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  • 1.
    Chizarifard, Azadeh
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    On Estimation and Prediction in Linear Mixed Models: A new approach to studying equal BLUEs and BLUPs2024Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [en]

    Linear mixed models (LMMs) are widely used to analyze repeated, longitudinal, or clustered data in many disciplines, such as biology, medicine, psychology, sociology, economics, etc. One of the essential components of a linear mixed model is its covariance structure, i.e., the covariance matrices of the random part and the error part, respectively, and the relationship between them. Specifying the covariance structure can be very challenging in a given situation. An important issue concerns the best linear unbiased estimators (BLUE) and the best linear unbiased predictors (BLUPs) under a given LMM and if two LMMs with different covariance structures generate equal BLUEs and/or BLUPs.

    This thesis proposes a new approach to determine the equality of the BLUEs and the BLUPs of the fixed and random effects under two linear mixed models with different covariance structures, and we present straightforward criteria to evaluate conditions that lead to equal BLUEs and BLUPs under these two models.  

    Papers I and II focus on the equality of the BLUEs, while Papers II and IV study equal BLUPs under two LMMs with different covariance structures. More specifically, Paper I considers two different LMMs concerning their covariance matrices and whether the models generate equal BLUEs. In Paper II, we study the conditions for invariant BLUEs under a partitioned linear fixed effects model and a corresponding linear mixed model. Paper III develops the results to obtain the common BLUPs under two LMMs considering uncorrelated random effects and random errors. Finally, Paper IV extends the results of Paper III to obtain equal BLUPs in two linear mixed models, allowing for a correlation between the random effects and the random errors.

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    On Estimation and Prediction in Linear Mixed Models: A new approach to studying equal BLUEs and BLUPs
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  • 2.
    Hlynsson, Jón Ingi
    et al.
    Stockholms universitet.
    Gustafsson, Oskar
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Carlbring, Per
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Psykologiska institutionen, Klinisk psykologi.
    Uncertainty breeds anxiety and depression: The impact of the Russian invasion in Ukraine on a Swedish clinical population receiving internet-based psychotherapy2024Ingår i: Clinical Psychology in Europe, E-ISSN 2625-3410, Vol. 6, nr 1, artikel-id e12083Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Background: Recent global crises, such as the COVID-19 pandemic and the 2022 Russian invasion of Ukraine, have contributed to a rise in the global prevalence of anxiety and depressive disorders. This study examines the indirect impact of the Ukraine war on emotional disorders within a Swedish clinical population. Method: The sample comprised participants (n = 1,222) actively engaged in an internet-based psychotherapeutic intervention (cognitive-behavioral, psychodynamic, and waitlist) when the war broke out. The Patient Health Questionnaire-9 scale and the Generalized Anxiety Disorder-7 scale were used to measure depression and anxiety. Results: Anxiety and depressive symptom severity increased following the war's onset, with an average weekly increase of 0.77-points for anxiety (p = .001, Cohen's d = 0.08) and 0.09-points for depression (p = .70, Cohen's d = 0.01); however, the increase was negligible for depression. Furthermore, higher socioeconomic status (SES) predicted declines in depression and anxiety during the study period, with a 0.69-point average weekly decrease in anxiety (p < .001, Cohen's d = 0.32) and a 1.09-point decrease in depression (p < .001, Cohen's d = 0.48) per one unit increase in SES, suggesting that SES may serve as a protective factor that buffers against psychopathological development during crises. Conclusions: These findings have implications for mitigating the development of psychopathology during crises and interpreting treatment efficacy estimates during such events. Our findings also emphasize the potential of internet-based psychotherapy in addressing emotional disorders during crises. This study presents up-to-date information about the reaction of treatment-seeking individuals to abrupt uncertainty.

  • 3.
    Gustafsson, Oskar
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Villani, Mattias
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Stockhammar, Pär
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Bayesian optimization of hyperparameters from noisy marginal likelihood estimates2023Ingår i: Journal of applied econometrics (Chichester, England), ISSN 0883-7252, E-ISSN 1099-1255, Vol. 38, nr 4, s. 577-595Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is an iterative method where a Gaussian process posterior of the underlying function is sequentially updated by new function evaluations. We propose a novel Bayesian optimization framework for situations where the user controls the computational effort and therefore the precision of the function evaluations. This is a common in econometrics where the marginal likelihood is often computed by Markov chain Monte Carlo or importance sampling methods. The new acquisition strategy gives the optimizer the option to explore the function with cheap noisy evaluations and therefore find the optimum faster. The method is applied to estimating the prior hyperparameters in two popular models on US macroeconomic time series data: the steady-state Bayesian vector autoregressive (BVAR) and the time-varying parameter BVAR with stochastic volatility.

