Measuring the gender wage gap—a methodological note

We propose to estimate the Blinder-Oaxaca decomposition by a single-equation model augmented with interactions between the group membership and other predictors. The relative importance of predicto...

Estimating aggregated nutrient fluxes in four Finnish rivers via Gaussian state space models

Reliable estimates of the nutrient fluxes carried by rivers from land-based sources to the sea are needed for efficient abatement of marine eutrophication. Although nutrient concentrations in rivers generally display large temporal variation, sampling and analysis for nutrients, unlike flow measurements, are rarely performed on a daily basis. The infrequent data calls for ways to reliably estimate the nutrient concentrations of the missing days. Here, we use the Gaussian state space models with daily water flow as a predictor variable to predict missing nutrient concentrations for four agriculturally impacted Finnish rivers. Via simulation of Gaussian state space models, we are able to esti…

Tests against stationary and explosive alternatives in vector autoregressive models

.  The article proposes new tests for the number of unit roots in vector autoregressive models based on the eigenvalues of the companion matrix. Both stationary and explosive alternatives are considered. The limiting distributions of test statistics depend only on the number of unit roots. Size and power are investigated, and it is found that the new test against some stationary alternatives compares favourably with the widely used likelihood ratio test for the cointegrating rank. The powers are prominently higher against explosive than against stationary alternatives. Some empirical examples are provided to show how to use the new tests with real data.

Oikaisuja suomalaisen tieteen historiaan

Osoitamme Gustaf Gabriel Hällströmin ja Johan Gabriel Bonsdorffin unohdetun ensimmäisen suomalaisen pienimmän neliösumman menetelmän (PNS) sovelluksen vuonna 1815. Korjaamme tieteenhistoriallisen sekaannuksen isästä ja pojasta, Gabriel von Bonsdorffista ja Johan Gabriel von Bonsdorffista. nonPeerReviewed

Estimating aggregated nutrient fluxes in four Finnish rivers via Gaussian state space models

Reliable estimates of the nutrient fluxes carried by rivers from land-based sources to the sea are needed for efficient abatement of marine eutrophication. Although nutrient concentrations in rivers generally display large temporal variation, sampling and analysis for nutrients, unlike flow measurements, are rarely performed on a daily basis. The infrequent data calls for ways to reliably estimate the nutrient concentrations of the missing days. Here, we use the Gaussian state space models with daily water flow as a predictor variable to predict missing nutrient concentrations for four agriculturally impacted Finnish rivers. Via simulation of Gaussian state space models, we are able to esti…

Tests for real and complex unit roots in vector autoregressive models

The article proposes new tests for the number of real and complex unit roots in vector autoregressive models. The tests are based on the eigenvalues of the sample companion matrix. The limiting distributions of the eigenvalues converging to the unit eigenvalues turn out to be of a non-standard form and expressible in terms of Brownian motions. The tests are defined such that the null distributions related to eigenvalues +/-1 are the same. The tests for the unit eigenvalues with nonzero imaginary part are defined independently of the angular frequency. When the tests are adjusted for deterministic terms, the null distributions usually change. Critical values are tabulated via simulations. Al…

A Model-Based Approach for the Recovery of Forest Attributes Using Airborne Laser Scanning Data

As three-dimensional wall-to-wall information on forest structure, ALS echoes provide information on the growing stock and canopy structure. Even though the ALS echo heights are associated with the dimensions of trees, a theoretical model to relate ALS data with interesting forest attributes is missing. The recorded observation of echo height can be viewed as an outcome of a complex process mixing several random sub-processes related to the forest and the atmosphere in a non-trivial way. The forest-related processes include those generating stand density, tree heights, tree locations, tree crown shapes, and the internal structure of tree crowns. This chapter presents our recent work on deve…

A stochastic shape and orientation model for fibres with an application to carbon nanotubes

Methods are introduced for analysing the shape and orientation of planar fibres from greyscale images of fibrous systems. The sequence of image processing techniques needed for segmentation of fibres is described. The identified fibres were interpreted as deformed line segments for which two shape and two orientation parameters are estimated by the maximum likelihood method. The methods introduced are shown to perform quite well for simulated systems of deformed line segments with known properties. They were applied to TEM images of carbon nanotubes embedded in polycarbonate.

