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  • 1. Adolfson, Malin
    et al.
    Laseen, Stefan
    Linde, Jesper
    Villani, Mattias
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Bayesian estimation of an open economy DSGE model with incomplete pass-through2007In: Journal of International Economics, ISSN 0022-1996, E-ISSN 1873-0353, Vol. 72, no 2, p. 481-511Article in journal (Refereed)
    Abstract [en]

    In this paper, we develop a dynamic stochastic general equilibrium (DSGE) model for an open economy, and estimate it on Euro area data using Bayesian estimation techniques. The model incorporates several open economy features, as well as a number of nominal and real frictions that have proven to be important for the empirical fit of closed economy models. The paper offers: i) a theoretical development of the standard DSGE model into an open economy setting, ii) Bayesian estimation of the model, including assessments of the relative importance of various shocks and frictions for explaining the dynamic development of an open economy, and iii) an evaluation of the model's empirical properties using standard validation methods.

  • 2. Adolfson, Malin
    et al.
    Laseen, Stefan
    Linde, Jesper
    Villani, Mattias
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Empirical properties of closed- and open-economy DSGE models of the Euro area2008In: Macroeconomic dynamics (Print), ISSN 1365-1005, E-ISSN 1469-8056, Vol. 12, p. 2-19Article in journal (Refereed)
    Abstract [en]

    In this paper, we compare the empirical proper-ties of closed- and open-economy DSGE models estimated on Euro area data. The comparison is made along several dimensions; we examine the models in terms of their marginal likelihoods, forecasting performance, variance decompositions, and their transmission mechanisms of monetary policy.

  • 3. Adolfson, Malin
    et al.
    Linde, Jesper
    Villani, Mattias
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Bayesian analysis of DSGE models: Some comments2007In: Econometric Reviews, ISSN 0747-4938, E-ISSN 1532-4168, Vol. 26, no 2-4, p. 173-185Article in journal (Refereed)
    Abstract [en]

    Sungbae An and Frank Schorfheide have provided an excellent review of the main elements of Bayesian inference in Dynamic Stochastic General Equilibrium (DSGE) models. Bayesian methods have, for reasons clearly outlined in the paper a very natural role to flay in DSGE analysis, and the appeal of the Bayesian paradigm is indeed strongly evidenced by the flood of empirical applications in the area over the last couple of years. We expect their paper to be the natural starting point for applied economists interested in learning about Bayesian techniques for analyzing DSGE models, and as such the paper is likely to have a strong influence on what will be considered best practice for estimating DSGE models. The authors have, for good reasons, chosen a stylized six-equation model to present the methodology. We shall use here the large-scale model in Adolfson et al. (2005), henceforth ALLV, to illustrate a few econometric problems which we have found to be especially important as the size of the model increases. The model in ALLV is an open economy extension of the closed economy model in Christiano et al. (2005). It consists of 25 log-linearized equations, which can be written as a state space representation With 60 state variables, many of them unobserved. Fifteen observed unfiltered time series are used to estimate 51 structural parameters. An additional complication compared to the model in An and Schorfheide's paper is that some of the coefficients in the measurement equation are non-linear functions of the structural parameters. The model is currently the main vehicle for policy analysis at Sveriges Riksbank (Central Bank of Sweden) and similar models are being developed in many other policy institutions, which testifies to the model's practical relevance. The version considered here is estimated on Euro area data over the period 1980Q1-2002Q4. We refer to ALLV for details.

  • 4. Adolfson, Malin
    et al.
    Linde, Jesper
    Villani, Mattias
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Forecasting performance of an open economy DSGE model2007In: Econometric Reviews, ISSN 0747-4938, E-ISSN 1532-4168, Vol. 26, no 04-feb, p. 289-328Article in journal (Refereed)
    Abstract [en]

    This paper analyzes the forecasting performance of an open economy dynamic stochastic general equilibrium (DSGE) model, estimated with Bayesian methods, for the Euro area during 1994Q1-2002Q4. We compare the DSGE model and a few variants of this model to various reduced form forecasting models such as vector autoregressions (VARs) and vector error correction models (VECM), estimated both by maximum likelihood and, two different Bayesian approaches, and traditional benchmark models, e.g., the random. walk. The accuracy of point forecasts, interval forecasts and the predictive distribution as a whole are assessed in, an out-of-sample rolling event evaluation using several univariate and multivariate measures. The results show that the open economy DSGE model compares well with more empirical models and thus that the tension between, rigor and fit in older generations of DSGE models is no longer present. We also critically examine the role of Bayesian model probabilities and other frequently used low-dimensional summaries, e.g., the log determinant statistic, as measures of overall forecasting performance.

  • 5. Ahmed, S. Ejaz
    et al.
    Fallahpour, Saber
    von Rosen, Dietrich
    von Rosen, Tatjana
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Estimation of Several Intraclass Correlation Coefficients2015In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 44, no 9, p. 2315-2328Article in journal (Refereed)
    Abstract [en]

    An intraclass correlation coefficient observed in several populations is estimated. The basis is a variance-stabilizing transformation. It is shown that the intraclass correlation coefficient from any elliptical distribution should be transformed in the same way. Four estimators are compared. An estimator where the components in a vector consisting of the transformed intraclass correlation coefficients are estimated separately, an estimator based on a weighted average of these components, a pretest estimator where the equality of the components is tested and then the outcome of the test is used in the estimation procedure, and a James-Stein estimator which shrinks toward the mean.

  • 6.
    Alexius, Annika
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Economics.
    Birenstam, Helene
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Eklund, Johanna
    The interbank market risk premium, central bank interventions, and measures of market liquidity2014In: Journal of International Money and Finance, ISSN 0261-5606, E-ISSN 1873-0639, Vol. 48, p. 202-217Article in journal (Refereed)
    Abstract [en]

    When the interbank market risk premium soared during the financial crisis, it created a wedge between interest rates actually paid by private agents and the rapidly falling policy rates. Many central banks attempted to improve the situation by supplying liquidity to the domestic interbank market. This paper studies the Swedish interbank market risk premium using a unique data set on traded volume between banks and between banks and the Riksbank. We find that the main determinants of the Swedish interbank premium are international variables, such as US and EURO area risk premia. International exchange rate volatility and the EURO/USD deviations from CIP also matters, while standard measures of domestic market liquidity and domestic credit risk have insignificant effects. Nonlinear smooth transition (STR) models show that U.S. financial variables are more important in times of a rising U.S. risk premium. Our measure of actual turnover in the interbank market is associated with a significant reduction of the interbank market risk premium, as are credit provisions by the central bank.

