Academic literature on the topic 'Ordered Probit Model'
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Journal articles on the topic "Ordered Probit Model"
Johnston, Carla, James McDonald, and Kramer Quist. "A generalized ordered Probit model." Communications in Statistics - Theory and Methods 49, no. 7 (January 23, 2019): 1712–29. http://dx.doi.org/10.1080/03610926.2019.1565780.
Full textDaykin, Anne R., and Peter G. Moffatt. "Analyzing Ordered Responses: A Review of the Ordered Probit Model." Understanding Statistics 1, no. 3 (August 2, 2002): 157–66. http://dx.doi.org/10.1207/s15328031us0103_02.
Full textWang, Xiaokun (Cara), and Kara M. Kockelman. "Application of Dynamic Spatial Ordered Probit Model." Transportation Research Record: Journal of the Transportation Research Board 2136, no. 1 (January 2009): 45–56. http://dx.doi.org/10.3141/2136-06.
Full textRifaat, S. M., and H. C. Chin. "Accident severity analysis using ordered probit model." Journal of Advanced Transportation 41, no. 1 (September 2007): 91–114. http://dx.doi.org/10.1002/atr.5670410107.
Full textPark, Seongmin, and Juneyoung Park. "Multilevel Mixed-Effects Models to Identify Contributing Factors on Freight Vehicle Crash Severity." Sustainability 14, no. 19 (September 20, 2022): 11804. http://dx.doi.org/10.3390/su141911804.
Full textCameletti, Michela, Valerio De Rubeis, Clarissa Ferrari, Paola Sbarra, and Patrizia Tosi. "An ordered probit model for seismic intensity data." Stochastic Environmental Research and Risk Assessment 31, no. 7 (May 12, 2016): 1593–602. http://dx.doi.org/10.1007/s00477-016-1260-4.
Full textKim, Haksoon. "Stock price discreteness and clustering: decimals and ordered probit model." Journal of Financial Regulation and Compliance 22, no. 1 (February 4, 2014): 49–60. http://dx.doi.org/10.1108/jfrc-07-2012-0025.
Full textZeng, Fan, Xiao Cao, and Huan-Ming Zhang. "Analysis of Digital Life Effect of Residents’ Trust Based on Multivariate Discrete Choice Model." Journal of Function Spaces 2022 (July 18, 2022): 1–14. http://dx.doi.org/10.1155/2022/1801399.
Full textPark, Jong Hee. "Changepoint Analysis of Binary and Ordinal Probit Models: An Application to Bank Rate Policy Under the Interwar Gold Standard." Political Analysis 19, no. 2 (2011): 188–204. http://dx.doi.org/10.1093/pan/mpr007.
Full textLin, Zijing, and Wei “David” Fan. "Bicycle Ridership Using Crowdsourced Data: Ordered Probit Model Approach." Journal of Transportation Engineering, Part A: Systems 146, no. 8 (August 2020): 04020076. http://dx.doi.org/10.1061/jtepbs.0000399.
Full textDissertations / Theses on the topic "Ordered Probit Model"
Keller, Joanne Marie. "ANALYSIS OF TYPE AND SEVERITY OF TRAFFIC CRASHES AT SIGNALIZED INTERSECTIONS USING TREE-BASED REGRESSION AND ORDERED PROBIT MODELS." Master's thesis, University of Central Florida, 2004. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/4382.
Full textM.S.
Department of Civil and Environmental Engineering
Engineering and Computer Science
Civil and Environmental Engineering
Pörn, Sebastian, and Arvid Rönnblom. "Assesing counterparty risk classification using transition matrices : Comparing models' predictive ability." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136667.
Full textEn viktig del vid hanteringen av kreditrisk är att bedöma sannolikheten för fallissemang för olika motparter. Ökningar och minskningar i dessa sanno- likheter är centrala komponenter i bedömningen, och det är här migrations- matriser blir användbara. Dessa matriser är vanligt förekommande verktyg vid bedömning av kreditrisk mot olika motparter och innehåller sannolikheten för fallissemang samt sannolikheten att migrera mellan olika fördefinierade be- tygsklassificeringar. Dessa betygsklassificeringar används för att återspegla den risk som tas mot olika motparter. Det är därför viktigt för finansinstitut att utveckla träffsäkra migrationsmatris modeller för att hantera förväntade förändringar i kreditriskexponering. Detta beror på att kreditvärdigheten hos motparter samt sannolikheten för fallissemang indirekt påverkar expected loss och kapitalkrav. Detta examensarbete kommer att analysera hur två specifika modeller presterar när de används för att generera migrationsmatriser. Dessa mod- eller kommer att testas för att undersöka hur de presterar när de används för att förutsäga övergångar inom betygsklassificering, inklusive sannolikheten för fallissemang.
