ترغب بنشر مسار تعليمي؟ اضغط هنا

Beyond unidimensional poverty analysis using distributional copula models for mixed ordered-continuous outcomes

139   0   0.0 ( 0 )
 نشر من قبل Maike Hohberg
 تاريخ النشر 2020
  مجال البحث الاحصاء الرياضي
والبحث باللغة English




اسأل ChatGPT حول البحث

Poverty is a multidimensional concept often comprising a monetary outcome and other welfare dimensions such as education, subjective well-being or health, that are measured on an ordinal scale. In applied research, multidimensional poverty is ubiquitously assessed by studying each poverty dimension independently in univariate regression models or by combining several poverty dimensions into a scalar index. This inhibits a thorough analysis of the potentially varying interdependence between the poverty dimensions. We propose a multivariate copula generalized additive model for location, scale and shape (copula GAMLSS or distributional copula model) to tackle this challenge. By relating the copula parameter to covariates, we specifically examine if certain factors determine the dependence between poverty dimensions. Furthermore, specifying the full conditional bivariate distribution, allows us to derive several features such as poverty risks and dependence measures coherently from one model for different individuals. We demonstrate the approach by studying two important poverty dimensions: income and education. Since the level of education is measured on an ordinal scale while income is continuous, we extend the bivariate copula GAMLSS to the case of mixed ordered-continuous outcomes. The new model is integrated into the GJRM package in R and applied to data from Indonesia. Particular emphasis is given to the spatial variation of the income-education dependence and groups of individuals at risk of being simultaneously poor in both education and income dimensions.

قيم البحث

اقرأ أيضاً

Heywood cases are known from linear factor analysis literature as variables with communalities larger than 1.00, and in present day factor models, the problem also shows in negative residual variances. For binary data, ordinal factor models can be ap plied with either delta parameterization or theta parametrization. The former is more common than the latter and can yield Heywood cases when limited information estimation is used. The same problem shows up as nonconvergence cases in theta parameterized factor models and as extremely large discriminations in item response theory (IRT) models. In this study, we explain why the same problem appears in different forms depending on the method of analysis. We first discuss this issue using equations and then illustrate our conclusions using a small simulation study, where all three methods, delta and theta parameterized ordinal factor models (with estimation based on polychoric correlations) and an IRT model (with full information estimation), are used to analyze the same datasets. We also compared the performances of the WLS, WLSMV, and ULS estimators for the ordinal factor models. Finally, we analyze real data with the same three approaches. The results of the simulation study and the analysis of real data confirm the theoretical conclusions.
Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds of multi- modal dependencies, as well as asymmetric and tail dependencies. They have been effectively used in clustering non-Gaussian data and in Reproducibility Analysis, a meta-analysis method designed to verify the reliability and consistency of multiple high-throughput experiments. Parameter estimation for GMCM is challenging due to its intractable likelihood. The best previous methods have maximized a proxy-likelihood through a Pseudo Expectation Maximization (PEM) algorithm. They have no guarantees of convergence or convergence to the correct parameters. In this paper, we use Automatic Differentiation (AD) tools to develop a method, called AD-GMCM, that can maximize the exact GMCM likelihood. In our simulation studies and experiments with real data, AD-GMCM finds more accurate parameter estimates than PEM and yields better performance in clustering and Reproducibility Analysis. We discuss the advantages of an AD-based approach, to address problems related to monotonic increase of likelihood and parameter identifiability in GMCM. We also analyze, for GMCM, two well-known cases of degeneracy of maximum likelihood in GMM that can lead to spurious clustering solutions. Our analysis shows that, unlike GMM, GMCM is not affected in one of the cases.
We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in this paper, we carry out finite and infinite mixture model-based cluster ing for a CTHMM and achieve inference using Markov chain Monte Carlo (MCMC). For a finite mixture model with prior on the number of components, we implement reversible-jump MCMC to facilitate the trans-dimensional move between different number of clusters. For a Dirichlet process mixture model, we utilize restricted Gibbs sampling split-merge proposals to expedite the MCMC algorithm. We employ proposed algorithms to the simulated data as well as a real data example, and the results demonstrate the desired performance of the new sampler.
The identification of factors associated with mental and behavioral disorders in early childhood is critical both for psychopathology research and the support of primary health care practices. Motivated by the Millennium Cohort Study, in this paper w e study the effect of a comprehensive set of covariates on childrens emotional and behavioural trajectories in England. To this end, we develop a Quantile Mixed Hidden Markov Model for joint estimation of multiple quantiles in a linear regression setting for multivariate longitudinal data. The novelty of the proposed approach is based on the Multivariate Asymmetric Laplace distribution which allows to jointly estimate the quantiles of the univariate conditional distributions of a multivariate response, accounting for possible correlation between the outcomes. Sources of unobserved heterogeneity and serial dependency due to repeated measures are modeled through the introduction of individual-specific, time-constant random coefficients and time-varying parameters evolving over time with a Markovian structure, respectively. The inferential approach is carried out through the construction of a suitable Expectation-Maximization algorithm without parametric assumptions on the random effects distribution.
We propose a distributed quadratic inference function framework to jointly estimate regression parameters from multiple potentially heterogeneous data sources with correlated vector outcomes. The primary goal of this joint integrative analysis is to estimate covariate effects on all outcomes through a marginal regression model in a statistically and computationally efficient way. We develop a data integration procedure for statistical estimation and inference of regression parameters that is implemented in a fully distributed and parallelized computational scheme. To overcome computational and modeling challenges arising from the high-dimensional likelihood of the correlated vector outcomes, we propose to analyze each data source using Qu, Lindsay and Li (2000)s quadratic inference functions, and then to jointly reestimate parameters from each data source by accounting for correlation between data sources using a combined meta-estimator in a similar spirit to Hansen (1982)s generalised method of moments. We show both theoretically and numerically that the proposed method yields efficiency improvements and is computationally fast. We illustrate the proposed methodology with the joint integrative analysis of the association between smoking and metabolites in a large multi-cohort study and provide an R package for ease of implementation.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا