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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 52)
Applied Categorical Structures     Hybrid Journal   (Followers: 4)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 8)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Biometrical Journal     Hybrid Journal   (Followers: 9)
Biometrics     Hybrid Journal   (Followers: 50)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 18)
Building Simulation     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 11)
Computational Statistics     Hybrid Journal   (Followers: 15)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 35)
Current Research in Biostatistics     Open Access   (Followers: 8)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 12)
Demographic Research     Open Access   (Followers: 14)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 8)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 11)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 5)
Handbook of Statistics     Full-text available via subscription   (Followers: 7)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 17)
International Journal of Stochastic Analysis     Open Access   (Followers: 2)
International Statistical Review     Hybrid Journal   (Followers: 12)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 23)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 38, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Econometrics     Hybrid Journal   (Followers: 82)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 7)
Journal of Forecasting     Hybrid Journal   (Followers: 19)
Journal of Global Optimization     Hybrid Journal   (Followers: 6)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 6)
Journal of Probability and Statistics     Open Access   (Followers: 10)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 33)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 3)
Journal of Statistical Physics     Hybrid Journal   (Followers: 13)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 7)
Journal of Statistical Software     Open Access   (Followers: 16, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 72, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal  
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 37)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 28)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 41)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 16)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 23)
Law, Probability and Risk     Hybrid Journal   (Followers: 6)
Lifetime Data Analysis     Hybrid Journal   (Followers: 7)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 3)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 8)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 6)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 33)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 15)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 7)
Review of Economics and Statistics     Hybrid Journal   (Followers: 143)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 16)
Sankhya A     Hybrid Journal   (Followers: 3)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal  
Significance     Hybrid Journal   (Followers: 7)
Sociological Methods & Research     Hybrid Journal   (Followers: 41)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 8)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methods and Applications     Hybrid Journal   (Followers: 6)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 28)
Statistical Modelling     Hybrid Journal   (Followers: 18)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics and Computing     Hybrid Journal   (Followers: 14)
Statistics and Economics     Open Access  
Statistics in Medicine     Hybrid Journal   (Followers: 126)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 12)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 2)
The American Statistician     Full-text available via subscription   (Followers: 25)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

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Statistical Modelling
Journal Prestige (SJR): 1.269
Citation Impact (citeScore): 1
Number of Followers: 18  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1471-082X - ISSN (Online) 1477-0342
Published by Sage Publications Homepage  [1174 journals]
  • A model for space-time threshold exceedances with an application to
           extreme rainfall

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      Authors: Paola Bortot, Carlo Gaetan
      Abstract: Statistical Modelling, Ahead of Print.
      In extreme value studies, models for observations exceeding a fixed high threshold have the advantage of exploiting the available extremal information while avoiding bias from low values. In the context of space-time data, the challenge is to develop models for threshold exceedances that account for both spatial and temporal dependence. We address this issue through a modelling approach that embeds spatial dependence within a time series formulation. The model allows for different forms of limiting dependence in the spatial and temporal domains as the threshold level increases. In particular, temporal asymptotic independence is assumed, as this is often supported by empirical evidence, especially in environmental applications, while both asymptotic dependence and asymptotic independence are considered for the spatial domain. Inference from the observed exceedances is carried out through a combination of pairwise likelihood and a censoring mechanism. For those model specifications for which direct maximization of the censored pairwise likelihood is unfeasible, we propose an indirect inference procedure which leads to satisfactory results in a simulation study. The approach is applied to a dataset of rainfall amounts recorded over a set of weather stations in the North Brabant province of the Netherlands. The application shows that the range of extremal patterns that the model can cover is wide and that it has a competitive performance with respect to an alternative existing model for space-time threshold exceedances.
      Citation: Statistical Modelling
      PubDate: 2022-05-28T06:09:13Z
      DOI: 10.1177/1471082X221098224
       
  • Self-exciting point process modelling of crimes on linear networks

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      Authors: Nicoletta D’Angelo, David Payares, Giada Adelfio, Jorge Mateu
      Abstract: Statistical Modelling, Ahead of Print.
      Although there are recent developments for the analysis of first and second-order characteristics of point processes on networks, there are very few attempts in introducing models for network data. Motivated by the analysis of crime data in Bucaramanga (Colombia), we propose a spatiotemporal Hawkes point process model adapted to events living on linear networks. We first consider a non-parametric modelling strategy, for which we follow a non-parametric estimation of both the background and the triggering components. Then we consider a semi-parametric version, including a parametric estimation of the background based on covariates, and a non-parametric one of the triggering effects. Our model can be easily adapted to multi-type processes. Our network model outperforms a planar version, improving the fitting of the self-exciting point process model.
      Citation: Statistical Modelling
      PubDate: 2022-05-20T04:54:21Z
      DOI: 10.1177/1471082X221094146
       