  • 7.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    A Classroom Approach to Illustrate Transformation and Bootstrap Confidence Interval Techniques Using the Poisson Distribution2017In: International Journal of Statistics and Probability, ISSN 1927-7032, Vol. 6, no 2, p. 42-53Article in journal (Refereed)
    Abstract [en]

    The Poisson distribution is here used to illustrate transformation and bootstrap techniques in order to construct a confidence interval for a mean. A comparison is made between the derived intervals and the Wald  and score confidence intervals. The discussion takes place in a classroom, where the teacher and the students have previously discussed and evaluated the Wald and score confidence intervals. While step by step  interactively getting acquainted  with new techniques,  the students will learn about the effects of e.g. bias and asymmetry and ways of dealing with such phenomena. The primary purpose of this teacher-student communication is therefore not to find the  best possible interval estimator for this particular case, but rather to provide a study displaying a teacher and her/his students interacting with each other in an efficient and rewarding way. The teacher has a strategy of encouraging the students to take initiatives. This is accomplished by providing the necessary background of the problem and some underlying theory after which the students are confronted with questions and problem solving. From this the learning process starts. The teacher has to be flexible according to how the students react.  The students are supposed to have studied mathematical statistics for at least two semesters. 

  • 8.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    A Classroom Approach to the Construction of an Approximate Confidence Interval of a Poisson Mean Using One Observation2015In: American Statistician, ISSN 0003-1305, E-ISSN 1537-2731, Vol. 69, no 3, p. 160-164Article in journal (Refereed)
    Abstract [en]

    Even elementary statistical problems may give rise to a deeper and broader discussion of issues in probability and statistics. The construction of an approximate confidence interval for a Poisson mean turns out to be such a case. The simple standard two-sided Wald confidence interval by normal approximation is discussed and compared with the score interval. The discussion is partly in the form of an imaginary dialog between a teacher and a student, where the latter is supposed to have studied mathematical statistics for at least one semester.

  • 9.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    A Classroom Approach to the Construction of Bayesian Credible Intervals of a Poisson Mean2018Report (Other academic)
    Abstract [en]

    The Poisson distribution is here used to illustrate Bayesian inference concepts with the ultimate goal to construct credible intervals for a mean. The evaluation of the resulting intervals is in terms of potential negative effects of mismatched priors and posteriors. The discussion is in the form of an imaginary dialogue between a teacher and a student, who have met earlier, discussing and evaluating the Wald and score confidence intervals, as well as confidence intervals based on transformation and bootstrap techniques. From the perspective of the student the learning process is akin to a real research situation. By this time the student  is supposed to have studied mathematical statistics for at least two semesters.

  • 10.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Central limit theorems from a teaching perspective2015In: Festschrift in Honor of Hans Nyquist on the Occasion of his 65th Birthday / [ed] Ellinor Fackle-Fornius, Stockholm: Stockholm University, 2015, p. 1-6Chapter in book (Other academic)
    Abstract [en]

    Central limit theorems and their applications constitute highlights in probability theory and statistical inference. However, as a teacher, especially in undergraduate courses, you are faced with the challenges of how to introduce the results. These challenges especially concern ways of presentation and discussion of under which conditions asymptotic (approximate) results hold. This paper attempts to present some relevant examples for possible use in the classroom.

  • 11.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Design-based "Optimal" Calibration Weights Under Unit Nonresponse in Survey Sampling2018Report (Other academic)
    Abstract [en]

    High nonresponse is a very common problem in sample surveys today. In statistical terms we are worried about increased bias and variance of estimators for population quantities such as totals or means. Different methods have been suggested in order to compensate for this phenomenon. We can roughly divide them into imputation and calibration and it is the latter approach we will focus on here. A wide spectrum of possibilities is included in the class of calibration estimators. We explore linear calibration, where we suggest using a nonresponse version of the design-based optimal regression estimator. Comparisons are made between this estimator and a GREG type estimator. Distance measures play a very important part in the construction of calibration estimators. We show that an estimator of the average response propensity (probability) can be included in the "optimal" distance measure under nonresponse, which will help reducing the bias of the resulting estimator.  To illustrate empirically the theoretically derived results for the suggested estimators, a simulation study has been carried out. The population is called KYBOK and consists of clerical municipalities in Sweden, where the variables include financial as well as size measurements. The  results are encouraging for the "optimal" estimator in combination with the estimated average response propensity, where the bias was highly reduced for the Poisson sampling cases in the study. 

  • 12.
    Andersson, Per Gösta
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Särndal, Carl-Erik
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Calibration for nonresponse treatment: In one or two steps?2016In: Statistical Journal of the IAOS, ISSN 1874-7655, E-ISSN 1875-9254, Vol. 32, no 3, p. 375-381Article in journal (Refereed)
    Abstract [en]

    This paper explores the different ways in which auxiliary information can be put to use in calibrated weighting adjustment under survey nonresponse.  Information is often present at two levels, the population level and the sample level. The many options available in executing the calibration derive from several factors: One is the order in which the two sources of information enters into calibration, a choice of a bottom-up as opposed to a top-down approach. Another is whether the calibration should be carried out sequentially in two steps, or in one single step with the combined information. A third question is whether one can simplify the procedure, at no major loss of accuracy, by transcribing individual population auxiliary data from the register to the sample units only. We make a systematic list of the possibilities arising for calibration adjustment in this setting. An empirical study concludes the paper.

  • 13.
    Andersson, Per Gösta
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Särndal, Carl-Erik
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Calibration for nonresponse treatment using auxiliary information at different levels2016In: Proceedings of the Fifth International Conference on Establishment Surveys, 2016Conference paper (Other academic)
    Abstract [en]

    This paper explores the different ways in which auxiliary information can be put to use in cali-brated weighting adjustment under survey nonresponse. Information is often present at two levels,the population level and the sample level. The many options available in executing the calibrationderive from several factors: One is the order in which the two sources of information enters intocalibration, a choice of a bottom-up as opposed to a top-down approach. Another is whether thecalibration should be carried out sequentially in two steps, or in one single step with the combinedinformation. A third question is whether one can simplify the procedure, at no major loss of accu-racy, by transcribing individual population auxiliary data from the register to the sample units only. We make a systematic list of the possibilities arising for calibration adjustment in this setting. Anempirical study concludes the paper.

