Download or read book Homogeneity of Independence and Factor Pricing Models written by Xia Liu and published by . This book was released on 2002 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Homogeneity Hypothesis in the Context of Asset Pricing Models the Quadratic Market Model written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes a two factor model for asset pricing. We formulate a model of asset returns that in addition to the traditional market return term includes also the square of the market return to account for risk originating from coskewness with the market portofolio. The quadratic term is able to account for heterogeneities across portfolios. We conclude that the extra term is significant and that the homogeneity hypothesis is accepted only in the presence of this term.
Download or read book Financial Economics written by Chris Jones and published by Routledge. This book was released on 2008-01-24 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides an excellent introduction to the basic classical finance model where financial assests are a veil over the real economy.
Download or read book Preference Heterogeneity and Willingness To Pay for Organic Food Products in Germany written by Rebecca Illichmann and published by Cuvillier Verlag. This book was released on 2014-03-07 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last decade, the market for organic food products in Germany has grown steadily, as consumers become increasingly aware of credence characteristics of food products. The primary goal of this study is to integrate psychometric data into a choice experiment to examine preference heterogeneity among consumers and their willingness-to-pay for organic products. In particular, the role of trust and gender are considered in analysing both preferences and willingness-to-pay for organic products. The results of the mixed logit models reveal significant heterogeneity in preferences among consumers for the products examined. The second focus of this study is the effect of starting point bias on the willingness-to-pay estimates obtained. The use of different prices in the first choice set results in different distributions of choices and significantly different preferences and willingness-to-pay estimates in two otherwise identical choice set designs. The results of the latent class models indicate that consumers’ trust perceptions tend to significantly influence their preferences for organic food products. The findings of this study indicate that some consumer groups are willing to pay high price premiums for specific organic food products and, to some extent, for locally produced food. As there is consumer segmentation based on varying levels of trust and due to the heterogeneous preferences of the consumers, organic food marketing should increase its use of suitable communication strategies concerning quality attributes.
Download or read book Household Demography and Household Modeling written by Evert van Imhoff and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1992, a summer course 'Demographic Perspectives on Living Arrangements' as well as a one-day workshop 'Recent Issues in Household Modelling' were held in Wassenaar, The Netherlands. This volume is based on the lectures delivered during the summer course, as well as on the presentations made in the workshop. As such, the present volume combines the two elements of transfer of knowledge, on the one hand, and updating the state-of-the-art in the field of household demography, especially in household modelling, on the other hand. In organizing the contents and structure of this volume, we have aimed at creating a book that covers the field of household demography and household modelling in a certain logical and comprehensive way. The purpose of this book is to offer a comprehensive treatment of recent developments in various aspects of the growing field of household demography. Since these recent developments have particularly occurred in household analysis and modelling, these topics will receive special emphasis. The book was written for demographers, social scientists, and planners who are involved in the study and projection of popUlation in general, and of households in particular.
Download or read book Applied Categorical and Count Data Analysis written by Wan Tang and published by CRC Press. This book was released on 2012-06-04 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed from the authors' graduate-level biostatistics course, Applied Categorical and Count Data Analysis explains how to perform the statistical analysis of discrete data, including categorical and count outcomes. The authors describe the basic ideas underlying each concept, model, and approach to give readers a good grasp of the fundamentals o
Download or read book Contingency Table Analysis written by Maria Kateri and published by Springer. This book was released on 2014-05-17 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contingency tables arise in diverse fields, including life sciences, education, social and political sciences, notably market research and opinion surveys. Their analysis plays an essential role in gaining insight into structures of the quantities under consideration and in supporting decision making. Combining both theory and applications, this book presents models and methods for the analysis of two- and multidimensional-contingency tables. An excellent reference for advanced undergraduates, graduate students, and practitioners in statistics as well as biosciences, social sciences, education, and economics, the work may also be used as a textbook for a course on categorical data analysis. Prerequisites include basic background on statistical inference and knowledge of statistical software packages.