Carrion, Yaguana Vanessa Del Rocio. "Adoption Analysis and Impact Evaluation of Potato IPM in Ecuador." Thesis, Virginia Tech, 2013. http://hdl.handle.net/10919/23286.
Full textMaster of Science
Gonzalez-Velez, Enrique. "Safety Evaluation of Roadway Lighting Illuminance Levels and its Relationship with Nighttime Crash Injury Severity for West Central Florida Region." Scholar Commons, 2011. http://scholarcommons.usf.edu/etd/3122.
Full textSiddiqui, Naved Alam. "Crossing locations, light conditions, and pedestrian injury severity." Scholar Commons, 2006. http://scholarcommons.usf.edu/etd/2701.
Full textBasu, Nandita. "Pedestrian route choice behaviour: Influences of built environment on route preference, safety and security." Thesis, Queensland University of Technology, 2022. https://eprints.qut.edu.au/236797/1/Thesis_Nandita%2BBasu_24112022.pdf.
Full textPrakash, Puneet. "Absolute or Relative? Which Standards do Credit Rating Agencies Follow?" restricted, 2005. http://etd.gsu.edu/theses/available/etd-08042005-152025/.
Full textTitle from title screen. Richard D Phillips, committee chair; Neil A Doherty, Sanjay Srivastava, Jayant R Kale, Ajai Subramanian, committee members. Electronic text (133 p. : ill. (some col.)) : digital, PDF file. Description based on contents viewed June 26, 2007. Includes bibliographical references (p. 69-74).
Ndunda, E. N. (Ezekiel Nthee). "Wastewater reuse in urban and peri-urban irrigation : an economic assessment of improved wastewater treatment, low-risk adaptations and risk awareness in Nairobi, Kenya." Thesis, University of Pretoria, 2013. http://hdl.handle.net/2263/40235.
Full textThesis (PhD)--University of Pretoria, 2013.
gm2014
Agricultural Economics, Extension and Rural Development
unrestricted
VENNERI, ANNA VALERIA. "Le banche e il processo di valutazione del merito di credito degli Enti Locali italiani: dal rating esterno ad un modello di analisi interno." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2010. http://hdl.handle.net/2108/1264.
Full textFollowing the adoption of the new capital adequacy and requirements rules, banks currently have two options in order to calculate the minimum capital requirements for credit risk: the standardised approach, supported by external credit assessments, and the internal ratings-based (IRB) approach, relied on banks’ own internal estimates. While banks have been implementing (not quite reliable yet) internal methodologies to estimate corporate ratings long ago, there are not many banks which currently assess state and local governments, and also literature investigates this theme not much. So the research aims analyzing Agencies’ methodologies to identify which are the economic and financial determinants of Italian local government ratings, so as to transfer Agencies’ experience inside banks. Consequently, this analysis applies a multinomial ordered probit model to more than 310 Italian sub-sovereign ratings, as overall assigned by Moody’s, Standard & Poor’s and Fitch Ratings in the period 2004-2008. The results of pooled analysis allow to partially confirm theoretical expectations, and highlight differences of valuation among Agencies as shown in literature. So, only the local GDP per capita is statistically significant and has the expected sign, while other structural and behavioural variables are significant just for two Agencies, but sometimes have the unexpected sign. Instead, contrary to theoretical expectations and empirical evidences from literature, both local debt per capita and borrowing needs are never statistically significant. So this study contributes to improve the literature on public finance pointing out relevant managerial and operational implications too.
Lucena, Igor Macedo de. "What characteristics influence the future performance of the investment funds of shares in Brazil?" Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12523.
