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Dissertations / Theses on the topic 'Threshold regression model'

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Published: 4 June 2021
Last updated: 2 February 2022

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1

Stettler, John. "The Discrete Threshold Regression Model." The Ohio State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=osu1440369876.

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2

Liu, Hai. "Semiparametric regression analysis of zero-inflated data." Diss., University of Iowa, 2009. https://ir.uiowa.edu/etd/308.

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Zero-inflated data abound in ecological studies as well as in other scientific and quantitative fields. Nonparametric regression with zero-inflated response may be studied via the zero-inflated generalized additive model (ZIGAM). ZIGAM assumes that the conditional distribution of the response variable belongs to the zero-inflated 1-parameter exponential family which is a probabilistic mixture of the zero atom and the 1-parameter exponential family, where the zero atom accounts for an excess of zeroes in the data. We propose the constrained zero-inflated generalized additive model (COZIGAM) for
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3

Abreu, Daniel Sebastião. "Threshold effects in the wage Phillips curve." Master's thesis, Instituto Superior de Economia e Gestão, 2018. http://hdl.handle.net/10400.5/16573.

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Mestrado em Econometria Aplicada e Previsão<br>Neste trabalho, avaliamos a capacidade da curva de Phillips salarial Neo-Keynesiana (CPSNK) proposta por Galí (2011) para descrever a inflação dos salários nos EUA durante o período 1965-2018. De forma a estudar esta relação, empregamos um modelo de regressão de limiar que nos permite examinar a existência de não-linearidades. Os nossos resultados sugerem que a taxa de inflação salarial é bem descrita por um modelo de limiar com 3 regimes em que a variável de limiar é a taxa de desemprego. As estimativas para os parâmetros de limiar dividem a CPS
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4

Koohi, Iraj. "Methods for Non-invasive Trustworthy Estimation of Arterial Blood Pressure." Thesis, Université d'Ottawa / University of Ottawa, 2017. http://hdl.handle.net/10393/35830.

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The trustworthiness of the blood pressure (BP) readings acquired by oscillometric home-based monitoring systems is a challenging issue that requires patients to see the doctor for trusted measurements, especially those who are obese or have cardiovascular diseases such as hypertension or atrial fibrillation. Even with the most accurate monitors one may get different readings if BP is repeatedly measured. Trusted BP readings are those measured with accurate devices at proper measurement conditions. The accurate monitors need an indicator to assure the trustworthiness of the measured BP. In this
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5

Race, Jonathan Andrew. "Semi-parametric Survival Analysis via Dirichlet Process Mixtures of the First Hitting Time Model." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu157357742741077.

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6

Mukhopadhyay, Shraddha. "Comparison of existing ZOI estimation methods with different model specifications and data." Thesis, Högskolan Dalarna, Mikrodataanalys, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:du-34397.

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With the increasing demand and interest in wind power worldwide, it is interesting to study the effects of running windfarms on the activity of reindeers and estimate the associated Zone of Influence (ZOI) relative to these disturbances. Through simulation, Hierarchical Likelihood (HL) and adaptive Lasso methods are used to estimate the ZOI of windfarms and catching the correct threshold at which the negative effect of the disturbances on the reindeer behaviour disappears. The results found some merit to the explanation that the negative effect may not disappear abruptly and more merit to the
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7

Shrestha, Shivesh. "Development of structural condition thresholds for TSD measurements." Thesis, Virginia Tech, 2017. http://hdl.handle.net/10919/78039.

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This thesis presents (a) results of a field evaluation of the Traffic Speed Deflectometer (TSD) in the United States (b) deflection thresholds to classify the pavement structural condition obtained from the TSD for a small subset of the Pennsylvania secondary road network. The results of the field evaluation included: (1) repeatability of the TSD, (2) ability of the TSD to identify pavement sections with varying structural conditions, and (3) consistency between the structural number (SNeff) calculated from the TSD and SNeff calculated by the Pennsylvania Department of Transportation (PennDOT)
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8

Conroy, Sara A. "A simulation study of bivariate Wiener process models for an observable marker and latent health status." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1452015350.

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9

Higa, Mali Naomi. "Determinação do limiar de anaerobiose pela análise visual gráfica e pelo modelo matemático de regressão linear bi-segmentado de Hinkley em mulheres saudáveis." Universidade de São Paulo, 2006. http://www.teses.usp.br/teses/disponiveis/17/17145/tde-07122006-084132/.

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O limiar de anaerobiose (LA) é definido como a intensidade de exercício físico em que a produção de energia pelo metabolismo aeróbio é suplementada pelo metabolismo anaeróbio. Este índice constitui-se de um delimitador fisiológico de grande importância para o fornecimento de informações concernentes aos principais sistemas biológicos do organismo, os quais estão envolvidos na realização de um exercício físico. O LA é um importante parâmetro de determinação da capacidade aeróbia funcional de um indivíduo. Diversos métodos são usados para estimar o LA durante exercício. Existem métodos invasivos
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10

Shao-Wei, Huang, and 黃韶偉. "The Application of Threshold Regression Model and Regression Tree Model in the Heart Disease." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/ywe8um.

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碩士<br>國立嘉義大學<br>應用數學系研究所<br>106<br>Clinically, homocysteine has been shown to be an important risk factor for heart disease and can be effectively managed by monitoring. In real case, if the detected value is normal below a certain value and is abnormal after exceeding a certain value, this specific value is called “threshold”. In this study, four threshold regression models proposed by Fong et al. (2017) are used to explain the change of homocysteine before or after the threshold. Therefore, consider the homocysteine as a threshold variable and introduce its associated explanatory variable co
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11

Chen, Chien-Fu, and 陳建福. "Financial Applications Using Threshold Regression Model and Panel Cointegration." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/15698961931242905287.

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博士<br>國立政治大學<br>經濟學系<br>90<br>This dissertation includes three financial applications using time series methods. The first article investigates the asymmetric effects of information transmissions in stock markets using threshold vector autoregression model. The second article uses asymmetric cointegration to study the long-run equilibium relationships among Chinese stock markets. The third article uses panal cointegration to test purchasing-power parity (PPP). Firstly, we examines the asymmetric effects of information transmissions of Nasdaq stock market on Taiwan, Japan, and Korea
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12

Lee, Hsing Chun, and 李幸純. "The Examination of KMV’s Default Point by Threshold Regression Model." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/65548807564290761264.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>98<br>This paper examines whether the corporation’s default point is different from KMV model without the default distribution. First, we adopt Probit regression model and Merton option model to estimate the past expected default points and then exam these default points. Second, we use threshold regression model to test whether the debt ratio threshold variable exists between default point and short term and long term debt. Finally, we verify whether the coefficients of short term and long term debt are different from the KMV model. Our empirical results indicate t
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13

Lai, Show-Yen, and 賴秀燕. "Forecasting on Taiwan Stock Returns -An Application of Threshold Regression Model." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/86003129569962007579.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>95<br>Whether investment could make a profit, is the key point that each investor cares about most. There were a lot of research results on returns of Taiwan stock, but whether the structural change will take place under different control parameters to explain the relationship between the factor of parameters and returns of Taiwan stock relatively rare. In this paper the methods are applied to a 10-year sample of 283 Taiwan firms. We use the threshold regression model with panel data to test the threshold effect and estimate the explanation ability for dependent v
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14

李騏宇. "Asymmetric Effects of Monetary Policy - The Application of Quantile Regression Threshold Model." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/es38qp.

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15

Yang, Shih-chuan, and 楊適銓. "Exploring the definition of default point of KMV model by threshold regression." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/26rpc3.

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16

Wu, Minghung, and 吳明鴻. "Can Interest Rate Cuts Stimulate Stock Prices? Using A Threshold Regression Model." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/64154423037685946320.

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碩士<br>義守大學<br>財務金融學系<br>100<br>This study employs a threshold regression model to see if there is a nonlinear relationship between the interest rates and stock index before and after the central banks cut interest rates. This study uses the data from America, Australia, India and Taiwan, and divides the data into two periods: the period when central banks increase the interest rates and the period when central banks cut the interest rates, and investigate whether there are threshold effects of interest rates on stock prices. To avoid the spurious regression problem, this study applies the coin
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17

Chen, Li-han, and 陳立翰. "Financial Development、Inflation And Economic Growth -The Application Of The Panel Threshold Regression Model." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/krk69w.

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碩士<br>國立中山大學<br>經濟學研究所<br>102<br>We employ the panel threshold regression model provided by Hansen (1999) to examine the relationship between inflation and economic growth for seventeen countries from 1971 to 2010. The key innovation of the model is to emphasize the inference of financial development on the relationship between inflation and economic growth. Empirical results indicate that the relationship between inflation and economic growth exist a single threshold effect. For high financial development countries, positive and significant relationship between inflation and economic growth a
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18

Wang, Cheng-Chieh, and 王正杰. "Relationship Between Non-operating Earnings and Corporate Value Analyzed by the Threshold Regression Model." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/h8299e.

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碩士<br>國立臺北科技大學<br>商業自動化與管理研究所<br>94<br>In recent years, corporate governance seems a popular financial issue after Enron and World Com such cases burst out. In these cases, the fraudulent techniques mostly come from the accounting management, and “income-smoothing” is one of the commonest ways. The managers usually make use of transitory earnings（or non-operating earnings）to smooth the income numbers in the financial statement so as to fascinate investors. In this research, the author makes use of the threshold variable “operating earnings”, and wants to find out the threshold point(s) which d
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19

Huang, Yunkai. "Non-global regression modelling." Thesis, 2016. http://hdl.handle.net/1828/7346.

