System GMM estimation with a small sample

Properties of GMM estimators for panel data, which have become very popular in the empirical economic growth literature, are not well known when the number of individuals is small. This paper analyses through Monte Carlo simulations the properties of various GMM and other estimators when the number of individuals is the one typically available in country growth studies. It is found that, provided that some persistency is present in the series, the system GMM estimator has a lower bias and higher efficiency than all the other estimators analysed, including the standard first-differences GMM estimator.

Swain: Stata module to correct the SEM chi-square overidentification test in small sample sizes or complex models. Statistical Software Components S457617, Boston College Department of Economics.

Swain corrects the chi-square overidentification test (i.e., likelihood ratio test of fit) for structural equation models whethr with or without latent variables. The chi-square statistic is asymptotically correct; however, it does not behave as expected in small samples and/or when the model is complex (cf. Herzog, Boomsma, & Reinecke, 2007). Thus, particularly in situations where the ratio of sample size (n) to the number of parameters estimated (p) is relatively small (i.e., the p to n ratio is large), the chi-square test will tend to overreject correctly specified models. To obtain a closer approximation to the distribution of the chi-square statistic, Swain (1975) developed a correction; this scaling factor, which converges to 1 asymptotically, is multiplied with the chi-square statistic. The correction better approximates the chi-square distribution resulting in more appropriate Type 1 reject error rates (see Herzog & Boomsma, 2009; Herzog, et al., 2007).

Nonlinear models and small sample performance of the generalized method of moments

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

Small-Sample Corrections for Score Tests in Birnbaum-Saunders Regressions

In this article, we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test and some other competitors.

Accuracy in the measurement of fertility changes with only small sample data

Includes bibliography

Accuracy in the measurement of fertility changes with only small sample data

Includes bibliography

Improving IRT parameter estimates with small sample sizes: Evaluating the efficacy of a new data augmentation technique

The 3PL model is a flexible and widely used tool in assessment. However, it suffers from limitations due to its need for large sample sizes. This study introduces and evaluates the efficacy of a new sample size augmentation technique called Duplicate, Erase, and Replace (DupER) Augmentation through a simulation study. Data are augmented using several variations of DupER Augmentation (based on different imputation methodologies, deletion rates, and duplication rates), analyzed in BILOG-MG 3, and results are compared to those obtained from analyzing the raw data. Additional manipulated variables include test length and sample size. Estimates are compared using seven different evaluative criteria. Results are mixed and inconclusive. DupER augmented data tend to result in larger root mean squared errors (RMSEs) and lower correlations between estimates and parameters for both item and ability parameters. However, some DupER variations produce estimates that are much less biased than those obtained from the raw data alone. For one DupER variation, it was found that DupER produced better results for low-ability simulees and worse results for those with high abilities. Findings, limitations, and recommendations for future studies are discussed. Specific recommendations for future studies include the application of Duper Augmentation (1) to empirical data, (2) with additional IRT models, and (3) the analysis of the efficacy of the procedure for different item and ability parameter distributions.

Consequences of small sample 0-D data collection in the transportation planning process /

Mode of access: Internet.

Tables describing small-sample properties of the mean, median, standard deviation, and other statistics in sampling from various distributions /

Mode of access: Internet.

Estimation of IRT Parameters over a Small Sample. Bootstrapping of the Item Responses

2000 Mathematics Subject Classification: 97C40.

Small sample confidence intervals for the mean of a positively skewed distribution

This thesis proposes some confidence intervals for the mean of a positively skewed distribution. The following confidence intervals are considered: Student-t, Johnson-t, median-t, mad-t, bootstrap-t, BCA, T1 , T3 and six new confidence intervals, the median bootstrap-t, mad bootstrap-t, median T1, mad T1 , median T3 and the mad T3. A simulation study has been conducted and average widths, coefficient of variation of widths, and coverage probabilities were recorded and compared across confidence intervals. To compare confidence intervals, the width and coverage probabilities were compared so that smaller widths indicated a better confidence interval when coverage probabilities were the same. Results showed that the median T1 and median T3 outperformed other confidence intervals in terms of coverage probability and the mad bootstrap-t, mad-t, and mad T3 outperformed others in terms of width. Some real life data are considered to illustrate the findings of the thesis.