Full textSegundo Jensen (1968), a indÃstria de fundos mÃtuos de investimento, cuja expansÃo està prevista teoricamente pelo Teorema da SeparaÃÃo enunciado em Sharpe (1964), teria limitaÃÃes no sentido de bater o mercado em termos de performance risco-retorno mensurada pelo alfa de Jensen. Nesta ampla discussÃo, esta dissertaÃÃo se posiciona em sugerir um exercÃcio empÃrico aplicado a um cross-section contendo 243 fundos de investimentos em aÃÃes, categoria Ibovespa Ativo, o qual visa identificar que variÃveis financeiras, contÃbeis e administrativas se mostram capazes de prever no ano seguinte o sinal e a significÃncia do alfa de Jensen. Foram extraÃdos retornos diÃrios para todos os fundos nos anos de 2011 e 2012, e calculadas mÃtricas clÃssicas de retorno, risco e performance, bem como os 24 balancetes mensais e informaÃÃes administrativas do perÃodo em questÃo. Metodologicamente, as variÃveis explicativas consistem em estatÃsticas descritivas obtidas a partir de dados financeiros diÃrios e contÃbeis mensais, enquanto as performances a serem modeladas sÃo estimadas por meio do Capital Asset Pricing Model (CAPM). Dessa maneira, foi possÃvel ordenar os fundos em trÃs grupos, composto por Loosers, Draw e Winners, de acordo com suas performances em relaÃÃo ao Ãndice Ibovespa. Sendo assim, foi identificado que apenas 71 dos fundos foram capazes de performar melhor que o Ãndice Ibovespa durante o ano de 2012. Os resultados obtidos com a estimaÃÃo do arcabouÃo de Probit ordenado sugerem que fundos com maiores performances mensuradas pelos alfa de Jensen e Ãndices de Calmar e Sortino, associados a menores taxas de administraÃÃo, tendem a bater o mercado no ano seguinte. Entretanto, mÃtricas clÃssicas como desvio-padrÃo, taxa de performance e Ãndice de Sharpe (1964) nÃo se mostraram significantes. O modelo sugere, tambÃm, que a variÃvel Drawdown seja apresentada como mÃtrica eficiente de mensuraÃÃo de risco.
According to Jensen (1968), the mutual funds industry expansion is theoretically predicted by the Separation Theorem stated by Sharpe (1964), however with limitations in order to exceed the market in terms of risk-return performance measured by Jensen's alpha. In this broad discussion, this dissertation suggest an empirical exercise applied to a cross-section containing 243 stock funds, within the Ibovespa Active category, which aims to identify which financial, accounting and administrative variables are capable to predict the next year's value and the significance of the Jensen's alpha. Daily returns were extracted for all funds in 2011 and 2012, and were calculated classic metrics such as return, risk and performance. There were also extracted 24 monthly accounting balances and administrative informations for the period in question. Methodologically, the explanatory variables consist of descriptive statistics obtained from daily financial data and monthly accounting data, while the performances to be modeled are estimated using the Capital Asset Pricing Model (CAPM). Using this technic it was possible divide the funds into three groups, consisting of Loosers, Draw and Winners, according to their performances in relation to the Ibovespa index. Thus, it was discovered that only 71 funds were able to perform better than the Ibovespa Index during the year 2012. The estimation results of the ordered probit framework suggests that funds with higher performances measured by the Jensen's Alpha and with higher Sortino and Calmar ratios, associated with lower management fees tend to surpass the market in the next year. However, classical metrics like standard deviation, performance fees and Sharpe ratio (1964) were not significant. The model also suggests that the drawdown variable should be used as an efficient risk metric.
Books on the topic "Ordered Probit Model"
Holden, Darryl. Normality and homoscedasticity tests in the ordered probit model. Glasgow: Fraser of AllanderInstitute, Dept. of Economics, 1993.
Find full textPudney, Stephen. Gender, race, pay and promotion in the British nursing profession: Estimation of a generalised ordered probit model. [New York]: Wiley & Sons, 2000.
Find full textCheung, Stella. Provincial credit ratings in Canada: An ordered probit analysis. Ottawa: Bank of Canada, 1996.
Find full textMurphy, Anthony. Artificial regression based LM tests of mis-specification for ordered probit models. Dublin: University College Dublin, Department of Economics, 1994.
Find full textPudney, Stephen. Gender, race, pay and promotion in the British nursing profession: Estimation of a generalised ordered probit model. University of Leicester, Public Sector Economics Research Centre, 1997.
