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  • 1.
    Abdalla, Mahmoud
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Claesson, Malin
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Stationshöjdens inverkan på resmönster i offentliga lånecykelsystem2018Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    The focus of this essay is to study the relationship between the usage pattern of public bike-sharing system subscribers and the location of the individual bike station in terms of height. Our hypothesis is that stations at higher elevations are more likely to be used as points of departure rather than arrival, and the opposite for stations with lower elevations.

    Based on data gathered in Chicago and the Greater Boston Area we apply a multiple linear regression analysis with relative elevation, gender and age as regressors, and the proportion of departures of the total activity at each station as the regressand. As an estimator, Weighted Least Squares (WLS) is used. The bike stations activity is varying, and this might cause skewness in the data, something that WLS can reduce. The result from the regression analysis shows that the relative elevation of the station does influence the stations usage pattern, but the parameter value for this regressor is small. The age and gender parameters are not statistically significant, so we end up with a simple linear regression with relative elevation as the only regressor.

    The conclusion is thus that even though the relative elevation of the bike station do have a statistically significant impact on the usage pattern in both cities. If the study had been undertaken in cities with more varied topography than Boston or Chicago, the result might have been different. We therefore consider this a field that could benefit from research that is more extensive in the future.

  • 2. 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.

  • 3. 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, 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.

  • 4. 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.

  • 5. 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.

  • 6. Agneessens, Filip
    et al.
    Trincado-Munoz, Francisco J.
    Koskinen, Johan
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Network formation in organizational settings: Exploring the importance of local social processes and team-level contextual variables in small groups using bayesian hierarchical ERGMs2022In: Social Networks, ISSN 0378-8733, E-ISSN 1879-2111Article in journal (Refereed)
  • 7.
    Ahlqvist, Göran
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Special Education.
    Larsson, Jan‑Olov
    von Rosen, Tatjana
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Westling Allodi, Mara
    Stockholm University, Faculty of Social Sciences, Department of Special Education.
    Rydelius, Per‑Anders
    The Sävsjö-school-project: a cluster-randomized trial aimed at improving the literacy of beginners—achievements, mental health, school satisfaction and reading capacity at the end of grade three using an alternative school curriculum2019In: Child and Adolescent Psychiatry and Mental Health, E-ISSN 1753-2000, Vol. 13, article id 27Article in journal (Refereed)
    Abstract [en]

    Background

    A curriculum was planned using modern concepts based on the “old” principles to test if such an educational intervention provided pupils with good mental health and a solid basis for good reading and writing skills, as well as generated a positive attitude to learn. These “old” principles were based on previous knowledge derived from school psychiatry (which in Sweden was a branch of child and adolescent psychiatry 1915–1970), educational psychology and the educational approach from the differentiating Swedish School system of 1946–1970 (itself based on the principles of curative education “Heilpädagogie”, which was later renamed mental health care).

    Methods

    All six available schools in the small Swedish city of Sävsjö participated in the study. In these six schools there were eight preschool classes that included every 6-year old child living in the city. In total there were 184 families with 186 children (including 2 pairs of twins) who belonged to these preschool classes and were invited to take part in the study. One family moved just before school-start and 8 decided not to participate, thus 177 children (84 boys and 93 girls, aged 5.6–6.6 years) entered the study. The preschool classes were randomized into an experimental group with four preschool classes and a comparison group with four preschool classes. The experimental group followed a teaching program from the start of the preschool year until the end of grade 3 that was tailored to each student’s individual capacity based on the concepts of school maturation and curative education used in the Swedish schools during the period 1946–1970. The comparison group followed today’s average Swedish school curriculum. The project was planned as an intervention study covering the preschool year and the first 3 years of elementary school, which was to form a basis for a follow-up when the pupils had left senior high, the 12th year in Swedish public school. The outcome and the achievements were measured at end of grade 3 using standardized tests on reading, writing and mathematical skills. Behavior was assessed at school start and at end of grade 3 using the Child Behavior Check List (CBCL-scales) in addition to a questionnaire on Attention Deficit Hyperactivity Disorder (AD/HD) with criteria from DSM-IV. The children made a self-evaluation of their attitude towards learning.

    Results

    At the end of school year 3, the children in the experimental group had an improved reading capacity (p = 0.002, effect size(es) = 4.35) and reading comprehension (p = 0.03, es = 0.04). They evaluated their own reading (p = 0.02, es = 0.23), writing (p = 0.007, es = 0.35) and mathematical skills (p = 0.003, es = 0.48) as going “very well” when compared to comparison group. Differences regarding intelligence quotas between the groups at the start of school had disappeared by the end of grade 3. No differences referring to CBCL were found at end of grade 3. One child in the comparison group fulfilled criteria for AD/HD, according to parents and teachers.

