A mixture logistic model for panel data with a Markov structure

In this study, we propose a mixture logistic regression model with a Markov structure, and consider the estimation of model parameters using maximum likelihood estimation. We also provide a forward type variable selection algorithm to choose the important explanatory variables to reduce the number of parameters in the proposed model.Comment: Some results of this study have been included in the report of a research project of Professor Yu-Hsiang Cheng, and the report is now available. Thus we add the information in this versio

A conditional independence test for dependent data based on maximal conditional correlation

AbstractIn Huang (2010) [8], a test of conditional independence based on maximal nonlinear conditional correlation is proposed and the asymptotic distribution for the test statistic under conditional independence is established for IID data. In this paper, we derive the asymptotic distribution for the test statistic under conditional independence for α-mixing data. The results of simulation show that the test performs reasonably well for dependent data. We also apply the test to stock index data to test Granger noncausality between returns and trading volume

IT portfolio attributes and investment choices

Many Chief Information Officers (CIOs) and senior executives face the challenge of finding the appropriate IT resource allocation to meet enterprise strategic goals across multi-organizational units. To address this problem, my dissertation opens the black box of enterprise strategic IT resource allocation by examining the prioritization and selection of IT investment choices (i.e., IT initiatives). Since IT Portfolio Management (ITPM) involves making applicable decisions to achieve a firm’s strategic objectives by fine-tuning budgeted costs and returns as business conditions change, my dissertation examines an important class of IS decision problems: IT portfolio attributes and investment choices. My research addresses how a firm can systematically profile numerous IT portfolios and provide theoretical insights into the components of the optimal solution. Based on design science, my specialized method incorporates mathematical optimization and computational experiments and combines real-world data using the Monte Carlo approach to simulate the experimental data. Consequently, by combining the suggested IT portfolio attributes while addressing a variety of ITPM-related issues, the main contribution for my research is a new ITPM-related methodology built on three proposed ITPM models/techniques: (1) optimal efficiency across multi-organizational levels/units simultaneously; (2) the most qualified IT portfolio selection that incorporates decision-makers’ risk tolerance levels; and (3) accurately estimating the current financial standing of each project in a portfolio of IT projects over the project’s full lifecycle. By applying the proposed ITPM-related methodology with illustrative examples, I develop theoretical propositions based on my main findings

BIOMECHANICAL DIFFERENCES BETWEEN TAI-CHI PRACTICING AND ACTIVE ELDERLY DURING THE STAIR-TO-FLOOR TRANSITION

Long-term Tai-Chi practitioners tend to have similar movement to healthy adults and exhibit movement strategies that reduce fall risk during stair-to-floor transition. We aimed to assess the differences during stair descent to ground in Tai-Chi elderly practitioners and active elderly. Fourteen regular Tai-Chi practitioners and fourteen active elderly participated. Whole-body kinematics and ground reaction forces (GRFs) were recorded synchronously by using motion analysis and a force platform. A t-test was used to test the differences between the groups. Both descent and forward walking step length and center of mass (COM) velocity, both horizontal braking and propulsive force and impulse, ankle range of motion (ROM) and total work in the sagittal plane, and maximum hip moment in the frontal plane had significant differences. Our results appear to support the benefits of long-term Tai-Chi training during the stair-to-floor transition

Low voltage and fast speed all-polymeric optocouplers

An all-polymeric optocoupler has been demonstrated with a polymer light-emitting diode (PLED) as the light source (input unit) and a polymer/fullerene photodiode (PD) as the detector (output unit). The electroluminescence (EL) peak of the PLED is 560 nm, and the entire EL spectrum is within the response range of the PD. The optocoupler can work at low driving voltages, 5 V on the PLED and 0 V on the PD. The output photocurrent increases linearly with input current, and the current density transfer ratio reaches 1.5%. The frequency response of the optocoupler is at 500 kHz. With comparable performance to their inorganic counterparts, the all-polymeric optocouplers demonstrated here will bring the technology of organic photonic devices one step closer to commercialization