Search results for "quantile regression."

Penalized regression and clustering in high-dimensional data

The main goal of this Thesis is to describe numerous statistical techniques that deal with high-dimensional genomic data. The Thesis begins with a review of the literature on penalized regression models, with particular attention to least absolute shrinkage and selection operator (LASSO) or L1-penalty methods. L1 logistic/multinomial regression models are used for variable selection and discriminant analysis with a binary/categorical response variable. The Thesis discusses and compares several methods that are commonly utilized in genetics, and introduces new strategies to select markers according to their informative content and to discriminate clusters by offering reduced panels for popul…

Further considerations on a new indicator for higher education student performance

2016

Il presente lavoro si inserisce nel dibattito internazionale sul sistema di voto universitario e sulla sua sintesi come misura della performance di uno studente. Partendo dalla nuova misura proposta in Adelfio et al. (2014), in questo breve articolo si pone l’enfasi sull’importanza della scelta della misura opportuna, soprattutto nella individuazione delle possibili determinanti della performance, utile nella scelte delle opportune politiche di intervento sulla performance della carriera dello studente. Per richiamare il nuovo indicatore proposto e per fare il confronto con quello esistente, si `e fatto riferimento ai Sistema Universitario italiano. This paper joins the international debate…

Interactions, spillovers de connaissance et croissance des économies modernes. Faut-il préférer la globalisation ou la proximité géographique ?

2009

Globalisation and metropolisation in modern economies induce some locational strategies of knowledge based activities towards cities and deeply increase trade and move of ideas across cities. In that context, we study the way knowledge spillovers have influenced the economic growth of 82 European Metropolises over the 1990-2005 period. We model knowledge spillovers across cities according to three specific interaction patterns depending either on geography or on global advanced services or thought a combination of these patterns. We show that the mixed pattern matters the best for economic growth of cities in Europe.

Growth curves of sorghum roots via quantile regression with P-splines

2014

Plant roots are a major pool of total carbon in the planet and their dynamics are directly relevant to greenhouse gas balance. Composted wastes are increasingly used in agriculture for environmental and economic reasons and their role as a substitute for traditional fertilizers needs to be tested on all plant components. Here we propose a regression quantile approach based on P-splines to assess, quantify and compare the root growth patterns in two treatment groups respectively undergoing compost and traditional fertilization.

Inflation shocks and income inequality

2019

Purpose The purpose of this paper is to analyze the effects of inflationary shocks on inequality, using data of selected countries of the Middle East and North Africa (MENA). Design/methodology/approach Inflationary shocks were measured as deviations from core inflation, based on a genetic algorithm. Bayesian quantile regression was used to estimate the impact of inflationary shocks in different levels of inequality. Findings The results showed that inflationary shocks substantially affect countries with higher levels of inequality, thus suggesting that the detrimental impact of inflation is exacerbated by the high division of classes in a country. Originality/value The study contributes t…

Analysis of the determinants of entrepreneurial intention: the case of Burkina Faso

2018

International audience; In this study, we propose to analyze students' entrepreneurial intention, drawing on Lazear's (2004) self-selection model. This model captures the role of "human capital" in employment assignment and emphasizes the importance of the variety of skills in the individual's entrepreneurial orientation. For this purpose, we have a database collected in 2017 from over 1000 students at Ouaga I and Ouaga II universities in Burkina Faso. The results of estimates obtained using the quantile regression method show a positive and significant effect of the diversity of skills on the intention score, mainly at the median level. Even if the effect is not strong, this result support…

On the severity of economic downturns: Lessons from cross-country evidence

2012

Abstract We measure the severity of recessions as a function of their amplitude and duration. Within a quantile regression framework, we assess what causes economic downturns to be more or less severe. We find that the most severe downturns have striking similarities regarding cumulated domestic credit and large current account deficits.

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states

2018

This paper examines the sensitivity of the Dow Jones Islamic market index and its corresponding industry equity indices to changes in the level, slope and curvature of the U.S. term structure of in...

Migration and students' performance: detecting geographical differences following a curves clustering approach

2020

Students’ migration mobility is the new form of migration: students migrate to improve their skills and become more valued for the job market. The data regard the migration of Italian Bachelors who enrolled at Master Degree level, moving typically from poor to rich areas. This paper investigates the migration and other possible determinants on the Master Degree students’ performance. The Clustering of Effects approach for Quantile Regression Coefficients Modelling has been used to cluster the effects of some variables on the students’ performance for three Italian macro-areas. Results show evidence of similarity between Southern and Centre students, with respect to the Northern ones.

A ricardian analysis of the impact of climate change on permanent crops in a mediterranean region

2019

This is the first study which explores the impact of climate change in Sicily, a small Mediterranean region of Southern Europe. According to research, Mediterranean area has shown large climate shifts in the last century and it has been identified as one of the most prominent “Hot-Spots” in future climate change projections. Since agriculture is an economic activity which strongly depends on climate setting and is particularly responsive to climate changes, it is important to understand how such changes may affect agricultural profitability in the Mediterranean region. The aim of the present study is to assess the expected impact of climate change on permanent crops cultivated in Sicilian r…