    Conclusions

    The alternative curriculum covering the preschool year through the first 3 years of elementary school based on the old principles from curative education (“Heilpädagogie”), educational psychology and school psychiatry gave the children in the experimental group a better reading capacity and reading comprehension.

    Trial registration The study started in 1998. The data were collected longitudinally and prospectively but have not been analyzed until now, with the children having left senior high. A retrospective registration in the ISRCTN is pending.

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  • 8. Ahmed, Imaduddin
    et al.
    Parikh, Priti
    Munezero, Parfait
    Stockholm University, Faculty of Social Sciences, Department of Statistics. Ericsson, Sweden.
    Sianjase, Graham
    Coffman, D'Maris
    The impact of power outages on households in Zambia2023In: Economia Politica, ISSN 1120-2890, E-ISSN 1973-820X, no 40, p. 835-867Article in journal (Refereed)
    Abstract [en]

    As global average temperatures rise, so does the frequency and intensity of El Niño-induced droughts, which in turn threaten the reliability of hydropower. 1.4 billion people live in countries where hydropower constitutes more than a quarter of the electricity production and which have experienced El Niño droughts, meaning many more power outages can be expected around the world. Little research has been conducted on the impact of power outages on mental health. This study takes Zambia as its case study to examine the impact that El Niño droughts have had on the lives of householders connected to a highly hydropower-dependant electricity grid, and includes the impact it has had on their physical and self-reported mental health. Using 54 online responses to a survey, we found that the greatest impacts of outages spoiled food, compromised entertainment, compromised ability to work and limitation in cooking options. More than a fifth of respondents reported experiencing self-reported depression to a major degree or all of the time due to power outages, with individuals writing their own responses that they felt debilitated, experienced reduced communication and reduced activities, and stress. Using Bayesian inference, we found that changes in sleeping patterns arising from power outages was a statistically significant predictor of self-reported depression. 63% of surveyed households were willing to pay approximately USD 0.10/kWh as of the end of 2019, about double the tariff that they did, to ensure reliable electricity supply. Household income was a statistically significant predictor of willingness to pay more.

  • 9. 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.

  • 10.
    Akinyi Lagehäll, Amanda
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Yemane, Elelta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Multilevel Cox Regression of Transition to Parenthood among Ethiopian Women2021Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    The birth of the first child is a special event for a mother whose life can change dramatically. In Ethiopia women’s timing to enter motherhood vary between the regions. This paper is therefore focusing on how birth cohort, education and residence affect the rate of entering motherhood for Ethiopian women in the different regions and the entire country. The dataset is extracted from the 2016 Ethiopia Demographic and Health Survey (EDHS) and contains 15,019 women from 487 different households. For more accurate estimations and results, the correlation within households is taken into consideration with multilevel survival analysis. The methods used are the Cox proportional hazard model and two frailty models. The results of the paper show that women residing in rural areas have an increased rate of entering motherhood compared to those residing in urban areas, every age group older than those born 1997 to 2001 have a higher intensity to enter parenthood and those with education have a decreased intensity ratio compared to the women with no education. It also shows that there is a regional difference in the effect of the estimated ratios of the covariates. Performing the multilevel analysis only changes the estimated effects of the covariates in the cities and one region. It is concluded that the estimated intensity ratio of multilevel survival analysis only varies from the standard Cox regression when the region is heterogeneous.

    Download full text (pdf)
    Lagehall_A_Yemane_E_2021
  • 11.
    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.

  • 12.
    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. 

  • 13.
    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.

  • 14.
    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.

  • 15.
    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 mean2020In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 49, no 22, p. 5493-5503Article in journal (Refereed)
    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 mismatched priors and posteriors. The discussion is in the form of an imaginary dialog 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. The student is supposed to have studied mathematical statistics for at least two semesters.

