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SAE TEACHING USING SIMULATIONS

Jan Pablo Burgard, Ralf Münnich
2015 Statistics in Transition New Series  
Burgard, 2013, and Münnich, 2014) . In model-based simulations random samples from a superpopulation model are drawn. The methods of interest are then applied to these random samples.  ... 
doi:10.21307/stattrans-2015-035 fatcat:nb6ivjsslfg5temvtwiptm3osm

Gravity Models in R

Anna-Lena Wölwer, Martin Breßlein, Jan Pablo Burgard
2018 Austrian Journal of Statistics  
Gravity models are used to explain bilateral flows related to the sizes of bilateral partners, a measure of distance between them and other influences on interaction costs. The underlying idea is rather simple. The greater the masses of two bodies and the smaller the distance between them, the stronger they attract each other. This concept is applied to several research topics such as trade, migration or foreign direct investment. Even though the basic idea of gravity models is rather simple,
more » ... ey can become very complex when it comes to the choice of models or estimation methods. The package \textbf{gravity} targets to provide \proglang{R} users with the functions necessary to execute the most common estimation methods for gravity models, especially for cross-sectional data. Gravitätsmodelle werden verwendet, um bilaterale Ströme zu erklären. Dabei werden sowohl die Größen und die Distanz der jeweiligen Partner als auch weitere Einflussfaktoren zur Erklärung herangezogen. Die zugrundeliegende Idee dieser Modelle beruht auf dem Gravitätsprinzip. Je schwerer zwei Körper und je kleiner deren Distanz zueinander, desto stärker ist ihre gegenseitige Anziehungskraft. Dieses Konzept wird auf verschiedene Forschungsreiche angewendet, so zum Beispiel Handel, Migration und ausländische Direktinvestitionen. Auch wenn die zugrundeliegende Idee von Gravitätsmodellen eher einfach ist, so kann deren Schätzung je nach Wahl des zugrundegelegten ökonomischen Zusammenhangs komplex werden. Das Paket \textbf{gravity} ermöglicht es \proglang{R}-Nutzern die gängigsten Verfahren für Gravitätsmodelle in der Querschnittsanalyse zu verwenden.
doi:10.17713/ajs.v47i4.688 fatcat:ttyheoc7yfcoxh6jvg6dwhhevy

A Riemannian Newton Trust-Region Method for Fitting Gaussian Mixture Models [article]

Lena Sembach, Jan Pablo Burgard, Volker H. Schulz
2021 arXiv   pre-print
., 2012 , Bishop, 2006 and in econometrics (Articus and Burgard, 2014, Compiani and Kitamura, 2016 ) and many others. We state the Gaussian Mixture Model in the following: Let K ∈ N be given.  ... 
arXiv:2104.14957v1 fatcat:tyxh4kyt6jd3nijkl4uksj73za

Generalized Linear Mixed Models With Crossed Effects and Unit-specific Survey Weights

Jan Pablo Burgard, Patricia Dörr
2022 figshare.com  
Mixed models are frequently used in social and economic analysis. Typically, the analyzed data are gathered through a survey sample from the population of interest. The underlying survey design may be non-ignorable, leading to possible bias in the regression parameters if not accounted for. To circumvent this problem, survey weights should be included in the estimation process. We propose a survey weighted generalized linear mixed model allowing for unit-specific survey weights and a flexible
more » ... ndom effects structure. An estimation procedure is proposed and evaluated in two simulation studies under different scenarios. The first simulation study strongly encourages the use of survey weighted generalized linear mixed models if the survey design is non-ignorable. The second one replicates a previous simulation study in order to study the competitivity of the proposed method with established approaches and software. Further, the proposed method is used to re-estimate a regression on reading proficiency using US PISA data from 2000. Supplementary files for this article are available online.
doi:10.6084/m9.figshare.16955635.v2 fatcat:mnakt2nhgnecbdkbp4sehmw5fy

SMALL AREA ESTIMATION IN THE GERMAN CENSUS 2011

Ralf Münnich, Jan Pablo Burgard, Siegfried Gabler, Matthias Ganninger, Jan-Philipp Kolb
2016 Statistics in Transition New Series  
Burgard, S. Gabler, M. Ganninger, J. P. Kolb: Small area …  ... 
doi:10.21307/stattrans-2016-004 fatcat:roptq5ghkjastkh4m6t5qde36q

Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021

Jan Pablo Burgard, Ralf Münnich, Martin Rupp
2019 AStA Wirtschafts- und Sozialstatistisches Archiv  
Mit Hilfe eines verallgemeinerten Kalibrierungsschätzer (siehe Burgard et al. 2019 ) können auch solche Teilgruppen sowie sehr kleine Nachweiseinheiten, sog.  ...  Burgard et al. 2019). Wie in Rupp (2018, Kap. 5) analysiert wurde, ist dieser Kalibrierungsschätzer von hoher numerischer Stabilität und somit auch auf große Datenmengen anwendbar.  ... 
doi:10.1007/s11943-019-00256-6 fatcat:u2mj3oihj5adfcs7ipgsy7ezkq

State-Dependent Transmission of Monetary Policy in the Euro Area

Jan Pablo Burgard, Matthias Neuenkirch, Matthias NNckel
2016 Social Science Research Network  
In this paper, we estimate a logit mixture vector autoregressive (Logit-MVAR) model describing monetary policy transmission in the euro area over the period 1999−2015. MVARs allow us to differentiate between different states of the economy. In our model, the time-varying state weights are determined by an underlying logit model. In contrast to other classes of non-linear VARs, the regime affiliation is neither strictly binary, nor binary with a transition period, and based on multiple
more » ... We show that monetary policy transmission in the euro area can indeed be described as a mixture of two states. The first (second) state with an overall share of 84% (16%) can be interpreted as a "normal state" ("crisis state"). In both states, output and prices are found to decrease after monetary policy shocks. During "crisis times" the contraction is much stronger, as the peak effect is roughly one-and-a-half times as large when compared to "normal times." In contrast, the effect of monetary policy shocks is less enduring in crisis times. Both findings provide a strong indication that the transmission mechanism is indeed different for the euro area during times of economic and financial distress. JEL Codes: C32, E52, E58.
doi:10.2139/ssrn.2888335 fatcat:svv3impoqzdznpvztwdipsduau

A Two‐level GREG Estimator for Consistent Estimation in Household Surveys

Anne Konrad, Jan Pablo Burgard, Ralf Münnich
2021 International Statistical Review  
The combination with generalised calibration using soft constraints may additionally be considered in this case (Burgard et al., 2019) .  ...  Burgard et al., 2017) . To reduce computational burden, we use the data of only one out of four regions. The population consists of approximately 2.6 million persons and 0.9 million households.  ... 
doi:10.1111/insr.12460 fatcat:rsmv6jslcvahfn4pzp3mbovybe

Small area estimation under a measurement error bivariate Fay–Herriot model

Jan Pablo Burgard, María Dolores Esteban, Domingo Morales, Agustín Pérez
2020 Statistical Methods & Applications  
On the other hand, Burgard et al. (2019) followed a likelihood-based approach for extending the Ybarra-Lohr model.  ...  The MEBFH model can be considered as a multivariate generalization of the Fay-Herriot model with measurement error studied by Ybarra and Lohr (2008) or by Burgard et al. (2019) .  ... 
doi:10.1007/s10260-020-00515-9 fatcat:sxmiofqk4jaznpa3goele2c3s4

Synthetic data for open and reproducible methodological research in social sciences and official statistics

Jan Pablo Burgard, Jan-Philipp Kolb, Hariolf Merkle, Ralf Münnich
2017 AStA Wirtschafts- und Sozialstatistisches Archiv  
Burgard et al. Zusammenfassung In der Forschung nehmen Vergleichbarkeit und Reproduzierbarkeit immer mehr an Bedeutung zu.  ...  For this purpose, a version control system is in the AMELIA data description (Burgard et al. 2017) .  ...  More details on the sample designs is provided in the data description provided on the AMELIA platform (Burgard et al. 2017 ).  ... 
doi:10.1007/s11943-017-0214-8 fatcat:ml2zl6s465apjldpconxkbqemq

The generalized equivalence of regularization and min–max robustification in linear mixed models

