The Bootstrap of Mean for Dependent Heterogeneous Arrays.

Presently, conditions ensuring the validity of bootstrap methods for the sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are unknown. Here we establish the validity of the bootstrap in this context, extending the applicability of bootstrap methods to a class of processes broadly relevant for applications in economics and finance. Our results apply to two block bootstrap methods: the moving blocks bootstrap of Künsch ( 989) and Liu and Singh ( 992), and the stationary bootstrap of Politis and Romano ( 994). In particular, the consistency of the bootstrap variance estimator for the sample mean is shown to be robust against heteroskedasticity and dependence of unknown form. The first order asymptotic validity of the bootstrap approximation to the actual distribution of the sample mean is also established in this heterogeneous NED context.

Assessing flow in physical activity: The Flow State Scale-2 and Dispositional Flow Scale-2

The Flow State Scale-2 (FSS-2) and Dispositional Flow Scale-2 (DFS-2) are presented as two self-report instruments designed to assess flow experiences in physical activity. Item modifications were made to the original versions of these scales in order to improve the measurement of some of the flow dimensions. Confirmatory factor analyses of an item identification and a cross-validation sample demonstrated a good fit of the new scales. There was support for both a 9-first-order factor model and a higher order model with a global flow factor. The item identification sample yielded mean item loadings on the first-order factor of .78 for the FSS-2 and .77 for the DFS-2. Reliability estimates ranged from .80 to .90 for the FSS-2, and .81 to .90 for the DFS-2. In the cross-validation sample, mean item loadings on the first-order factor were .80 for the FSS-2, and .73 for the DFS-2. Reliability estimates ranged between .80 to .92 for the FSS-2 and .78 to .86 for the DFS-2. The scales are presented as ways of assessing flow experienced within a particular event (FSS-2) or the frequency of flow experiences in chosen physical activity in general (DFS-2).

High-breakdown linear discriminant analysis

The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.

An analysis of accommodation needs of adults with an intellectual disability in Toowoomba and surrounding areas

Introduction The objective of this study was to analyse the accommodation needs of people with intellectual disability over the age of 18 years in Toowoomba and contiguous shires. In 2004, a group of carers established Toowoomba Intellectual Disability Support Association (TIDSA) to address the issue of the lack of supported accommodation for people with intellectual disability over the age of 18 and the concerns of ageing carers. The Centre for Rural and Remote Area Health (CRRAH) was engaged by TIDSA to ascertain this need and undertook a research project funded by the Queensland Gambling Community Benefit Fund. While data specifically relating to people with intellectual disability and their carers are difficult to obtain, the Australian Bureau of Statistics report that carers of people with a disability are more likely to be female and at least 65 years of age. Projections by the National Centre for Social and Economic Modelling (NATSEM) show that disability rates are increasing and carer rates are decreasing. Thus the problem of appropriate support to the increasing number of ageing carers and those who they care for will be a major challenge to policy makers and is an issue of immediate concern. In general, what was once the norm of accommodating people with intellectual disability in large institutions is now changing to accommodating into community-based residences (Annison, 2000; Young, Ashman, Sigafoos, & Grevell, 2001). However, in Toowoomba and contiguous shires, TIDSA have noted that the availability of suitable accommodation for people with intellectual disability over the age of 18 years is declining with no new options available in an environment of increasing demand. Most effort seemed to be directed towards crisis provision. Method This study employed two phases of data gathering, the first being the distribution of a questionnaire through local service providers and upon individual request to the carers of people with intellectual disability over the age of 18. The questionnaire comprised of Likert-type items intended to measure various aspects of current and future accommodation issues. Most questions were followed with space for free-response comments to provide the opportunity for carers to further clarify and expand on their responses. The second phase comprised semi-structured interviews conducted with ten carers and ten people with intellectual disability who had participated in the Phase One questionnaire. Interviews were transcribed verbatim and subjected to content analysis where major themes were explored. Results Age and gender Carer participants in this study totalled 150. The mean age of these carers was 61.5 years and ranged from 40 – 91 years. Females comprised 78% of the sample (mean age = 61.49; range from 40-91) and 22% were male (mean age = 61.7 range from 43-81). The mean age of people with intellectual disability in our study was 37.2 years ranging from 18 – 79 years with 40% female (mean age = 39.5; range from 19-79) and 60% male (mean age = 35.6; range from 18-59). The average age of carers caring for a person over the age of 18 who is living at home is 61 years. The average age of the carer who cares for a person who is living away from home is 62 years. The overall age range of both these groups of carers is between 40 and 81 years. The oldest group of carers (mean age = 70 years) were those where the person with intellectual disability lives away from home in a large residential facility. Almost one quarter of people with an intellectual disability who currently live at home is cared for by one primary carer and this is almost exclusively a parent.

