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SAE TEACHING USING SIMULATIONS
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
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,
doi:10.17713/ajs.v47i4.688
fatcat:ttyheoc7yfcoxh6jvg6dwhhevy
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... 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.
A Riemannian Newton Trust-Region Method for Fitting Gaussian Mixture Models
[article]
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
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
doi:10.6084/m9.figshare.16955635.v2
fatcat:mnakt2nhgnecbdkbp4sehmw5fy
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... 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.
SMALL AREA ESTIMATION IN THE GERMAN CENSUS 2011
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
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
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
doi:10.2139/ssrn.2888335
fatcat:svv3impoqzdznpvztwdipsduau
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... 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.
A Two‐level GREG Estimator for Consistent Estimation in Household Surveys
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
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
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
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
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
doi:10.1186/s12963-019-0189-5
pmid:31455350
pmcid:PMC6712777
fatcat:tu2mdbnndzgg5ofdxctbnb5q6a
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... . 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.
On the Use of Aggregate Survey Data for Estimating Regional Major Depressive Disorder Prevalence
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
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
2018
Journal of Money, Credit and Banking
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doi:10.1111/jmcb.12592
fatcat:epnlzh7olnbupnrvyunsbetkji
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... 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.
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