Em Algorithm for MLE of a Probit Model for Multiple Ordinal Outcomes

The correlated probit model is frequently used for multiple ordered data since it allows to incorporate seamlessly different correlation structures. The estimation of the probit model parameters based on direct maximization of the limited information maximum likelihood is a numerically intensive procedure. We propose an extension of the EM algorithm for obtaining maximum likelihood estimates for a correlated probit model for multiple ordinal outcomes. The algorithm is implemented in the free software environment for statistical computing and graphics R. We present two simulation studies to examine the performance of the developed algorithm. We apply the model to data on 121 women with cervical or endometrial cancer. Patients developed normal tissue reactions as a result of post-operative external beam pelvic radiotherapy. In this work we focused on modeling the effects of a genetic factor on early skin and early urogenital tissue reactions and on assessing the strength of association between the two types of reactions. We established that there was an association between skin reactions and polymorphism XRCC3 codon 241 (C>T) (rs861539) and that skin and urogenital reactions were positively correlated. ACM Computing Classification System (1998): G.3.

Exact static polarizabilities of correlated finite model systems

A finite-field method for calculating exact polarizabilities of correlated conjugated model systems within the valence bond (VB) framework is presented. The correlations reduce the polarizabilities from their noninteracting values and extend the range of linearity to higher external fields. The large nonlinear polarizabilities observed in strongly correlated conjugated organic molecules cannot be directly attributed to electron correlations. The method described can be employed to calculate static polarizabilities for any desired state of a correlated system.

Beam conditions for radiation generated by an electromagnetic J 0-correlated Schell-model source

Based on the 2 x 2 (electric field) cross-spectral density matrix, a model for an electromagnetic J(0)-correlated Schell-model beam is given that is a generalization of the scalar J(0)-correlated Schell-model beam. The conditions that the matrix for the source to generate an electromagnetic J(0)-correlated Schell-model beam are obtained. The condition for the source to generate a scalar J(0)-correlated Schell-model beam can be considered as a special case. (C) 2008 Optical Society of America

Bayesian analysis of an inverse Gaussian correlated frailty model

In survival analysis frailty is often used to model heterogeneity between individuals or correlation within clusters. Typically frailty is taken to be a continuous random effect, yielding a continuous mixture distribution for survival times. A Bayesian analysis of a correlated frailty model is discussed in the context of inverse Gaussian frailty. An MCMC approach is adopted and the deviance information criterion is used to compare models. As an illustration of the approach a bivariate data set of corneal graft survival times is analysed. (C) 2006 Elsevier B.V. All rights reserved.

Intellectual property and competition as complementary policies: a test using an ordered probit model

Este Artigo Testa a Proposição da Teoria Econômica de que Propriedade Intelectual e Defesa da Concorrência são Políticas Complementares. um Modelo Probit Ordenado é Utilizado para Estimar os Efeitos Marginais do Uso e Qualidade do Enforcement dos Direitos de Propriedade Intelectual em uma Medida da Gravidade dos Problemas Relacionados À Concorrência. os Resultados Obtidos Reforçam a Noção de que as Políticas de Concorrência e Propriedade Intelectual não são Contraditórias.

An analysis of quit and dismissal determinants between 1988 and 1999 using the bivariate probit model

Excessive labor turnover may be considered, to a great extent, an undesirable feature of a given economy. This follows from considerations such as underinvestment in human capital by firms. Understanding the determinants and the evolution of turnover in a particular labor market is therefore of paramount importance, including policy considerations. The present paper proposes an econometric analysis of turnover in the Brazilian labor market, based on a partial observability bivariate probit model. This model considers the interdependence of decisions taken by workers and firms, helping to elucidate the causes that lead each of them to end an employment relationship. The Employment and Unemployment Survey (PED) conducted by the State System of Data Analysis (SEADE) and by the Inter-Union Department of Statistics and Socioeconomic Studies (DIEESE) provides data at the individual worker level, allowing for the estimation of the joint probabilities of decisions to quit or stay on the job on the worker’s side, and to maintain or fire the employee on the firm’s side, during a given time period. The estimated parameters relate these estimated probabilities to the characteristics of workers, job contracts, and to the potential macroeconomic determinants in different time periods. The results confirm the theoretical prediction that the probability of termination of an employment relationship tends to be smaller as the worker acquires specific skills. The results also show that the establishment of a formal employment relationship reduces the probability of a quit decision by the worker, and also the firm’s firing decision in non-industrial sectors. With regard to the evolution of quit probability over time, the results show that an increase in the unemployment rate inhibits quitting, although this tends to wane as the unemployment rate rises.