Jan Pablo Burgard, Joscha Krause, Dennis Kreber, Domingo Morales
2021 Statistical Papers  
This paper contains insights of a related working paper by Burgard et al. (2019) .  ...  Burgard et al. (2020a, b) assumed that measurement errors are normally distributed. However, no distributional assumptions are made here about D. Further, X and D are not required to be independent.  ... 
doi:10.1007/s00362-020-01214-z fatcat:mzrllii2trcddgwvpmibgg7eli

Adjusting selection bias in German health insurance records for regional prevalence estimation

Ralf Thomas Münnich, Jan Pablo Burgard, Joscha Krause
2019 Population Health Metrics  
Regional prevalence estimation requires epidemiologic data with substantial local detail. National health surveys may lack in sufficient local observations due to limited resources. Therefore, corresponding prevalence estimates may not capture regional morbidity patterns with the necessary accuracy. Health insurance records represent alternative data sources for this purpose. Fund-specific member populations have more local observations than surveys, which benefits regional prevalence
more » ... . However, due to national insurance market regulations, insurance membership can be informative for morbidity. Regional fund-specific prevalence proportions are selective in the sense that the morbidity structure of a fund's member population cannot be extrapolated to the national population. This implies a selection bias that marks a major obstacle for statistical inference. We provide a methodology to adjust fund-specific selectivity and perform regional prevalence estimation from health insurance records. The methodology is applied to estimate regional cohort-referenced diabetes mellitus type 2 prevalence in Germany.
doi:10.1186/s12963-019-0189-5 pmid:31455350 pmcid:PMC6712777 fatcat:tu2mdbnndzgg5ofdxctbnb5q6a

On the Use of Aggregate Survey Data for Estimating Regional Major Depressive Disorder Prevalence

Domingo Morales, Joscha Krause, Jan Pablo Burgard
2021 Psychometrika  
Burgard et al. (2020) and Burgard et al. (2021) considered structural versions of the univariate and multivariate Fay-Herriot models.  ...  See Burgard et al. (2019) for further insights on this problem. With respect to the remaining regions, our results display low prevalences in Baden-Württemberg and in Northwest.  ... 
doi:10.1007/s11336-021-09808-8 pmid:34487315 pmcid:PMC9021105 fatcat:ew2xyhqtonf4po36eswea2itva

The Impact of Sampling Designs on Small Area Estimates for Business Data

Jan Pablo Burgard, Ralf Münnich, Thomas Zimmermann
2014 Journal of Official Statistics  
Münnich and Burgard 2012) .  ...  Some ideas in the context of small area applications for household surveys can be drawn from Münnich and Burgard (2012) .  ... 
doi:10.2478/jos-2014-0046 fatcat:vvusvuvxmfgjhlq3uywjrac2gi

State‐Dependent Transmission of Monetary Policy in the Euro Area

JAN PABLO BURGARD, MATTHIAS NEUENKIRCH, MATTHIAS NÖCKEL
2018 Journal of Money, Credit and Banking  
Standard-Nutzungsbedingungen: Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden. Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen. Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen
more » ... bedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Abstract In this paper, we estimate a logit mixture vector autoregressive (Logit-MVAR) model describing monetary policy transmission in the euro area over the period 1999-2015. MVARs allow us to differentiate between different states of the economy. In our model, the time-varying state weights are determined by an underlying logit model. In contrast to other classes of non-linear VARs, the regime affiliation is neither strictly binary, nor binary with a transition period, and based on multiple variables. We show that monetary policy transmission in the euro area can indeed be described as a mixture of two states. The first (second) state with an overall share of 84% (16%) can be interpreted as a "normal state" ("crisis state"). In both states, output and prices are found to decrease after monetary policy shocks. During "crisis times" the contraction is much stronger, as the peak effect is roughly one-and-a-half times as large when compared to "normal times." In contrast, the effect of monetary policy shocks is less enduring in crisis times. Both findings provide a strong indication that the transmission mechanism is indeed different for the euro area during times of economic and financial distress. JEL-Codes: C320, E520, E580.
doi:10.1111/jmcb.12592 fatcat:epnlzh7olnbupnrvyunsbetkji
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