Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 53 for “"Model Averaging"”.
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Model Uncertainty & Model Averaging Techniques
… research is to shed more light on the issue of model uncertainty in applied econometrics in general and cross-country growth as well as happiness and well-being regressions in particular. Model uncertainty consists of three main types: theory uncertainty, focusing on which principal determinants …
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Multivariate Applications of Bayesian Model Averaging
… standard methodology when building statistical models has been to use one of several algorithms to systematically search the model space for a good model. If the number of variables is small then all possible models or best subset procedures may be used, but for data sets with a large number of …
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Three Essays on Causal Inference With Model Averaging
… contains essays on causal inference with model averaging. The first essay presents a theoretical derivation of a model-averaging-based average treatment effect estimator. The second essay provides comparison of predictability of treated counterfactual outcome between model averaging and …
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Bayesian model averaging for mathematics achievement growth rate trends
… this study, we investigated the use of Bayesian model averaging (BMA) for latent growth curve models. We used the Trends in International Mathematics and Science Study (TIMSS) to predict growth rates in 8th-grade students' mathematics achievement. The dataset on male and female students' …
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Bayesian Model Averaging and Variable Selection in Multivariate Ecological Models
Bayesian Model Averaging (BMA) is a new area in modern applied statistics that provides data analysts with an efficient tool for discovering promising models and obtaining esti-mates of their posterior probabilities via Markov chain Monte Carlo (MCMC). These probabilities can be further used as …
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Bayesian model averaging on hydraulic conductivity estimation and groundwater head prediction
… of aquifer properties and the uncertainties of model parameters. This study introduces a Bayesian model averaging (BMA) method along with multiple generalized parameterization (GP) methods to identify hydraulic conductivity and along with multiple simulation models to predict groundwater head …
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Essays on the Use of Duality, Robust Empirical Methods, Panel Treatments, and Model Averaging with Applications to Housing Price Index Construction and World Productivity Growth
… an unobservable factor that relies on economic models for estimation. An appropriate and robust modeling method is essential if we want to accurately capture the productivity term. Chapter 1 reviews the research on productivity with a focus on stochastic frontier analysis, which is a classic …
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Essays on Model Selection Uncertainty and Model Averaging: Computational and Empirical Work with Beta Regression, Multiple Linear Regression with ARMA Innovations, and the Minimum Description Length Principle
Uncertainty in model selection is under-explored and frequently resolved non-rigorously through beliefs about generalizability, practical usefulness, and computational ease. This is problematic as model selection routinely admits multiple models which imposes extra uncertainty on all post-selection …
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Topics in Bayesian sample size determination and Bayesian model selection.
… variable selection under the multiple regression model. Two competing Bayesian methods are Bayesian model averaging and reversible jump MCMC. It is found that reversible jump MCMC, expected to give better models, does not seem to differ from Bayesian model averaging in examples considered.
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Essays on applied econometrics
… econometrics. The first chapter extends the model averaging estimator (Hansen, 2007) to the time series scenario. To this end, I propose a Mallows model averaging autocorrelation corrected (MAC) estimator, in which the tapered estimator (McMurry and Politis, 2010) is employed as the working …
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Precision Aggregated Local Models
… thus pathologically good and bad in this regard. Model averaging, an alternative to divide-and-conquer, can maintain absolute continuity but often over-smooth, diminishing accuracy. Here I propose putting LAGP-like methods into a local experts-like framework, blending partition-based speed with …
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Bayesian Saltwater Intrusion Prediction and Remediation Design under Uncertainty
… resources. However, the groundwater simulation models are subjected to uncertainty in their predictions. The goals of this research are to: (1) quantify the uncertainty in the groundwater model predictions and (2) investigate the impact of the quantified uncertainty on the aquifer remediation …
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Bayesian analysis for categorical survey data
… categorical survey data. The Multinomial model is used and the following problems are addressed. Limited information about the design variables leads us to model the unknown design variables taking into account the sampling scheme. Random effects are incorporated in the model to deal with …
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Μοντέλα σύλληψης-επανασύλληψης για την εκτίμηση του μεγέθους δύσκολα προσεγγίσιμων πληθυσμών
… Mt) όσο και με Μπεϋζιανή προσέγγιση: Bayesian Model Averaging (BMA) με μη πληροφοριακό εκ των προτέρων κατανομή και με λογαριθμοκανονική (log-normal) prior. Για κάθε μοντέλο υπολογίστηκαν σημειακές εκτιμήσεις και 95% διαστήματα εμπιστοσύνης ή credible intervals. Αποτελέσματα: Για τους ΧΕΝ με …
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Rates of Molecular Evolution and Phylogenomic Inference
… implementations of relaxed molecular clock models and the proposal of new models of rate changes across branches. The practical application of relaxed molecular clock models was further examined with the proposal of methods of model averaging and model selection for relaxed molecular clock …
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Three essays in macroeconomic forecasting using Bayesian model selection
This thesis explores several aspects of Bayesian model selection in time series forecasting of macroeconomic variables. The contribution is provided in three essays. In the first essay (Chapter 2) I forecast quarterly US inflation based on the generalized Phillips curve using econometric methods …
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Three Essays in Empirical Economics
… RTA trade effects. The third essay uses Bayesian Model Averaging (BMA) to study the effect of membership in the General Agreement on Tariffs and Trade (GATT), the predecessor to the World Trade Organization (WTO), and the WTO on trade flows. Existing GATT/WTO literature is not univocal as to …
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Bayesian model determination for categorical data survey
… sampling. We focus on Bayesian methods for model selection and model averaging, where Bayes factors and the Bayesian Information Criterion (BIC) approximation have been offered as alternative approaches. These Bayesian methods are reviewed, and comparisons made between their performance. The …
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Bayesian Methodology for Missing Data, Model Selection and Hierarchical Spatial Models with Application to Ecological Data
… allow. We then further extend this method into model selection. In the special case where the unobserved covariates are assumed normally distributed we use the Bayesian Model Averaging method to average the models, select the highest probability model and do variable assessment. Accuracy in …
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