  • On Lasso and adaptive Lasso for non-random sample in credit scoring

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      Authors: Emmanuel O. Ogundimu
      Abstract: Statistical Modelling, Ahead of Print.
      Prediction models in credit scoring are often formulated using available data on accepted applicants at the loan application stage. The use of this data to estimate probability of default (PD) may lead to bias due to non-random selection from the population of applicants. That is, the PD in the general population of applicants may not be the same with the PD in the subpopulation of the accepted applicants. A prominent model for the reduction of bias in this framework is the sample selection model, but there is no consensus on its utility yet. It is unclear if the bias-variance trade- off of regularization techniques can improve the predictions of PD in non-random sample selection setting. To address this, we propose the use of Lasso and adaptive Lasso for variable selection and optimal predictive accuracy. By appealing to the least square approximation of the likelihood function of sample selection model, we optimize the resulting function subject to L1 and adaptively weighted L1 penalties using an efficient algorithm. We evaluate the performance of the proposed approach and competing alternatives in a simulation study and applied it to the well-known American Express credit card dataset.
      Citation: Statistical Modelling
      PubDate: 2022-05-09T09:11:19Z
      DOI: 10.1177/1471082X221092181
       
  • Interpretable modelling of retail demand and price elasticity for
           passenger flights using booking data

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      Authors: Jan Felix Meyer, Go¨ran Kauermann, Michael Stanley Smith
      Abstract: Statistical Modelling, Ahead of Print.
      We propose a model of retail demand for air travel and ticket price elasticity at the daily booking and individual flight level. Daily bookings are modelled as a non-homogeneous Poisson process with respect to the time to departure. The booking intensity is a function of booking and flight level covariates, including non-linear effects modelled semi-parametrically using penalized splines. Customer heterogeneity is incorporated using a finite mixture model, where the latent segments have covariate-dependent probabilities. We fit the model to a unique dataset of over one million daily counts of bookings for 9 602 scheduled flights on a short-haul route over two years. A control variate approach with a strong instrument corrects for a substantial level of price endogeneity. A rich latent segmentation is uncovered, along with strong covariate effects. The calibrated model can be used to quantify demand and price elasticity for different flights booked on different days prior to departure and is a step towards continuous pricing; something that is a major objective of airlines. As our model is interpretable, forecasts can be created under different scenarios. For instance, while our model is calibrated on data collected prior to COVID-19, many of the empirical insights are likely to remain valid as air travel recovers in the post-COVID-19 period.
      Citation: Statistical Modelling
      PubDate: 2022-05-09T09:01:57Z
      DOI: 10.1177/1471082X221083343
       
  • A time-varying GARCH mixed-effects model for isolating high- and low-
           frequency volatility and co-volatility

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      Authors: Zeynab Aghabazaz, Iraj Kazemi, Alireza Nematollahi
      Abstract: Statistical Modelling, Ahead of Print.
      This article studies long-term, short-term volatility and co-volatility in stock markets by introducing modelling strategies to the multivariate data analysis that deal with serially correlated innovations and cross-section dependence. In particular, it presents an innovative mixed-effects model through a GARCH process, allowing for heterogeneity effects and time-series dynamics. We propose a non-parametric regression model of the penalized low-rank smoothing spline to present time trends into the variance and covariance equations. The strategy provides flexible modelling of the low-frequency volatility and co-volatility in equity markets. The decomposed low-frequency matrix was modelled using the modified Cholesky factorization. The Hamiltonian Monte Carlo technique is implemented as a Bayesian computing process for estimating parameters and latent factors. The advantage of our modelling strategy in empirical studies is highlighted by examining the effect of latent financial factors on a panel across 10 equities over 110 weekly series. The model can differentiate non-parametrically dynamic patterns of high and low frequencies of variance–covariance structural equations and incorporate economic features to predict variabilities in stock markets regarding time-series evidence.
      Citation: Statistical Modelling
      PubDate: 2022-03-15T05:28:10Z
      DOI: 10.1177/1471082X221080488
       
  • Bayesian modelling of integer-valued transfer function models

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      Authors: Aljo Clair Pingal, Cathy W. S. Chen
      Abstract: Statistical Modelling, Ahead of Print.
      External events are commonly known as interventions that often affect times series of counts. This research introduces a class of transfer function models that include four different types of interventions on integer-valued time series: abrupt start and abrupt decay (additive outlier), abrupt start and gradual decay (transient shift), abrupt start and permanent effect (level shift) and gradual start and permanent effect. We propose integer-valued transfer function models incorporating a generalized Poisson, log-linear generalized Poisson or negative binomial to estimate and detect these four types of interventions in a time series of counts. Utilizing Bayesian methods, which are adaptive Markov chain Monte Carlo (MCMC) algorithms to obtain the estimation, we further employ deviance information criterion (DIC), posterior odd ratios and mean squared standardized residual for model comparisons. As an illustration, this study evaluates the effectiveness of our methods through a simulation study and application to crime data in Albury City, New South Wales (NSW) Australia. Simulation results show that the MCMC procedure is reasonably effective. The empirical outcome also reveals that the proposed models are able to successfully detect the locations and type of interventions.
      Citation: Statistical Modelling
      PubDate: 2022-03-02T06:34:05Z
      DOI: 10.1177/1471082X221075477
       
  • Maximum approximate likelihood estimation of general continuous-time
           state-space models