  • 4.
    Munezero, Parfait
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen. Ericsson, Stockholm, Sweden.
    Villani, Mattias
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen. Linköping University, Linköping, Sweden.
    Kohn, Robert
    Dynamic Mixture of Experts Models for Online Prediction2023Ingår i: Technometrics, ISSN 0040-1706, E-ISSN 1537-2723, Vol. 65, nr 2, s. 257-268Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    A mixture of experts models the conditional density of a response variable using a mixture of regression models with covariate-dependent mixture weights. We extend the finite mixture of experts model by allowing the parameters in both the mixture components and the weights to evolve in time by following random walk processes. Inference for time-varying parameters in richly parameterized mixture of experts models is challenging. We propose a sequential Monte Carlo algorithm for online inference based on a tailored proposal distribution built on ideas from linear Bayes methods and the EM algorithm. The method gives a unified treatment for mixtures with time-varying parameters, including the special case of static parameters. We assess the properties of the method on simulated data and on industrial data where the aim is to predict software faults in a continuously upgraded large-scale software project. 

  • 5.
    Quiroz, Matias
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen. ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS), Australia.
    Nott, David J.
    Kohn, Robert
    Gaussian Variational Approximations for High-dimensional State Space Models2023Ingår i: Bayesian Analysis, ISSN 1936-0975, E-ISSN 1931-6690, Vol. 18, nr 3, s. 989-1016Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We consider a Gaussian variational approximation of the posterior density in high-dimensional state space models. The number of parameters in the covariance matrix of the variational approximation grows as the square of the number of model parameters, so it is necessary to find simple yet effective parametrisations of the covariance structure when the number of model parame-ters is large. We approximate the joint posterior density of the state vectors by a dynamic factor model, having Markovian time dependence and a factor covariance structure for the states. This gives a reduced description of the dependence struc-ture for the states, as well as a temporal conditional independence structure sim-ilar to that in the true posterior. We illustrate the methodology on two examples. The first is a spatio-temporal model for the spread of the Eurasian collared-dove across North America. Our approach compares favorably to a recently proposed ensemble Kalman filter method for approximate inference in high-dimensional hi-erarchical spatio-temporal models. Our second example is a Wishart-based multi-variate stochastic volatility model for financial returns, which is outside the class of models the ensemble Kalman filter method can handle.

  • 6.
    Jederlund, Ulf
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Specialpedagogiska institutionen.
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Teacher-student relationships and students' self-efficacy beliefs. Rationale, validation and further potential of two instruments2023Ingår i: Education Inquiry, E-ISSN 2000-4508, Vol. 14, nr 4, s. 529-553Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    High quality of teacher–student relationships is widely recognized as fundamental part of good education. Moreover, students’ self-efficacy beliefs, or their confidence to succeed within different domains at school, are important impact factors to achievement. Although there is support for an association between student-perceived teacher–student relationship quality and students’ self-efficacy judgements, which mediates achievement, no tool explores this association. This article suggests that two instruments, respectively measuring students’ perceptions of teacher–student relationship quality (TSR) and student’s self-efficacy (SSE), can be used in parallel for a multifaceted exploration of individual students’ perception of TSR quality, in relationship to their self-efficacy. Two well-established instruments were adopted, validated and their factor structures re-confirmed in a Swedish sample, using data from students in five schools (n=382). Factor analysis showed that models with three underlying dimensions of TSR and four underlying dimensions of SSE were the most appropriate. All sub-scales showed good-to-excellent reliability (Cronbach’s α = 0.75–0.94). Findings indicated a lack of multigroup invariance across gender and school level for the TSR-model. Substantial associations were found between student-perceived teacher support, and students’ self-efficacy for self-regulated learning and global academic success. We discuss utility and limitations, need of model improvement, and future potential.   

  • 7. Ahmed, Imaduddin
    et al.
    Parikh, Priti
    Munezero, Parfait
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen. Ericsson, Sweden.
    Sianjase, Graham
    Coffman, D'Maris
    The impact of power outages on households in Zambia2023Ingår i: Economia Politica, ISSN 1120-2890, E-ISSN 1973-820X, nr 40, s. 835-867Artikel i tidskrift (Refereegranskat)
    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.

  • 8.
    Jederlund, Ulf
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Specialpedagogiska institutionen.
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Changes in Students’ School Trust as a Reflection of Teachers’ Collective Learning Processes: Findings from a Longitudinal Study2022Ingår i: Scandinavian Journal of Educational Research, ISSN 0031-3831, E-ISSN 1470-1170, Vol. 66, nr 7, s. 1161-1182Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This 2-year longitudinal study compares students’ trajectories for perceived teacher–student relationship quality and students’ selfefficacy (together discussed as students’ school trust) to previously documented teacher-perceived experiences in teacher teams’ collective learning processes. The article’s main contribution is the reflection in students’ perceptions, of their teachers’ perceived quality and attainment in collective learning processes. Comparisons between schools show that trajectories for students belonging to the only teacher team that experienced a more mature and successful learning process in an earlier study, differed significantly from the trajectories for students in compared teams. Differences demonstrated large positive effect sizes (d=0.81–1.14). Individual analysis provides deeper insights about how these students’ perceptions changed. Additionally, the full sample data confirms earlier findings of substantial cross-associations between student-perceived teacher–student relationship quality and student self-efficacy. For example, sustainable associations between supportive teacher–student relationships and students’ global academic self-efficacy and self-efficacy for self-regulative learning were found (r = 0.43–0.51).