Download or read book Multiway Contingency Tables Analysis for the Social Sciences written by Thomas D. Wickens and published by Psychology Press. This book was released on 2014-02-25 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the principles and techniques needed to analyze data that form a multiway contingency table. Wickens discusses the description of association in such data using log-linear and log-multiplicative models and defines how the presence of association is tested using hypotheses of independence and quasi-independence. The application of the procedures to real data is then detailed. This volume does not presuppose prior experience or knowledge of statistics beyond basic courses in fundamentals of probability and statistical inference. It serves as an ideal reference for professionals or as a textbook for graduate or advanced undergraduate students involved in statistics in the social sciences.
Download or read book The Reviewer s Guide to Quantitative Methods in the Social Sciences written by Gregory R. Hancock and published by Routledge. This book was released on 2010-04-26 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Reviewer’s Guide to Quantitative Methods in the Social Sciences is designed for evaluators of research manuscripts and proposals in the social and behavioral sciences, and beyond. Its thirty-one uniquely structured chapters cover both traditional and emerging methods of quantitative data analysis, which neither junior nor veteran reviewers can be expected to know in detail. The book updates readers on each technique’s key principles, appropriate usage, underlying assumptions, and limitations. It thereby assists reviewers to offer constructive commentary on works they evaluate, and also serves as an indispensable author’s reference for preparing sound research manuscripts and proposals. Key features include: The chapters cover virtually all of the popular classic and emerging quantitative techniques, thus helping reviewers to evaluate a manuscript’s methodological approach and its data analysis. In addition, the volume serves as an indispensable reference tool for those designing their own research. For ease of use, all chapters follow the same structure: the opening page of each chapter defines and explains the purpose of that statistical method the next one or two pages provide a table listing various criteria that should be considered when evaluating and applying that methodological approach to data analysis the remainder of each chapter contains numbered sections corresponding to the numbered criteria listed in the opening table. Each section explains the role and importance of that particular criterion. Chapters are written by methodological and applied scholars who are expert in the particular quantitative method being reviewed.
Download or read book Designing Experiments and Analyzing Data written by Scott E. Maxwell and published by Routledge. This book was released on 2003-10-17 with total page 1106 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through this book's unique model comparison approach, students and researchers are introduced to a set of fundamental principles for analyzing data. After seeing how these principles can be applied in simple designs, students are shown how these same principles also apply in more complicated designs. Drs. Maxwell and Delaney believe that the model comparison approach better prepares students to understand the logic behind a general strategy of data analysis appropriate for various designs; and builds a stronger foundation, which allows for the introduction of more complex topics omitted from other books. Several learning tools further strengthen the reader's understanding: *flowcharts assist in choosing the most appropriate technique; *an equation cross-referencing system aids in locating the initial, detailed definition and numerous summary equation tables assist readers in understanding differences between different methods for analyzing their data; *examples based on actual research in a variety of behavioral sciences help students see the applications of the material; *numerous exercises help develop a deeper understanding of the subject. Detailed solutions are provided for some of the exercises and *realistic data sets allow the reader to see an analysis of data from each design in its entirety. Updated throughout, the second edition features: *significantly increased attention to measures of effects, including confidence intervals, strength of association, and effect size estimation for complex and simple designs; *an increased use of statistical packages and the graphical presentation of data; *new chapters (15 & 16) on multilevel models; *the current controversies regarding statistical reasoning, such as the latest debates on hypothesis testing (ch. 2); *a new preview of the experimental designs covered in the book (ch. 2); *a CD with SPSS and SAS data sets for many of the text exercises, as well as tutorials reviewing basic statistics and regression; and *a Web site containing examples of SPSS and SAS syntax for analyzing many of the text exercises. Appropriate for advanced courses on experimental design or analysis, applied statistics, or analysis of variance taught in departments of psychology, education, statistics, business, and other social sciences, the book is also ideal for practicing researchers in these disciplines. A prerequisite of undergraduate statistics is assumed. An Instructor's Solutions Manual is available to those who adopt the book for classroom use.
