Relevant bibliographies by topics / Subject heteroscedasticity

Academic literature on the topic 'Subject heteroscedasticity'

Author: Grafiati
Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "Subject heteroscedasticity"

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DOVI', VINCENZO G. "OPTIMAL EXPERIMENT PLANNING FOR ENVIRONMENTAL KINETIC MODELS SUBJECT TO DATA HETEROSCEDASTICITY." Environmetrics 8, no. 4 (July 1997): 303–11. http://dx.doi.org/10.1002/(sici)1099-095x(199707)8:4<303::aid-env252>3.0.co;2-z.

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Fitriyah, Lailatul, and Durinda Puspasari. "THE EFFECT OF SELF REGULATED LEARNING AND SELF EFFICACY ON STUDENTS’ LEARNING OUTCOMES IN ARCHIVE SUBJECT AT SMK NEGERI 10 SURABAYA." JURNAL PAJAR (Pendidikan dan Pengajaran) 5, no. 5 (September 16, 2021): 1321. http://dx.doi.org/10.33578/pjr.v5i5.8414.

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The study aimed to analyze : 1) the effect of self-regulated learning on students’ learning outcomes in archive subjects at SMK Negeri 10 Surabaya; 2) the effect of self-efficacy on students’ learning outcomes in archive subjects at SMK Negeri 10 Surabaya; 3) the effect of self-regulated learning and self-efficacy on student’ learning outcomes in archive subjects at SMK Negeri 10 Surabaya. This type of this study was a quantitative research. Data were collected through questionnaires and interviews. The population were all students at class X OTKP for as many as 108. The samples of this study were 85 students which were selected proportional random sampling. The instrument of this study was validity test and reliability test. Then, the data were analyzed through: 1) classical assumption test consisting of normality test, multicollinearity test, and heteroscedasticity test; 2) hypothesis testing using multiple linear regression. The results showed that: 1) there was a significant effect of self-regulated learning on student’ learning outcomes in archive subject at SMK Negeri 10 Surabaya; 2) there was a significant effect of self-efficacy on student’ learning outcomes in archive subject at SMK Negeri 10 Surabaya; 3) there was a significant effect of self-regulated learning and self-efficacy on students’ learning outcomes in archive subject at SMK Negeri 10 Surabaya.
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Baluran, Fe Violeta G. "The Effect of Workplace Spirituality to the Job Satisfaction of Higher Education Business Professors." International Journal of Research and Innovation in Social Science 06, no. 06 (2022): 09–12. http://dx.doi.org/10.47772/ijriss.2022.6601.

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Workplace spirituality is one subject that has appealed to many. In the midst of challenges, people resort to spirituality. Many realize the true meaning of life through spirituality. It has meaningful work, sense of community and alignment of values as its dimensions and studies done on the subject show its positive relationship with other variables such as job satisfaction, job engagement , organizational commitment, job control, ethical climate, self-efficacy, job performance, organizational performance and so on. This study aims to validate the effect of workplace spirituality on job satisfaction among higher education professors of business subjects. A survey was deployed to 38 business professors from colleges and universities and data was analyzed by Jamovi 1.6.23 version. Data was tested for normality, reliability, multicollinearity and heteroscedasticity The result showed that workplace spirituality has a significant effect on the job satisfaction among business professors regardless of age, gender, religion, civil status or employment status. Further studies can be done by covering other professions, increasing the population, adding more variables or inserting mediating or moderating variables, or a qualitative research can be done on the subject extensively to prove that it can help address human resource challenges and will make the workplace conducive to productivity and profitability
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Ejaz, Abdullah, Petr Polak, and Zulfiqar Ali Amran. "A investigation into share prices’ conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt." Management 26, no. 1 (June 30, 2021): 189–200. http://dx.doi.org/10.30924/mjcmi.26.1.11.

