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Literatura académica sobre el tema "Two-stage cross-sectional regression"
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Artículos de revistas sobre el tema "Two-stage cross-sectional regression"
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Bao, May Xiaoyan, Xiaoyan Cheng, John Geppert y David B. Smith. "Reexamination of Whether Accrual Quality Is a Price Factor". Accounting and Finance Research 8, n.º 3 (8 de julio de 2019): 103. http://dx.doi.org/10.5430/afr.v8n3p103.
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In this study we investigate whether accrual quality is a factor in capital asset pricing. Our analysis consists of two parts. First, we use a panel data regression that controls for cross-section fixed effects to implement the second stage of the Fama-MacBeth regression (Petersen 2009). In the second part, we use the Campbell (1991) return decomposition and vector autoregressive model (VAR) to decompose the two-stage cross-sectional regressions. This allows us to investigate whether accrual quality is a priced factor in terms of the three components of the return, which include one-period expected return, cash flow news and discount-rate news.
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Wang, Mu Shun. "Could Innovation Capital Impact on Firm Performance? Study by Panel Data Two Stage Regression with Board Composition". Applied Mechanics and Materials 145 (diciembre de 2011): 430–35. http://dx.doi.org/10.4028/www.scientific.net/amm.145.430.
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This paper found that the concepts of innovation capital are related to management performance, thereby supporting our hypothesis. Similar results are also obtained with two stage regression, which uses instrumental variables of corporate governance. The results demonstrate that independent directors have influence on innovation capital and management performance. This paper finds the coefficient of value-added innovation capital is negatively related to the grwth rate by return on assets and positively related to total production in two stages least square method. The results also show that Agency cost are reversal with innovation variables such as research and development expenditure are more accurate than personal contribution rate in measuring innovation capital. We therefore suggest a new measurement to estimate market performance using cross-sectional analysis, with the renew method to calculate the capital required to be redesigned.
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Kim, Byounghwa, Jewoo Lee y Jiyoung Ra. "Factors Influencing Upper Airway Dimensions in Skeletal Class Ⅱ Children and Adolescents: A CBCT Study". JOURNAL OF THE KOREAN ACADEMY OF PEDTATRIC DENTISTRY 48, n.º 1 (28 de febrero de 2021): 1–11. http://dx.doi.org/10.5933/jkapd.2021.48.1.1.
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The purpose of this study is to investigate factors influencing the upper airway dimensions in skeletal Class Ⅱ children and adolescents. In total, 67 patients were selected. Airway volume and minimal cross-sectional area were three-dimensionally assessed. Craniofacial morphology and skeletal maturity were assessed on generated two-dimensional cephalograms. The measurements were analyzed using Mann-Whitney test, one-way ANOVA, Pearson’s correlation, and multiple regression analysis. Upper airway dimensions were significantly smaller in pre-peak stage group, and positively associated with age. Anterior facial height and age were the most relevant factors for airway volume. Mandibular width and age were the most relevant factors for minimal cross-sectional area. Upper airway dimensions were significantly associated with age, skeletal maturity and craniofacial morphology in all three planes.
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López-Soto, Olga, Juan Orellana-Cáceres, Francia Restrepo de Mejía y Raúl Aguilera-Eguía. "Comparison between sleep disorders and polysomnographic records of young adults with and without sleep bruxism: A cross-sectional study." Journal of Oral Research 9, n.º 4 (30 de agosto de 2020): 326–35. http://dx.doi.org/10.17126/joralres.2020.074.
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Objectives: To compare sleep disorders and polysomnographic records among a group of young adults with sleep bruxism (SB) and a control group (C). Material and methods: This cross-sectional study considered a consecutive sampling of students from the target population, searching for cases of SB until 20 individuals with and without SB were obtained. Sleep disorders were determined by applying both medical records and physiological records during sleep which were gathered from a polysomnography exam. To establish the difference of the means according to SB, the T-Student or Mann-Whitney U tests were used, depending on the data. A Logistic Regression analysis was also applied. Results: The study found differences (p-value<0.05) in the variables related to the sleep disorder: the possibility of major depressive episode (SB: 30% - C: 5%), degree of nasal airway obstruction (SB: 20% - C: 10%) and in polysomnographic registers: sleep time stage 1 (SB: 9 min - C: 18 min), Rapid Eye Movement (REM) stage (SB: 123 min C: 93 min ), number of periodic movement of the limbs (SB: 84.2 - C: 49.7), bruxism index (SB: 40.2 - C: 10.1) and average of total arousals (SB: 71.9 - C: 57.5). According to the logistic regression model, the Odds Ratio (OR) of SB, in relation to the periodic movement of the limbs and the degree of airway obstruction, it showed a statistically significant relationship (p-value<0.05). Conclusion: There were significant differences recorded in two sleep disorders between the two groups: the degree of airway obstruction and the possibility of having a major depressive episode. Differences were found in sleep and REM time stages, periodic movement of limbs and bruxism events.
