scholarly journals Wavelet-based functional linear mixed models: an application to measurement error-corrected distributed lag models

Biostatistics ◽  
2010 ◽  
Vol 11 (3) ◽  
pp. 432-452 ◽  
Author(s):  
E. J. Malloy ◽  
J. S. Morris ◽  
S. D. Adar ◽  
H. Suh ◽  
D. R. Gold ◽  
...  
2009 ◽  
Vol 28 (25) ◽  
pp. 3158-3178 ◽  
Author(s):  
Jonathan W. Bartlett ◽  
Bianca L. De Stavola ◽  
Chris Frost

2017 ◽  
Vol 61 (1) ◽  
pp. 31-69 ◽  
Author(s):  
Joelmir A. Borssoi ◽  
Gilberto A. Paula ◽  
Manuel Galea

Author(s):  
Jan Pablo Burgard ◽  
Joscha Krause ◽  
Dennis Kreber ◽  
Domingo Morales

AbstractThe connection between regularization and min–max robustification in the presence of unobservable covariate measurement errors in linear mixed models is addressed. We prove that regularized model parameter estimation is equivalent to robust loss minimization under a min–max approach. On the example of the LASSO, Ridge regression, and the Elastic Net, we derive uncertainty sets that characterize the feasible noise that can be added to a given estimation problem. These sets allow us to determine measurement error bounds without distribution assumptions. A conservative Jackknife estimator of the mean squared error in this setting is proposed. We further derive conditions under which min-max robust estimation of model parameters is consistent. The theoretical findings are supported by a Monte Carlo simulation study under multiple measurement error scenarios.


2020 ◽  
Vol 19 (6) ◽  
pp. 1154-1172
Author(s):  
Yu.V. Granitsa

Subject. The article addresses projections of regional budget revenues, using distributed lag models. Objectives. The purpose is to review economic and statistical tools that are suitable for the analysis of relationship between the revenues of the regional budget system and regional macroeconomic predictors. Methods. The study draws on statistical, constructive, economic and mathematical methods of analysis. Results. In models with quantitative variables obtained under the Almon method, the significant predictors in the forecasting of regional budget revenues are determined mainly by the balanced financial result, the consumer price index, which characterizes inflation processes in the region, and the unemployment rate being the key indicator of the labor market. Models with quantitative variables obtained through the Koyck transformation are characterized by a wider range of predictors, the composition of which is determined by the peculiarities of economic situation in regions. The two-year forecast provides the average lag obtained during the evaluation of the models. The exception is the impact of unemployment rate, which is characterized as long-term. Conclusions. To generate forecasts of budget parameters, the results of both the Koyck method and the Almon method should be considered, though the former is more promising.


2021 ◽  
Vol 13 (6) ◽  
pp. 3274
Author(s):  
Suzanne Maas ◽  
Paraskevas Nikolaou ◽  
Maria Attard ◽  
Loukas Dimitriou

Bicycle sharing systems (BSSs) have been implemented in cities worldwide in an attempt to promote cycling. Despite exhibiting characteristics considered to be barriers to cycling, such as hot summers, hilliness and car-oriented infrastructure, Southern European island cities and tourist destinations Limassol (Cyprus), Las Palmas de Gran Canaria (Canary Islands, Spain) and the Valletta conurbation (Malta) are all experiencing the implementation of BSSs and policies to promote cycling. In this study, a year of trip data and secondary datasets are used to analyze dock-based BSS usage in the three case-study cities. How land use, socio-economic, network and temporal factors influence BSS use at station locations, both as an origin and as a destination, was examined using bivariate correlation analysis and through the development of linear mixed models for each case study. Bivariate correlations showed significant positive associations with the number of cafes and restaurants, vicinity to the beach or promenade and the percentage of foreign population at the BSS station locations in all cities. A positive relation with cycling infrastructure was evident in Limassol and Las Palmas de Gran Canaria, but not in Malta, as no cycling infrastructure is present in the island’s conurbation, where the BSS is primarily operational. Elevation had a negative association with BSS use in all three cities. In Limassol and Malta, where seasonality in weather patterns is strongest, a negative effect of rainfall and a positive effect of higher temperature were observed. Although there was a positive association between BSS use and the number of visiting tourists in Limassol and Malta, this is predominantly explained through the multi-collinearity with weather factors rather than by intensive use of the BSS by tourists. The linear mixed models showed more fine-grained results and explained differences in BSS use at stations, including differences for station use as an origin and as a destination. The insights from the correlation analysis and linear mixed models can be used to inform policies promoting cycling and BSS use and support sustainable mobility policies in the case-study cities and cities with similar characteristics.


2021 ◽  
pp. 193896552098107
Author(s):  
Anyu Liu ◽  
Haiyan Song

The aim of this study is to investigate the long-term determinants of China’s imported wine demand and to forecast wine imports from 2019 to 2023 using econometric methods. Auto-regressive distributed lag models are developed based on neoclassical economic demand theory to investigate the long-term determinants of China’s demand for imported bottled, bulk, and sparkling wine from the top five countries of origin. The empirical results demonstrate that income is the most important determinant of China’s imported wine demand, and that price only plays a significant role in a few markets. Substitute and complement effects are identified between wines from different countries of origin and between imported wines and other liquids. China’s imported wine demand is expected to maintain its rapid growth over the forecast period. Bottled wine will continue to dominate China’s imported wine market. France will have the largest market share in the bottled wine market, Spain will be the largest provider of bulk wine, and Italy will hold the same position for sparkling wine. This is the first study to use a single equation with the general to specific method rather than a system of equations to estimate and forecast China’s demand for imported bottled, bulk, and sparkling wines from different countries of origin. The more specific model setting for each country of origin improves forecasting accuracy.


2019 ◽  
Vol 38 (30) ◽  
pp. 5603-5622 ◽  
Author(s):  
Bernard G. Francq ◽  
Dan Lin ◽  
Walter Hoyer

Author(s):  
Kevin P. Josey ◽  
Brandy M. Ringham ◽  
Anna E. Barón ◽  
Margaret Schenkman ◽  
Katherine A. Sauder ◽  
...  

Sign in / Sign up

Export Citation Format

Share Document