  • 16.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Approximate Confidence Intervals for a Binomial p - Once Again2020Report (Other academic)
  • 17.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Approximate Confidence Intervals for a Binomial p—Once Again2022In: Statistical Science, ISSN 0883-4237, E-ISSN 2168-8745, Vol. 37, no 4, p. 598-606Article in journal (Refereed)
    Abstract [en]

    The problem of constructing a reasonably simple yet wellbehaved confidence interval for a binomial parameter p is old but still fascinating and surprisingly complex. During the last century, many alternatives to the poorly behaved standard Wald interval have been suggested. It seems though that the Wald interval is still much in use in spite of many efforts over the years through publications to point out its deficiencies. This paper constitutes yet another attempt to provide an alternative and it builds on a special case of a general technique for adjusted intervals primarily based on Wald type statistics. The main idea is to construct an approximate pivot with uncorrelated, or nearly uncorrelated, components. The resulting AN (Andersson–Nerman) interval, as well as a modification thereof, is compared with the well-renowned Wilson and AC (Agresti–Coull) intervals and the subsequent discussion will in itself hopefully shed some new light on this seemingly elementary interval estimation situation. Generally, an alternative to the Wald interval is to be judged not only by performance, its expression should also indicate why we will obtain a better behaved interval. It is argued that the well-behaved AN interval meets this requirement.

  • 18.
    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.

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  • 19.
    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. 

  • 20.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    “Optimal” calibration weights under unit nonresponse in survey sampling2019In: Survey Methodology, ISSN 0714-0045, E-ISSN 1492-0921, Vol. 45, no 3, p. 533-542Article in journal (Refereed)
    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 to reduce 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 reduced for most of the Poisson sampling cases in the study.

  • 21.
    Andersson, Per Gösta
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    The Wald Confidence Interval for a Binomial p as an Illuminating “Bad” Example2023In: American Statistician, ISSN 0003-1305, E-ISSN 1537-2731, Vol. 77, no 4, p. 443-448Article in journal (Refereed)
    Abstract [en]

    When teaching we usually not only demonstrate/discuss how a certain method works, but, not less important, why it works. In contrast, the Wald confidence interval for a binomial p constitutes an excellent example of a case where we might be interested in why a method does not work. It has been in use for many years and, sadly enough, it is still to be found in many textbooks in mathematical statistics/statistics. The reasons for not using this interval are plentiful and this fact gives us a good opportunity to discuss all of its deficiencies and draw conclusions which are of more general interest. We will mostly use already known results and bring them together in a manner appropriate to the teaching situation. The main purpose of this article is to show how to stimulate students to take a more critical view of simplifications and approximations. We primarily aim for master’s students who previously have been confronted with the Wilson (score) interval, but parts of the presentation may as well be suitable for bachelor’s students. 

  • 22.
    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.

  • 23.
    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.

  • 24.
    Andreev, Andriy
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Morlanes, Jose Igor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    On Simulation of a Fractional Ornstein-Uhlenbeck Process of the Second Kind by the Circulant Embedding Method2018In: Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, Springer, 2018, p. 155-164Chapter in book (Refereed)
  • 25.
    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)
  • 26. 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.

  • 27. 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)
  • 28.
    Antonilli, Stefanie
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Embaie, Lydia
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Charlson and Rx-Risk Comorbidity Indices – A Correlation Analysis2020Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    The objective of this study was to investigate the utilization of the diagnose-based Charlson Comorbidity Index (CCI) and the medication-based Rx-Risk Comorbidity Index on Swedish administrative data. Data was collected over a ten-year period from the National Patient Register and the National Prescribed Medication Register on 3609 respondents from the national public health survey 2018, aged 16-84 and registered in Stockholm County. The overall aim was to identify comorbid conditions in the study population; and to examine if the identified comorbidities differ between indices, based on subject characteristics such as age and gender. Moreover, the specific aim was to quantify correlation between the indices, as well as within indices over look-back periods of up to ten years.

    Among the study population, 13 % were identified with at least one comorbid condition through CCI, and 87 % had medications indicative of at least one condition covered by Rx-Risk. Both the original Charlson weights and updated weights by Quan were used to compute the comorbidity scores for CCI. Results showed that when CCI and Quan may have scored low, the Rx-Risk picked up more conditions. The Spearman rank correlation between CCI and Quan scores resulted in relatively high correlation with a coefficient of 0.82 (p-value < 0.05) over look-back periods of 2, 5 and 10 years. Moreover, the correlation between CCI and Rx-Risk was fairly low over all look-back periods with a correlation coefficient of 0.34 (p-value < 0.05) at most. The within-correlation showed that CCI identified much of the comorbidity between the one- and two-year look-back periods, whilst Rx-Risk identified much comorbidity within the one-year look-back period.

    The overall implications of the presented results are that a utilization of Charlson index and Rx-Risk is likely to capture comorbid conditions in different health care settings, and thus expected correlation is to be of modest level between the two indices. The research question of interest should therefore determine which index is favorable when assessment of comorbidity is desired.

