression analysis of data and the calculation of the quality parameters of an instrumental analysis method. The second and third exercises address two different comparison tests, a comparison test of the mean and a t-paired test.
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The broiler rectal temperature (t rectal) is one of the most important physiological responses to classify the animal thermal comfort. Therefore, the aim of this study was to adjust regression models in order to predict the rectal temperature (t rectal) of broiler chickens under different thermal conditions based on age (A) and a meteorological variable (air temperature - t air) or a thermal comfort index (temperature and humidity index -THI or black globe humidity index - BGHI) or a physical quantity enthalpy (H). In addition, through the inversion of these models and the expected t rectal intervals for each age, the comfort limits of t air, THI, BGHI and H for the chicks in the heating phase were determined, aiding in the validation of the equations and the preliminary limits for H. The experimental data used to adjust the mathematical models were collected in two commercial poultry farms, with Cobb chicks, from 1 to 14 days of age. It was possible to predict the t rectal of conditions from the expected t rectal and determine the lower and superior comfort thresholds of broilers satisfactorily by applying the four models adjusted; as well as to invert the models for prediction of the environmental H for the chicks first 14 days of life.
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Response Surface Methodology (RSM) was applied to evaluate the chromatic features and sensory acceptance of emulsions that combine Soy Protein (SP) and red Guava Juice (GJ). The parameters analyzed were: instrumental color based on the coordinates a* (redness), b* (yellowness), L* (lightness), C* (chromaticity), h* (hue angle), visual color, acceptance, and appearance. The analyses of the results showed that GJ was responsible for the high measured values of red color, hue angle, chromaticity, acceptance, and visual color, whereas SP was the variable that increased the yellowness intensity of the assays. The redness (R²adj = 74.86%, p < 0.01) and hue angle (R²adj = 80.96%, p < 0.01) were related to the independent variables by linear models, while the sensory data (color and acceptance) could not be modeled due to a high variability. The models of yellowness, lightness, and chromaticity did not present lack of fit but presented adjusted determination coefficients bellow 70%. Notwithstanding, the linear correlations between sensory and instrumental data were not significant (p > 0.05) and low Pearson coefficients were obtained. The results showed that RSM is a useful tool to develop soy-based emulsions and model some chromatic features of guava-based emulsions through RSM.
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This study developed a gluten-free granola and evaluated it during storage with the application of multivariate and regression analysis of the sensory and instrumental parameters. The physicochemical, sensory, and nutritional characteristics of a product containing quinoa, amaranth and linseed were evaluated. The crude protein and lipid contents ranged from 97.49 and 122.72 g kg-1 of food, respectively. The polyunsaturated/saturated, and n-6:n-3 fatty acid ratios ranged from 2.82 and 2.59:1, respectively. Granola had the best alpha-linolenic acid content, nutritional indices in the lipid fraction, and mineral content. There were good hygienic and sanitary conditions during storage; probably due to the low water activity of the formulation, which contributed to inhibit microbial growth. The sensory attributes ranged from 'like very much' to 'like slightly', and the regression models were highly fitted and correlated during the storage period. A reduction in the sensory attribute levels and in the product physical stabilisation was verified by principal component analysis. The use of the affective test acceptance and instrumental analysis combined with statistical methods allowed us to obtain promising results about the characteristics of gluten-free granola.
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This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).
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In CoDaWork’05, we presented an application of discriminant function analysis (DFA) to 4 different compositional datasets and modelled the first canonical variable using a segmented regression model solely based on an observation about the scatter plots. In this paper, multiple linear regressions are applied to different datasets to confirm the validity of our proposed model. In addition to dating the unknown tephras by calibration as discussed previously, another method of mapping the unknown tephras into samples of the reference set or missing samples in between consecutive reference samples is proposed. The application of these methodologies is demonstrated with both simulated and real datasets. This new proposed methodology provides an alternative, more acceptable approach for geologists as their focus is on mapping the unknown tephra with relevant eruptive events rather than estimating the age of unknown tephra. Kew words: Tephrochronology; Segmented regression
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