Search Results - subject:"Contingency tables"

Testing directional forecast value in the presence of serial correlation

Blaskowitz, Oliver; Herwartz, Helmut - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

, forecast evaluation, testing indepen- dence, contingency tables, bootstrap. JEL classification: C32, C52, C53, E17, E27, E47, F … framework outlined above it is straightforward to use 2×2 contingency tables whenever tildewideXt and tildewideYt are serially … is asymptotically equivalent to the χ2–test, see Agresti (1992) for a survey of exact inference for contingency tables …

Persistent link: https://www.econbiz.de/10005652761

Dynamic graphics of parametrically linked multivariate methods used in compositional data analysis

Greenacre, Michael - Department of Economics and Business, Universitat … - 2008

Many multivariate methods that are apparently distinct can be linked by introducing one or more parameters in their definition. Methods that can be linked in this way are correspondence analysis, unweighted or weighted logratio analysis (the latter also known as "spectral mapping"), nonsymmetric...

Persistent link: https://www.econbiz.de/10005704926

Bayesian test on equality of score parameters in the order restricted RC association model

Oh, Man-Suk - In: Computational Statistics & Data Analysis 72 (2014) C, pp. 147-157

In the RC association model for a two-way contingency table, it is often natural to impose order constraints on the score parameters of the row and column variables. In this article, a simple and efficient Bayesian model selection procedure is proposed that simultaneously compares all possible...

Persistent link: https://www.econbiz.de/10010730226

Testing the value of directional forecasts in the presence of serial correlation

Blaskowitz, Oliver; Herwartz, Helmut - In: International Journal of Forecasting 30 (2014) 1, pp. 30-42

Common approaches to testing the economic value of directional forecasts are based on the classical χ2-test for independence, Fisher’s exact test or the Pesaran and Timmermann test for market timing. These tests are asymptotically valid for serially independent observations, but in the...

Persistent link: https://www.econbiz.de/10011051468

Reconstructing Chi-squared Intra-table Distances in the Analysis of a Set of Contingency Tables

Castro, Zárraga; Amaya, María; Goitisolo Lezama, Beatriz - Departamento de Economía Aplicada III (Econometría y … - 2007

set of contingency tables in which, unlike more classical methods such as the analysis of juxtaposition and Intra Analysis …

Persistent link: https://www.econbiz.de/10005157581

Testing rationality of price expectations on the basis of contingency tables

Tomczyk, Emilia - Zakład Ekonometrii Stosowanej, Szkoła Główna … - 2007

A method of analyzing rationality of expectations of economic agents, based on contingency tables, is applied to price …

Persistent link: https://www.econbiz.de/10005113469

Testing dependence among serially correlated multi-category variables

Pesaran, Mohammad Hashem; Timmermann, Allan - 2006

The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies - a problem that is particularly important in economics and...

Persistent link: https://www.econbiz.de/10010276251

Tests in a Case-Control Design Including Relatives

Biedermann, Stefanie; Nagel, Eva-Renate; Munk, Axel; … - 2006

We present a new approach to handle dependencies within the general framework of case-control designs, illustrating our approach by a particular application from the field of genetic epidemiology. The method is derived for parent-offspring trios, which will later be relaxed to more general...

Persistent link: https://www.econbiz.de/10010296719

Testing Dependence among Serially Correlated Multi-category Variables

Pesaran, M. Hashem; Timmermann, Allan - CESifo - 2006

The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies−a problem that is particularly important in economics and...

Persistent link: https://www.econbiz.de/10005406058

Tests in a Case-Control Design Including Relatives

Biedermann, Stefanie; Nagel, Eva-Renate; Munk, Axel; … - Institut für Wirtschafts- und Sozialstatistik, … - 2006

Persistent link: https://www.econbiz.de/10009219851