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    2020 - [ Antonilli & Embaie ] - Charlson and Rx-Risk Comorbidity Indices - A Correlation Analysis
  • 29. 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, 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.

  • 30. 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.

  • 31. Armelius, Hanna
    et al.
    Solberger, Martin
    Spånberg, Erik
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Österholm, Pär
    The evolution of the natural rate of interest: evidence from the Scandinavian countries2023In: Empirical Economics, ISSN 0377-7332, E-ISSN 1435-8921Article in journal (Refereed)
    Abstract [en]

    In this paper, the natural rate of interest in Denmark, Norway and Sweden is estimated. This is done by augmenting the Laubach and Williams (Rev Econ Stat 85:1063–1070, 2003) framework with a dynamic factor model linked to economic indicators––a modelling choice which allows us to better identify business cycle fluctuations. We estimate the model using Bayesian methods on data ranging from 1990Q1 to 2022Q4. The results indicate that the natural rate has declined substantially and in all countries is at a low level at the end of the sample. 

  • 32. 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.

  • 33.
    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.

  • 34.
    Ay, Belit
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Efrem, Nabiel
    Benford’s law applied to sale prices on the Swedish housing market2021Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    Benford’s law is based on an observation that certain digits occur more often than others in a set of numbers. This have provided researchers to apply the law in different areas including identifying digit patterns and manipulated data. To our knowledge, this have yet not been tested in the Swedish housing market. The purpose of this thesis is to examine whether the sale price for 171 643 tenant-owned apartments in Stockholm, Gothenburg and Malmö follow Benford’s law. Numerous researchers have used this law for testing various types of data but based solely on the first digit distribution of their data. This study will furthermore test the second digit and the first two digits of our data. The tests used to evaluate our data’s conformity to Benford’s law include Kolmogorov-Smirnov test and Mean absolute deviation (MAD) test. We found that the second digit of sale prices did follow Benford’s law, the first digit and the first two digits did not follow the law. The results show that Benford’s law is a good method for identify certain digit patterns and further research is needed to draw the conclusion that sale price does not follow Benford’s law as certain limitations on our data was identified. 

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  • 35. 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).

  • 36.
    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.

  • 37.
    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.

  • 38.
    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.

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    Evaluating Quality of Online Behavior Data
  • 39.
    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)
  • 40.
    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.

  • 41.
    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.
    Diagonal Reference Models in Longitudinal Analyses of Fertility and Mortality2016In: Abstrect: Session: 73 New Demographic Measures and Analytic Approaches / [ed] Population Association of America, 2016Conference paper (Refereed)
    Abstract [en]

    Diagonal reference models (DRM) are considered the only correct method of estimating an effect of social mobility that is distinct from origin and destination status. This method has become standard in analyses of other social phenomena as well. This study considers how diagonal reference models (DRM) may be applied to demographic processes (mortality and fertility) that are analyzed longitudinally and compares findings between a standard demographic approach and the DRM. Overall, the difference we see between the DRM and others is that DRM picks up weakly significant effects we otherwise do not see. This finding indicates that we gain social mobility effects rather than lose them when we use a DRM model, which means the standard demographic approach appears to run the risk of underestimating a mobility effect at worst.

  • 42.
    Bjermo, Jonas
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimal Test Design for Estimation of Mean Ability GrowthManuscript (preprint) (Other academic)
    Abstract [en]

    The design of an achievement test is of importance for many reasons. This paper focuses on the mean ability growth of a population from one school grade to another. With test design, we mean how to allocate the test items concerning difficulties. The objective is to estimate the mean ability growth as efficiently as possible. We use the asymptotic expression for the mean ability growth in terms of the test information. With that expression as the criterion for optimization, we use particle swarm optimization to find the optimal design. The optimization function is dependent on the examinees' abilities, and therefore the value of the unknown mean ability growth. Hence, we will also use an optimum in average design. The conclusion is that we should allocate the common items in the middle of the difficulty span, with the two separate test items on different sides. When we decrease the difference in mean ability between the groups, the ranges of the common and test items coincide more.