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      Authors: Sina Mews, Roland Langrock, Marius Ötting, Houda Yaqine, Jost Reinecke
      Abstract: Statistical Modelling, Ahead of Print.
      Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions concerning linearity and Gaussianity to facilitate inference on the model parameters via the Kalman filter. In this contribution, we provide a general continuous-time SSM framework, allowing both the observation and the state process to be non-linear and non-Gaussian. Statistical inference is carried out by maximum approximate likelihood estimation, where multiple numerical integration within the likelihood evaluation is performed via a fine discretization of the state process. The corresponding reframing of the SSM as a continuous-time hidden Markov model, with structured state transitions, enables us to apply the associated efficient algorithms for parameter estimation and state decoding. We illustrate the modelling approach in a case study using data from a longitudinal study on delinquent behaviour of adolescents in Germany, revealing temporal persistence in the deviation of an individual's delinquency level from the population mean.
      Citation: Statistical Modelling
      PubDate: 2022-01-17T04:44:45Z
      DOI: 10.1177/1471082X211065785
       
  • Dynamic modelling of corporate credit ratings and defaults

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      Authors: Laura Vana, Kurt Hornik
      Abstract: Statistical Modelling, Ahead of Print.
      In this article, we propose a longitudinal multivariate model for binary and ordinal outcomes to describe the dynamic relationship among firm defaults and credit ratings from various raters. The latent probability of default is modelled as a dynamic process which contains additive firm-specific effects, a latent systematic factor representing the business cycle and idiosyncratic observed and unobserved factors. The joint set-up also facilitates the estimation of a bias for each rater which captures changes in the rating standards of the rating agencies. Bayesian estimation techniques are employed to estimate the parameters of interest. Several models are compared based on their out-of-sample prediction ability and we find that the proposed model outperforms simpler specifications. The joint framework is illustrated on a sample of publicly traded US corporates which are rated by at least one of the credit rating agencies S&P, Moody's and Fitch during the period 1995–2014.
      Citation: Statistical Modelling
      PubDate: 2021-12-18T05:34:28Z
      DOI: 10.1177/1471082X211057610
       
  • Multivariate functional additive mixed models

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      Authors: Alexander Volkmann, Almond Stöcker, Fabian Scheipl, Sonja Greven
      Abstract: Statistical Modelling, Ahead of Print.
      Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary such as precipitation, temperature and wind speeds over time at a given weather station. We propose a multivariate functional additive mixed model (multiFAMM) and show its application to both data situations using examples from sports science (movement trajectories of snooker players) and phonetic science (acoustic signals and articulation of consonants). The approach includes linear and nonlinear covariate effects and models the dependency structure between the dimensions of the responses using multivariate functional principal component analysis. Multivariate functional random intercepts capture both the auto-correlation within a given function and cross-correlations between the multivariate functional dimensions. They also allow us to model between-function correlations as induced by, for example, repeated measurements or crossed study designs. Modelling the dependency structure between the dimensions can generate additional insight into the properties of the multivariate functional process, improves the estimation of random effects, and yields corrected confidence bands for covariate effects. Extensive simulation studies indicate that a multivariate modelling approach is more parsimonious than fitting independent univariate models to the data while maintaining or improving model fit.
      Citation: Statistical Modelling
      PubDate: 2021-12-08T03:25:09Z
      DOI: 10.1177/1471082X211056158
       
  • Smoothing spatio-temporal data with complex missing data patterns

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      Authors: Eleonora Arnone, Laura M. Sangalli, Andrea Vicini
      Abstract: Statistical Modelling, Ahead of Print.
      We consider spatio-temporal data and functional data with spatial dependence, characterized by complicated missing data patterns. We propose a new method capable to efficiently handle these data structures, including the case where data are missing over large portions of the spatio-temporal domain. The method is based on regression with partial differential equation regularization. The proposed model can accurately deal with data scattered over domains with irregular shapes and can accurately estimate fields exhibiting complicated local features. We demonstrate the consistency and asymptotic normality of the estimators. Moreover, we illustrate the good performances of the method in simulations studies, considering different missing data scenarios, from sparse data to more challenging scenarios where the data are missing over large portions of the spatial and temporal domains and the missing data are clustered in space and/or in time. The proposed method is compared to competing techniques, considering predictive accuracy and uncertainty quantification measures. Finally, we show an application to the analysis of lake surface water temperature data, that further illustrates the ability of the method to handle data featuring complicated patterns of missingness and highlights its potentiality for environmental studies.
      Citation: Statistical Modelling
      PubDate: 2021-12-03T04:04:44Z
      DOI: 10.1177/1471082X211057959
       
  • Bayesian analysis of two-part nonlinear latent variable model:
           Semiparametric method