Download or read book Handbook of Psychology Research Methods in Psychology written by John A. Schinka and published by John Wiley & Sons. This book was released on 2003-03-19 with total page 737 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes established theories and cutting-edge developments. Presents the work of an international group of experts. Presents the nature, origin, implications, an future course of major unresolved issues in the area.
Download or read book An Introduction to Statistical Concepts written by Richard G Lomax and published by Routledge. This book was released on 2013-06-19 with total page 841 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive, flexible text is used in both one- and two-semester courses to review introductory through intermediate statistics. Instructors select the topics that are most appropriate for their course. Its conceptual approach helps students more easily understand the concepts and interpret SPSS and research results. Key concepts are simply stated and occasionally reintroduced and related to one another for reinforcement. Numerous examples demonstrate their relevance. This edition features more explanation to increase understanding of the concepts. Only crucial equations are included. In addition to updating throughout, the new edition features: New co-author, Debbie L. Hahs-Vaughn, the 2007 recipient of the University of Central Florida's College of Education Excellence in Graduate Teaching Award. A new chapter on logistic regression models for today's more complex methodologies. More on computing confidence intervals and conducting power analyses using G*Power. Many more SPSS screenshots to assist with understanding how to navigate SPSS and annotated SPSS output to assist in the interpretation of results. Extended sections on how to write-up statistical results in APA format. New learning tools including chapter-opening vignettes, outlines, and a list of key concepts, many more examples, tables, and figures, boxes, and chapter summaries. More tables of assumptions and the effects of their violation including how to test them in SPSS. 33% new conceptual, computational, and all new interpretative problems. A website that features PowerPoint slides, answers to the even-numbered problems, and test items for instructors, and for students the chapter outlines, key concepts, and datasets that can be used in SPSS and other packages, and more. Each chapter begins with an outline, a list of key concepts, and a vignette related to those concepts. Realistic examples from education and the behavioral sciences illustrate those concepts. Each example examines the procedures and assumptions and provides instructions for how to run SPSS, including annotated output, and tips to develop an APA style write-up. Useful tables of assumptions and the effects of their violation are included, along with how to test assumptions in SPSS. 'Stop and Think' boxes provide helpful tips for better understanding the concepts. Each chapter includes computational, conceptual, and interpretive problems. The data sets used in the examples and problems are provided on the web. Answers to the odd-numbered problems are given in the book. The first five chapters review descriptive statistics including ways of representing data graphically, statistical measures, the normal distribution, and probability and sampling. The remainder of the text covers inferential statistics involving means, proportions, variances, and correlations, basic and advanced analysis of variance and regression models. Topics not dealt with in other texts such as robust methods, multiple comparison and nonparametric procedures, and advanced ANOVA and multiple and logistic regression models are also reviewed. Intended for one- or two-semester courses in statistics taught in education and/or the behavioral sciences at the graduate and/or advanced undergraduate level, knowledge of statistics is not a prerequisite. A rudimentary knowledge of algebra is required.
Download or read book Categorical Data Analysis written by Alan Agresti and published by John Wiley & Sons. This book was released on 2003-03-31 with total page 734 pages. Available in PDF, EPUB and Kindle. Book excerpt: Amstat News asked three review editors to rate their topfive favorite books in the September 2003 issue. CategoricalData Analysis was among those chosen. A valuable new edition of a standard reference "A 'must-have' book for anyone expecting to do research and/orapplications in categorical data analysis." –Statistics in Medicine on Categorical Data Analysis,First Edition The use of statistical methods for categorical data hasincreased dramatically, particularly for applications in thebiomedical and social sciences. Responding to new developments inthe field as well as to the needs of a new generation ofprofessionals and students, this new edition of the classicCategorical Data Analysis offers a comprehensiveintroduction to the most important methods for categorical dataanalysis. Designed for statisticians and biostatisticians as well asscientists and graduate students practicing statistics,Categorical Data Analysis, Second Edition summarizes thelatest methods for univariate and correlated multivariatecategorical responses. Readers will find a unified generalizedlinear models approach that connects logistic regression andPoisson and negative binomial regression for discrete data withnormal regression for continuous data. Adding to the value in thenew edition is coverage of: Three new chapters on methods for repeated measurement andother forms of clustered categorical data, including marginalmodels and associated generalized estimating equations (GEE)methods, and mixed models with random effects Stronger emphasis on logistic regression modeling of binaryand multicategory data An appendix showing the use of SAS for conducting nearly allanalyses in the book Prescriptions for how ordinal variables should be treateddifferently than nominal variables Discussion of exact small-sample procedures More than 100 analyses of real data sets to illustrateapplication of the methods, and more than 600 exercises An Instructor's Manual presenting detailed solutions to allthe problems in the book is available from the Wiley editorialdepartment.