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In this dissertation, a new non-global regression model - the partial linear threshold regression model (PLTRM) - is proposed. Various issues related to the PLTRM are discussed. In the first main section of the dissertation (Chapter 2), we define what is meant by the term “non-global regression model”, and we provide a brief review of the current literature associated with such models. In particular, we focus on their advantages and disadvantages in terms of their statistical properties. Because there are some weaknesses in the existing non-global regression models, we propose the PLTRM. T
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20

林語宸. "Will increasing government transfer payments improve the fertility level? An application of threshold regression model." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/49219823388201629079.

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21

Tu, Chih-Tsong, and 凃志聰. "Relationship Between Changes in Exchange Rate and Firm Valuation Analyzed by the Threshold Regression Model." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/30020455726140690630.

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碩士<br>國立高雄第一科技大學<br>財務管理所<br>97<br>The previous study finds that the variables of the company characteristics are the main decision of exchange rate exposure, but the dependence of the variables of the company characteristics and exchange rate exposure doesn’t have conclusion in concert. Therefore, this paper applies non-linear threshold regression model to analyze the relationship between changes in exchange rate and firm valuation. The sample is gathered from the quarterly data of the listed multinational corporations in Taiwan for the period 1998-2008. Empirical evidence showed that using e
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22

Wu, Jhen-Yi, and 吳貞宜. "The research of the security unusual return in Taiwanese stock market with Hansen threshold regression model." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/98214909580169990449.

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碩士<br>國立成功大學<br>統計學系碩博士班<br>95<br>The researcher use Hansen Panel Threshold Regression model to verify Taiwan stock market have phenomenon of unusual return. To verify size effect, E/P effect and BV/MV effect related with unusual return of Taiwan stock market. We would further to explore that unusual return is effected by company size and BV/MV to perform unsymmetrical relationship. Therefore, we need to understand level and fluctuation based on different companies.We found that company size have negative relationship with return and E/P have positive relationship with return from tests. The T
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23

Yeh, Jen-Gow, and 葉正國. "Revisiting the Recreational Carrying Capacity of Yangmingshan National Park, Taiwan -An Application of Threshold Regression Model." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/yy46je.

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碩士<br>國立東華大學<br>自然資源與環境學系<br>103<br>Abstract According to the need of environment conservation, recreation, and local economic development, natural-based tourism has become one of the fastest growing sectors of the global tourism industry. Since the Taiwan government began implementing its policy of a two-day weekend in 2001, the general public has a longer weekend holiday and the quality of the recreational experience has begun to attract the attention of the public. Previous research has emphasized the perceptions of crowding and user satisfaction. Researchers and managers also consistently
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24

LU, CHUN-CHIEH, and 呂俊杰. "The Study of Early Warning Model of Corporate Credit Risk – the Analysis of Threshold Logistic Regression." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/hvh734.

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碩士<br>國立臺北大學<br>國際財務金融碩士在職專班<br>107<br>The business model of commercial banks mainly focuses on absorbing the public deposits and lending to the capital demander. Banks play the role of credit intermediary. Therefore, credit risk is the biggest risk for banks. With the quantification of risk assessment standard by Basel and IFRS, credit risk model has become an important tool to control risks at financial institutions. This study is based on Taiwan listed and OTC companies (including emerging stock market) of the manufacturing industry during from 2000 to 2017. Paired samples of having one de
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25

Tsen, Hsiao-ping, and 曾曉萍. "Risk-Taking Evidence from The Insurance Industry—Panel Data Threshold Regression Model and Extreme Value Theory." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/kz7ucf.

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博士<br>國立中山大學<br>財務管理學系研究所<br>95<br>The number of insurance company has grown rapidly in Taiwan due to insurance deregulation since 1992. The main challenge insurance industry face is the declination of profit due to the increasing of competitors. The operator of insurance company is able to face this question and offer the solution, then a company has better solvency. So we explore two issue, one is to investigate the relationship between asset risk and capital adjustment decision in Taiwan’s life insurance industry from 1993 to 2005, and the other is to provide some empirical evidences of r
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26

Chang, Jing-Wen, and 張瀞文. "The Study on the Factors Affecting the Business Performance of International Hotel – Application of Panel Threshold Regression Model." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/46837711806424733824.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>99<br>Since 2008, Taiwan authorities has allowed mainland tourists to visit Taiwan. The number of the tourists for leisure has grew up fast, and that growth brought Taiwan tourism into a ‘boom’ and also the study of international tourist hotels in Taiwan become the contemporary popular doctrine. This study hypothesize that there exist threshold effects of five important explanatory variables on the business performance of Taipei international business hotel. Therefore, this study empirically employs the panel threshold regression model elaborated by Hansen (1999)
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27

Wang, Kuo-Pao, and 王國寶. "The threshold effects of price level and unemployment on lottery sales：an application of panel smooth transition auto-regression model." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/88508170586812640088.