  • 9.
    Munezero, Parfait
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Ghilagaber, Gebrenegus
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Dynamic Bayesian adjustment of anticipatory covariates in retrospective data: application to the effect of education on divorce risk2022Ingår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 49, nr 6, s. 1382-1401Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We address a problem in inference from retrospective studies where the value of a variable is measured at the date of the survey but is used as covariate to events that have occurred long before the survey. This causes problem because the value of the current-date (anticipatory) covariate does not follow the temporal order of events. We propose a dynamic Bayesian approach for modelling jointly the anticipatory covariate and the event of interest, and allowing the effects of the anticipatory covariate to vary over time. The issues are illustrated with data on the effects of education attained by the survey-time on divorce risks among Swedish men. The overall results show that failure to adjust for the anticipatory nature of education leads to elevated relative risks of divorce across educational levels. The results are partially in accordance with previous findings based on analyses of the same data set. More importantly, our findings provide new insights in that the bias due to anticipatory covariates varies over marriage duration.

  • 10.
    Munezero, Parfait
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Ghilagaber, Gebrenegus
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Dynamic Bayesian Modelling of Educational and Residential Differences in Family Initiation among Eritrean Men and Women2022Ingår i: Modern Biostatistical Methods for Evidence-Based Global Health Research / [ed] Ding-Geng Chen; Samuel Manda; Tobias Chirwa, Springer Nature Switzerland AG , 2022, s. 319-337Kapitel i bok, del av antologi (Refereegranskat)
    Abstract [en]

    We propose a dynamic Bayesian survival model for analyzing differentials in the timing of family initiation. Such formulation relaxes the strong assumption of constant hazard ratio in conventional proportional hazards models and allows covariate effects to vary over time. Inference is fully Bayesian, and efficient sequential Monte Carlo (particle filter) is used to sample from the posterior distribution. We illustrate the proposed model with data on entry into first marriage among Eritrean men and women surveyed in the 2010 Eritrean Population and Health Survey. Results from the conventional proportional hazards model indicate significant differences in family initiation among all educational and residential groups. In the dynamic model, on the other hand, only one educational and one residential group among the women and only one residential group among the men differ from their respective baseline groups. Since the empirical relative intensities of entry into first marriage vary across respondents’ ages, we argue that the proposed dynamic model captures differentials in family initiation more accurately.

  • 11. Liang, Yuli
    et al.
    Coelho, Carlos A.
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Hypothesis testing in multivariate normal models with block circular covariance structures2022Ingår i: Biometrical Journal, ISSN 0323-3847, E-ISSN 1521-4036, Vol. 64, nr 3, s. 557-576Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this article, we address the problem of simultaneous testing hypothesis about mean and covariance matrix for repeated measures data when both the mean vector and covariance matrix are patterned. In particular, tests about the mean vector under block circular and doubly exchangeable covariance structures have been considered. The null distributions are established for the corresponding likelihood ratio test statistics, and expressions for the exact or near-exact probability density and cumulative distribution functions are obtained. The application of the results is illustrated by both a simulation study and a real-life data example.

  • 12. Liang, Yuli
    et al.
    von Rosen, Dietrich
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    On properties of Toeplitz-type covariance matrices in models with nested random effects2021Ingår i: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 62, s. 2509-2528Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Models that capture symmetries present in the data have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a random effects model focusing on the covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.

  • 13.
    von Rosen, Tatjana
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, Dietrich
    Volaufova, Julia
    A new method for obtaining explicit estimators in unbalanced mixed linear models2020Ingår i: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 61, nr 1, s. 371-383Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The general unbalanced mixed linear model with two variance components is considered. Through resampling it is demonstrated how the fixed effects can be estimated explicitly. It is shown that the obtained nonlinear estimator is unbiased and its variance is also derived. A condition is given when the proposed estimator is recommended instead of the ordinary least squares estimator.

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  • 14.
    Ghilagaber, Gebrenegus
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Munezero, Parfait
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football2020Ingår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 47, nr 2, s. 248-264Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We examine the effects of the 3-points-for-a-win (3pfaw) rule in the football world. Data that form the basis of our analyses come from seven leagues around the world (Albania, Brazil, England, Germany, Poland, Romania, and Scotland) and consist of mean goals and proportions of decided matches over a period of about six years before- and about seven years after the introduction of the rule in the respective leagues. Bayesian change-point analyses and Shiryaev-Roberts tests show that the rule had no effects on the mean goals but, indeed, had increasing effects on the proportions of decided matches in most of the leagues studied. This, in turn, implies that while the rule has given teams the incentive to aim at winning matches, such aim was not achieved by scoring excess goals. Instead, it was achieved by scoring enough goals in order to win and, at the same time, defending enough in order not to lose. Our results are in accordance with recent findings on comparing the values of attack and defense - that, in top-level football, not conceding a goal is more valuable than scoring a single goal.