Caracterização das rejeições na pescaria de demersais nos Açores

Dissertação de Mestrado, Estudos Integrados dos Oceanos, 26 de Fevereiro de 2014, Universidade dos Açores.

Variabilidade introduzida pelo operador no processamento dos estudos Gated-SPECT do miocárdio

Introdução – Os estudos Gated – Single Photon Emission Computed Tomography (SPECT) são uma das técnicas de imagiologia cardíaca que mais evoluiu nas últimas décadas. Para a análise das imagens obtidas, a utilização de softwares de quantificação leva a um aumento da reprodutibilidade e exatidão das interpretações. O objetivo deste estudo consiste em avaliar, em estudos Gated-SPECT, a variabilidade intra e interoperador de parâmetros quantitativos de função e perfusão do miocárdio, obtidos com os softwares Quantitative Gated SPECT (QGS) e Quantitative Perfusion SPECT (QPS). Material e métodos – Recorreu-se a uma amostra não probabilística por conveniência de 52 pacientes, que realizaram estudos Gated-SPECT do miocárdio por razões clínicas e que integravam a base de dados da estação de processamento da Xeleris da ESTeSL. Os cinquenta e dois estudos foram divididos em dois grupos distintos: Grupo I (GI) de 17 pacientes com imagens com perfusão do miocárdio normal; Grupo II (GII) de 35 pacientes que apresentavam defeito de perfusão nas imagens Gated-SPECT. Todos os estudos foram processados 5 vezes por 4 operadores independentes (com experiência de 3 anos em Serviços de Medicina Nuclear com casuística média de 15 exames/semana de estudos Gated-SPECT). Para a avaliação da variabilidade intra e interoperador foi utilizado o teste estatístico de Friedman, considerando α=0,01. Resultados e discussão – Para todos os parâmetros avaliados, os respectivos valores de p não traduziram diferenças estatisticamente significativas (p>α). Assim, não foi verificada variabilidade intra ou interoperador significativa no processamento dos estudos Gated-SPECT do miocárdio. Conclusão – Os softwares QGS e QPS são reprodutíveis na quantificação dos parâmetros de função e perfusão avaliados, não existindo variabilidade introduzida pelo operador.