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Krupa, Thomas, Kirils Farbarzevics y Bassam Salame. "INVESTMENT EFFICIENCY OF LIFE INSURANCE COMPANIES IN GERMANY: APPLICATION OF A TWO-STAGE SBM". Współczesna Gospodarka 10, n.º 1 (32) (31 de marzo de 2019): 79–91. http://dx.doi.org/10.26881/wg.2019.1.08.
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Purpose – To prove the robustness of the efficiency-measuring model against potentially system-relevant disturbances to company variables such as SIZE, ROA, solvency and organizational form.
Methodology – In the first stage, the established model is applied using the SBM to measure insurance efficiency. The underlying data sets are from the twenty biggest life insurance companies (2008-2017) in Germany. In the second stage, the established model is examined for its robustness against disturbance variables. Several disturbance variables are introduced individually to the system and examined for their influence by three econometric methods, Tobit regression, OLS and the fixed-effect model. This approach allows a comparative analysis of the results with respect to the systemic relevance of every added variable. In the end, the accuracy of the second stage is compared through the Spearman test.
Findings – The comparative analysis of all three econometric techniques brought ROA as an efficiency-influencing variable. Furthermore, both proved econometric models Tobit and OLS are SBM-suitable with cross-sectional data. Further evidence for SBM compatibility are found for Tobit and the fixed-effect model with panel data.
JEL classification: C510, C520
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de Vet, Emely, Jascha de Nooijer, Nanne K. de Vries y Johannes Brug. "Determinants of Forward Stage Transition from Precontemplation and Contemplation for Fruit Consumption". American Journal of Health Promotion 19, n.º 4 (marzo de 2005): 278–85. http://dx.doi.org/10.4278/0890-1171-19.4.278.
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Purpose. To examine associations between decisional balance, self-efficacy, fruit intake, and stage of change transition from precontemplation and contemplation with cross-sectional and longitudinal methods. Design. A longitudinal cohort study with the use of electronic questionnaires was conducted. Three measurements were analyzed cross-sectionally, and the two intervals between the measurements were analyzed longitudinally. Setting. A random sample of 1500 individuals from an existing Dutch Internet panel resulted in a cohort of 735 individuals. Of the cohort, 648 (response rate 88%), 592 (response rate 81%), and 570 (response rate 78%) respondents completed questionnaires at the start of the present study (T1), 53 days after T1 (T2), and 106 days after T1 (T3), respectively. Subjects. Mean age was 37.5 years, 51% were women, and 57% ate less than the recommended intake of 250 g of fruit per day. Measures. Questionnaires included items measuring stage of change, factors favoring (pros) or working against (cons) behavior change, and self-efficacy. A food frequency questionnaire was used to assess fruit intake. Results. Logistic regression analyses showed that pros, fruit intake, and self-efficacy predicted forward stage transition from precontemplation. Self-efficacy predicted forward stage transition from contemplation. Cons did not predict stage transitions. Results from longitudinal analyses were similar to cross-sectional results, except for self-efficacy: no differences between early stages in self-efficacy were found, whereas self-efficacy predicted these early stage transitions. Conclusions. Within the limitations posed by the sampling frame, results provided support for the Transtheoretical Model, although determinants might not always be stage specific.
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Bartels, Larry M. "Panel Effects in the American National Election Studies". Political Analysis 8, n.º 1 (1999): 1–20. http://dx.doi.org/10.1093/oxfordjournals.pan.a029802.
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Parallel panel and fresh cross-section samples in recent National Election Study surveys provide valuable leverage for assessing the magnitude of biases in statistical analyses of survey data due to panel attrition and panel conditioning. My analyses employing a variety of typical regression models suggest that substantial panel biases are likely to be fairly rare in these data, even when panel and cross-section respondents have markedly different characteristics. However, two of the dependent variables considered here—campaign interest and turnout—do appear to be sufficiently sensitive to panel effects to warrant significant discounting or adjustment of panel data. I propose adjustments for panel effects in both cross-sectional and dynamic analyses, based upon variants of the “fractional pooling” (Bartels 1996) and “two-stage auxiliary instrumental variables” (Franklin 1990) methods.