  • 43.
    Bjermo, Jonas
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Test Design for Mean Ability Growth and Optimal Item Calibration for Achievement Tests2021Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    In this thesis, we examine two topics in the area of educational measurement. The first topic studies how to best design two achievement tests with common items such that a population mean-ability growth is measured as precisely as possible. The second examines how to calibrate newly developed test items optimally. These topics are two optimal design problems in achievement testing. Paper I consist of a simulation study where different item difficulty allocations are compared regarding the precision of mean ability growth when controlling for estimation method and item difficulty span. We take a more theoretical approach on how to allocate the item difficulties in Paper II. We use particle swarm optimization on a multi-objective weighted sum to determine an exact design of the two tests with common items. The outcome relies on asymptotic results of the test information function. The general conclusion of both papers is that we should allocate the common items in the middle of the difficulty span, with the two separate test items on different sides. When we decrease the difference in mean ability between the groups, the ranges of the common and test items coincide more.

    In the second part, we examine how to apply an existing optimal calibration method and algorithm using data from the Swedish Scholastic Aptitude Test (SweSAT). We further develop it to consider uncertainty in the examinees' ability estimates. Paper III compares the optimal calibration method with random allocation of items to examinees in a simulation study using different measures. In most cases, the optimal design method estimates the calibration items more efficiently. Also, we can identify for what kind of items the method works worse.

    The method applied in Paper III assumes that the estimated abilities are the true ones. In Paper IV, we further develop the method to handle uncertainty in the ability estimates which are based on an operational test. We examine the asymptotic result and compare it to the case of known abilities. The optimal design using estimates approaches the optimal design assuming true abilities for increasing information from the operational test.

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    Test Design for Mean Ability Growth and Optimal Item Calibration for Achievement Tests
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  • 44.
    Bjermo, Jonas
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Fackle Fornius, Ellinor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimal Item Calibration in the Context of the Swedish Scholastic Aptitude TestIn: Article in journal (Other academic)
    Abstract [en]

    Large scale achievement tests require the existence of item banks with items for use in future tests. Before an item is included into the bank, it's characteristics need to be estimated. The process of estimating the item characteristics is called item calibration. For the quality of the future achievement tests, it is important to perform this calibration well and it is desirable to estimate the item characteristics as efficiently as possible. Methods of optimal design have been developed to allocate calibration items to examinees with the most suited ability. Theoretical evidence shows advantages with using ability-dependent allocation of calibration items. However, it is not clear whether these theoretical results hold also in a real testing situation. In this paper, we investigate the performance of an optimal ability-dependent allocation in the context of the Swedish Scholastic Aptitude Test (SweSAT) and quantify the gain from using the optimal allocation. On average over all items, we see an improved precision of calibration. While this average improvement is moderate, we are able to identify for what kind of items the method works well. This enables targeting specific item types for optimal calibration. We also discuss possibilities for improvements of the method.

  • 45.
    Bjermo, Jonas
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Fackle-Fornius, Ellinor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimizing Calibration Designs with Uncertainty in AbilitiesManuscript (preprint) (Other academic)
    Abstract [en]

    In computerized adaptive tests, some newly developed items are often added for pretesting purposes. In this pretesting, item characteristics are estimated which is called calibration. It is promising to allocate calibration items to examinees based on their abilities and methods from optimal experimental design have been used for that. However, the abilities of the examinees have usually been assumed to be known for this allocation. In practice, the abilities are estimates based on a limited number of operational items. We develop the theory for handling the uncertainty in abilities in a proper way and show how optimal calibration design can be derived in this situation. The method has been implemented in an R package. We see that the derived optimal calibration designs are more robust if this uncertainty in abilities is acknowledged.

  • 46.
    Bjermo, Jonas
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Efficient Estimation of Mean Ability Growth Using Vertical Scaling2021In: Applied measurement in education, ISSN 0895-7347, E-ISSN 1532-4818, Vol. 34, no 3, p. 163-178Article in journal (Refereed)
    Abstract [en]

    In recent years, the interest in measuring growth in student ability in various subjects between different grades in school has increased. Therefore, good precision in the estimated growth is of importance. This paper aims to compare estimation methods and test designs when it comes to precision and bias of the estimated growth of mean ability between two groups of students that differ substantially. This is performed by a simulation study. One- and two-parameter item response models are assumed and the estimated abilities are vertically scaled using the non-equivalent anchor test design by estimating the abilities in one single run, so-called concurrent calibration. The connection between the test design and the Fisher information is also discussed. The results indicate that the expected a posteriori estimation method is preferred when estimating differences in mean ability between groups. Results also indicate that a test design with common items of medium difficulty leads to better precision, which coincides with previous results from horizontal equating.

  • 47. 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.

  • 48.
    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.

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  • 49.
    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.

  • 50.
    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.

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