  • 14.
    Andreev, Andriy
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Morlanes, José Igor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Simulations-based Study of Covariance Structure for Fractional Ornstein-Uhlenbeck process of the Second KindManuscript (preprint) (Other academic)
  • 15. Ang, SiewChing
    et al.
    Rodgers, Joseph Lee
    Wänström, Linda
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    The Flynn Effect within subgroups in the US: Gender, race, income, education, and urbanization differences in the NLSY-Children data2010In: Intelligence, ISSN 0160-2896, E-ISSN 1873-7935, Vol. 38, no 4, p. 367-384Article in journal (Refereed)
    Abstract [en]

    Although the Flynn Effect has been studied widely across cultural, geographic, and intellectual domains, and many explanatory theories have been proposed, little past research attention has been paid to subgroup differences. Rodgers and Wanstrom (2007) identified an aggregate-level Flynn Effect (FE) at each age between 5 and 13 in the Children of the National Longitudinal Survey of Youth (NLSYC) PIAT-Math data. FE patterns were not obtained for Reading Recognition, Reading Comprehension, or Digit Span, consistent with past FE research suggesting a closer relationship to fluid intelligence measures of problem solving and analytic reasoning than to crystallized measures of verbal comprehension and memory. These prior findings suggest that the NLSYC data can be used as a natural laboratory to study more subtle FE patterns within various demographic subgroups. We test for subgroup Flynn Effect differences by gender, race/ethnicity, maternal education, household income, and urbanization. No subgroups differences emerged for three demographic categories. However, children with more educated (especially college educated) mothers and/or children born into higher income households had an accelerated Flynn Effect in their PIAT-M scores compared to cohort peers with lower educated mothers or lower income households. We interpret both the positive and the null findings in relation to previous theoretical explanations.

  • 16. Antai, Diddy
    et al.
    Ghilagaber, Gebrenegus
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Wedrén, Sara
    Macassa, Gloria
    Moradi, Tahereh
    Inequities in Under-Five Mortality in Nigeria: Differentials by Religious Affiliation of the Mother2009In: Journal of Religion and Health, ISSN 0022-4197Article in journal (Refereed)
  • 17. Anwar, Muhammad Ikram
    et al.
    Rahman, Moazur
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Iqbal, Mazhar
    Prevalence of active hepatitis C virus infections among general public of Lahore, Pakistan2013In: Virology Journal, ISSN 1743-422X, E-ISSN 1743-422X, Vol. 10, article id 351Article in journal (Refereed)
    Abstract [en]

    Background: To find out the prevalence of active hepatitis C virus (HCV) infections among general public in Lahore city, since data concerning the prevalence of active HCV in this city is currently unavailable. Methods: Blood samples were collected randomly from individuals visiting different clinical laboratories in Lahore. Serum was separated and processed by nested PCR qualitative assay for the detection of HCV RNA. The samples were categorized into different age groups on the basis of pre-test questionnaires in order to record the age-wise differences regarding the prevalence of active HCV. Data were analyzed statistically using Chi-Square test. Results: Out of the 4246 blood samples analyzed in this study, 210 were confirmed to be positive for active HCV infection. Gender-wise active HCV prevalence revealed no significant difference [OR = 1.10 CI = (0.83-1.46), p > 0.05]. However, among the age groups the highest prevalence was observed in the age groups 20-29 (7.7%) and 30-39 years (6.4%) with odds of prevalence of 14.8% (OR = 2.48, CI = (1.40-4.38), p < 0.05) and 10.3% (OR = 2.03, CI = (1.10-3.71), respectively. In age groups above 40 years (40-49, 50-59 and >59 years), a decrease in levels of active HCV prevalence was observed. Conclusions: Among tested samples, 4.9% of the subjects were confirmed to harbour active HCV infections and the middle aged population in Lahore was found to be at a higher risk of the HCV ailments compared to both their younger and older peers.

  • 18. Appelberg, Jonas
    et al.
    Janson, Christer
    Lindberg, Eva
    Pavlenko, Tatjana
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Hedenstierna, Göran
    Lung aeration during sleep in patients with obstructive sleep apnoea2010In: Clinical Physiology and Functional Imaging, ISSN 1475-0961, E-ISSN 1475-097X, Vol. 30, no 4, p. 301-307Article in journal (Refereed)
    Abstract [en]

    P>Background: Previous studies have indicated that patients with obstructive sleep apnoea (OSA) have altered ventilation and lung volumes awake and the results suggest that this may be a determinant of severity of desaturations during sleep. However, little is known about regional lung aeration during sleep in patients with OSA. Methods: Twelve patients with OSA were included in the study. Computed tomography was used to study regional lung aeration during wakefulness and sleep. Lung aeration was calculated in ml gas/g lung tissue in four different regions of interest (ROI1-4), along the border of the lung from ventral to dorsal. Results: Lung aeration in the dorsal (dependent) lung region (ROI4) was lower during sleep compared to wakefulness 0 center dot 78 +/- 0 center dot 19 versus 0 center dot 88 +/- 0 center dot 19 (mean +/- SD) ml gas/g lung tissue (P = 0 center dot 005). Associations were found between awake expiratory reserve volume and change in lung aeration from wakefulness to sleep in ROI4 (r = -0 center dot 69; P = 0 center dot 012). In addition, the change in lung aeration in the dorsal region correlated to sleep time (r = 0 center dot 69; P = 0 center dot 014) but not to time in supine position. The difference in lung aeration between inspiration and expiration (i.e. ventilation), was larger in the ventral lung region when expressed as ml gas per g lung tissue. In two patients it was noted that, during on-going obstructive apnoea, lung aeration tended to be increased rather than decreased. Conclusions: Aeration in the dorsal lung region is reduced during sleep in patients with OSA. The decrease is related to lung volume awake and to sleep time.

  • 19. Artman, Henrik
    et al.
    Brynielsson, Joel
    Edlund, Lena
    Fallgren, Per
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Forsberg, Lars
    Stockholm University, Faculty of Science, Department of Mathematics and Science Education.
    Ghilagaber, Gebrenegus
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Gustavii, Jonathan
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Herzing, Mathias
    Stockholm University, Faculty of Social Sciences, Department of Economics.
    Häckner, Jonas
    Stockholm University, Faculty of Social Sciences, Department of Economics.
    Jacobsson, Adam
    Stockholm University, Faculty of Social Sciences, Department of Economics.
    Jacobsson, Eva-Maria
    Källmén, Håkan
    Lindquist, Sinna
    Lundström, Anders
    Muren, Astri
    Stockholm University, Faculty of Social Sciences, Department of Economics.
    Sjöberg, Eric
    Stockholm University, Faculty of Social Sciences, Department of Economics.
    Thuresson, Björn
    Tjörnhammar, Edward
    Wickström, Hans
    Effektiv miljötillsyn: slutrapport2013Report (Other academic)
    Abstract [en]

    The Swedish Environmental Protection Agency (Naturvårdsverket) has financed the interdisciplinary research program “Efficient Environmental Inspections and Enforcement” (“Effektiv miljötillsyn”). The researchers are affiliated to Stockholm University, which is the responsible research institution, the Royal Institute of Technology (Kungliga Tekniska Högskolan), the Karolinska Institutet, and the Swedish Defense Research Agency (Totalförsvarets forskningsinstitut). The goal has been to develop new knowledge, thereby achieving more efficient environmental inspections and enforcement and obtaining new scientific perspectives on environmental inspections and enforcement.