  • 15.
    Munezero, Parfait
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Bayesian Sequential Inference for Dynamic Regression Models2020Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [en]

    Many processes evolve over time and statistical models need to be adaptive to change. This thesis proposes flexible models and statistical methods for inference about a data generating process that varies over time. The models considered are quite general dynamic predictive models with parameters linked to a set of covariates via link functions. The dynamics can arise from time-varying regression coefficients and from changes in the link function over time. The covariates can be time-varying and may also have incomplete information.

    An efficient Bayesian inference methodology is developed for analyzing the posterior of dynamic regression models sequentially, with a particular focus on online learning and real-time prediction. The core inferential algorithm belongs to a family of sequential Monte Carlo methods commonly known as particle filters, and a key contribution is the development of a tailored proposal distribution. The algorithm is shown to outperform a state-of-the-art Markov Chain Monte Carlo method and is also extended to mixture-of-experts models.

    The performance of the inference methodology is assessed through various simulation experiments and real data from clinical and social-demographic studies, as well as from an industrial software development project.

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    Bayesian Sequential Inference for Dynamic Regression Models
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  • 16.
    von Rosen, Tatjana
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, Dietrich
    Bilinear regression with random effects and reduced rank restrictions2020Ingår i: Japanese journal of statistics and data science, ISSN 2520-8756, Vol. 3, nr 1, s. 63-72Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Bilinear models with three types of effects are considered: fixed effects, random effects and latent variable effects. In the literature, bilinear models with random effects and bilinear models with latent variables have been discussed but there are no results available when combining random effects and latent variables. It is shown, via appropriate vector space decompositions, how to remove the random effects so that a well-known model comprising only fixed effects and latent variables is obtained. The spaces are chosen so that the likelihood function can be factored in a convenient and interpretable way. To obtain explicit estimators, an important standardization constraint on the random effects is assumed to hold. A theorem is presented where a complete solution to the estimation problem is given.

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  • 17. Lindholm, Unn
    et al.
    Mossfeldt, Marcus
    Stockhammar, Pär
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen. Sveriges Riksbank, Sweden.
    Forecasting inflation in Sweden2020Ingår i: Economia Politica, ISSN 1120-2890, E-ISSN 1973-820X, Vol. 37, nr 1, s. 39-68Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this paper, we make use of Bayesian VAR (BVAR) models to conduct an out-of-sample forecasting exercise for CPIF inflation, the inflation target variable at the Riksbank in Sweden. The proposed BVAR models generally outperform simple benchmark models, the BVAR model used by the Riksbank as presented in Iversen et al. (Real-time forecasting for monetary policy analysis: the case of Sveriges Riksbank, Working Paper 16/318, Sveriges riksbank, Stockhol, 2016) and professional forecasts made by the National Institute of Economic Research in Sweden. Moreover, the BVAR models proposed in the present paper have better forecasting precision than both survey forecasts and the method suggested by Faust and Wright (in: Elliott, Timmermann (eds) Handbook of forecasting, 2013). The findings in this paper might be of value to analysts, policymakers and forecasters of the inflation in Sweden (and possibly other small open economies alike).

  • 18.
    von Rosen, Tatjana
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, Dietrich
    Small area estimation using reduced rank regression models2020Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 49, nr 13, s. 3286-3297Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Small area estimation techniques have got a lot of attention during the last decades due to their important applications in survey studies. Mixed linear models and reduced rank regression analysis are jointly used when considering small area estimation. Estimates of parameters are presented as well as prediction of random effects and unobserved area measurements.

  • 19.
    Gustafsson, Oskar
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs2020Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [en]

    Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. The correct way is to model the variance jointly with the other properties of the time series by using some of the many methods available in the literature. In the first two papers of this thesis, we explore a third option, that is rarely used in the literature, in which we first remove the heteroscedasticity and only then fit a simpler model to the homogenized data.

    In the first paper, we introduce a filter that removes heteroscedasticity from simulated data without affecting other time series properties. We show that filtering the data leads to efficiency gains when estimating parameters in ARMA models, and in some cases to higher forecast precision for US GDP growth.

    The work of the first paper is extended to the case of multivariate time series in Paper II. In this paper, the stochastic volatility model is used for tracking the latent evolution of the time series variances. Also in this scenario variance stabilization offers efficiency gains when estimating model parameters.

    During the last decade, there has been an increasing interest in using large-scale VARs together with Bayesian shrinkage methods. The rich parameterization together with the need for simulations methods results in a computational bottleneck that either force concessions regarding the flexibility of the model or the size of the data set. In the last two papers, we address these issues with methods from the machine learning literature.  