Implementação do protocolo eNAL num serviço de radioterapia: um estudo de caso

Mestrado em Radioterapia

Adaptively weighted maximum likelihood estimation of discrete distributions

SummaryDiscrete data arise in various research fields, typically when the observations are count data.I propose a robust and efficient parametric procedure for estimation of discrete distributions. The estimation is done in two phases. First, a very robust, but possibly inefficient, estimate of the model parameters is computed and used to indentify outliers. Then the outliers are either removed from the sample or given low weights, and a weighted maximum likelihood estimate (WML) is computed.The weights are determined via an adaptive process such that if the data follow the model, then asymptotically no observation is downweighted.I prove that the final estimator inherits the breakdown point of the initial one, and that its influence function at the model is the same as the influence function of the maximum likelihood estimator, which strongly suggests that it is asymptotically fully efficient.The initial estimator is a minimum disparity estimator (MDE). MDEs can be shown to have full asymptotic efficiency, and some MDEs have very high breakdown points and very low bias under contamination. Several initial estimators are considered, and the performances of the WMLs based on each of them are studied.It results that in a great variety of situations the WML substantially improves the initial estimator, both in terms of finite sample mean square error and in terms of bias under contamination. Besides, the performances of the WML are rather stable under a change of the MDE even if the MDEs have very different behaviors.Two examples of application of the WML to real data are considered. In both of them, the necessity for a robust estimator is clear: the maximum likelihood estimator is badly corrupted by the presence of a few outliers.This procedure is particularly natural in the discrete distribution setting, but could be extended to the continuous case, for which a possible procedure is sketched.RésuméLes données discrètes sont présentes dans différents domaines de recherche, en particulier lorsque les observations sont des comptages.Je propose une méthode paramétrique robuste et efficace pour l'estimation de distributions discrètes. L'estimation est faite en deux phases. Tout d'abord, un estimateur très robuste des paramètres du modèle est calculé, et utilisé pour la détection des données aberrantes (outliers). Cet estimateur n'est pas nécessairement efficace. Ensuite, soit les outliers sont retirés de l'échantillon, soit des faibles poids leur sont attribués, et un estimateur du maximum de vraisemblance pondéré (WML) est calculé.Les poids sont déterminés via un processus adaptif, tel qu'asymptotiquement, si les données suivent le modèle, aucune observation n'est dépondérée.Je prouve que le point de rupture de l'estimateur final est au moins aussi élevé que celui de l'estimateur initial, et que sa fonction d'influence au modèle est la même que celle du maximum de vraisemblance, ce qui suggère que cet estimateur est pleinement efficace asymptotiquement.L'estimateur initial est un estimateur de disparité minimale (MDE). Les MDE sont asymptotiquement pleinement efficaces, et certains d'entre eux ont un point de rupture très élevé et un très faible biais sous contamination. J'étudie les performances du WML basé sur différents MDEs.Le résultat est que dans une grande variété de situations le WML améliore largement les performances de l'estimateur initial, autant en terme du carré moyen de l'erreur que du biais sous contamination. De plus, les performances du WML restent assez stables lorsqu'on change l'estimateur initial, même si les différents MDEs ont des comportements très différents.Je considère deux exemples d'application du WML à des données réelles, où la nécessité d'un estimateur robuste est manifeste : l'estimateur du maximum de vraisemblance est fortement corrompu par la présence de quelques outliers.La méthode proposée est particulièrement naturelle dans le cadre des distributions discrètes, mais pourrait être étendue au cas continu.

Equating accelerometer estimates among youth: The Rosetta Stone 2.

OBJECTIVES: Different accelerometer cutpoints used by different researchers often yields vastly different estimates of moderate-to-vigorous intensity physical activity (MVPA). This is recognized as cutpoint non-equivalence (CNE), which reduces the ability to accurately compare youth MVPA across studies. The objective of this research is to develop a cutpoint conversion system that standardizes minutes of MVPA for six different sets of published cutpoints. DESIGN: Secondary data analysis. METHODS: Data from the International Children's Accelerometer Database (ICAD; Spring 2014) consisting of 43,112 Actigraph accelerometer data files from 21 worldwide studies (children 3-18 years, 61.5% female) were used to develop prediction equations for six sets of published cutpoints. Linear and non-linear modeling, using a leave one out cross-validation technique, was employed to develop equations to convert MVPA from one set of cutpoints into another. Bland Altman plots illustrate the agreement between actual MVPA and predicted MVPA values. RESULTS: Across the total sample, mean MVPA ranged from 29.7MVPAmind(-1) (Puyau) to 126.1MVPAmind(-1) (Freedson 3 METs). Across conversion equations, median absolute percent error was 12.6% (range: 1.3 to 30.1) and the proportion of variance explained ranged from 66.7% to 99.8%. Mean difference for the best performing prediction equation (VC from EV) was -0.110mind(-1) (limits of agreement (LOA), -2.623 to 2.402). The mean difference for the worst performing prediction equation (FR3 from PY) was 34.76mind(-1) (LOA, -60.392 to 129.910). CONCLUSIONS: For six different sets of published cutpoints, the use of this equating system can assist individuals attempting to synthesize the growing body of literature on Actigraph, accelerometry-derived MVPA.