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Yao, Liming, Yuhong Shuai, Xudong Chen y Anran Xiao. "A two-stage EBM-based approach to evaluate operational performance of unattended convenience store". International Journal of Retail & Distribution Management 48, n.º 6 (9 de abril de 2020): 609–27. http://dx.doi.org/10.1108/ijrdm-09-2019-0321.
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PurposeDue to recent technological advances, the retail industry has changed significantly. This paper examines a novel unmanned retail mode-unattended convenience store to identify the possible operational problems and develop appropriate managerial recommendations.Design/methodology/approachA data-driven two-stage epsilon-based measure (EBM) data envelopment analysis (DEA) method was developed to evaluate operational performance data from 33 unattended convenience stores and assess the impacts on efficiency of the internal factors, and a Tobit regression analysis was employed to examine the external environment.FindingsIt was found that the overall economic performances were relatively low and fluctuated significantly; however, the social performances were slightly higher. The out-of-stock rate was found to have a negative impact on efficiency, and regional characteristics were found to have significant effects on performance.Practical implicationsThis study sought to identify current operational problems with unattended convenience stores to provide managerial insights. The cross-sectional assessment suggested that to achieve better performance, particular attention needed to be paid to store locations and surrounding store environments.Originality/valueFirst, this paper establishes a novel theoretical framework to evaluate the economic and social operational performances at unattended convenience stores. Second, it contributes to research on unattended convenience stores and the unmanned retail industry and offers significant guidance on detecting operational deficiencies and improving future performances.
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Huyen, Bui Thanh, Pham Thi Van Anh, Le Dai Duong, Than Ha Ngoc The, Ping Guo, Pham Van Thuc, Luong Ngoc Khue, Eric L. Krakauer y Richard Harding. "Quality of life among advanced cancer patients in Vietnam: a multicenter cross-sectional study". Supportive Care in Cancer 29, n.º 8 (3 de febrero de 2021): 4791–98. http://dx.doi.org/10.1007/s00520-021-06012-3.
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Abstract Purpose Cancer is a leading cause of death in Vietnam. To maximize quality of life (QOL) at the end of life, valid and clinically useful instruments are needed to assess palliative care needs and the effectiveness of palliative care interventions. Methods We aimed to (i) determine psychometric properties of the Vietnamese version of the WHO abbreviated quality of life scale (WHOQOL-BREFVN) among advanced cancer patients, (ii) measure HR-QOL, and (iii) identify predictors of HR-QOL. We collected demographic, clinical, and HR-QOL data from stage III/IV adult cancer patients at two major Vietnamese cancer centers. We determined the internal consistency (Cronbach’s alpha), construct validity (confirmatory factor analysis (CFA)), and discriminant validity (known-groups comparison) of the Vietnamese instrument. HR-QOL was analyzed descriptively. Multinomial logistic regressions identified predictors of HR-QOL. Results A total of 825 patients participated. Missing data were completely at random (MCAR) (chi-square = 14.270, df = 14, p = 0.430). Cronbach’s alpha for all items was 0.904. CFA loadings of physical, psychological, social relationship, and environment domains onto HR-QOL were 0.81, 0.82, 0.34, and 0.75, respectively. Prediction of scores differed significantly by functional status (Wilks’ lambda = 0.784, chi-square = 197.546, df = 4, p < 0.01, correct prediction = 74.6%). HR-QOL was reported as very bad/bad by n = 188 patients (22.8%) and general health as very bad/bad by n = 430 (52.1%). Multinomial logistic regression (likelihood ratio test: chi-square = 35.494, df = 24, p = 0.061, correct prediction = 62.2%) and the Pearson correlations revealed worse HR-QOL was associated with inpatient status, high ECOG score, and having dependent children. Conclusion The Vietnamese version of the WHOQOL-BREF has excellent internal consistency reliability and sound construct and discriminant validity in advanced cancer patients. Advanced cancer inpatients, those with dependent children, and those with poorer physical function appear to have the greatest palliative care needs.
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Ray, Evan L., Jing Qian, Regina Brecha, Muredach P. Reilly y Andrea S. Foulkes. "Stochastic imputation for integrated transcriptome association analysis of a longitudinally measured trait". Statistical Methods in Medical Research 29, n.º 4 (7 de junio de 2019): 1167–80. http://dx.doi.org/10.1177/0962280219852720.