Metrin synty

Kuulin koulupoikana historian tunnilla, että pituusyksikkö metri otettiin käyttöön Ranskan suuren vallankumouksen aikana. Lisäksi sain kuulla, että sen pituudeksi määriteltiin kymmenesmiljoonas osa pohjoisnavan ja päiväntasaajan välisestä etäisyydestä. Enpä kuitenkaan ymmärtänyt kysyä, miten ihmeessä tämä etäisyys oli saatu selville ja miksi metri määriteltiin tämän etäisyyden avulla. Runsaan 50 vuoden kuluttua eläkeläisenä voin vastata näihin koulupojan tekemättä jättämiin kysymyksiin. Artikkelini perustuu suurelta osin alkuperäisiin lähteisiin ja niiden lisäksi Ken Alderin mainioon teokseen The Measure of All Things. nonPeerReviewed

Alkoholinkäytön aiheuttama liikennekuoleman riski Suomessa

Tässä tutkimuksessa analysoidaan juopumuksen asteen vaikutusta kuolemaan johtavan liikenneonnettomuuden riskiin moderneilla tilastollisilla menetelmillä. Tutkimuksen pääaineistona ovat vuosina 2005–2014 Suomessa tapahtuneet kuolemaan johtaneet moottoriajoneuvo-onnettomuudet, joissa oli mukana henkilöauto aiheuttajana tai muuna osallisena. Pääaineistoa täydennetään ratsiatutkimuksista julkaistuilla tilastoilla. Keskeisiä käytettyjä mittareita ovat riskisuhde sekä vakioitu riskisuhde, josta on poistettu sekoittavien muuttujien vaikutusta. Tutkimuksen ensimmäisenä tavoitteena on selvittää, miten pieni veren alkoholipitoisuus alkaa lisätä liikenneonnettomuuden riskiä, ja toisena tavoitteena on …

Lisää oikaisuja suomalaisen tieteen historiaan : pitkäaikaisin professori

Permutation Tests in Linear Regression

Exact permutation tests are available only in rather simple linear models. The problem is that, although standard assumptions allow permuting the errors of the model, we cannot permute them in practice, because they are unobservable. Nevertheless, the residuals of the model can be permuted. A proof is given here which shows that it is possible to approximate the unobservable permutation distribution where the true errors are permuted by permuting the residuals. It is shown that approximation holds asymptotically and almost surely for certain quadratic statistics as well as for statistics which are expressible as the maximum of appropriate linear functions. The result is applied to testing t…

Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation

It is well known that the so called plug-in prediction intervals for autoregressive processes, with Gaussian disturbances, are too narrow, i.e. the coverage probabilities fall below the nominal ones. However, simulation experiments show that the formulas borrowed from the ordinary linear regression theory yield one-step prediction intervals, which have coverage probabilities very close to what is claimed. From a Bayesian point of view the resulting intervals are posterior predictive intervals when uniform priors are assumed for both autoregressive coefficients and logarithm of the disturbance variance. This finding opens the path how to treat multi-step prediction intervals which are obtain…

Measuring the gender wage gap : a methodological note

We propose to estimate the Blinder-Oaxaca decomposition by a single-equation model augmented with interactions between the group membership and other predictors. The relative importance of predictors on the discriminatory wage gap is examined by the interaction coefficients, which may lead to very different conclusions than the usual percentage calculations using the detailed decomposition method. Comparisons are made between the traditional interpretations and those suggested here using wage data from Finland. The decomposition analysis suggests that the discriminatory male-female wage gap is largely related to work experience, while our preferred model points to the importance of family g…

Improved frequentist prediction intervals for ARMA models by simulation

[Introduction] In a traditional approach to time series forecasting, prediction intervals are usually computed as if the chosen model were correct and the parameters of the model completely known, with no reference to the uncertainty regarding the model selection and parameter estimation. The parameter uncertainty may not be a major source of prediction errors in practical applications, but its effects can be substantial if the series is not too long. The problems of interval prediction are discussed in depth in Chatfield (1993, 1996) and Clements & Hendry (1999). [Continues; please see the article] nonPeerReviewed