2,429 research outputs found
MATS: Inference for potentially Singular and Heteroscedastic MANOVA
In many experiments in the life sciences, several endpoints are recorded per
subject. The analysis of such multivariate data is usually based on MANOVA
models assuming multivariate normality and covariance homogeneity. These
assumptions, however, are often not met in practice. Furthermore, test
statistics should be invariant under scale transformations of the data, since
the endpoints may be measured on different scales. In the context of
high-dimensional data, Srivastava and Kubokawa (2013) proposed such a test
statistic for a specific one-way model, which, however, relies on the
assumption of a common non-singular covariance matrix. We modify and extend
this test statistic to factorial MANOVA designs, incorporating general
heteroscedastic models. In particular, our only distributional assumption is
the existence of the group-wise covariance matrices, which may even be
singular. We base inference on quantiles of resampling distributions, and
derive confidence regions and ellipsoids based on these quantiles. In a
simulation study, we extensively analyze the behavior of these procedures.
Finally, the methods are applied to a data set containing information on the
2016 presidential elections in the USA with unequal and singular empirical
covariance matrices
Is There a "Dead-Anyway" Effect in Willingness to Pay for Risk Reduction?
In einem neueren Beitrag diskutieren Pratt and Zeckhauser (JPE, 1996), welches Maß der marginalen Zahlungsbereitschaft (WTP) von Individuen für die Reduktion ihrer Sterbewahrscheinlichkeit bei öffentlichen Entscheidungen über gefahrenerhebliche Projekte verwendet werden sollte. Sie schlagen vor, die gemessene WTP um den so genannten "Dead-anyway"-Effekt zu berichtigen, der besagt, dass die WTP mit dem Ausgangswert des Risikos zunimmt, dem das befragte Individuum ausgesetzt ist. Dieser Effekt beruht allerdings auf der Abwesenheit vollkommener Märkte für bedingte Güter. Wir diskutieren zunächst die theoretischen Grundlagen des "Dead-anyway"-Effekts und schlagen dann einen neuen empirischen Test mittels der Beziehung zwischen Vermögen, Sterberisiko und Lebenszufriedenheit vor. Eine Anwendung des Tests an Hand zweier Sätze von Umfragedaten aus Deutschland und Australien ergibt keine Bestätigung für den von Pratt und Zeckhauser behaupteten Effekt. In a recent paper, Pratt and Zeckhauser (JPE, 1996) discuss the measure of individuals' willingness to pay (WTP) for the reduction of risks to their lives which should be used for public decisions on risk-reducing projects. They suggest to correct observed WTP for the "dead-anyway" effect, which says that WTP increases with the level of risk to which the individual is exposed - an effect which is due to the imperfection of contingent-claims markets. We first discuss the theoretical foundations of the asserted effect and then propose a new empirical test based on the relationship between wealth, life satisfaction and exposure to risk of dying. Application of the test using two sets of survey data from Germany and Australia.yields no support for the asserted dead-anyway effect.value of statistical life, mortality risk, contingent-claims markets
Aggregation of Hospital Business Processes
There are estimates that up to 30% of hospital costs are due to inefficiently coordinated hospital processes. As a result many hospitals have tried to model and to reengineer their business processes. These efforts have very often been abandoned, because the normally constructed total models of hospital processes could hardly cope with the rapid technological and medical progress as well as with changing staff. We discuss approaches for a qualitative and quantitative process modularization which improve the understanding of processes and enables better planned simulations. Various methods are discussed which allow a qualitative modularization on the basis of a disaggregated process graph. To cope with this modularization numerically simple semi-stochastic formulas are developed for the calculation of expected values and variances of cycle times and costs from micro-data up to the modular level. Thus a qualitative as well as quantitative discussion of hospital business processes on the modular level become possible.OR in health care service, graph theory, business process reengineering, stochastic processes, simulation
Zwischen Passionsspiel und Buchmesse : auf den Spuren der Frankfurter Literatur in der frĂĽhen Neuzeit
Rezension zu: Robert Seidel / Regina Toepfer (Hrsg.) : Frankfurt im Schnittpunkt der Diskurse. Strategie der frühen Neuzeit. Frankfurt 2010, Verlag Klostermann (Zeitsprünge 14, ½) ISBN 9783465040859 418 Seiten, 40 Euro
Local exact exchange potentials within the all-electron FLAPW method and a comparison with pseudopotential results
We present a general numerical approach to construct local Kohn-Sham
potentials from orbital-dependent functionals within the all-electron
full-potential linearized augmented-plane-wave (FLAPW) method, in which core
and valence electrons are treated on an equal footing. As a practical example,
we present a treatment of the orbital-dependent exact-exchange (EXX) energy and
potential. A formulation in terms of a mixed product basis, which is
constructed from products of LAPW basis functions, enables a solution of the
optimized-effective-potential (OEP) equation with standard numerical algebraic
tools and without shape approximations for the resulting potential. We find
that the mixed product and LAPW basis sets must be properly balanced to obtain
smooth and converged EXX potentials without spurious oscillations. The
construction and convergence of the exchange potential is analyzed in detail
for diamond. Our all-electron results for C, Si, SiC, Ge, GaAs semiconductors
as well as Ne and Ar noble-gas solids are in very favorable agreement with
plane-wave pseudopotential calculations. This confirms the adequacy of the
pseudopotential approximation in the context of the EXX-OEP formalism and
clarifies a previous contradiction between FLAPW and pseudopotential results.Comment: 12 pages, 7 figures, 5 table
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