Showing 1 - 10 of 167
Sample coordination maximizes or minimizes the overlap of two or more samples selected from overlapping populations. It can be applied to designs with simultaneous or sequential selection of samples. We propose a method for sample coordination in the former case. We consider the case where units...
Persistent link: https://www.econbiz.de/10010746264
Pairwise maximum likelihood (PML) estimation method is developed for factor analysis models with ordinal data and fitted both in an exploratory and confirmatory set-up. The performance of the method is studied via simulations and comparisons with full information maximum likelihood (FIML) and...
Persistent link: https://www.econbiz.de/10011071409
Using data from the British Household Panel Survey, we illustrate how longitudinal repeated measures of binary outcomes are analysed using population average and subject specific logistic regression models. We show how the autocorrelation found in longitudinal data is accounted for by both...
Persistent link: https://www.econbiz.de/10010744807
This paper provides a survey of results on the quantiles of a Brownian motion with drift as well as a general Lévy process. The motivation is to calculate the price of related financial options. At the end of the paper some new results on variability orderings between various quantities...
Persistent link: https://www.econbiz.de/10010744808
We estimate the impact of compulsory schooling on earnings using changes in compulsory schooling laws in West Germany after World War II. Most estimates in the literature indicate returns in the range of 10% to 15%. While our research design is very similar to studies for various other...
Persistent link: https://www.econbiz.de/10010744833
We propose two new types of nonparametric tests for investigating multivariate regression functions. The tests are based on cumulative sums coupled with either minimum volume sets or inverse regression ideas; involving no multivariate nonparametric regression estimation. The methods proposed...
Persistent link: https://www.econbiz.de/10010744929
We propose a parametric wavelet thresholding procedure for estimation in the ‘function plus independent, identically distributed Gaussian noise’ model. To reflect the decreasing sparsity of wavelet coefficients from finer to coarser scales, our thresholds also decrease. They retain the...
Persistent link: https://www.econbiz.de/10010744958
Over the past five years numerous cross-national statistical studies have been conducted on the causes of civil war. The most influential studies have been those by Paul Collier and Anke Hoeffler.Their work has been widely cited in international reports on security and stability. This paper...
Persistent link: https://www.econbiz.de/10010744997
Correlated nonresponse within clusters arises in certain survey settings. It is often represented by a random effects model and assumed to be cluster-specific nonignorable, in the sense that survey and nonresponse outcomes are conditionally independent given cluster-level random effects. Two...
Persistent link: https://www.econbiz.de/10010744998
This working paper presents a series of preliminary results of an investigation into the spatial distribution of migrant populations across England and Wales and within London's Extended Metropolitan Region.
Persistent link: https://www.econbiz.de/10010745010