    The report studies methods for inspections and the communication between the inspector and the representative of the inspected facility, how the institutional framework for the inspection process works, and demonstrates the possibilities of measuring the effects of inspections and enforcement. The researchers involved in the program are fully responsible for the content of this report.

    The Swedish Environmental Protection Agency will use the results as a base for its continuing efforts to improve inspection and enforcement guidance and to develop the following up and evaluation of inspections and enforcement and guidance.

  • 20.
    Axelson, Martin
    et al.
    Statistiska centralbyrån, Statistics Sweden.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics. Statistiska centralbyrån, Statistics Sweden.
    Mirza, Hassan
    Statistiska centralbyrån, Statistics Sweden.
    Andersson, Karin
    Statistiska centralbyrån, Statistics Sweden.
    Alternativa datainsamlingsmetoder i ULF, fas 2: En jämförelse mellan två olika datainsamlingsmetoder2010Report (Other academic)
    Abstract [sv]

    I föreliggande rapport redovisas resultaten från den andra, och avslutande, fasen av den metodstudie som genomförts inom ramen för projektet Alternativa datainsamlingsmetoder för Undersökning av Levnadsförhållanden (ULF), som påbörjades 2002.

    Metodstudiens huvudsakliga syfte var att jämföra två olika metoder för datainsamling: en mixed mode ansats (MM) med en kombination av insamlingsmetoderna besök- och telefonintervju utan datorstöd respektive datorstödd telefonintervju (CATI). Jämförelser avseende huvudsakligen fyra olika kvalitetsaspekter redovisas: (1) mätkvaliteten, (2) bortfallsfelets storlek och inverkan på skattningar, (3) svarsandelen i Barn-ULF och (4) viljan hos uppgiftslämnarna för att delta i undersökningen.

    Den allmänna slutsatsen från studien är att den systematiska felkomponenten (mät- och bortfallsfel) i tillförlitlighetskomponenten bedöms vara oförändrad vid en övergång till CATI. I kombination med att övergången skulle frigöra resurser för en urvalsökning, innebär detta att medelkvadratfelet (MSE) i skattningarna skulle minska vid en övergång från den tidigare ansatsen med MM till CATI som primär insamlingsmetod.

  • 21. Azmoodeh, Ehsan
    et al.
    Morlanes, José Igor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the second kind2015In: Statistics (Berlin), ISSN 0233-1888, E-ISSN 1029-4910, Vol. 49, no 1, p. 1-18Article in journal (Refereed)
    Abstract [en]

    The fractional Ornstein-Uhlenbeck process of the second kind (fOU(2)) is the solution of the Langevin equation <inline-graphic xmlns:xlink=http://www.w3.org/1999/xlink xlink:href=gsta_a_863888_ilm0001.gif></inline-graphic> with driving noise <inline-graphic xmlns:xlink=http://www.w3.org/1999/xlink xlink:href=gsta_a_863888_ilm0002.gif></inline-graphic> where B is a fractional Brownian motion with Hurst parameter H(0, 1). In this article, in the case H>1/2, we prove that the least-squares estimator <inline-graphic xmlns:xlink=http://www.w3.org/1999/xlink xlink:href=gsta_a_863888_ilm0003.gif></inline-graphic> introduced in [Hu Y, Nualart D. Parameter estimation for fractional Ornstein-Uhlenbeck processes. Stat. Probab. Lett. 2010;80(11-12):1030-1038], provides a consistent estimator. Moreover, using central limit theorem for multiple Wiener integrals, we prove asymptotic normality of the estimator valid for the whole range H(1/2, 1).

  • 22.
    Bayram, Nazan
    et al.
    Uludag University, Faculty of Economics and Adm sciences.
    Thorburn, Daniel
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Bilgel, Nazan
    Uludag university, Faculty of medicine.
    Quality of life among Turkish immirants in Sweden: a study for assessing the Measurement properties of the World Health Organization's Quality of Life 100 Instrument2011In: Migracijske i etnicke teme (Journal of Migration and Ethnic Studies), ISSN 1333 - 2546, Vol. 27, no 1, p. 39-55Article in journal (Refereed)
    Abstract [en]

    Many instruments have been developed to measure the multidimensional construct of quality of life. One of them has been developed by the World Health Organization (WHOQOL-100) and adapted into different languages and cultures around the world. The authors of this study wanted to assess the measurement properties of the Turkish version of WHOQOL-100, to find out the latent factors underlying quality of life, and to determine the direction and magnitude of the interdependent effects among these factors by using structural equation modeling (SEM). The measurement properties of the Turkish version of WHOQOL-100 scale were assessed on 520 voluntary participants who were immigrants in Stockholm/Sweden. SEM gave us one second-order factor QOL and the five correlated first-order factors labelled: physical, social relations, psychological, environment and independence. In the model for total participants, all the factor loadings were high (ranging from 0.60 to 0.92 except for “sexuality” which was 0.47), indicating a strong association between each of the latent factors and their respective items. In the models which were separately constructed regarding birthplace, the authors found a strong association between each of the latent factors and their respective items. The most substantial possible effect on QOL was psychological domain (0.93), which was larger than physical health (0.84), social relations (0.82), level of independence (0.91) and environment (0.73). The effect of psychological domain on the overall quality of life is greater than those of other domains.

  • 23.
    Bayram, Nuran
    et al.
    Uludag University.
    Nyquist, Hans
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Thorburn, Daniel
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Bilgel, Nazan
    Uludag University.
    Turkish immigrants in Sweden: are they integrated?2009In: The international migration review, ISSN 0197-9183, E-ISSN 1747-7379, Vol. 43, no 1, p. 90-111Article in journal (Refereed)
    Abstract [en]

    Many in Europe believe that large numbers of Turkish immigrants have failed to integrate into their host communities. How is ths situation in Sweden? We found that most of the Turkish immigrants felt themselves to be Turkish and Sweden was accepted as a foregin country. Turkish-originated media was followed frequently and strong ties with relatives in Turkey were maintained. Marriage and friendship with native Swedes were not well accepted. We conclude that despite the mulicultural aspects of Swedish integration policies, Turkish immigrants in Sweden were not well integrated and they prefer to live within the boundaries of their segregated, closed, small communities.