Find full textLogit and Probit: Ordered and Multinomial Models (Quantitative Applications in the Social Sciences). Sage Publications, Inc, 2001.
Find full textGlasgow, Garrett, and R. Michael Alvarez. Discrete Choice Methods. Edited by Janet M. Box-Steffensmeier, Henry E. Brady, and David Collier. Oxford University Press, 2009. http://dx.doi.org/10.1093/oxfordhb/9780199286546.003.0022.
Full textDossa, Zahir. Co-operatives: A Development Strategy? Edited by Jonathan Michie, Joseph R. Blasi, and Carlo Borzaga. Oxford University Press, 2017. http://dx.doi.org/10.1093/oxfordhb/9780199684977.013.32.
Full textMaquet, Pierre, and Julien Fanielle. Neuroimaging in normal sleep and sleep disorders. Edited by Sudhansu Chokroverty, Luigi Ferini-Strambi, and Christopher Kennard. Oxford University Press, 2017. http://dx.doi.org/10.1093/med/9780199682003.003.0011.
Full textChalabi, Azadeh. National Human Rights Action Planning. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198822844.001.0001.
Full textBook chapters on the topic "Ordered Probit Model"
Yao, Guangzheng, Yanyan Chen, Kaijun Cui, Donghui Xu, and Jiarui Liu. "A Method of Household Car Ownership Prediction Using Ordered Probit Model." In Lecture Notes in Electrical Engineering, 759–71. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-5429-9_57.
Full textKang, Kyungwoo. "Ordered Probit Model of the Speed Selection Behavior: Results Based on a Korean Micro Data." In Transportation, Traffic Safety and Health — Human Behavior, 263–78. Berlin, Heidelberg: Springer Berlin Heidelberg, 2000. http://dx.doi.org/10.1007/978-3-642-57266-1_16.
Full textBurnell, E. E., and C. A. de Lange. "Solutes as Probes of Simplified Models of Orientational Order." In NMR of Ordered Liquids, 221–40. Dordrecht: Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-017-0221-8_10.
Full textChi, Ouyang. "Is There a Phenomenon of Despising the Poor and Currying Favour with the Rich in Urban and Rural Residents’ Basic Pension Insurance System? Empirical Test Based on Ordered-Probit Model and Strategy of Establishing an Information Pension Insurance Service System." In Atlantis Highlights in Intelligent Systems, 1572–82. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-030-5_158.
Full textHabyarimana, Ephrem, and Sofia Michailidou. "Genomic Prediction and Selection in Support of Sorghum Value Chains." In Big Data in Bioeconomy, 207–18. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-71069-9_16.
Full textZdybał, K., M. R. Malik, A. Coussement, J. C. Sutherland, and A. Parente. "Reduced-Order Modeling of Reacting Flows Using Data-Driven Approaches." In Lecture Notes in Energy, 245–78. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-16248-0_9.
Full textIannino, Vincenzo, Valentina Colla, Alessandro Maddaloni, Jens Brandenburger, Ahmad Rajabi, Andreas Wolff, Joaquin Ordieres, et al. "Improving the Flexibility of Production Scheduling in Flat Steel Production Through Standard and AI-Based Approaches: Challenges and Perspectives." In IFIP Advances in Information and Communication Technology, 619–32. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-79150-6_49.
Full textMeng, Fan-Hua, Xiao-Ming Tian, Tien-Hui Chiang, and Yi Cai. "The State Role in Excellent University Policies in the Era of Globalization: The Case of China." In Evaluating Education: Normative Systems and Institutional Practices, 197–217. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-7598-3_12.
Full text"The ordered probit model." In Applied Econometrics for Health Economists, 30–33. CRC Press, 2007. http://dx.doi.org/10.1201/9781785230141-10.
Full textASCIUTO, A., and F. FIANDACA. "AN ORDERED PROBIT MODEL FOR THE ANALYSIS OF OVERALL CUSTOMER SATISFACTION (OCS) REGARDING ORGANIC-FOOD COMSUMPTION." In Series on Computers and Operations Research, 321–36. WORLD SCIENTIFIC, 2004. http://dx.doi.org/10.1142/9789812796622_0020.