Study on Robustness of Correlated Frailty Model

2000 Mathematics Subject Classifi cation: 62J12.

Implementation of the EM Algorithm for Maximum Likelihood Estimation of a Random Effects Model for One Longitudinal Ordinal Outcome

2010 Mathematics Subject Classification: 62J99.

Application of a Bivariate Probit Model to Investigate the Intended Evacuation from Hurricane

With evidence of increasing hurricane risks in Georgia Coastal Area (GCA) and Virginia in the U.S. Southeast and elsewhere, understanding intended evacuation behavior is becoming more and more important for community planners. My research investigates intended evacuation behavior due to hurricane risks, a behavioral survey of the six counties in GCA under the direction of two social scientists with extensive experience in survey research related to citizen and household response to emergencies and disasters. Respondents gave answers whether they would evacuate under both voluntary and mandatory evacuation orders. Bivariate probit models are used to investigate the subjective belief structure of whether or not the respondents are concerned about the hurricane, and the intended probability of evacuating as a function of risk perception, and a lot of demographic and socioeconomic variables (e.g., gender, military, age, length of residence, owning vehicles).

Perceived collision risks in anchorages : a hierarchical ordered probit analysis

Navigational collisions are a major safety concern in many seaports. Despite the recent advances in port navigational safety research, little is known about harbor pilot’s perception of collision risks in anchorages. This study attempts to model such risks by employing a hierarchical ordered probit model, which is calibrated by using data collected through a risk perception survey conducted on Singapore port pilots. The hierarchical model is found to be useful to account for correlations in risks perceived by individual pilots. Results show higher perceived risks in anchorages attached to intersection, local and international fairway; becoming more critical at night. Lesser risks are perceived in anchorages featuring shoreline in boundary, higher water depth, lower density of stationary ships, cardinal marks and isolated danger marks. Pilotage experience shows a negative effect on perceived risks. This study indicates that hierarchical modeling would be useful for treating correlations in navigational safety data.

Cross-Domain Multitask Learning with Latent Probit Models

Learning multiple tasks across heterogeneous domains is a challenging problem since the feature space may not be the same for different tasks. We assume the data in multiple tasks are generated from a latent common domain via sparse domain transforms and propose a latent probit model (LPM) to jointly learn the domain transforms, and the shared probit classifier in the common domain. To learn meaningful task relatedness and avoid over-fitting in classification, we introduce sparsity in the domain transforms matrices, as well as in the common classifier. We derive theoretical bounds for the estimation error of the classifier in terms of the sparsity of domain transforms. An expectation-maximization algorithm is derived for learning the LPM. The effectiveness of the approach is demonstrated on several real datasets.

Addressing endogeneity in the relationship between health and employment through a simultaneous equations model

Este documento analiza la relación de doble causalidad entre salud y empleo y su comportamiento dinámico usando datos de Estados Unidos tomados del PSID (Pane Study of Income Dynamics). Este estudio usa dos variables dependientes (Estado de salud auto-reportado y Empleo), las cuales son estimadas usando un modelo probit bivariado para abordar el problema de endegeneidad presente en dicha relación. Los resultados muestran evidencia significativa de la existencia de dicha endogeneidad y del impacto positivo que tiene sobre la probabilidad de ser empleado tener un buen estado de salud y vicesersa, sin embargo, el impacto de la situación de empleo sobre el estado de salud se encuentra que no es significativa.

Media bias and central bank response. Evidence from the nominal exchange rate behavior in Colombia

Since 1991 Colombia has had a market-determined Peso - US Dollar Nominal Exchange Rate (NER), after more than 20 years of controlled and multiple exchange rates. The behavior (revaluation / devaluation) of the NER is constantly reported in news, editorials and op-eds of major newspapers of the nation with particular attention to revaluation. The uneven reporting of revaluation episodes can be explained by the existence of an interest group particulary affected by revaluation, looking to increase awareness and sympathy for help from public institutions. Using the number of news and op-eds from a major Colombian newspaper, it is shown that there is an over-reporting of revaluation episodes in contrast to devaluation ones. Secondly, using text analysis upon the content of the news, it is also shown that the words devaluation and revaluation are far apart in the distribution of words within the news; and revaluation is highly correlated with words related to: public institutions, exporters and the need of assistance. Finally it is also shown that the probability of the central bank buying US dollars to lessen revaluation effects increases with the number of news; even though the central bank allegedly intervenes in the exchange rate market only to tame volatility or accumulate international reserves.

OST : A transaction based online social trust model for social network and file sharing security

The continuous growth of the users pool of Social Networking web sites such as Facebook and MySpace, and their incessant augmentation of services and capabilities will in the future, meet and compare in contrast with today's Content distribution Networks (CDN) and Peer-to-Peer File sharing applications such as Kazaa and BitTorrent, but how can these two main streams applications, that already encounter their own security problems cope with the combined issues, trust for Social Networks, content and index poisoning in CDN? We will address the problems of Social Trust and File Sharing with an overlay level of trust model based on social activity and transactions, this can be an answer to enable users to increase the reliability of their online social life and also enhance the content distribution and create a better file sharing example. The aim of this research is to lower the risk of malicious activity on a given Social Network by applying a correlated trust model, to guarantee the validity of someone's identity, privacy and trustfulness in sharing content.