  • 24.
    Berg, Marcus
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Evaluating Quality of Online Behavior Data2013Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis has two purposes; emphasizing the importance of data quality of Big Data, and identifying and evaluating potential error sources in JavaScript tracking (a client side on - site online behavior clickstream data collection method commonly used in web analytics). The importance of data quality of Big Data is emphasized through the evaluation of JavaScript tracking. The Total Survey Error framework is applied to JavaScript tracking and 17 nonsampling error sources are identified and evaluated. The bias imposed by these error sources varies from large to small, but the major takeaway is the large number of error sources actually identified. More work is needed. Big Data has much to gain from quality work. Similarly, there is much that can be done with statistics in web analytics.

  • 25.
    Bigün, Elizabeth, Saers
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Bayesian risk analysis of rare events, such as catastrophes, by means of expert assessments1997Doctoral thesis, comprehensive summary (Other academic)
  • 26.
    Billingsley, Sunnee
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Sociology.
    Drefahl, Sven
    Stockholm University, Faculty of Social Sciences, Department of Sociology.
    Ghilagaber, Gebrenegus
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    An application of diagonal reference models and time-varying covariates in social mobility research on mortality and fertility2018In: Social Science Research, ISSN 0049-089X, E-ISSN 1096-0317, Vol. 75, p. 73-82Article in journal (Refereed)
    Abstract [en]

    In social mobility research, the diagonal reference model (DRM) is argued to best isolate the effect of social mobility from origin and destination status effects. In demographic research, standard analyses of the duration until an event occurs rely heavily on the appropriate use of covariates that change over time. We apply these best-practice methods to the study of social mobility and demographic outcomes in Sweden using register data that covers the years 1996–2012. The mortality analysis includes 1,024,142 women and 747,532 men and the fertility analysis includes 191,142 women and 164,368 men. We identify the challenges inherent in this combination and present strategies with an application to how social mobility is related to both fertility and mortality. Our application is successful at incorporating all requirements related to these methods. Our findings suggest, however, that certain data characteristics, such as a relatively high share of missing data, can be problematic. We also find that controlling for origin and destination status generally provides acceptable estimates of the mobility association in the specific case of Sweden and the relationship between social mobility and both fertility and mortality.

  • 27. Broberg, Per
    et al.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Conditional estimation in two-stage adaptive designs2017In: Biometrics, ISSN 0006-341X, E-ISSN 1541-0420, Vol. 73, no 3, p. 895-904Article in journal (Refereed)
    Abstract [en]

    We consider conditional estimation in two-stage sample size adjustable designs and the consequent bias. More specifically, we consider a design which permits raising the sample size when interim results look rather promising, and which retains the originally planned sample size when results look very promising. The estimation procedures reported comprise the unconditional maximum likelihood, the conditionally unbiased Rao-Blackwell estimator, the conditional median unbiased estimator, and the conditional maximum likelihood with and without bias correction. We compare these estimators based on analytical results and a simulation study. We show how they can be applied in a real clinical trial setting.

  • 28.
    Bruce, Daniel
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimal Design and Inference for Correlated Bernoulli Variables using a Simplified Cox Model2008Doctoral thesis, monograph (Other academic)
    Abstract [en]

    This thesis proposes a simplification of the model for dependent Bernoulli variables presented in Cox and Snell (1989). The simplified model, referred to as the simplified Cox model, is developed for identically distributed and dependent Bernoulli variables.

    Properties of the model are presented, including expressions for the loglikelihood function and the Fisher information. The special case of a bivariate symmetric model is studied in detail. For this particular model, it is found that the number of design points in a locally D-optimal design is determined by the log-odds ratio between the variables. Under mutual independence, both a general expression for the restrictions of the parameters and an analytical expression for locally D-optimal designs are derived.

    Focusing on the bivariate case, score tests and likelihood ratio tests are derived to test for independence. Numerical illustrations of these test statistics are presented in three examples. In connection to testing for independence, an E-optimal design for maximizing the local asymptotic power of the score test is proposed.

    The simplified Cox model is applied to a dental data. Based on the estimates of the model, optimal designs are derived. The analysis shows that these optimal designs yield considerably more precise parameter estimates compared to the original design. The original design is also compared against the E-optimal design with respect to the power of the score test. For most alternative hypotheses the E-optimal design provides a larger power compared to the original design.

  • 29.
    Bruce, Daniel
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Some Properties for a Simplified Cox Binary Model2007In: Communications in statistics: Theory and methodsArticle in journal (Refereed)
    Abstract [en]

    This paper proposes a simplification of the model for dependent Bernoulli variables presented in Cox and Snell (1989). The new model referred to as the simplified Cox model is developed for identically distributed and dependent binary variables. Properties of the model are presented, including expressions for the log-likelihood function and the Fisher information. Under mutual independence, a general expression for the restrictions of the parameters are derived. The simplified Cox is illustrated using a data set from a clinical trial.

  • 30.
    Bruce, Daniel
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Some properties for a simplified Cox binary model2008In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 37, no 16, p. 2606-2616Article in journal (Refereed)
    Abstract [en]

    This article proposes a simplification of the model for dependent binary variables presented in Cox and Snell (1989). The new model referred to as the simplified Cox model is developed for identically distributed and dependent binary variables. Properties of the model are presented, including expressions for the log-likelihood function and the Fisher information. Under mutual independence, a general expression for the restrictions of the parameters are derived. The simplified Cox model is illustrated using a data set from a clinical trial.

  • 31.
    Bruce, Daniel
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Nyquist, Hans
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Testing for dependency of Bernoulli variables2007In: International Journal of Statistical Sciences, ISSN 1683-5603, Vol. 5Article in journal (Refereed)
    Abstract [en]

    The aim of this paper is to derive test procedures for studies where data consist of pairs of Bernoulli variables. Applications exist in, for example, ophthalmology and studies on matched pairs. Score tests and likelihood ratio tests are derived for testing the dependency between the Bernoulli variables. Multinomial logit models are used to incorporate explanatory variables. Test statistics for two particular models are thoroughly outlined. Numerical illustrations of these test statistics are presented in three examples, including one with visual impairment data.