Full textConference papers on the topic "Ordered Probit Model"
Liu, Xiaobo, Mei Chen, and Erin Bachman. "Analyze Bus Delay Severity Using Ordered Probit Model." In First International Conference on Transportation Engineering. Reston, VA: American Society of Civil Engineers, 2007. http://dx.doi.org/10.1061/40932(246)516.
Full textLi, Ruimin, Xiaoqiang Zhao, Xinxin Yu, Jianan Zhu, Junwei Li, and Nan Cheng. "Incident duration model on urban freeways using Ordered Probit Model." In 2010 International Conference on Intelligent Control and Information Processing (ICICIP). IEEE, 2010. http://dx.doi.org/10.1109/icicip.2010.5564235.
Full textÇağlayan Akay, Ebru, and Zamira Oskonbaeva. "An Application of Panel Ordered Probit Model to Credit Scoring." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02052.
Full textCao, Yong, Guotai Chi, and Yanqiu Cheng. "Forecasting jump size of interest rate with ordered Probit model." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5881522.
Full textMagueta, Daniel, Cláudia Veloso, Sónia Estrela, and Maria Felício. "IMPORTANCE OF INTERNSHIPS IN BUSINESS HIGHER EDUCATION: AN ORDERED PROBIT MODEL APPROACH." In 12th International Conference on Education and New Learning Technologies. IATED, 2020. http://dx.doi.org/10.21125/edulearn.2020.1304.
Full textQian Fu, Zhibin Li, Mengjia Yao, and Xiang Zhang. "Exploring factors influencing crash injury severity on freeways using ordered probit model." In 2011 International Conference on Transportation and Mechanical & Electrical Engineering (TMEE). IEEE, 2011. http://dx.doi.org/10.1109/tmee.2011.6199277.
Full textJeong, Hyung Seok, Hyeon-Shik Baik, and Dulcy M. Abraham. "An Ordered Probit Model Approach for Developing Markov Chain Based Deterioration Model for Wastewater Infrastructure Systems." In Pipeline Division Specialty Conference 2005. Reston, VA: American Society of Civil Engineers, 2005. http://dx.doi.org/10.1061/40800(180)52.
Full textXiao, Daiquan, Xiaofei Jin, Xuecai Xu, and Shengyang Kang. "Determinants of Crash Fatalities in Urban Area: A Bayesian Ordered Probit with Sample Selection Model." In 20th COTA International Conference of Transportation Professionals. Reston, VA: American Society of Civil Engineers, 2020. http://dx.doi.org/10.1061/9780784482933.237.
Full textSakaguchi, Junki, Hajime Miyauchi, and Tetsuya Misawa. "Risk assessment of power plant investment by three level ordered probit model considering project suspension." In 2013 IREP Symposium - Bulk Power System Dynamics and Control - IX Optimization, Security and Control of the Emerging Power Grid (IREP). IEEE, 2013. http://dx.doi.org/10.1109/irep.2013.6629398.
Full textForciniti, Carmen, Juan De Oña, Rocio De Oña, Laura Eboli, and Gabriella Mazzulla. "An Ordered Regression Model to Predict Transit Passengers’ Behavioural Intentions." In CIT2016. Congreso de Ingeniería del Transporte. Valencia: Universitat Politècnica València, 2016. http://dx.doi.org/10.4995/cit2016.2016.3199.
Full textReports on the topic "Ordered Probit Model"
Mohammadian, Abolfazl, Ehsan Rahimi, Mohammadjavad Javadinasr, Ali Shamshiripour, Amir Davatgari, Afshin Allahyari, and Talon Brown. Analyzing the Impacts of a Successful Diffusion of Shared E-Scooters and Other Micromobility Devices and Efficient Management Strategies for Successful Operations in Illinois. Illinois Center for Transportation, May 2022. http://dx.doi.org/10.36501/0197-9191/22-006.
Full textFinkelstain, Israel, Steven Buccola, and Ziv Bar-Shira. Pooling and Pricing Schemes for Marketing Agricultural Products. United States Department of Agriculture, August 1993. http://dx.doi.org/10.32747/1993.7568099.bard.
Full textFriedman, Shmuel, Jon Wraith, and Dani Or. Geometrical Considerations and Interfacial Processes Affecting Electromagnetic Measurement of Soil Water Content by TDR and Remote Sensing Methods. United States Department of Agriculture, 2002. http://dx.doi.org/10.32747/2002.7580679.bard.
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