Narrow search
Showing 1 - 10 of 95
Cover Image
Causal Inference with Two-Stage Logistic Regression - Accuracy, Precision, and Application
Cai, Bing - 2010
2SPS and 2SRI for logistic binary outcomes have not been thoroughly studied. We study the bias and variance properties … trial. We first present closed form expressions of asymptotic bias for the causal odds ratio from both 2SPS and 2SRI … approaches. Our closed form bias results show that the 2SPS logistic regression generates asymptotically biased estimates of this …
Persistent link: https://www.econbiz.de/10009439053
Cover Image
Better Safe than Sorry: Precautionary Reasoning and Implied Dominance in Risky Decisions
DeKay, Michael L.; Patiño-Echeverri, Dalia; Fischbeck, … - 2005
alternatives can seriously bias the evaluation of consequences in risky high-stakes decisions. …
Persistent link: https://www.econbiz.de/10009441242
Cover Image
Better Safe than Sorry: Precautionary Reasoning and Implied Dominance in Risky Decisions
DeKay, Michael L.; Patino-Echeverri, Dalia; Fischbeck, … - 2008
alternatives can seriously bias the evaluation of consequences in risky high-stakes decisions. …
Persistent link: https://www.econbiz.de/10009441300
Cover Image
The Impacts of Attribute Level Framing and Changing Cost Levels on Choice Experiments Value Estimates
Kragt, Marit Ellen; Bennett, Jeffrey W. - 2010
Choice Experiments (CE) are increasingly used to estimate the values of environmental goods andservices. CE questionnaires represent the environmental good under valuation by varying levels ofnon-market attributes. Inclusion of a cost attribute enables the estimation of monetary values...
Persistent link: https://www.econbiz.de/10009446025
Cover Image
Adaptive Inference for Multi-Stage Survey Data
Al-Zou'bi, L. M.; Clark, Robert Graham; Steel, D. G. - 2009
Two-stage sampling usually leads to higher variances for estimators of means and regression coefficients, because of intra-cluster homogeneity. One way of allowing for clustering in fitting a linear regression model is to use a linear mixed model with two levels. If the estimated intra-cluster...
Persistent link: https://www.econbiz.de/10009457371
Cover Image
Robustness in Latent Variable Models
Huang, Xianzheng - 2006
Statistical models involving latent variables are widely used in many areas of applications, such as biomedical science and social science. When likelihood-based parametric inferential methods are used to make statistical inference, certain distributional assumptions on the latent variables are...
Persistent link: https://www.econbiz.de/10009431306
Cover Image
Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost
Alonso, Andrés; Carbó, José Manuel - 2020
Informes recientes muestran la creciente adopción en el sector financiero de técnicas de aprendizaje automático o machine learning (ML) en la gestión del riesgo de crédito. En este entorno, los supervisores se encuentran ante el reto de permitir que se maximicen las oportunidades derivadas...
Persistent link: https://www.econbiz.de/10012525231
Cover Image
Artificial intelligence in financial services
Fernández Bedoya, Ana
Artículo de revista ; The use of artificial intelligence tools has escalated recently in all sectors of the economy owing, among other factors, to the growing volume of digital data and higher computational capacity. Major benefits may be reaped from applying these tools to the provision of...
Persistent link: https://www.econbiz.de/10012532407
Cover Image
Artificial neural network vs linear discriminant analysis in credit ratings forecast: A comparative study of prediction performances
Kumar, Kuldeep; Bhattacharya, Sukanto - 2006
Purpose – The purpose of this paper is to perform a comparative study of prediction performances of an artificial neutral network (ANN) model against a linear prediction model like a linear discriminant analysis (LDA) with regards to forecasting corporate credit ratings from financial...
Persistent link: https://www.econbiz.de/10009441722
Cover Image
Modeling Flood Perils and Flood Insurance Program in Taiwan
Chang, Ching-Cheng; Hsu, Wenko; Su, Ming-Daw - 2008
Taiwan had approximately 3,000 buildings damaged by floods with an economic loss of NT$12.8 billion annually, a figure 4.5 times more than economic losses due to fire damages. Many insurers become extremely cautious when underwriting their flood policies for people living in areas that are...
Persistent link: https://www.econbiz.de/10009443290