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This paper investigates the leverage effect in African countries by applying normal and non-normal distribution densities. Furthermore, we investigate the possible opportunities for portfolio diversification in South Africa, Nigeria, and Egypt. We find that negative stock returns do not generate higher volatility in further returns than past positive returns. All three countries are subject to the ARCH effect, where past stock information (volatility) influence the current stock returns (volatility). We also find that Gaussian distribution produces a better estimate as compared to non-normal distribution. In terms of portfolio diversification, returns are also subject to the ARCH effect, however, the leverage effect does not determine that past negative returns influence the current stock returns asymmetrically.
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Wang, Yanpin, and Nicholas J. Schork. "Power and Design Issues in Crossover-Based N-Of-1 Clinical Trials with Fixed Data Collection Periods." Healthcare 7, no. 3 (July 2, 2019): 84. http://dx.doi.org/10.3390/healthcare7030084.

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“N-of-1,” or single subject, clinical trials seek to determine if an intervention strategy is more efficacious for an individual than an alternative based on an objective, empirical, and controlled study. The design of such trials is typically rooted in a simple crossover strategy with multiple intervention response evaluation periods. The effect of serial correlation between measurements, the number of evaluation periods, the use of washout periods, heteroscedasticity (i.e., unequal variances among responses to the interventions) and intervention-associated carry-over phenomena on the power of such studies is crucially important for putting the yield and feasibility of N-of-1 trial designs into context. We evaluated the effect of these phenomena on the power of different designs for N-of-1 trials using analytical theory based on standard likelihood principles assuming an autoregressive lag 1, i.e., AR(1), serial correlation structure among the measurements as well as simulation studies. By evaluating the power to detect effects in many different settings, we show that the influence of serial correlation and heteroscedasticity on power can be substantial, but can also be mitigated to some degree through the use of appropriate multiple evaluation periods. We also show that the detection of certain types of carry-over effects can be heavily influenced by design considerations as well.
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Glick, Travis B., and Miguel A. Figliozzi. "Analysis and Application of Log-Linear and Quantile Regression Models to Predict Bus Dwell Times." Transportation Research Record: Journal of the Transportation Research Board 2673, no. 10 (May 14, 2019): 118–28. http://dx.doi.org/10.1177/0361198119848701.

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Understanding the key factors that contribute to transit travel times and travel-time variability is an essential part of transit planning and research. Delay that occurs when buses service bus stops, dwell time, is one of the main sources of travel-time variability and has therefore been the subject of ongoing research to identify and quantify its determinants. Previous research has focused on testing new variables using linear regressions that may be added to models to improve predictions. An important assumption of linear regression models used in past research efforts is homoscedasticity or the equal distribution of the residuals across all values of the predicted dwell times. The homoscedasticity assumption is usually violated in linear regression models of dwell time and this can lead to inconsistent and inefficient estimations of the independent variable coefficients. Log-linear models can sometimes correct for the lack of homoscedasticity, that is, for heteroscedasticity in the residual distribution. Quantile regressions, which predict the conditional quantiles, rather than the conditional mean, are non-parametric and therefore more robust estimators in the presence of heteroscedasticity. This research furthers the understanding of established dwell determinants using these novel approaches to estimate dwell and provides a relatively simple approach to improve existing models at bus stops with low average dwell times.
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Chan, Kelvin K. W., and Eleanor M. Pullenayegum. "The Theoretical Relationship between Sample Size and Expected Predictive Precision for EQ-5D Valuation Studies: A Mathematical Exploration and Simulation Study." Medical Decision Making 40, no. 3 (April 2020): 339–47. http://dx.doi.org/10.1177/0272989x20915452.

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Background. Scoring algorithms of multi-attribute utility instruments (MAUI) are developed in valuation studies and are hence estimated subject to uncertainty. Valuation studies need to be designed to achieve reasonable accuracy. We aim to provide the first closed-form mathematical formula for the mean square error (MSE) of an additive MAUI as a function of sample size that acknowledges that the MAUI model for the mean utility is not a perfect fit. Methods. Based on the design of the EQ-5D valuation study, we derived our closed-form formula in terms of sample size and number of directly valued health states overall and per subject. We validated our formula by conducting a simulation study using the US EQ-5D-3L valuation data set and examined the effect of using a random-effects versus an ordinary least-squares model and the effect of heteroscedasticity. We explored the effect of sample size and number of valued health states. Results. The simulation study validated our MSE-based closed-form formula regardless of whether assuming a random-effects model versus an ordinary least squares model or heteroscedasticity versus homoscedasticity. As the sample size approaches infinity, the MSE does not approach zero but levels off asymptotically. The improvement based on increasing sample is more prominent when the sample is small. When the sample size is greater than 300 to 500, further increases do not meaningfully improve the MSE, while increasing the number of health states can further improve the MSE. Conclusion. We have derived a closed-form formula to calculate the MSE of an additive MAUI scoring algorithm based on sample size and number of health states, which will enable the developers of MAUI valuation studies to calculate the required sample size for their desired predictive precision.
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Lu, Tao. "Mixed-effects location and scale Tobit joint models for heterogeneous longitudinal data with skewness, detection limits, and measurement errors." Statistical Methods in Medical Research 27, no. 12 (April 17, 2017): 3525–43. http://dx.doi.org/10.1177/0962280217704225.