Improved likelihood inference in beta regression

We consider the issue of performing accurate small-sample likelihood-based inference in beta regression models, which are useful for modelling continuous proportions that are affected by independent variables. We derive small-sample adjustments to the likelihood ratio statistic in this class of models. The adjusted statistics can be easily implemented from standard statistical software. We present Monte Carlo simulations showing that inference based on the adjusted statistics we propose is much more reliable than that based on the usual likelihood ratio statistic. A real data example is presented.

Protecção radiológica do doente em tomografia computorizada

RESUMO - A preocupação com os conhecimentos, atitudes, crenças e práticas, no que concerne à utilização de radiações ionizantes para fins de diagnóstico, e a sensibilização de todos os agentes envolvidos, médicos, técnicos, físicos, utentes e responsáveis pela Saúde Publica, relativamente aos níveis de radiação emitida nos exames de Tomografia Computorizada (TC), assume particular importância no domínio da Saúde Pública, na medida em que é necessário influenciar o desenvolvimento de práticas que promovam, auditem e garantam a prestação do controlo da qualidade radiológica e dosimétrica nos serviços de Radiologia a nível Nacional. Para tal, e no âmbito da publicação de estudos já realizados ao nível da União Europeia, ―Orientações Europeias dos Critérios de Qualidade para a Tomografia Computorizada (1999) ‖, é proposto estabelecer orientações na realização de estudos que permitam, numa primeira fase, estabelecer a comparação com os resultados obtidos pelos mecanismos de Controlo da Qualidade (CQ), analisar e proceder aos ajustes (se necessário) e, numa segunda fase, implementar uma moldura sistemática de avaliação periódica dos níveis de dose de radiação por exame TC e que permita a monitorização dos dados. Nesse sentido, propõe-se a realização de um Estudo Nacional que envolva a rede hospitalar pública, privada e universitária, partindo da metodologia utilizada em estudos prévios noutros países da Europa, como seja, selecção do equipamento de TC existente na Instituição Hospitalar, onde serão reunidas informações através do preenchimento de questionários relativos ao equipamento a utilizar. Serão recolhidos dados relativos ao utente, ao equipamento e parâmetros de aquisição de imagem, que permitam identificar os níveis de referência de diagnóstico (NRD) em TC, na realidade Portuguesa. Foi efectuado um estudo piloto numa instituição EPE e os valores obtidos não são significativos, nem podem assumir valor preditivo dado o reduzido tamanho da amostra. Apesar disso, sugerem a existência de parâmetros que podem ser alterados e com isso podem fazer variar a dose de radiação utilizada. ENSP/UNL Maria de Fátima Vaz de Carvalho 5 Espera-se obter com este estudo, como foi referido, a base do estabelecimento dos NRD em TC em Portugal. ----------------- ABSTRACT - The purpose of this study, in an empirical point of view, emerges from concern with the knowledge, attitudes, beliefs and practices regarding the use of ionizing radiation for diagnostic purposes and awareness of all actors involved, medical physical, technical, and responsible public health for the development of practices that promote, audited and ensure the provision of radiological quality control and dosing in radiology service at national level. In view of the complexity and characteristics involved in relation to ionizing radiation, all assume their part in protecting the physical integrity of each user and a global perspective, to ensure the safeguarding of public health, while global and globalizing factor. To this end, and in the context of the publication of studies already carried out at European Union level, "European guidelines for quality criteria for computed tomography", it is proposed to establish guidelines in conducting studies to initially establish the comparison with the results obtained by QC and make adjustments if necessary, and subsequently implement a systematic periodic assessment frame that allows monitoring of data. Accordingly, it is proposed to conduct a national study involving the public network, private and University hospitals, that extends from the methodology used in previous studies in other countries of Europe, as is, selection of equipment of existing CT in Hospital Institution, where information will be gathered by filling out questionnaires concerning the equipment to be used. Data will be collected for the wearer, equipment and parameters of image acquisition, identifying diagnostic reference levels (NRD) in CT in Portuguese fact. A pilot study was carried out in an institution EPE and the values obtained are not significant, nor can they take predictive value given the small sample size. Despite this, suggest the existence of parameters that can be changed and this can vary the dose of radiation used It is hoped to get with this study, as mentioned, the basis of the establishment of NRD in CT in Portugal.