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碩士<br>中原大學<br>國際經營與貿易研究所<br>105<br>Abstract This paper adopts panel smooth transition autoregression (PSTAR) models to evaluate the threshold effects of price level and unemployment on lottery sales. To perform the empirical estimation, we employ the panel data of lottery sales in 42 US states during the period of 2003 to December 2011. Thus, we have 4536 observations. The empirical results are summarized as follows: 1. The threshold effects of price level and unemployment on lottery sales are nonlinear. 2. A rise in unemployment will lead to the decrease of a family’s income. To compen
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28

LIN, HUI-CHUAN, and 林惠娟. "Nonlinear Analysis of Capital Structure and Operating Performance in Chinese Beverage Listed Companies: Evidence from a Panel Threshold Regression Model." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/67ba5c.

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碩士<br>嶺東科技大學<br>高階主管企管碩士在職專班<br>106<br>Nonlinear Analysis of Capital Structure and Operating Performance in Chinese Beverage Listed Companies: Evidence from a Panel Threshold Regression Model Student: Hui-Chuan Lin Advisor: Dr. Hsu-Ling Chang Executive Master of Business Administration (EMBA) Department of Business Administration, Ling Tung University Abstract This thesis mainly focuses on the relationship between capital structure and corporate performance in China beverage listed companies. Both qualitative analysis and quantitative analysis are applied for the investigation.
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29

Wang, Chu-Yuan, and 王楚元. "The Relationship between Macroeconomic Variables and Stock Index under Purchasing Managers’ Index as A Threshold－Application of Panel Smooth Transition Regression Model." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/37412166566814549600.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>100<br>In this study, we examine the asymmetrical nonlinear relationships and this paper employs the panel smooth transition regression model (PSTR) technique. We assume purchasing managers’ Index for transition variables in this model to investigate the smooth transition threshold effect between stock index returns. The results as follow: Wherther purchasing managers’ Index is before or after the transition threshold value, we can’t find a relationship between exchange rate and stock index returns. When purchasing managers’ Index is before the transition threshold v
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30

Duarte, Joshua Dias. "Financial Development and Consumption." Doctoral thesis, 2020. http://hdl.handle.net/10316/93153.

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Tese de doutoramento em Economia apresentada à Faculdade de Economia da Universidade de Coimbra<br>In this dissertation we take an empirical approach to the study of the impact of financial development on consumption. We use four different methodologies, which stress different aspects of consumption behavior and different ways of considering financial development's effect. We start by estimating a Panel Vector Autoregression (PVAR) model to study the relation between a new broad measure of financial development and a set of core macroeconomic variables which includes consumption. The res
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31

Makuria, Abis Getachew. "The relationship between inflation and economic growth in Ethiopia." Diss., 2014. http://hdl.handle.net/10500/13633.

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The main purpose of this study is to empirically assess the relationship between inflation and economic growth in Ethiopia using quarterly dataset from 1992Q1 to 2010Q4. In doing so, an interesting policy issue arises. What is the threshold level of inflation for the Ethiopian economy? Based on the Engle-Granger and Johansen co-integration tests it is found out that there is a positive long-run relationship between inflation and economic growth. The error correction models show that in cases of short-run disequilibrium, the inflation model adjusts itself to its long-run path correcting r
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32

Lütkebohmert-Marhenke, Constanze [Verfasser]. "Cox-type regression and transformation models with change points based on covariate thresholds / vorgelegt von Constanze Lütkebohmert-Marhenke." 2008. http://d-nb.info/987648810/34.

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33

Olinger, Lynda. "A Comparison of Survival Analysis, Threshold Regression and Linear Mixed Models in a Longitudinal Diabetes Clinic Study (2009 – 2013) at Kalafong Hospital with Nephropathy as Outcome." Diss., 2014. http://hdl.handle.net/2263/43211.

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Background: This study compares three methodologies appropriate for the analysis of longitudinal time-to-event data. The Cox model is well researched and frequently used. Threshold regression, however, is relatively new and there are few articles describing its application in biomedical statistics. A linear mixed model provides an alternative interpretation of a continuous outcome rather than time to an event. A longitudinal study of the time to onset of diabetic nephropathy, a common complication of Diabetes Mellitus, is used to compare the three models with respect to their explanatory
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