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      Authors: Jian-Wei Gou, Ye-Mao Xia, De-Peng Jiang
      Abstract: Statistical Modelling, Ahead of Print.
      Two-part model (TPM) is a widely appreciated statistical method for analyzing semi-continuous data. Semi-continuous data can be viewed as arising from two distinct stochastic processes: one governs the occurrence or binary part of data and the other determines the intensity or continuous part. In the regression setting with the semi-continuous outcome as functions of covariates, the binary part is commonly modelled via logistic regression and the continuous component via a log-normal model. The conventional TPM, still imposes assumptions such as log-normal distribution of the continuous part, with no unobserved heterogeneity among the response, and no collinearity among covariates, which are quite often unrealistic in practical applications. In this article, we develop a two-part nonlinear latent variable model (TPNLVM) with mixed multiple semi-continuous and continuous variables. The semi-continuous variables are treated as indicators of the latent factor analysis along with other manifest variables. This reduces the dimensionality of the regression model and alleviates the potential multicollinearity problems. Our TPNLVM can accommodate the nonlinear relationships among latent variables extracted from the factor analysis. To downweight the influence of distribution deviations and extreme observations, we develop a Bayesian semiparametric analysis procedure. The conventional parametric assumptions on the related distributions are relaxed and the Dirichlet process (DP) prior is used to improve model fitting. By taking advantage of the discreteness of DP, our method is effective in capturing the heterogeneity underlying population. Within the Bayesian paradigm, posterior inferences including parameters estimates and model assessment are carried out through Markov Chains Monte Carlo (MCMC) sampling method. To facilitate posterior sampling, we adapt the Polya-Gamma stochastic representation for the logistic model. Using simulation studies, we examine properties and merits of our proposed methods and illustrate our approach by evaluating the effect of treatment on cocaine use and examining whether the treatment effect is moderated by psychiatric problems.
      Citation: Statistical Modelling
      PubDate: 2021-11-25T04:16:37Z
      DOI: 10.1177/1471082X211059233
       
  • Bayesian clustered coefficients regression with auxiliary covariates
           assistant random effects

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      Authors: Guanyu Hu, Yishu Xue, Zhihua Ma
      Abstract: Statistical Modelling, Ahead of Print.
      In regional economics research, a problem of interest is to detect similarities between regions, and estimate their shared coefficients in economics models. In this article, we propose a mixture of finite mixtures clustered regression model with auxiliary covariates that account for similarities in demographic or economic characteristics over a spatial domain. Our Bayesian construction provides both inference for number of clusters and clustering configurations, and estimation for parameters for each cluster. Empirical performance of the proposed model is illustrated through simulation experiments, and further applied to a study of influential factors for monthly housing cost in Georgia.
      Citation: Statistical Modelling
      PubDate: 2021-10-29T03:54:02Z
      DOI: 10.1177/1471082X211049278
       
  • Robust clustering based on finite mixture of multivariate fragmental
           distributions

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      Authors: Mohsen Maleki, Geoffrey J. McLachlan, Sharon X. Lee
      Abstract: Statistical Modelling, Ahead of Print.
      A flexible class of multivariate distributions called scale mixtures of fragmental normal (SMFN) distributions, is introduced. Its extension to the case of a finite mixture of SMFN (FM-SMFN) distributions is also proposed. The SMFN family of distributions is convenient and effective for modelling data with skewness, discrepant observations and population heterogeneity. It also possesses some other desirable properties, including an analytically tractable density and ease of computation for simulation and estimation of parameters. A stochastic representation of the SMFN distribution is given and then a hierarchical representation is described, the latter aids in parameter estimation, derivation of statistical properties and simulations. Maximum likelihood estimation of the FM-SMFN distribution via the expectation–maximization (EM) algorithm is outlined before the clustering performance of the proposed mixture model is illustrated using simulated and real datasets. In particular, the ability of FM-SMFN distributions to model data generated from various well-known families is demonstrated.
      Citation: Statistical Modelling
      PubDate: 2021-10-22T07:44:26Z
      DOI: 10.1177/1471082X211048660
       
  • A joint transition model for evaluating eGFR as biomarker for rejection
           after kidney transplantation

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      Authors: Maarten Coemans, Geert Verbeke, Maarten Naesens
      Abstract: Statistical Modelling, Ahead of Print.
      The estimated glomerular filtration rate (eGFR) quantifies kidney graft function and is measured repeatedly after transplantation. Kidney graft rejection is diagnosed by performing biopsies on a regular basis (protocol biopsies at time of stable eGFR) or by performing biopsies due to clinical cause (indication biopsies at time of declining eGFR). The diagnostic value of the eGFR evolution as biomarker for rejection is not well established. To this end, we built a joint model which combines characteristics of transition models and shared parameter models to carry over information from one biopsy to the next, taking into account the longitudinal information of eGFR collected in between. From our model, applied to data of University Hospitals Leuven (870 transplantations, 2 635 biopsies), we conclude that a negative deviation from the mean eGFR slope increases the probability of rejection in indication biopsies, but that, on top of the biopsy history, there is little benefit in using the eGFR profile for diagnosing rejection. Methodologically, our model fills a gap in the biomarker literature by relating a frequently (repeatedly) measured continuous outcome with a less frequently (repeatedly) measured binary indicator. The developed joint transition model is flexible and applicable to multiple other research settings.
      Citation: Statistical Modelling
      PubDate: 2021-10-15T04:15:21Z
      DOI: 10.1177/1471082X211048695
       
  • Canonical correlation analysis in high dimensions with structured
           regularization