    In Paper III, we develop a new Bayesian optimization strategy for finding optimal hyperparameters for econometric models via maximization of the marginal likelihood. We illustrate that the algorithm finds optimal values fast compared to conventional methods. 

    Finally, in Paper IV we present a fast variational inference (VI) algorithm for approximating the parameter posterior and predictive distribution of the steady-state BVAR. We show that VI produces results that are very close to those of the conventional Gibbs sampler but are obtained at a much lower computational cost. This is illustrated in both a simulation study and on US macroeconomic data.

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    Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs
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  • 20.
    Munezero, Parfait
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Ghilagaber, Gebrenegus
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Dynamic Bayesian Adjustment of Educational Gradients in Divorce Risks: Disentangling Causation and Misclassification2019Ingår i: / [ed] Population Association of America, 2019Konferensbidrag (Refereegranskat)
    Abstract [en]

    We address a problem in causal inference from retrospective surveys where the value of a covariate is measured at the date of the survey but is used to explain behaviour that has occurred long before the survey. This causes bias because the anticipatory covariate does not follow the temporal order of events. We propose a Bayesian dynamic modelling approach that allows effects of the anticipatory covariate to vary over time and, thereby, restore its value at the event of interest. The issues are illustrated with data on the effects of anticipatory educational level on divorce risks among Swedish men. The overall results show that failure to adjust for the anticipatory nature of education leads to underestimation of the relative risks of divorce across educational levels. The results build, in part, on previous analyses of the same data set but also reveal that the degree of underestimation varies over marriage durations.

  • 21. Kuja-Halkola, Ralf
    et al.
    Larsson, Henrik
    Lundström, Sebastian
    Sandin, Sven
    Chizarifard, Azadeh
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Bölte, Sven
    Lichtenstein, Paul
    Frans, Emma
    Reproductive stoppage in autism spectrum disorder in a population of 2.5 million individuals2019Ingår i: Molecular Autism, ISSN 2040-2392, Vol. 10, nr 1, artikel-id 45Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Background: It has been suggested that parents of children with autism spectrum disorder (ASD) curtail their reproduction, a phenomenon known as reproductive stoppage. To investigate the presence of reproductive stoppage, we followed the reproduction in mothers of children with or without an ASD diagnosis using Swedish population-based registries.

    Methods: We followed all families with first child born in 1987 or later. In total 2,521,103 children, nested within 1, 270,017 mothers, were included. Exposure was presence of ASD diagnosis in earlier born siblings, and outcome was considered as (1) inter-pregnancy interval and (2) number of subsequent children.

    Results: Analyses of inter-pregnancy intervals showed that the association differed across birth orders, with a lower rate of second children when first child had ASD diagnosis, but an increased rate of third and higher birth orders in families where a previous child had an ASD diagnosis. When all birth orders were simultaneously considered, families with a child with an ASD diagnosis were less likely to have another child (hazard ratio (HR), 0.79; 95% confidence interval [95% CI], 0.78-0.80). However, when adjusted for birth order, the association was close to null (HR, 0.97; 95% CI, 0.96-0.99), and after additional adjustments (maternal age, birth period, sex, paternal age, and maternal education), the association disappeared (HR, 1.00; 95% CI, 0.99-1.02). In analyses of subsequent children, after adjustment for covariates, families with an ASD diagnosis had 4% more subsequent children (rate ratio, 1.04; 95% CI, 1.03-1.05).

    Limitations: The study was undertaken in a country with largely tax-funded healthcare; results may not generalize to other societies. Following the current dominating umbrella concept of ASD, we did not differentiate between the ASD sub-diagnoses; it is possible that reproductive patterns can be dependent on ASD subtypes and the severity and composition of ASD phenotypes and comorbidities.

    Conclusions: This study does not support a universal reproductive stoppage effect in ASD families, when birth order and other factors are considered. Therefore, proper attention to birth order and other factors may alleviate potential bias in familial aggregation studies of ASD.

  • 22.
    Ahlqvist, Göran
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Specialpedagogiska institutionen.
    Larsson, Jan‑Olov
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Westling Allodi, Mara
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Specialpedagogiska institutionen.
    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 curriculum2019Ingår i: Child and Adolescent Psychiatry and Mental Health, E-ISSN 1753-2000, Vol. 13, artikel-id 27Artikel i tidskrift (Refereegranskat)
    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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  • 23.
    Gustafsson, Oskar
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Stockhammar, Pär
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen. National Institute of Economic Research (NIER), Sweden.
    Variance stabilizing filters2019Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 48, nr 24, s. 6155-6168Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this paper new filters for removing unspecified form of heteroscedasticity are proposed. The filters build on the assumption that the variance of a pre-whitened time series can be viewed as a latent stochastic process by its own. This makes the filters flexible and useful in many situations. A simulation study shows that removing heteroscedasticity before fitting a model leads to efficiency gains and bias reductions when estimating the parameters of ARMA models. A real data study shows that pre-filtering can increase the forecasting precision of quarterly US GDP growth.

