A Monte Carlo Comparison of Regression Estimators When the Error Distribution is Long-Tailed Symmetric

The performances of the ordinary least squares (OLS), modified maximum likelihood (MML), least absolute deviations (LAD), Winsorized least squares (WIN), trimmed least squares (TLS), Theil’s (Theil) and weighted Theil’s (Weighted Theil) estimators are compared under the simple linear regression model in terms of their bias and efficiency when the distribution of error terms is long-tailed symmetric

Tam ve eksik verilerden istatiksel sonuç çıkarma.

Let X and Y be two random variables such that Y depends on X=x. This is a very common situation in many real life applications. The problem is to estimate the location and scale parameters in the marginal distributions of X and Y and the conditional distribution of Y given X=x. We are also interested in estimating the regression coefficient and the correlation coefficient. We have a cost constraint for observing X=x, the larger x is the more expensive it becomes. The allowable sample size n is governed by a pre-determined total cost. This can lead to a situation where some of the largest X=x observations cannot be observed (Type II censoring). Two general methods of estimation are available, the method of least squares and the method of maximum likelihood. For most non-normal distributions, however, the latter is analytically and computationally problematic. Instead, we use the method of modified maximum likelihood estimation which is known to be essentially as efficient as the maximum likelihood estimation. The method has a distinct advantage: It yields estimators which are explicit functions of sample observations and are, therefore, analytically and computationally straightforward. In this thesis specifically, the problem is to evaluate the effect of the largest order statistics x(i) (i>n-r) in a random sample of size n (i) on the mean E(X) and variance V(X) of X, (ii) on the cost of observing the x-observations, (iii) on the conditional mean E(YPh.D. - Doctoral Progra

Reel döviz kurları ve reel faiz oranı diferansiyelleri üzerine ampirik bir çalışma

This study investigates the validity of the real exchange rate-real interest rate differential (RERI) relationship for a sample of twenty-three developing and developed countries. The results based on the Johansen cointegration analysis suggest the validity of the long-run RERI relationship only for a small number of countries including Canada, Italy, Switzerland, Belgium, Chile, Israel and Norway. Real interest rate differentials are found to be positively associated with real exchange rates in the long-run for every country except Israel. The results of the weak exogeneity tests suggest that real exchange rates are the adjusting variables for Italy, Switzerland, Belgium and Israel. Consistent with an endogenous response of domestic interest rates to a real exchange rate shock policy rule, real interest rate differentials are found to be endogenous for the parameters of the cointegration vector for Canada, Chile and Norway.M.S. - Master of Scienc

Regresyon tekniklerinin Monte Carlo simulasyonu aracılığıyla karşılaştırılması

The ordinary least squares (OLS) is one of the most widely used methods for modelling the functional relationship between variables. However, this estimation procedure counts on some assumptions and the violation of these assumptions may lead to nonrobust estimates. In this study, the simple linear regression model is investigated for conditions in which the distribution of the error terms is Generalised Logistic. Some robust and nonparametric methods such as modified maximum likelihood (MML), least absolute deviations (LAD), Winsorized least squares, least trimmed squares (LTS), Theil and weighted Theil are compared via computer simulation. In order to evaluate the estimator performance, mean, variance, bias, mean square error (MSE) and relative mean square error (RMSE) are computed.M.S. - Master of Scienc

Türkiye'deki sektör bilançolarının istatistiksel modellenmesi ve tahminleri

TÜBİTAK SBB01.01.200

Comparison of Propofol-Remifentanil and Propofol-Fentanyl Anesthesia During Ovariohysterectomy in Dogs

KUMANDAS, ALI/0000-0002-7679-2126WOS: 000321753100006The aim of the study was to evaluate the cardiorespiratory and clinical effects of propofol and remifentanil anesthesia compared to propofol and fentanyl anesthesia during ovariohysterectomy in dogs. Sixteen healthy dogs were randomly assigned to two groups. After premedication with atropine, anesthesia was induced with propofol and maintained with the infusion of propofol at a dose of 0.5 mg/kg/min. Once stable anesthesia was achieved, 1 mu g/kg remifentanil or 2 mu g/kg fentanyl was administered intravenously, and infusion was begun at a dose of 0.6 mu g/kg/min and 0.5 mu g/kg/min, respectively. Cardiorespiratory variables were recorded after propofol administration combined with remifentanil or fentanyl at 10-min intervals, and the quality of anesthesia, return of spontaneous ventilation, head lift and sternal position were also recorded. Apnea was observed after remifentanil and fentanyl administration in all dogs. Heart rate, systolic and mean arterial blood pressures tended to decrease rapidly after remifentanil and fentanyl administration, and during the first 20 min, in both groups. Although the difference between times was significant, the difference between groups was statistically insignificant. Recovery periods were longer in the fentanyl group than in the remifentanil group. The administration of propofol with remifentanil or fentanyl provides a stable haemodynamic state and depth of anesthesia with a constant infusion, and remifentanil could be preferred to fentanyl when aiming a rapid recovery period