Search results for "Factor model"
showing 10 items of 28 documents
Structure of Arabic Scale of Death Anxiety With Chinese College Students: A Bifactor Approach
2018
The Arabic Scale of Death Anxiety (ASDA), as one of the most widely used measures of death anxiety (DA), has increasingly been applied in many studies. However, the structures derived from different studies are highly inconsistent. In this study, both traditional and novel (bifactor) modeling approaches were used, to investigate the most optimal structure of the ASDA in a sample of 984 Chinese college students. After a series of comparisons, the results showed that the bifactor model, with a dominant general DA factor and three distinct sub-dimensions, was the most optimal measurement structure, and measurement invariance of this bifactor model between sexes was also confirmed. Based on the…
Transdiagnostic dimensions of psychopathology at first episode psychosis: findings from the multinational EU-GEI study.
2019
Background\ud The value of the nosological distinction between non-affective and affective psychosis has frequently been challenged. We aimed to investigate the transdiagnostic dimensional structure and associated characteristics of psychopathology at First Episode Psychosis (FEP). Regardless of diagnostic categories, we expected that positive symptoms occurred more frequently in ethnic minority groups and in more densely populated environments, and that negative symptoms were associated with indices of neurodevelopmental impairment.\ud \ud Method\ud This study included 2182 FEP individuals recruited across six countries, as part of the EUropean network of national schizophrenia networks st…
Type A personality is not associated with poor glycaemic control: Data from cross-sectional and longitudinal surveys of people with type 1 or type 2 …
2017
Diabetes & Metabolism - In Press.Proof corrected by the author Available online since lundi 8 aout 2016
Can personality predict retirement behaviour? A longitudinal analysis combining survey and register data from Norway.
2017
Published version of an article in the journal: European Journal of Ageing. Also available from the publisher at: http://dx.doi.org/10.1007/s10433-011-0212-6 This study investigates how far personality can predict the timing and routes of people’s retirement. It uses a large comprehensive Norwegian survey, with larger sample size than earlier related studies, providing estimates of personality based on the five-factor model. The survey data are matched with administrative data, allowing observations of retirement over the 2002–2007 period. The analysis distinguishes between the disability and the non-disability retirements. Retirement is investigated using discrete time, competing risk, log…
Integrating Personality Structure, Personality Process, and Personality Development
2017
In this target article, we argue that personality processes, personality structure, and personality development have to be understood and investigated in integrated ways in order to provide comprehensive responses to the key questions of personality psychology. The psychological processes and mechanisms that explain concrete behaviour in concrete situations should provide explanation for patterns of variation across situations and individuals, for development over time as well as for structures observed in intra–individual and inter–individual differences. Personality structures, defined as patterns of covariation in behaviour, including thoughts and feelings, are results of those processe…
Primary Commodity Prices: Co-movements, Common Factors and Fundamentals
2011
The behavior of commodities is critical for developing and developed countries alike. This paper contributes to the empirical evidence on the co-movement and determinants of commodity prices. Using nonstationary panel methods, we document a statistically significant degree of co-movement due to a common factor. Within a Factor Augmented VAR approach, real interest rate and uncertainty, as postulated by a simple asset pricing model, are both found to be negatively related to this common factor. This evidence is robust to the inclusion of demand and supply shocks, which both positively impact on the co-movement of commodity prices.
Harmonization of Neuroticism and Extraversion phenotypes across inventories and cohorts in the Genetics of Personality Consortium:an application of I…
2014
Mega- or meta-analytic studies (e.g. genome-wide association studies) are increasingly used in behavior genetics. An issue in such studies is that phenotypes are often measured by different instruments across study cohorts, requiring harmonization of measures so that more powerful fixed effect meta-analyses can be employed. Within the Genetics of Personality Consortium, we demonstrate for two clinically relevant personality traits, Neuroticism and Extraversion, how Item-Response Theory (IRT) can be applied to map item data from different inventories to the same underlying constructs. Personality item data were analyzed in >160,000 individuals from 23 cohorts across Europe, USA and Australia…
Swing options in commodity markets: a multidimensional Lévy diffusion model
2013
Author's version of an article in the journal: Mathematical Methods of Operations Research. Also available from the publisher at: http://dx.doi.org/10.1007/s00186-013-0452-7 We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a valuation model in terms of a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights is given by a total volume constraint. We analyze some general properties of the model and study the solution by analyzing the associated HJB-equation. Furthermo…
Traits and emotions
2000
This paper reviews literature on traits and emotions focusing on both structure and management, or 'having' and 'doing'. The cognitive perspective of this paper implies that traits and emotions are viewed as provisions to frame people and their behaviours in situations in meaningful ways. The focus on the structure of traits thus implies considering the now broadly acknowledged Big Five model as a dimensional framework by which traits of people can be meaningfully organized. A similar position is taken with respect to emotions, given the recurrent finding of a two-dimensional model of emotions with Positive Affect and Negative Affect (PA and NA). Maintaining relevant distinctions between tr…
Forecasting industry sector default rates through dynamic factor models
2008
In this paper we use a reduced-form model for the analysis of portfolio credit risk. For this purpose, we fit a dynamic factor model to a large data set of default rate proxies and macro-variables for Italy. Multiple step ahead density and probability forecasts are obtained by employing both the direct and indirect methods of prediction together with stochastic simulation of the dynamic factor model. We first find that the direct method is the best performer regarding the out-of-sample projection of financial distressful events. In a second stage of the analysis, we find that reducedform portfolio credit risk measures obtained through the dynamic factor model are lower than those correspond…