  • 24.
    Ghilagaber, Gebrenegus
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Munezero, Parfait
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Bayesian Change-point Modelling of the Effects of 3-points-for-a-win Rule in Football2018Rapport (Övrigt vetenskapligt)
    Abstract [en]

    We examine the e⁄ects of the 3-point-for-a-win (3pfaw) rule in the football (soccer) world. Data on mean goals and proportions of decided matches from seven leagues around the world form the basis of our analyses. Bayesian change-point analysis shows that the rule had no e⁄ects on the mean goals in any of the leagues but, indeed, had increasing e⁄ects on the proportions of decided matches in most of the leagues studied. This, in turn, implies that while the rule has given teams the incentive to aim at winning matches, such aim was achieved not by scoring excess goals. Instead, it was achieved by scoring enough goals in order to win and, at the same, defending enough in order not to lose.

  • 25. Talme, Laura
    et al.
    Roll-Pettersson, Lise
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Specialpedagogiska institutionen.
    Karlsson, Peter
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Ett skolövergripande samverkansprojekt: Att skapa studiero och en trygg lärandemiljö2018Ingår i: Norsk Tidsskrift for Atferdsanalyse, ISSN 0809-781X, Vol. 45, nr 1, s. 1-19Artikel i tidskrift (Refereegranskat)
    Abstract [sv]

    Skolövergripande positivt beteendestöd (School Wide Positive Behavior Support, SWPBS) är en förebyggande insats med vetenskaplig grund som syftar till att skapa förutsättningar för trygg-het, studiero och trivsel i skolan. Syftet med den här studien är att utvärdera implementering av skolövergripande positivt beteendestöd i en skola i ett socialt utsatt område och att jämföra utfallet med en kontrollskola. I studien undersöks lärarnas upplevelse av skolans klimat, stress, tilltro till egen förmåga att undervisa samt tillfredsställelse i arbetet. Resultatet visar att personalen vid experimentskolan efter genomförande av SWPBS skattade högre vad gäller skolans klimat och tilltro till egen förmåga att undervisa. Inga skillnader fanns mellan skolorna vid förmätning. Vid eftermätningen skattade dock personalen på experimentskolan högre vad gäller skolklimat, tilltro till egen förmåga, arbetstillfredsställelse och lägre vad gäller arbetsrelaterad stress jämfört med kontrollskolan. Vidare fanns några positiva samband för experimentskolan mellan pedagogernas skattning av implementeringstrohet och interventionens sociala validitet. Vikten av samverkan mellan akademin och fältet samt studiens metodologiska begränsningar diskuteras. 

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  • 26.
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Evaluating the Quality of the Master’s Program in Statistics: a Study of the Curriculum Effect on the Quality of Students' Master Theses2018Ingår i: Looking back, looking forward: Proceedings of the Tenth International Conference on Teaching Statistics / [ed] M. A. Sorto, A. White, L. Guyot, Kyoto, Japan; Voorburg, The Netherlands: The International Statistical Institute, 2018Konferensbidrag (Refereegranskat)
    Abstract [en]

    In 2012, the Swedish Higher Education Authority evaluated the quality of the Master's Program in Statistics with a main focus on the students' master theses. In this work, the course outcomes of all master students (N=55) registered at the Stockholm University, between 2012 and 2017, were used to investigate whether a particular practice at the department that can be characterized by program syllabus, supervision, teachers' expertise, is associated with the quality of master theses, or the quality has been mostly affected by student related characteristics. The obtained results showed significant effect of the course results in Inference, Statistical Computations and Multivariate Analysis. No significant effects of student’s gender and age have been found however the supervisor’s effect turned to be significant.

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  • 27.
    Hao, Chengcheng
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, Dietrich
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Influence diagnostics for count data under AB-BA crossover trials2017Ingår i: Statistical Methods in Medical Research, ISSN 0962-2802, E-ISSN 1477-0334, Vol. 26, nr 6, s. 2938-2950Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This paper aims to develop diagnostic measures to assess the influence of data perturbations on estimates in AB-BA crossover studies with a Poisson distributed response. Generalised mixed linear models with normally distributed random effects are utilised. We show that in this special case, the model can be decomposed into two independent sub-models which allow to derive closed-form expressions to evaluate the changes in the maximum likelihood estimates under several perturbation schemes. The performance of the new influence measures is illustrated by simulation studies and the analysis of a real dataset.