Download or read book Analysis of Ordinal Categorical Data written by Alan Agresti and published by John Wiley & Sons. This book was released on 2010-04-19 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical science’s first coordinated manual of methods for analyzing ordered categorical data, now fully revised and updated, continues to present applications and case studies in fields as diverse as sociology, public health, ecology, marketing, and pharmacy. Analysis of Ordinal Categorical Data, Second Edition provides an introduction to basic descriptive and inferential methods for categorical data, giving thorough coverage of new developments and recent methods. Special emphasis is placed on interpretation and application of methods including an integrated comparison of the available strategies for analyzing ordinal data. Practitioners of statistics in government, industry (particularly pharmaceutical), and academia will want this new edition.
Download or read book Meta Analysis written by Mike W.-L. Cheung and published by John Wiley & Sons. This book was released on 2015-03-26 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a novel approach to conducting meta-analysis using structural equation modeling. Structural equation modeling (SEM) and meta-analysis are two powerful statistical methods in the educational, social, behavioral, and medical sciences. They are often treated as two unrelated topics in the literature. This book presents a unified framework on analyzing meta-analytic data within the SEM framework, and illustrates how to conduct meta-analysis using the metaSEM package in the R statistical environment. Meta-Analysis: A Structural Equation Modeling Approach begins by introducing the importance of SEM and meta-analysis in answering research questions. Key ideas in meta-analysis and SEM are briefly reviewed, and various meta-analytic models are then introduced and linked to the SEM framework. Fixed-, random-, and mixed-effects models in univariate and multivariate meta-analyses, three-level meta-analysis, and meta-analytic structural equation modeling, are introduced. Advanced topics, such as using restricted maximum likelihood estimation method and handling missing covariates, are also covered. Readers will learn a single framework to apply both meta-analysis and SEM. Examples in R and in Mplus are included. This book will be a valuable resource for statistical and academic researchers and graduate students carrying out meta-analyses, and will also be useful to researchers and statisticians using SEM in biostatistics. Basic knowledge of either SEM or meta-analysis will be helpful in understanding the materials in this book.
Download or read book Schizophrenia Bulletin written by and published by . This book was released on 1997 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Random Factors in ANOVA written by Sally Ann Jackson and published by SAGE. This book was released on 1994 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The authors clearly explicate random-effectss analysis of variance (ANOVA) through several well-chosen real-life examples. . . . this is a neat little book. . . " --Dayanand N. Naik in Technometrics "The authors offer a motivating discussion of research circumstances for which random factors may be particularly suitable, and they define random factors more broadly and pragmatically than the traditional definition does on the basis of pure statistical sampling. . . . Random Factors in ANOVA will also probably be particularly useful to students who are not terribly quantitative in orientation, because much of it strives to explain intuitively and verbally the relevant issues." --Journal of Marketing Research When and why are random factors other than subjects used? How do you decide whether a factor is fixed or random? Through the use of examples from management, education, political science, and psychology, Jackson and Brashers show the reader how to determine if a factor is random or fixed and how to deal in an analysis of variance (ANOVA) with random factors. In addition, they explore ways to incorporate random factors into an experimental design with other factors and discuss ways to adapt SAS and SPSSX for analyzing designs with random factors.Learn more about "The Little Green Book" - QASS Series! Click Here