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      Authors: Elena Tuzhilina, Leonardo Tozzi, Trevor Hastie
      Abstract: Statistical Modelling, Ahead of Print.
      Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an [math] penalty on the CCA coefficients is widely used in applications with high-dimensional data. One limitation of such regularization is that it ignores any data structure, treating all the features equally, which can be ill-suited for some applications. In this article we introduce several approaches to regularizing CCA that take the underlying data structure into account. In particular, the proposed group regularized canonical correlation analysis (GRCCA) is useful when the variables are correlated in groups. We illustrate some computational strategies to avoid excessive computations with regularized CCA in high dimensions. We demonstrate the application of these methods in our motivating application from neuroscience, as well as in a small simulation example.
      Citation: Statistical Modelling
      PubDate: 2021-10-04T03:09:01Z
      DOI: 10.1177/1471082X211041033
       
  • Outlier accommodation with semiparametric density processes: A study of
           Antarctic snow density modelling

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      Authors: Daniel M. Sheanshang, Philip A. White, Durban G. Keeler
      Abstract: Statistical Modelling, Ahead of Print.
      In many settings, data acquisition generates outliers that can obscure inference. Therefore, practitioners often either identify and remove outliers or accommodate outliers using robust models. However, identifying and removing outliers is often an ad hoc process that affects inference, and robust methods are often too simple for some applications. In our motivating application, scientists drill snow cores and measure snow density to infer densification rates that aid in estimating snow water accumulation rates and glacier mass balances. Advanced measurement techniques can measure density at high resolution over depth but are sensitive to core imperfections, making them prone to outliers. Outlier accommodation is challenging in this setting because the distribution of outliers evolves over depth and the data demonstrate natural heteroscedasticity. To address these challenges, we present a two-component mixture model using a physically motivated snow density model and an outlier model, both of which evolve over depth. The physical component of the mixture model has a mean function with normally distributed depth-dependent heteroscedastic errors. The outlier component is specified using a semiparametric prior density process constructed through a normalized process convolution of log-normal random variables. We demonstrate that this model outperforms alternatives and can be used for various inferential tasks.
      Citation: Statistical Modelling
      PubDate: 2021-09-30T04:09:45Z
      DOI: 10.1177/1471082X211043946
       
  • Modelling agreement for binary intensive longitudinal data

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      Authors: Sophie Vanbelle, Emmanuel Lesaffre
      Abstract: Statistical Modelling, Ahead of Print.
      Devices that measure our physical, medical and mental condition have entered our daily life recently. Such devices measure our status in a continuous manner and can be useful in predicting future medical events or can guide us towards a healthier life. It is therefore important to establish that such devices record our behaviour in a reliable manner and measure what we believe they measure. In this article, we propose to measure the reliability and validity of a newly developed measuring device in time using a longitudinal model for sequential kappa statistics. We propose a Bayesian estimation procedure. The method is illustrated by a validation study of a new accelerometer in cardiopulmonary rehabilitation patients.
      Citation: Statistical Modelling
      PubDate: 2021-09-03T10:27:55Z
      DOI: 10.1177/1471082X211034002
       
  • Parametric estimation of non-crossing quantile functions

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      Authors: Gianluca Sottile, Paolo Frumento
      Abstract: Statistical Modelling, Ahead of Print.
      Quantile regression (QR) has gained popularity during the last decades, and is now considered a standard method by applied statisticians and practitioners in various fields. In this work, we applied QR to investigate climate change by analysing historical temperatures in the Arctic Circle. This approach proved very flexible and allowed to investigate the tails of the distribution, that correspond to extreme events. The presence of quantile crossing, however, prevented using the fitted model for prediction and extrapolation. In search of a possible solution, we first considered a different version of QR, in which the QR coefficients were described by parametric functions. This alleviated the crossing problem, but did not eliminate it completely. Finally, we exploited the imposed parametric structure to formulate a constrained optimization algorithm that enforced monotonicity. The proposed example showed how the relatively unexplored field of parametric quantile functions could offer new solutions to the long-standing problem of quantile crossing. Our approach is particularly convenient in situations, like the analysis of time series, in which the fitted model may be used to predict extreme quantiles or to perform extrapolation. The described estimator has been implemented in the R package qrcm.
      Citation: Statistical Modelling
      PubDate: 2021-09-01T07:08:20Z
      DOI: 10.1177/1471082X211036517
       
  • On Bayesian model selection for INGARCH models viatrans-dimensional Markov
           chain Monte Carlo methods

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      Authors: Panagiota Tsamtsakiri, Dimitris Karlis
      Abstract: Statistical Modelling, Ahead of Print.
      There is an increasing interest in models for discrete valued time series. Among them, the integer autoregressive conditional heteroscedastic (INGARCH) is a model that has found several applications. In the present article, we study the problem of model selection for this family of models. Namely we consider that an observation conditional on the past follows a Poisson distribution where its mean depends on its past mean values and on past observations. We consider both linear and log-linear models. Our purpose is to select the most appropriate order of such models, using a trans-dimensional Bayesian approach that allows jumps between competing models. A small simulation experiment supports the usage of the method. We apply the methodology to real datasets to illustrate the potential of the approach.
      Citation: Statistical Modelling
      PubDate: 2021-08-30T03:17:29Z
      DOI: 10.1177/1471082X211034705
       