  • 32. Bystrova, K.
    et al.
    Matthiesen, A. -S
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Widstrom, A. -M
    Ransjo-Arvidson, A. -B
    Welles-Nystrom, B.
    Vorontsov, I.
    Uvnas-Moberg, K.
    The effect of Russian Maternity Home routines on breastfeeding and neonatal weight loss with special reference to swaddling2007In: Early Human Development, ISSN 0378-3782, E-ISSN 1872-6232, Vol. 83, no 1, p. 29-39Article in journal (Refereed)
    Abstract [en]

    Background: Few investigations have considered evaluating the effects of certain combinations of ward routines like swaddling of the baby and separation of mother and baby on infant variables such as neonatal weight toss. Aims: To study the effect of different ward routines in respect to proximity to mother and type of infant apparel, on breastfeeding parameters (amount of ingested milk, volume of supplements, number of breastfeeds, total duration of breastfeeding time) day 4 after birth as well as recovery from neonatal weight loss and infant's weight on day 5. Study design and subjects: In a randomized trial with factorial design four treatment groups including 176 mother-infant dyads were studied 25-120 min after birth. Randomized treatments focused on care routines administered to the infants after delivery and later in the maternity ward as well as to the type of clothing the infants received. Group 1 infants were placed skin-to-skin with their mothers after delivery, and had rooming-in while in the maternity ward. Group 2 infants were dressed and placed in their mothers' arms after delivery, and roomed-in with mothers in the maternity ward. Group 3 infants were kept in the nursery both after birth and while their mothers were in the maternity ward. Group 4 infants were kept in the nursery after birth, but roomed-in with their mothers in the maternity ward. Equal numbers of infants were either swaddled or clothed in baby attire. Breastfeeding parameters were documented during day 4 after birth. Infant's weight was measured daily. Results: Babies who were kept in the nursery received significantly more formula and significantly less breast-milk, than did babies who roomed-in with their mothers. Swaddling did not influence the breastfeeding parameters measured. However, swaddled babies who had experienced a 2-h separation period after birth and then were reunited with their mothers tended to have a delayed recovery of weight loss compared to those infants who were exposed to the same treatment but dressed in clothes. Furthermore, swaddled babies who were kept in the nursery and received breast-milk supplements had a significantly delayed recovery of weight loss after birth when compared to those infants ingesting only breast-milk. On day 5, regression analyses of predicted weight gain in the exclusively breastfed infants indicated a significant increase per 100 ml breast-milk (59 g), compared to the predicted weight gain on day 5 per 100 ml supplements in the swaddled babies (14 g) (P=0.001). Conclusion: Supplements given to the infants in the nursery had a negative influence on the amount of milk ingested. In addition, supplement feeding or a short separation after birth when combined with swaddling was shown to have a negative consequence to infant weight gain. 

  • 33. Bystrova, Ksenia
    et al.
    Ivanova, Valentina
    Edhborg, Maigun
    Matthiesen, Ann-Sofi
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Ransjo-Arvidson, Anna-Berit
    Mukhamedrakhimov, Rifkat
    Uvnas-Moberg, Kerstin
    Widstrom, Ann-Marie
    Early Contact versus Separation: Effects on Mother-Infant Interaction One Year Later2009In: Birth, ISSN 0730-7659, E-ISSN 1523-536X, Vol. 36, no 2, p. 97-109Article in journal (Refereed)
    Abstract [en]

    Background: A tradition of separation of the mother and baby after birth still persists in many parts of the world, including some parts of Russia, and often is combined with swaddling of the baby. The aim of this study was to evaluate and compare possible long-term effects on mother-infant interaction of practices used in the delivery and maternity wards, including practices relating to mother-infant closeness versus separation. Methods: A total of 176 mother-infant pairs were randomized into four experimental groups: Group I infants were placed skin-to-skin with their mothers after birth, and had rooming-in while in the maternity ward. Group II infants were dressed and placed in their mothers' arms after birth, and roomed-in with their mothers in the maternity ward. Group III infants were kept in the nursery both after birth and while their mothers were in the maternity ward. Group IV infants were kept in the nursery after birth, but roomed-in with their mothers in the maternity ward. Equal numbers of infants were either swaddled or dressed in baby clothes. Episodes of early suckling in the delivery ward were noted. The mother-infant interaction was videotaped according to the Parent-Child Early Relational Assessment (PCERA) 1 year after birth. Results: The practice of skin-to-skin contact, early suckling, or both during the first 2 hours after birth when compared with separation between the mothers and their infants positively affected the PCERA variables maternal sensitivity, infant's self-regulation, and dyadic mutuality and reciprocity at 1 year after birth. The negative effect of a 2-hour separation after birth was not compensated for by the practice of rooming-in. These findings support the presence of a period after birth (the early ""sensitive period"") during which close contact between mother and infant may induce long-term positive effect on mother-infant interaction. In addition, swaddling of the infant was found to decrease the mother's responsiveness to the infant, her ability for positive affective involvement with the infant, and the mutuality and reciprocity in the dyad. Conclusions: Skin-to-skin contact, for 25 to 120 minutes after birth, early suckling, or both positively influenced mother-infant interaction 1 year later when compared with routines involving separation of mother and infant.

  • 34.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    A Per-Record Risk of Disclosure Using a Poisson-Inverse Gaussian Regression Model2002Report (Other academic)
    Abstract [en]

    Per-record measures of disclosure risk have potential uses in statistical disclosure control programs as a means of identifying sensitive or atypical records in public-use microdata files. A measure intended for sample data based on the Poisson-inverse Gaussian distribution and overdispersed log-linear modeling is presented. An empirical example indicates that the proposed model performs approximately as well as the Poisson-lognormal model of Skinner and Holmes (1998) and may be a tractable alternative as the required computational effort is significantly smaller. It is also demonstrated how to extend the application to take into account population level information. The empirical results indicate that using population level information sharpens the risk measure.

  • 35.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    An Empirical Comparison of Some Methods for Disclosure Risk Assessment2002Report (Other academic)
    Abstract [en]

    With the release of public-use microdata filles it is important to assess the risk of disclosing individual information. A measure of disclosure risk often considered in the literature is the proportion of unique records in the file that are also unique in the population. Various methods based on superpopulation models have been proposed for estimating this quantity using sample data. An empirical comparison of a selection of models applied to three real-life data sets is presented. The general conclusion is that no one model is uniformly best with respect to the risk measure used and that performance varies greatly between di¤erent types of data.

  • 36.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    An Empirical Comparison of Some Methods for Disclosure Risk Assessment2005Conference paper (Other academic)
  • 37.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Assessing Microdata Disclosure Risk Using the Poisson-Inverse Guassian Distribution2002In: Statistics In Transition, ISSN 1234-7655, Vol. 5, no 6, p. 901-925Article in journal (Refereed)
    Abstract [en]

    An important measure of identification risk associated with the release of microdata or large complex tables is the number or proportion of population units that can be uniquely identified by some set of characterizing attributes which partition the population into subpopulations or cells. Various methods for estimating this quantity based on sample data have been proposed in the literature by means of superpopulation models. In the present paper the Poisson- inverse Gaussian (PiG) distribution is proposed as a possible approach within this context. Disclosure risk measures are discussed and derived under the proposed model as are various methods of estimation. An example on real data is given and the results indicate that the PiG model may be a useful alternative to other models.