  • 28.
    von Rosen, Tatjana
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, D.
    On Estimation in Some Reduced Rank Extended Growth Curve Models2017Ingår i: Mathematical Methods of Statistics, ISSN 1066-5307, E-ISSN 1934-8045, Vol. 26, nr 4, s. 299-310Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The general multivariate analysis of variance model has been extensively studied in the statistical literature and successfully applied in many different fields for analyzing longitudinal data. In this article, we consider the extension of this model having two sets of regressors constituting a growth curve portion and a multivariate analysis of variance portion, respectively. Nowadays, the data collected in empirical studies have relatively complex structures though often demanding a parsimonious modeling. This can be achieved for example through imposing rank constraints on the regression coefficient matrices. The reduced rank regression structure also provides a theoretical interpretation in terms of latent variables. We derive likelihood based estimators for the mean parameters and covariance matrix in this type of models. A numerical example is provided to illustrate the obtained results.

  • 29.
    Morlanes, José Igor
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Andreev, Andriy
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Simulation of fractional Ornstein-Uhlenbeck of the second kind by Circulant Embedding method2017Konferensbidrag (Övrigt vetenskapligt)
  • 30.
    Morlanes, José Igor
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Some Extensions of Fractional Ornstein-Uhlenbeck Model: Arbitrage and Other Applications2017Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [sv]

    Föreliggande doktorsavhandling strävar efter att utöka sannolikhetsbaserade och statistiska modeller med stokastiska differentialekvationer. De beskrivna modellerna fångar väsentliga egenskaper i data som inte förklaras av klassiska diffusionsmodeller för brownsk rörelse. 

    Nya resultat, som författaren har härlett, presenteras i fem uppsatser. De är ordnade i två delar. Del 1 innehåller tre uppsatser om statistisk inferens och simulering av en familj av stokastiska processer som är relaterade till fraktionell brownsk rörelse och Ornstein-Uhlenbeckprocessen, så kallade andra ordningens fraktionella Ornstein-Uhlenbeckprocesser (fOU2). I två av uppsatserna visar vi hur vi kan simulera fOU2-processer med hjälp av cyklisk inbäddning och minneslös transformering. I den tredje uppsatsen konstruerar vi en minsta-kvadratestimator som ger konsistent skattning av driftparametern och bevisar centrala gränsvärdessatsen med tekniker från statistisk analys för gaussiska processer och malliavinsk analys. 

    Del 2 av min forskning består av två uppsatser om marknadsmodeller med plötsliga hopp och portföljstrategier med arbitrage för en insiderhandlare. En av uppsatserna beskriver två arbitragefria marknader med riskneutrala värderingsformeln och en arbitragestrategi som består i växla mellan marknaderna. Den väsentliga komponenten är skillnaden mellan marknadernas volatilitet. Statistisk evidens i den här situationen visas utifrån ett sekventiellt datamaterial. I den andra uppsatsen analyserar vi arbitragestrategier hos en insiderhandlare i en finansiell marknad som förändrar sig enligt en Markovkedja där alla förändringar i tillstånd består av plötsliga hopp. Det gör vi med en likelihoodprocess. Vi konstruerar detta med utökad filtrering med hjälp av Itôanalys och allmän teori för stokastiska processer.

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  • 31.
    Ul Hassan, Mahmood
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Stockhammar, Pär
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Fitting probability distributions to economic growth: a maximum likelihood approach2016Ingår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 43, nr 9, s. 1583-1603Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The growth rate of the gross domestic product (GDP) usually carries heteroscedasticity, asymmetry and fat-tails. In this study three important and significantly heteroscedastic GDP series are examined. A Normal, normal-mixture, normal-asymmetric Laplace distribution and a Student's t-Asymmetric Laplace (TAL) distribution mixture are considered for distributional fit comparison of GDP growth series after removing heteroscedasticity. The parameters of the distributions have been estimated using maximum likelihood method. Based on the results of different accuracy measures, goodness-of-fit tests and plots, we find out that in the case of asymmetric, heteroscedastic and highly leptokurtic data the TAL-distribution fits better than the alternatives. In the case of asymmetric, heteroscedastic but less leptokurtic data the NM fit is superior. Furthermore, a simulation study has been carried out to obtain standard errors for the estimated parameters. The results of this study might be used in e.g. density forecasting of GDP growth series or to compare different economies.

  • 32. Welderufael, B. G.
    et al.
    de Koning, D. J.
    Janss, L. L. G.
    Franzen, Jessica
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Fikse, W. F.
    Simultaneous genetic evaluation of simulated mastitis susceptibility and recovery ability using a bivariate threshold sire model2016Ingår i: Acta agriculturae Scandinavica. Section A, Animal science, ISSN 0906-4702, E-ISSN 1651-1972, Vol. 66, nr 3, s. 125-134Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The aim of this study was to develop a new approach for joint genetic evaluation of mastitis and recovery. Two mastitis incidences (0.28 and 0.95) measured via somatic cell count and three between traits genetic correlations (0.0, 0.2, and -0.2) were simulated for daughter group sizes of 60 and 240. A transition model was applied to model transitions between healthy and disease state. The RJMC package in DMU was used to estimate (co)variances. Heritabilities were consistent with the simulated value (0.039) for susceptibility and a bit upward biased for recovery. Estimates of genetic correlations were -0.055, 0.205, and -0.192 for the simulated values of 0.0, 0.2, and -0.2, respectively. For daughter group size of 60, accuracies of sire EBV ranged from 0.56 to 0.69 for mastitis and from 0.26 to 0.48 for recovery. The study demonstrated that both traits can be modeled jointly and simulated correlations could be correctly reproduced.