  • Mixed effect modelling and variable selection for quantile regression

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      Authors: Haim Bar, James G. Booth, Martin T. Wells
      Abstract: Statistical Modelling, Ahead of Print.
      It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent generalized inverse-Gaussian variables. This fact is exploited here to extend QR to allow for random effects in the linear predictor. Convergence of the algorithm in this setting is established by showing that it is a generalized alternating minimization (GAM) procedure. Another modification of the EM algorithm also allows us to adapt a recently proposed method for variable selection in mean regression models to the QR setting. Simulations show that the resulting method significantly outperforms variable selection in QR models using the lasso penalty. Applications to real data include a frailty QR analysis of hospital stays, and variable selection for age at onset of lung cancer and for riboflavin production rate using high-dimensional gene expression arrays for prediction.
      Citation: Statistical Modelling
      PubDate: 2021-08-24T03:37:09Z
      DOI: 10.1177/1471082X211033490
       
  • Detecting bearish and bullish markets in financial time series using
           hierarchical hidden Markov models

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      Authors: Lennart Oelschläger, Timo Adam
      Abstract: Statistical Modelling, Ahead of Print.
      Financial markets exhibit alternating periods of rising and falling prices. Stock traders seeking to make profitable investment decisions have to account for those trends, where the goal is to accurately predict switches from bullish to bearish markets and vice versa. Popular tools for modelling financial time series are hidden Markov models, where a latent state process is used to explicitly model switches among different market regimes. In their basic form, however, hidden Markov models are not capable of capturing both short- and long-term trends, which can lead to a misinterpretation of short-term price fluctuations as changes in the long-term trend. In this article, we demonstrate how hierarchical hidden Markov models can be used to draw a comprehensive picture of market behaviour, which can contribute to the development of more sophisticated trading strategies. The feasibility of the suggested approach is illustrated in two real-data applications, where we model data from the Deutscher Aktienindex and the Deutsche Bank stock. The proposed methodology is implemented in the R package fHMM, which is available on CRAN.
      Citation: Statistical Modelling
      PubDate: 2021-08-19T04:36:36Z
      DOI: 10.1177/1471082X211034048
       
  • A spatially explicit N-mixture model for the estimation of disease
           prevalence

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      Authors: Ben J Brintz, Lisa Madsen, Claudio Fuentes
      Abstract: Statistical Modelling, Ahead of Print.
      This article develops an approximate N-mixture model for infectious disease counts that accounts for under-reporting as well as spatial dependence induced by person-to-person spread of disease. We employ the model to estimate actual case counts in Oregon of chlamydia, an easily-treated but usually asymptomatic sexually transmitted disease. We describe a combined parametric bootstrap to account for uncertainty in parameter estimates as well as sampling variability in actual case counts. A simulation study illustrates that our method performs well in many scenarios when the model is correctly specified, and also gives reasonable results when the model is misspecified, and no spatial dependence exists.
      Citation: Statistical Modelling
      PubDate: 2021-06-21T03:30:41Z
      DOI: 10.1177/1471082X211020872
       
  • Quantile regression for longitudinal data via the multivariate generalized
           hyperbolic distribution

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      Authors: Alvaro J. Flórez, Ingrid Van Keilegom, Geert Molenberghs, Anneleen Verhasselt
      Abstract: Statistical Modelling, Ahead of Print.
      While extensive research has been devoted to univariate quantile regression, this is considerably less the case for the multivariate (longitudinal) version, even though there are many potential applications, such as the joint examination of growth curves for two or more growth characteristics, such as body weight and length in infants. Quantile functions are easier to interpret for a population of curves than mean functions. While the connection between multivariate quantiles and the multivariate asymmetric Laplace distribution is known, it is less well known that its use for maximum likelihood estimation poses mathematical as well as computational challenges. Therefore, we study a broader family of multivariate generalized hyperbolic distributions, of which the multivariate asymmetric Laplace distribution is a limiting case. We offer an asymptotic treatment. Simulations and a data example supplement the modelling and theoretical considerations.
      Citation: Statistical Modelling
      PubDate: 2021-06-07T01:00:04Z
      DOI: 10.1177/1471082X211015454
       
  • Alleviating confounding in spatio-temporal areal models with an
           application on crimes against women in India

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      Authors: Aritz Adin, Tomás Goicoa, James S. Hodges, Patrick M. Schnell, María D. Ugarte
      Abstract: Statistical Modelling, Ahead of Print.
      Assessing associations between a response of interest and a set of covariates in spatial areal models is the leitmotiv of ecological regression. However, the presence of spatially correlated random effects can mask or even bias estimates of such associations due to confounding effects if they are not carefully handled. Though potentially harmful, confounding issues have often been ignored in practice leading to wrong conclusions about the underlying associations between the response and the covariates. In spatio-temporal areal models, the temporal dimension may emerge as a new source of confounding, and the problem may be even worse. In this work, we propose two approaches to deal with confounding of fixed effects by spatial and temporal random effects, while obtaining good model predictions. In particular, restricted regression and an apparently—though in fact not—equivalent procedure using constraints are proposed within both fully Bayes and empirical Bayes approaches. The methods are compared in terms of fixed-effect estimates and model selection criteria. The techniques are used to assess the association between dowry deaths and certain socio-demographic covariates in the districts of Uttar Pradesh, India.
      Citation: Statistical Modelling
      PubDate: 2021-06-01T05:55:53Z
      DOI: 10.1177/1471082X211015452
       