Bootstrap for panel data models with an application to the evaluation of public policies

Le but de cette thèse est d étendre la théorie du bootstrap aux modèles de données de panel. Les données de panel s obtiennent en observant plusieurs unités statistiques sur plusieurs périodes de temps. Leur double dimension individuelle et temporelle permet de contrôler l 'hétérogénéité non observable entre individus et entre les périodes de temps et donc de faire des études plus riches que les séries chronologiques ou les données en coupe instantanée. L 'avantage du bootstrap est de permettre d obtenir une inférence plus précise que celle avec la théorie asymptotique classique ou une inférence impossible en cas de paramètre de nuisance. La méthode consiste à tirer des échantillons aléatoires qui ressemblent le plus possible à l échantillon d analyse. L 'objet statitstique d intérêt est estimé sur chacun de ses échantillons aléatoires et on utilise l ensemble des valeurs estimées pour faire de l inférence. Il existe dans la littérature certaines application du bootstrap aux données de panels sans justi cation théorique rigoureuse ou sous de fortes hypothèses. Cette thèse propose une méthode de bootstrap plus appropriée aux données de panels. Les trois chapitres analysent sa validité et son application. Le premier chapitre postule un modèle simple avec un seul paramètre et s 'attaque aux propriétés théoriques de l estimateur de la moyenne. Nous montrons que le double rééchantillonnage que nous proposons et qui tient compte à la fois de la dimension individuelle et la dimension temporelle est valide avec ces modèles. Le rééchantillonnage seulement dans la dimension individuelle n est pas valide en présence d hétérogénéité temporelle. Le ré-échantillonnage dans la dimension temporelle n est pas valide en présence d'hétérogénéité individuelle. Le deuxième chapitre étend le précédent au modèle panel de régression. linéaire. Trois types de régresseurs sont considérés : les caractéristiques individuelles, les caractéristiques temporelles et les régresseurs qui évoluent dans le temps et par individu. En utilisant un modèle à erreurs composées doubles, l'estimateur des moindres carrés ordinaires et la méthode de bootstrap des résidus, on montre que le rééchantillonnage dans la seule dimension individuelle est valide pour l'inférence sur les coe¢ cients associés aux régresseurs qui changent uniquement par individu. Le rééchantillonnage dans la dimen- sion temporelle est valide seulement pour le sous vecteur des paramètres associés aux régresseurs qui évoluent uniquement dans le temps. Le double rééchantillonnage est quand à lui est valide pour faire de l inférence pour tout le vecteur des paramètres. Le troisième chapitre re-examine l exercice de l estimateur de différence en di¤érence de Bertrand, Duflo et Mullainathan (2004). Cet estimateur est couramment utilisé dans la littérature pour évaluer l impact de certaines poli- tiques publiques. L exercice empirique utilise des données de panel provenant du Current Population Survey sur le salaire des femmes dans les 50 états des Etats-Unis d Amérique de 1979 à 1999. Des variables de pseudo-interventions publiques au niveau des états sont générées et on s attend à ce que les tests arrivent à la conclusion qu il n y a pas d e¤et de ces politiques placebos sur le salaire des femmes. Bertrand, Du o et Mullainathan (2004) montre que la non-prise en compte de l hétérogénéité et de la dépendance temporelle entraîne d importantes distorsions de niveau de test lorsqu'on évalue l'impact de politiques publiques en utilisant des données de panel. Une des solutions préconisées est d utiliser la méthode de bootstrap. La méthode de double ré-échantillonnage développée dans cette thèse permet de corriger le problème de niveau de test et donc d'évaluer correctement l'impact des politiques publiques.

Inference for nonparametric high-frequency estimators with an application to time variation in betas

We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.

MA167exam00pdf

Exam questions and solutions in PDF

MA167exam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

Bayesian ranking and selection of fishing boat efficiencies

The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods—Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.