  • 33.
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    A Short Note on Matrices Used in Statistics2015Ingår i: Festschrift in Honor of Hans Nyquist on the occasion of his 65th birthday / [ed] Ellinor Fackle-Fornius, Stockholm: Department of Statistics, Stockholm University , 2015, s. 116-125Kapitel i bok, del av antologi (Övrigt vetenskapligt)
    Abstract [en]

    Matrices find many applications in various research areas and reallifeproblems. In spite of the availability of many innovative tools instatistics, the main tool of the applied statistician remains the linearmodel. Patterned matrices are often used to model dependence structureof longitudinal or repeated measures data. In this paper, someproperties of symmetric circular Toeplitz matrices will be outlined whichare useful for inference in linear models. Special focus is on block matriceshaving Kronecker structure since they arise in many applicationsfor modelling spatio-temporal data.

  • 34.
    Quiroz, Matias
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Bayesian Inference in Large Data Problems2015Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [en]

    In the last decade or so, there has been a dramatic increase in storage facilities and the possibility of processing huge amounts of data. This has made large high-quality data sets widely accessible for practitioners. This technology innovation seriously challenges traditional modeling and inference methodology.

    This thesis is devoted to developing inference and modeling tools to handle large data sets. Four included papers treat various important aspects of this topic, with a special emphasis on Bayesian inference by scalable Markov Chain Monte Carlo (MCMC) methods.

    In the first paper, we propose a novel mixture-of-experts model for longitudinal data. The model and inference methodology allows for manageable computations with a large number of subjects. The model dramatically improves the out-of-sample predictive density forecasts compared to existing models.

    The second paper aims at developing a scalable MCMC algorithm. Ideas from the survey sampling literature are used to estimate the likelihood on a random subset of data. The likelihood estimate is used within the pseudomarginal MCMC framework and we develop a theoretical framework for such algorithms based on subsets of the data.

    The third paper further develops the ideas introduced in the second paper. We introduce the difference estimator in this framework and modify the methods for estimating the likelihood on a random subset of data. This results in scalable inference for a wider class of models.

    Finally, the fourth paper brings the survey sampling tools for estimating the likelihood developed in the thesis into the delayed acceptance MCMC framework. We compare to an existing approach in the literature and document promising results for our algorithm.

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  • 35. Azmoodeh, Ehsan
    et al.
    Morlanes, José Igor
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the second kind2015Ingår i: Statistics (Berlin), ISSN 0233-1888, E-ISSN 1029-4910, Vol. 49, nr 1, s. 1-18Artikel i tidskrift (Refereegranskat)
    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. Ahmed, S. Ejaz
    et al.
    Fallahpour, Saber
    von Rosen, Dietrich
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Estimation of Several Intraclass Correlation Coefficients2015Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 44, nr 9, s. 2315-2328Artikel i tidskrift (Refereegranskat)
    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.

  • 37.
    von Rosen, Tatjana
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, Dietrich
    Explicit estimators in unbalanced mixed linear models2015Ingår i: Festschrift in honor of professor Ghazi Shukur on the occasion of his 60th birthday / [ed] Thomas Holgersson, Växjö: Linnaeus University Press, 2015, s. 121-125Kapitel i bok, del av antologi (Övrigt vetenskapligt)
    Abstract [en]

    The general unbalanced mixed linear model is considered. Throughresampling it is shown how the fixed effects can explicitly be estimated.The obtained estimator is non-linear but unbiased.

  • 38.
    Hao, Chengcheng
    et al.
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    von Rosen, Dietrich
    von Rosen, Tatjana
    Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Explicit Influence Analysis in Two-Treatment Balanced Crossover Models2015Ingår i: Mathematical Methods of Statistics, ISSN 1066-5307, E-ISSN 1934-8045, Vol. 24, nr 1, s. 16-36Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This paper considers how to detect influential observations in crossover models with random individual effects. Two influence measures, the delta-beta influence and variance-ratio influence, are utilized as tools to evaluate the influence of the model on the estimates of mean and variance parameters with respect to case-weighted perturbations, which are introduced to the model for studying the ‘influence’ of cases. The paper provides explicit expressions of the delta-beta and variance-ratio influences for the general two-treatment balanced crossover models when the proposed decompositions for the perturbed models hold. The influence measures for each parameter turn out to be closed-form functions of orthogonal projections of specific residuals in the unperturbed model.

  • 39.
    Liang, Yuli