  • Interactively visualizing distributional regression models with
           distreg.vis

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      Authors: Stanislaus Stadlmann, Thomas Kneib
      Abstract: Statistical Modelling, Ahead of Print.
      A newly emerging field in statistics is distributional regression, where not only the mean but each parameter of a parametric response distribution can be modelled using a set of predictors. As an extension of generalized additive models, distributional regression utilizes the known link functions (log, logit, etc.), model terms (fixed, random, spatial, smooth, etc.) and available types of distributions but allows us to go well beyond the exponential family and to model potentially all distributional parameters. Due to this increase in model flexibility, the interpretation of covariate effects on the shape of the conditional response distribution, its moments and other features derived from this distribution is more challenging than with traditional mean-based methods. In particular, such quantities of interest often do not directly equate the modelled parameters but are rather a (potentially complex) combination of them. To ease the post-estimation model analysis, we propose a framework and subsequently feature an implementation in R for the visualization of Bayesian and frequentist distributional regression models fitted using the bamlss, gamlss and betareg R packages.
      Citation: Statistical Modelling
      PubDate: 2021-05-27T10:07:10Z
      DOI: 10.1177/1471082X211007308
       
  •   Bayesian adjustment for measurement error in an offset variable in
           a Poisson regression model

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      Authors: Kangjie Zhang, Juxin Liu, Yang Liu, Peng Zhang, Raymond J. Carroll
      Abstract: Statistical Modelling, Ahead of Print.
      Fatal car crashes are the leading cause of death among teenagers in the USA. The Graduated Driver Licensing (GDL) programme is one effective policy for reducing the number of teen fatal car crashes. Our study focuses on the number of fatal car crashes in Michigan during 1990–2004 excluding 1997, when the GDL started. We use Poisson regression with spatially dependent random effects to model the county level teen car crash counts. We develop a measurement error model to account for the fact that the total teenage population in the county level is used as a proxy for the teenage driver population. To the best of our knowledge, there is no existing literature that considers adjustment for measurement error in an offset variable. Furthermore, limited work has addressed the measurement errors in the context of spatial data. In our modelling, a Berkson measurement error model with spatial random effects is applied to adjust for the error-prone offset variable in a Bayesian paradigm. The Bayesian Markov chain Monte Carlo (MCMC) sampling is implemented in rstan. To assess the consequence of adjusting for measurement error, we compared two models with and without adjustment for measurement error. We found the effect of a time indicator becomes less significant with the measurement-error adjustment. It leads to our conclusion that the reduced number of teen drivers can help explain, to some extent, the effectiveness of GDL.
      Citation: Statistical Modelling
      PubDate: 2021-05-24T07:46:09Z
      DOI: 10.1177/1471082X211008011
       
  • A regularized hidden Markov model for analyzing the ‘hot shoe’
           in football

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      Authors: Marius Ötting, Groll Andreas
      Abstract: Statistical Modelling, Ahead of Print.
      We propose a penalized likelihood approach in hidden Markov models (HMMs) to perform automated variable selection. To account for a potential large number of covariates, which also may be substantially correlated, we consider the elastic net penalty containing LASSO and ridge as special cases. By quadratically approximating the non-differentiable penalty, we ensure that the likelihood can be maximized numerically. The feasibility of our approach is assessed in simulation experiments. As a case study, we examine the ‘hot hand’ effect, whose existence is highly debated in different fields, such as psychology and economics. In the present work, we investigate a potential ‘hot shoe’ effect for the performance of penalty takers in (association) football, where the (latent) states of the HMM serve for the underlying form of a player.
      Citation: Statistical Modelling
      PubDate: 2021-05-20T03:56:53Z
      DOI: 10.1177/1471082X211008014
       
  • Two-part quantile regression models for semi-continuous longitudinal data:
           A finite mixture approach

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      Authors: Luca Merlo, Antonello Maruotti, Lea Petrella
      Abstract: Statistical Modelling, Ahead of Print.
      This article develops a two-part finite mixture quantile regression model for semi-continuous longitudinal data. The proposed methodology allows heterogeneity sources that influence the model for the binary response variable to also influence the distribution of the positive outcomes. As is common in the quantile regression literature, estimation and inference on the model parameters are based on the asymmetric Laplace distribution. Maximum likelihood estimates are obtained through the EM algorithm without parametric assumptions on the random effects distribution. In addition, a penalized version of the EM algorithm is presented to tackle the problem of variable selection. The proposed statistical method is applied to the well-known RAND Health Insurance Experiment dataset which gives further insights on its empirical behaviour.
      Citation: Statistical Modelling
      PubDate: 2021-04-07T11:42:24Z
      DOI: 10.1177/1471082X21993603
       
  • Semi-supervised clustering of time-dependent categorical sequences with
           application to discovering education-based life patterns

