Search results for " statistics"
showing 10 items of 1891 documents
Bayesian two-stage regression with parametric heteroscedasticity
2008
In this paper, we expand Kleibergen and Zivot's (2003) Bayesian two-stage (B2S) model by allowing for unequal variances. Our choice for modeling heteroscedasticity is a fully Bayesian parametric approach. As an application, we present a cross-country Cobb–Douglas production function estimation.
Estimation of ordered response models with sample selection
2011
We introduce two new Stata commands for the estimation of an ordered response model with sample selection. The opsel command uses a standard maximum-likelihood approach to fit a parametric specification of the model where errors are assumed to follow a bivariate Gaussian distribution. The snpopsel command uses the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390) to fit a semiparametric specification of the model where the bivariate density function of the errors is approximated by a Hermite polynomial expansion. The snpopsel command extends the set of Stata routines for semi-nonparametric estimation of discrete response models. Compared to the other semi-n…
Exemple de collaboration de recherche : Cas du Conseil Départemental 21
2021
1/ Etude de cohorte sur le cumul Revenu de Solidarité Active (RSA)2/ Etude de cohorte sur les parcours des personnes entrées en Ateliers et Chantiers d’Insertion (ACI)
Forecasting Exchange Rates Volatilities Using Artificial Neural Networks
2000
This paper employs Artificial Neural Networks to forecast volatilities of the exchange rates of six currencies against the Spanish peseta. First, we propose to use ANN as an alternative to parametric volatility models, then, we employ them as an aggregation procedure to build hybrid models. Though we do not find a systematic superiority of ANN, our results suggest that they are an interesting alternative to classical parametric volatility models.
Construction et évaluation d’un modèle de simulation dans un contexte interdisciplinaire
2015
Le travail présenté ici s’inscrit dans le cadre de l’ANR TransMonDyn, qui vise à étudier les transformations dans les systèmes de peuplement sur le temps long, au moyen de modèles conceptuels ou implémentés sous forme informatique. Cette étude s’appuie sur un formalisme, développé au sein du projet, définissant la transformation comme une transition entre un régime 1 et un régime 2. Le projet TransMonDyn repose sur l’analyse d’un ensemble de douze cas d’études empiriques, les transitions, dont les localisations autant que les échelles spatiales et temporelles sont extrêmement diverses.
A Critical Review of Statistical Methods for Twin Studies Relating Exposure to Early Life Health Conditions
2021
International audience; When investigating disease etiology, twin data provide a unique opportunity to control for confounding and disentangling the role of the human genome and exposome. However, using appropriate statistical methods is fundamental for exploiting such potential. We aimed to critically review the statistical approaches used in twin studies relating exposure to early life health conditions. We searched PubMed, Scopus, Web of Science, and Embase (2011–2021). We identified 32 studies and nine classes of methods. Five were conditional approaches (within-pair analyses): additive-common-erratic (ACE) models (11 studies), generalized linear mixed models (GLMMs, five studies), gene…
On the effects of the Double-Walled Tubes lay-out on the DEMO WCLL breeding blanket module thermal behavior
2019
Abstract The EU-DEMO Water-Cooled Lithium Lead Breeding Blanket (WCLL BB) concept foresees liquid Pb-15.7Li eutectic alloy as breeder and neutron multiplier, whereas pressurized subcooled water as coolant, with operative conditions typical of the PWR fission reactors (temperature in the range of 295–328 °C and pressure of 15.5 MPa). The cooling down of the BB is guaranteed by means of two separated cooling circuits: the one consisted in square channels housed within the complex of Side Walls and First Wall, and the one composed of a set of Double-Walled Tubes (DWTs) submerged in the Breeding Zone (BZ) and deputed to remove heat power therein generated. A parametric thermal study has been ca…
Parametric study of the influence of double-walled tubes layout on the DEMO WCLL breeding blanket thermal performances
2020
Abstract Within the framework of the EUROfusion activities regarding the EU-DEMO Breeding Blanket (BB) concept, the University of Palermo is long-time involved, in close cooperation with ENEA, in the design of the Water Cooled Lithium Lead (WCLL) BB, that is one of the two concepts under consideration for the DEMO reactor. It is mainly characterized by a liquid lithium-lead eutectic alloy acting as breeder and neutron multiplier, as well as by subcooled pressurized water flowing as coolant under PWR-like conditions (pressure of 15.5 MPa and inlet/outlet temperatures of 295 °C/328 °C). A research campaign has been recently carried out to study the potential influence of the Breeding Zone coo…
On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction
2020
Approximate Bayesian computation allows for inference of complicated probabilistic models with intractable likelihoods using model simulations. The Markov chain Monte Carlo implementation of approximate Bayesian computation is often sensitive to the tolerance parameter: low tolerance leads to poor mixing and large tolerance entails excess bias. We consider an approach using a relatively large tolerance for the Markov chain Monte Carlo sampler to ensure its sufficient mixing, and post-processing the output leading to estimators for a range of finer tolerances. We introduce an approximate confidence interval for the related post-corrected estimators, and propose an adaptive approximate Bayesi…
On the interpretability and computational reliability of frequency-domain Granger causality
2017
This Correspondence article is a comment which directly relates to the paper “A study of problems encountered in Granger causality analysis from a neuroscience perspective” (Stokes and Purdon, 2017). We agree that interpretation issues of Granger causality (GC) in neuroscience exist, partially due to the historically unfortunate use of the name “causality”, as described in previous literature. On the other hand, we think that Stokes and Purdon use a formulation of GC which is outdated (albeit still used) and do not fully account for the potential of the different frequency-domain versions of GC; in doing so, their paper dismisses GC measures based on a suboptimal use of them. Furthermore, s…