  • 38.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    On Assessing Disclosure Risk in Microdata2002In: Contributions to Social Network Analysis, INformation Theory and Other Topics in Statistics: A Festschrift in Honour of Ove Frank on the Occasion of His 65th Birthday / [ed] Jan Hagberg, Stockholm: Department of Statistics, Stockholm University , 2002, 1, p. 202-213Chapter in book (Other academic)
  • 39.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Reliabilitetsanalys av Bedömningsinstrument för Pedagogiskt och Socialt Klimat (PESOK) i skolor2004Report (Other academic)
    Abstract [sv]

    Denna rapport är en redovisning av en reliabilitetsanalys som gjorts på uppdrag av Grosin & McNamara HB, avseende ett mätinstrument för att bedöma det pedagogiska och sociala klimatet (PESOK) i skolor. Mätinstrumentet är i form av ett webbaserat frågeformulär och har utvecklats av uppdragsgivarna, se McNamara (1999, 2004). De items som bygger upp instrumentet har a priori delats in i grupper av items för att aggregera till s.k. faktormedelvärden. Den metod som huvudsakligen har använts för att skatta reliabilitetskoefficienterna är Cronbach’s alfa och besläktade mått. Principalkomponentanalys och explorativ faktoranalys har kompletterat analysen tillsammans med annan beskrivande statistik; de förra metoderna har avsett att undersöka antalet latenta faktorer bakom grupperna av items.

    Den huvudsakliga slutsatsen är att de olika grupperingarna i faktorer uppvisar relativt sett goda egenskaper med avseende på reliabilitet med undantag för enstaka grupper. Vissa metodologiska och teoretiska problem har också noterats. Bland annat att data har en hierarkisk struktur med individer vid skolorna som uppgiftslämnare. Dessa individdata aggregeras sedan till medelvärden för hela skolan som sedan är tänkta att användas som kollektiva egenskaper för de enskilda skolorna och det är dessa aggregerade värdens egenskaper ur relibilitetsperspektiv som har varit föremål för analysen.

  • 40.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Some Contributions to Statistical Disclosure Control2002Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    An important issue associated with the release of statistical data, is the possibility of disclosing individual information about respondents. Statistical disclosure control (SDC), is the discipline that deals with methods of producing statistical data that are safe enough to be released while retaining its analytical value and also methods of assessing the disclosures risks. This thesis deals with both aspects.

    In the first paper, a method for limiting disclosure risks in microdata (individual data) is described. The method is a variant of so-called data-swapping and is intended to be applied to quantitative data and is based on the rank structure of the original data. Theoretical results and simulation studies indicate that the method performs at least reasonably well when applied to bivariate normal data. An important measure of identification risk associated with the release of microdata or large complex tables is proportion of population units that can be uniquely identified by a set of matchable attributes. In the second paper a model based on the Poisson-inverse Gaussian distribution is proposed as a possible approach within this context. Disclosure risk measures are discussed and derived under the proposed model as are various methods of estimation. The results indicate that the model may be a useful and analytically tractable alternative to other models. The third paper reports the results of an empirical comparison between different methods of assessing file-level disclosure risk as measured by the estimated number of unique population units amongst unique records and the number of unique units in the population. The results indicate that no one model or method performs uniformly best and that performance varies greatly between different types of data. The fourth and last paper presents a method for assessing a per-record measure of disclosure risk based on a Poisson-inverse Gaussian regression model. Per-record measures may be used to identify sensitive (atypical) records in a file which can be modified separately using SDC techniques prior to the release. The method builds on loglinear modelling and is exemplified using both sample and population level information. The results indicate that the model provides a tractable alternative to the Poisson-lognormal model and that using population level information sharpens the measure.

  • 41.
    Carlson, Michael
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics. Statistiska centralbyrån, Statistics Sweden.
    Jansson, Ingegerd
    Statistiska centralbyrån, Statistics Sweden.
    Lindkvist, Helen
    Statistiska centralbyrån, Statistics Sweden.
    Bridging the Gap Between Theory and Practice: Experiences from Statistics Sweden in Applying SDC Methodology2006Conference paper (Other academic)
    Abstract [en]

    Statistics Sweden has identified a need to increase the level of knowl-edge in the SDC field among methodologists and also to develop a unified view and strategy on application of SDC methodology. A project was thus initiated with the goal to spread knowledge but also to collate current practices and ex-periences within the agency. The project resulted in a course on SDC given at Statistics Sweden and this paper provides a brief first report on the work so far, reviewing the background and describing the course and possible future activities. Furthermore, several practical examples were discussed during the course, two of which are briefly described here; the Industrial production index and Structure of wages and earnings in the private sector.

  • 42.
    Carlson, Michael
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Jansson, Ingegerd
    Statistiska centralbyrån, Statistics, Sweden.
    Lundquist, Peter
    Statistiska centralbyrån, Statistics Sweden.
    Lack-of-Balance and R-indicators As Measures of Utility in Statistical Disclosure Control2013In:  , 2013Conference paper (Other academic)
  • 43.
    Carlson, Michael
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Nyquist, HansStockholm University, Faculty of Social Sciences, Department of Statistics.Villani, MattiasStockholm University, Faculty of Social Sciences, Department of Statistics.
    Official statistics: methodology and applications in honour of Daniel Thorburn2010Collection (editor) (Other academic)
    Abstract [en]

    This book comprises articles on the methodology and applications of official statistics written by some of the best scholars and methodologists in the Nordic-Baltic region to celebrate Professor Daniel THorburn on his 65th birthday. The book's eighteen chapters span a wide spectrum of topics in official statistics, including its foundational aspects, sampling designs, survey methodology, index construction, and methods for registers and adminstrative data.

  • 44.
    Carlson, Michael
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Salabasis, Mickael
    Dep. of Economic Statistics, Stockholm School of Economics.
    A Data-Swapping Technique for Generating Synthetic Samples: A Method for Disclosure Control1998In: International Seminar on New Techniques and Technologies for Statistics : Pre-proceedings : 4-6 November, 1998, Sorrento, Italy, Sorrento: Eurostat; ISTAT , 1998, p. 109-114Conference paper (Other academic)
    Abstract [en]

    A data-swapping technique based on ranks for generating synthetic data sets suitable for dissemination is presented. The method is mainly intended to be applied to quantative data down to at least an ordinal scale although it should be applicable in other cases as well. Generalizations and variations of the proposed method are briefly discussed. The expected performance is investigated by means of simulation studies and an analytical result is stated. The results from the simulations studies indicate that the proposed method performs reasonably well in the bivariate normal case when the correlation coefficient is used as the measure of association between pairs of variables.