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      Authors: Yingying Zhang, Volodymyr Melnykov, Igor Melnykov
      Abstract: Statistical Modelling, Ahead of Print.
      A new approach to the analysis of heterogeneous categorical sequences is proposed. The first-order Markov model is employed in a finite mixture setting with initial state and transition probabilities being expressed as functions of time. The expectation–maximization algorithm approach to parameter estimation is implemented in the presence of positive equivalence constraints that determine which observations must be placed in the same class in the solution. The proposed model is applied to a dataset from the British Household Panel Survey to evaluate the association between the education background and life outcomes of study participants. The analysis of the survey data reveals many interesting relationships between the level of education and major life events.
      Citation: Statistical Modelling
      PubDate: 2021-03-09T04:31:41Z
      DOI: 10.1177/1471082X21989170
       
  • Renewal model for anomalous traffic in Internet2 links

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      Authors: John Nicholson, Piotr Kokoszka, Robert Lund, Peter Kiessler, Julia Sharp
      Abstract: Statistical Modelling, Ahead of Print.
      We propose and estimate an alternating renewal model describing the propagation of anomalies in a backbone internet network in the United States. Internet anomalies, either caused by equipment malfunction, news events or malicious attacks, have been a focus of research in network engineering since the advent of the internet over 30 years ago. This article contributes to the understanding of statistical properties of the times between the arrivals of the anomalies, their duration and stochastic structure. Anomalous, or active, time periods are modelled as periods containing clusters or 1s, where 1 indicates a presence of an anomaly. The inactive periods consisting entirely of 0s dominate the 0–1 time series in every link. Since the active periods contain 0s, a separation parameter is introduced and estimated jointly with all other parameters of the model. Our statistical analysis shows that the integer-valued separation parameter and five other non-negative, scalar parameters satisfactorily describe all statistical properties of the observed 0–1 series.
      Citation: Statistical Modelling
      PubDate: 2021-02-02T06:06:13Z
      DOI: 10.1177/1471082X19983146
       
  • Renewal model for anomalous traffic in Internet2 links

    • Free pre-print version: Loading...

      Authors: John Nicholson, Piotr Kokoszka, Robert Lund, Peter Kiessler, Julia Sharp
      Abstract: Statistical Modelling, Ahead of Print.
      We propose and estimate an alternating renewal model describing the propagation of anomalies in a backbone internet network in the United States. Internet anomalies, either caused by equipment malfunction, news events or malicious attacks, have been a focus of research in network engineering since the advent of the internet over 30 years ago. This article contributes to the understanding of statistical properties of the times between the arrivals of the anomalies, their duration and stochastic structure. Anomalous, or active, time periods are modelled as periods containing clusters or 1s, where 1 indicates a presence of an anomaly. The inactive periods consisting entirely of 0s dominate the 0–1 time series in every link. Since the active periods contain 0s, a separation parameter is introduced and estimated jointly with all other parameters of the model. Our statistical analysis shows that the integer-valued separation parameter and five other non-negative, scalar parameters satisfactorily describe all statistical properties of the observed 0–1 series.
      Citation: Statistical Modelling
      PubDate: 2021-01-22T11:55:22Z
      DOI: 10.1177/1471082X20983146
       
  • Multivariate ordinal random effects models including subject and group
           specific response style effects

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      Authors: Gunther Schauberger, Gerhard Tutz
      Abstract: Statistical Modelling, Ahead of Print.
      Common random effects models for repeated measurements account for the heterogeneity in the population by including subject-specific intercepts or variable effects. They do not account for the heterogeneity in answering tendencies. For ordinal responses in particular, the tendency to choose extreme or middle responses can vary in the population. Extended models are proposed that account for this type of heterogeneity. Location effects as well as the tendency to extreme or middle responses are modelled as functions of explanatory variables. It is demonstrated that ignoring response styles may affect the accuracy of parameter estimates. An example demonstrates the applicability of the method.
      Citation: Statistical Modelling
      PubDate: 2021-01-06T10:47:57Z
      DOI: 10.1177/1471082X20978034
       
  • A Bayesian framework for modelling the preferential selection process in
           respondent-driven sampling

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      Authors: Katherine R. McLaughlin
      First page: 153
      Abstract: Statistical Modelling, Ahead of Print.
      In sampling designs that utilize peer recruitment, the sampling process is partially unknown and must be modelled to make inference about the population and estimate standard outcomes like prevalence. We develop a Bayesian model for the recruitment process for respondent-driven sampling (RDS), a network sampling methodology used worldwide to sample hidden populations that are not reachable by conventional sampling techniques, including those at high risk for HIV/AIDS. Current models for the RDS sampling process typically assume that recruitment occurs randomly given the population social network, but this is likely untrue in practice. To model preferential selection on covariates, we develop a sequential two-sided rational choice framework, which allows generative probabilistic network models to be created for the RDS sampling process. In the rational choice framework, members of the population make recruitment and participation choices based on observable nodal and dyadic covariates to maximize their utility given constraints. Inference is made about recruitment preferences given the observed recruitment chain in a Bayesian framework by incorporating the latent utilities and sampling from the joint posterior distribution via Markov chain Monte Carlo. We present simulation results and apply the model to an RDS study of Francophone migrants in Rabat, Morocco.
      Citation: Statistical Modelling
      PubDate: 2021-09-23T06:07:35Z
      DOI: 10.1177/1471082X211043945
       
 
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