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The mechanistic pathways linking genetic polymorphisms and complex disease traits remain largely uncharacterized. At the same time, expansive new transcriptome data resources offer unprecedented opportunity to unravel the mechanistic underpinnings of complex disease associations. Two-stage strategies involving conditioning on a single, penalized regression imputation for transcriptome association analysis have been described for cross-sectional traits. In this manuscript, we propose an alternative two-stage approach based on stochastic regression imputation that additionally incorporates error in the predictive model. Application of a bootstrap procedure offers flexibility when a closed form predictive distribution is not available. The two-stage strategy is also generalized to longitudinally measured traits, using a linear mixed effects modeling framework and a composite test statistic to evaluate whether the genetic component of gene-level expression modifies the biomarker trajectory over time. Simulations studies are performed to evaluate relative performance with respect to type-1 error rates, coverage, estimation error, and power under a range of conditions. A case study is presented to investigate the association between whole blood expression for each of five inflammasome genes with inflammatory response over time after endotoxin challenge.
Tesis sobre el tema "Two-stage cross-sectional regression"
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Pettersson, Christoffer y Linnéa Östlund. "Prissättning av periodiseringskvalitet : En studie på den nordiska marknaden". Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-447794.
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Denna studie undersöker om periodiseringskvalitet är en prissatt riskfaktor för nordiska företag som är noterade på en reglerad marknad under perioden 2010–2019. Tidigare studier menar att periodiseringskvalitet utgör en proxy för informationsrisk, men olika författare framställer olika slutsatser i frågan huruvida periodiseringskvalitet är en prissatt riskfaktor eller inte. Med den av McNichols (2002) modifierade Dechow & Dichev modellen (2002) mäter vi periodiseringskvalitet som standardavvikelsen av residualer från regressioner som kopplar periodiseringar till kassaflöden. Vi mäter riskpremien genom att dela in företagen i kvintiler baserad på periodiseringskvalitet och tillämpar en likaviktad portfölj som säljer företagen i de två kvintilerna med högst periodiseringskvalitet och köper företagen i kvintilerna med lägst periodiseringskvalitet. Vi finner en signifikant negativ koefficient i en två-stegs tvärsnittsregressionen som visar att periodiseringskvalitet inte utgör en prissatt riskfaktor för nordiska företag.This study investigates if accruals quality is a priced risk factor for Nordic countries being traded on a regulated market in the Nordic countries during 2010–2019. Earlier studies argue that accruals quality is a proxy for information risk, but different authors find different results regarding whether accruals quality is a priced risk factor or not. By using the Dechow & Dichev model (2002), modified by McNichols (2002), we measure accruals quality as the standard deviation of regressions that match accruals to cash flow. We measure the risk premium by dividing the entities into quintiles and use an equal-weighted portfolio that sells the stocks in the two quintiles with the highest accruals quality and buys the two quintiles with the lowest accruals quality. We find a significant negative coefficient in a two-stage cross-sectional regression which shows that accruals quality is not a priced risk factor in the Nordic countries.
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林昱成. "An Empirical Study of Detecting Effectiveness of Detecting Business Earnings Management Using Cross-Sectional Two-Stage Regressions". Thesis, 2002. http://ndltd.ncl.edu.tw/handle/56472837604875808971.
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碩士逢甲大學
會計與財稅研究所
90
The main purposes of the study are to develop a new accruals model which labeled the “WHL model” and to empirically compare the relative examine specification and power effectiveness of Modified-Jones（Dechow et al.,1995）, Margin（Peasnell et al.,2000）and WHL model in detecting business income manipulations. In addition, we also develop a detecting abnormal related-party sales model-RPS model, and examine specification and power effectiveness of RPS model in detecting business related-party sales manipulations. The following conclusions are found in the results of actual certification from the research: 1.Modified-Jones, Margin, WHL and RPS models are well specified when applied to a random sample of firm-years. 2.Our findings suggest that when the expense manipulation amount was attained 7% to 8% of prior period total assets, then the WHL and Margin models are substantially more powerful than Modified-Jones model. 3.Our findings suggest that the WHL model is more powerful than Modified-Jones and Margin models in detecting business inventory manipulation. Specifically, when the inventory manipulation amount was attained 7% of prior period total assets, then the detecting power of the WHL model would be reached to 100%. 4.Regarding the models’ relative power to detecting artificially-induced sales which none cash received from accounts receivable on the end of period, it has been found that when the sales manipulation amount was attained 10% of prior period total assets, then the power of WHL and Modified-Jones models（excluding Margin model）would be reached to 100%. 5.Our findings suggest that the WHL model is more powerful than Modified-Jones and Margin models in detecting business induces sales and cash received from accounts receivable on the end of period. But all of the three models appeared low powers. 6.Our findings suggest that when related-party sales manipulation amount was attained about 20% of prior period total assets, then the detecting power of the RPS model would be reached to 100%. We can learn from the results of the actual certification that the WHL model is more powerful in detecting accruals manipulation. In additional, we suggested that the RPS model appeared well power in detecting related-party sales.