Search results for "Outliers"
showing 4 items of 14 documents
A gradient-based deletion diagnostic measure for generalized linear mixed models
2016
ABSTRACTA gradient-statistic-based diagnostic measure is developed in the context of the generalized linear mixed models. Its performance is assessed by some real examples and simulation studies, in terms of ability in detecting influential data structures and of concordance with the most used influence measures.
A new method to "clean up" ultra high-frequency data
2007
In the applied econometrics, the availability of ultra high-frequency databases is having an important impact on the research market microstructure theory. The ultra high-frequency databases contain detailed reports of all the financial market activity information which is available. However, ultra high-frequency databases cannot be directly used. On one hand recording mistakes can be present, on the other hand missing information has to be inferred from the available data. In this paper, we propose a simple method in order to clean up the ultra high-frequency data from possible errors and we examine the method efficacy when we analyze data by using an autoregressive conditional duration (A…
The Performance of the Gradient-Like Influence Measure in Generalized Linear Mixed Models
2015
A gradient-like statistic, recently introduced as an influence measure, has been proven to work well in large sample, thanks to its asymptotic properties. In this work, through small-scale simulation schemes, the performance of such a diagnostic measure is further investigated in terms of concordance with the main influence measures used for outlier identification. The simulation studies are performed by using generalized linear mixed models (GLMMs).
Métodos estadísticos y computacionales en el estudio de tiempos de respuesta de reconocimiento de palabras
2021
La siguiente tesis doctoral se presenta como un trabajo de investigación relacionado con el análisis estadístico de tiempos de respuesta. El objeto de estudio de este trabajo pretende aportar algo de información sobre el tratamiento de outliers incorporando la alternativa de transformación 1 t2 . Para el análisis de fiabilidad de las transformaciones de datos outliers se suele utilizar el modelo lineal t-test que busca un patrón lineal en el conjunto unificado de datos; como novedad en el presente trabajo, se usará un modelo generalizado lineal mixto que pretende mejorar el modelo lineal primigenio diferenciando los datos en su origen (sujeto e item). En todos los casos los tiempos de respu…