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Bayesian model estimation and comparison for longitudinal categorical data

Tran, Thu Trung - 2008

In this thesis, we address issues of model estimation for longitudinal categorical data and of model selection for these data with missing covariates. Longitudinal survey data capture the responses of each subject repeatedly through time, allowing for the separation of variation in the measured...

Persistent link: https://www.econbiz.de/10009437884

Bayesian inference for finite mixtures of generalized linear models with random effects

DeSarbo, Wayne S.; Lenk, Peter J. - 2000

We present an hierarchical Bayes approach to modeling parameter heterogeneity in generalized linear models. The model assumes that there are relevant subpopulations and that within each subpopulation the individual-level regression coefficients have a multivariate normal distribution. However,...

Persistent link: https://www.econbiz.de/10009476617

A mixture likelihood approach for generalized linear models

Wedel, Michel; DeSarbo, Wayne S. - 1995

A mixture model approach is developed that simultaneously estimates the posterior membership probabilities of observations to a number of unobservable groups or latent classes, and the parameters of a generalized linear model which relates the observations, distributed according to some member...

Persistent link: https://www.econbiz.de/10009476645

Bridging the gap between different statistical approaches: An integrated framework for modelling

Kuhnert, PM; Mengersen, K; Tesar, P - 2003

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good...

Persistent link: https://www.econbiz.de/10009448036

Logistic Mixtures of Generalized Linear Model Times Series

Jeffries, Neal O. - 1998

In this dissertation we propose a class of time series models for mixture data. We call these logistic mixtures. In such models the mixture's component densities have a generalized linear model (GLM) form. The regime probabilities are allowed to change over time and are modeled with a logistic...

Persistent link: https://www.econbiz.de/10009450907

The effect of ownership structure on leverage decision: new evidence from Chinese listed firms

Liu, Qigui; Tian, Gary; Wang, Xiaoming - 2011

This paper examines the effect of state control and ownership structure on the leverage decision of firms listed in the … Chinese stock market. Our results show that state-owned enterprises (SOEs) have higher leverage ratios than non-SOEs, and SOEs … in regions with a poorer institutional environment have higher leverage ratios than SOEs in better regions. We also show …

Persistent link: https://www.econbiz.de/10009457658

The role of structural factors underlying incidences of extreme opportunism in financial markets

Bruce, Johannes Conradie - 2007

A Sociological approach is used to analyze incidences of extreme opportunism in financial markets. Through an analysis of arguably the most widely publicized "rogue" trader events in recent history, a determination is made of the validity of explaining these events as aberrations, attributable...

Persistent link: https://www.econbiz.de/10009457834

Company capital structure and tax: a study of mid-sized European companies

Cheng, Yue - 2008

This thesis analyses the impact of tax policy on firms' leverage ratios in a balanced panel of 129 medium-sized listed … companies from II European countries from 1993 to 2005. A general model of company leverage is applied within which King's tax … finance. Various leverage measures are studied to check for the robustness of the estimated model. Total debt is then …

Persistent link: https://www.econbiz.de/10009461243

Faktor-Faktor Yang Mempengaruhi Beta Saham Terhadap Return Saham Industri Manufaktur Di Bursa Efek Indonesia

Pasaribu, Poldo Rama - 2011

’s stock in Indonesian Stock Market. Financial ratios used are Financial Leverage, Asset Growth, Liquidity and Asset Size …

Persistent link: https://www.econbiz.de/10009464120

Analisis Faktor-Faktor yang Mempengaruhi Pengungkapan Sosial pada Perusahaan Real Estate dan Property yang Terdaftar di BEI

Ulina, Christina - 2011

common stock, leverage, firm size, and profitability. The research is on real estate and property company that listed on …, leverage, firm size, and profitability have not influence simultaneously toward the comprehensiveness of social diclosure … common stock, leverage and profitability have not influence toward of social disclosure . …

Persistent link: https://www.econbiz.de/10009464229