  • 45.
    Carlson, Michael
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Salabasis, Mickael
    A data-swapping technique using ranks: a method for disclosure control2002In: Research in Official Statistics, ISSN 1023-098X, Vol. 6, no 2, p. 35-64Article in journal (Refereed)
    Abstract [en]

    A data-swapping technique based on ranks is described and suggested as a possible approach to statistical disclosure control. The proposed method is intended to be applied to quantitative data and utilises the rank structure of disjoint subsets of an original data set; values of one subset are exchanged for values of other subsets. The procedure retains the validity of a sample on an intra-variate level but the association between pairs of variables is typically weakened. Theoretical and simulation results indicate that the proposed method performs reasonably well in the bivariate normal case.

  • 46.
    Chinapah, Eva
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Psychology.
    Carlson, Michael
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Bergman, Lars R.
    Stockholm University, Faculty of Social Sciences, Department of Psychology.
    Magnusson, David
    Stockholm University, Faculty of Social Sciences, Department of Psychology.
    Modelling the Relationship Between Values, Intentions and Behavior: A Simultaneous LISREL Analysis Over Time1998Report (Other academic)
    Abstract [en]

    Translation of own norms and perception of parents' and friends' values into actual behaviour were studied in the context of the theory of reasoned action. A LISREL model based on this theory was constructed, and the fit and generalizability of the model tested across gender and time. The same norm questionnaire assessing adolescents' own values, their own intentions and actual behavior and perception of parents' and friends' was administered to two samples of approximately 15-year-old adolescents on two occasions (in 1969 and in 1995, in the same town). A LISREL model with an acceptabel fit was obtained, and its structural parameters indicated a strong relationship between adolescents' own evaluations, own intentions and actual behavior. The model was also tenable acorss gender and time. No significant differences were found between groups across gender and time with regard to the four parameters of the structural part of the model which indicate the relationships bwtween the latent variables.

  • 47.
    Corander, Jukka
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    On Bayesian graphical model determination2000Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    A graphical model specifies a graph representation of the independence structure of a multivariate distribution, where nodes represent variables and edges association between variables.

    This thesis introduces methodology for determination of graphical models for multivariate distributions within the exponential family. Model determination is understood in the present context as quantification of the uncertainty about the association structure, given empirical observations. Only models with symmetric associations between variables are considered. The distributions investigated are multinomial, multinormal and conditional Gaussian (CG) distributions. Local graphical models which generalize the graphical loglinear models for multinomial distributions are introduced. These models allow conditional associations to be absent locally, in parts of the sample space.

    A unifying theme is that the models are represented in terms of affine restrictions to the parameters of a regular exponential model. All introduced methods are applicable to the complete class of graphical models, consisting of both decomposable and non-decomposable models. Various real data sets investigated earlier in the graphical modeling literature are used to illustrate the methods.

    Two different measures of model uncertainty are considered: the posterior probability and the relative expected utility of a model. Posterior probabilities are estimated by a Markov chain Monte Carlo sampling method. The other measure of model uncertainty is derived in a decision theoretic framework under reference priors for the model parameters.

    The expected logarithmic utility of a model is decomposed into predictive performance and relative cost. The predictive performance is measured by posterior expectation of the negative entropy of the distribution induced by a graphical model. This expectation has an analytic expression for decomposable models, while a simulation consistent estimate can be obtained for non-decomposable models. The expected logarithmic utility is asymptotically equivalent to the Schwarz criterion under a certain cost function.

  • 48.
    Fackle Fornius, Ellinor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    D-optimal Designs for Quadratic Logistic Regression Models2007In: International Journal of Statistical Sciences, ISSN 1683-5603, Vol. 6, no Special issue, p. 269-303Article in journal (Refereed)
    Abstract [en]

    D-optimal designs are derived for certain quadratic logistic regression models. The performance of the D-optimal designs regarding maximum likelihood estimation of model parameters and estimation of the optimum of the response function is studied for different sample sizes. Comparisons are made with a couple of non-optimal designs. There were found to be disagreements between the asymptotic distribution and the small sample distribution of the maximum likelihood estimator. The designs are also evaluated as to what extent they suffer from the problem of non-existence of the maximum likelihood estimator. The probability that the maximum likelihood estimate exists is compared for the various designs. Non-existence proved to be a substantial problem for these quadratic logistic models.

  • 49.
    Fackle Fornius, Ellinor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimal Design of Experiments for the Quadratic Logistic Model2008Doctoral thesis, monograph (Other academic)
    Abstract [en]

    Optimal design of experiments for binary data is the topic of this thesis. A particular logistic model including a quadratic term in the linear predictor is considered. Determining an optimal design for this model is complicated by the fact that the optimal design is dependent on the unknown true parameters. Methods to obtain locally c- and D-optimal designs are illustrated. c-optimal designs are derived via the canonical design space. This space offers an useful geometric interpretation of the design problem. Using the canonical design space it is shown how the number of design points in a c-optimal design varies depending on the parameter being estimated. Furthermore, formulae for finding the design points along with the corresponding design weights are derived. The small sample performance of the locally optimal designs is compared to the performances of some non-optimal designs in a simulation study. The evaluations are made in terms of mean squared error of the maximum likelihood estimator. The small sample distribution of the maximum likelihood estimator is demonstrated to be quite different from the asymptotic distribution. It was also concluded that non-existence of the maximum likelihood estimator is a critical problem for the quadratic logistic model. The designs differed considerably in this respect and this problem also turned out to be parameter dependent. As a solution to this problem another type of parameter estimator is suggested, which is also evaluated in the simulation study. It performs better in this respect, but not completely satisfactory because it fails in other respects. Two kinds of sequential design approaches are proposed for the purpose of finding the point of optimum response. One is a parametric optimal design approach where c-optimal designs are updated sequentially. The other one is a nonparametric stochastic approximation approach. The suggested designs are evaluated and compared via simulations. Based on the simulation results the c-optimal design approach was consistently favored. Sequential estimation proved to be an effective way to handle the parameter dependence issue.

  • 50.
    Fackle Fornius, Ellinor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response2008In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 37, no 6, p. 1219-1238Article in journal (Refereed)
    Abstract [en]

    Two kinds of sequential designs are proposed for finding the point that maximizes the probability of response assuming a binary response variable and a quadratic logistic regression model. One is a parametric optimal design approach and the other one is a nonparametric stochastic approximation approach. The suggested sequential designs are evaluated and compared in a simulation study. In summary the parametric approach performed very well whereas its competitor failed in some cases.

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