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The joint modeling of mean and variance for longitudinal data is an active research area. This type of model has the advantage of accounting for heteroscedasticity commonly observed in between and within subject variations. Most of researches focus on improving the estimating efficiency but ignore many data features frequently encountered in practice. In this article, we develop a mixed-effects location scale joint model that concurrently accounts for longitudinal data with multiple features. Specifically, our joint model handles heterogeneity, skewness, limit of detection, measurement errors in covariates which are typically observed in the collection of longitudinal data from many studies. We employ a Bayesian approach for making inference on the joint model. The proposed model and method are applied to an AIDS study. Simulation studies are performed to assess the performance of the proposed method. Alternative models under different conditions are compared.
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Chigozirim, Onwusiribe Ndubuisi, Nto Philips Okore, Oteh Ogbonnaya Ukeh, and Agwu Nnanna Mba. "Dynamics of Food Price Volatility and Households’ Welfare in Nigeria." Agris on-line Papers in Economics and Informatics 13, no. 4 (December 30, 2021): 49–60. http://dx.doi.org/10.7160/aol.2021.130405.

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One of the most important economic factors in food choice is the price. Food dynamics' value is a subject of controversies and opinions, especially price issues, and sensitivity is often peculiar to seasons and market forces. Price dynamics have the potential to introduce and change consumptions, thus affecting household welfare. This study examined the dynamics of food price volatility and households' welfare in Nigeria from 1990: Q1 to 2019: Q4. We sourced the study data from the Food and Agriculture Organization (FAO) and the World Bank (WB). We estimated the quadratic trend equation, Generalized Autoregressive Conditional Heteroscedasticity (GARCH), and Auto-Regressive Distributed Lag (ARDL) models. Food prices and depth of food deficit had a significant short-run impact on the households' welfare. Policymakers should focus on the short-term benefits while formulating policies aimed at households' welfare because policies aimed at the household level are impactful in the short-run compared to the long-run.
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Desi, Desi, Rianda Elvinawanty, and Winida Marpaung. "Perilaku Menyontek Ditinjau dari Locus of Control pada Pelajar SMA." PHILANTHROPY: Journal of Psychology 2, no. 1 (December 6, 2018): 11. http://dx.doi.org/10.26623/philanthropy.v2i1.1137.

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<p><strong> </strong>Subject of the survey consist of 117 students on Sriwijaya senior high school by total sampling method. The results showed there were significantly relationship locus of contol with cheating. External with correlate coefficient 0.848 and sig. 0.000 (p&lt;0.005), were positively related to cheating, while internal were negatively related to cheating with correlate coefficient -0.286 and sig. 0.000 (p&lt;0.05). Calculations were performed to test the requirements analysis, which consists of normality distribution, multicollinearity, autocorrelation, and heteroscedasticity test for relationships. Data were analyzed by using multiple analysis regression. The results of data analysis showed a correlation correlation coefficient of 0.952 (p &lt;0.05) and showed that the contribution of a given locus of control on cheating was 95.2 percent, while the remaining 4.8 percent was affected by other factors not examined. From the results, it can be concluded that the hypothesis stating that there is a significance relationship between locus of control and cheating.<strong></strong></p>
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Conference papers on the topic "Subject heteroscedasticity"

1

Kim, Minjung. "Modeling the Within-Subject Heteroscedasticity in Longitudinal Data Analysis Using Multilevel Modeling Software." In 2020 AERA Annual Meeting. Washington DC: AERA, 2020. http://dx.doi.org/10.3102/1582266.

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