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22 articles for “explanatory variables”
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Research ArticleOpen accessIn the abstractESTIMATION OF CLAIM COST DATA USING ZERO ADJUSTED GAMMA AND INVERSE GAUSSIAN REGRESSION MODELSYulia Resti, Noriszura Ismail, Saiful Hafizah JamaanIn actuarial and insurance literatures, several researchers suggested generalized linear regression models (GLM) for modeling claim costs as a function of risk factors. The modeling of claim costs involving both zero and positive claims experience has been carried out by fitting the claim costs collectively using Tweedie model. However, the probability of zero claims in Tweedie model is not allowed … …Journal of Mathematics and Statistics, Vol. 9, Issue 3 · 11 Jul 2013 · 7,263 accessesView PDFCite
Research ArticleOpen accessIn the abstractFORECASTING THE FINANCIAL RETURNS FOR USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSISNop SopipanThe aim of this study was to forecast the returns for the Stock Exchange of Thailand (SET) Index by adding some explanatory variables and stationary Autoregressive order p (AR (p)) in the mean equation of returns. In addition, we used Principal Component Analysis (PCA) to remove possible complications caused by multicollinearity. Results showed that the multiple regressions based on PCA, … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 17 Apr 2013 · 6,958 accessesView PDFCite
Research ArticleOpen accessIn the abstractFORECASTING RETURNS FOR THE STOCK EXCHANGE OF THAILAND INDEX USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSISNop Sopipan, Anchalee Sattayatham, Samruam ChongcharoenThe aim of this study was to forecast the returns for the Stock Exchange of Thailand (SET) Index by adding some explanatory variables and stationary Autoregressive Moving-Average order p and q (ARMA (p, q)) in the mean equation of returns. In addition, we used Principal Component Analysis (PCA) to remove possible complications caused by multicollinearity. Afterwards, we forecast the volatility … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 18 Mar 2013 · 7,438 accessesView PDFCite
Research ArticleOpen accessIn the abstractNeural Networks Based Nonlinear Time Series Regression for Water Level Forecasting of Dungun RiverSiti Hajar Arbain, Antoni WibowoThe Department of Irrigation and Drainage (DID) Malaysia and Meteorological Malaysia Department (MMD) has been measured the flood characteristics benchmark which included water level, area inundation, peak inundation, peak discharge, volume of flow and duration of flooding. In terms of water levels, DID have introduced three categories of critical level stages namely normal, alert and danger levels. One of the … …Journal of Computer Science, Vol. 8, Issue 9 · 13 Aug 2012 · 7,792 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Discrete-Time Hazard Model for Loans: Some Evidence from Italian Banking SystemGiambona FrancescaProblem statement: The probability of default, PD, is a crucial problem for banks. In the last years international accords (Basel, Basel 2 and Basel 3) have incentived banks to adopt objectives systems to evaluating and monitoring risk of default in order to predict PD for new loans based on borrower’s characteristics. The aim of this study is to introduce a … …American Journal of Applied Sciences, Vol. 9, Issue 9 · 14 Jul 2012 · 7,394 accessesView PDFCite
Research ArticleOpen accessIn the abstractImpact of Fish Farming on Household Income: A Case Study from Mymensingh DistrictSyed Mohammad Aminur Rahman, Ariful Haque, Syed Md. Ashrafur RahmanProblem statement: Fisheries sector is a rising sector in Bangladesh. Many farmers are shifting their rice fields to ponds for fish farming in the study areas. This transformation of farming raises a question to the researchers whether fish farming has any impact on household income or not. Thus, the researchers took the present study to identify the contribution of fish … …Journal of Social Sciences, Vol. 7, Issue 2 · 2 Feb 2011 · 8,175 accessesView PDFCite
Research ArticleOpen accessIn the abstractRobust Estimations as a Remedy for Multicollinearity Caused by Multiple High Leverage PointsArezoo Bagheri, Habshah MidiProblem statement: The Least Squares (LS) method has been the most popular technique for estimating the parameters of a model due to its optimal properties and ease of computation. LS estimated regression may be seriously disturbed by multicollinearity which is a near linear dependency between two or more explanatory variables in the regression models. Even though LS estimates are unbiased … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 8,247 accessesView PDFCite
Research ArticleOpen accessIn the abstractDeterminants of Poster Reputation on Internet Stock Message BoardsYing ZhangProblem statement: I investigate the determinants of poster reputation in a user-rewarding reputation system on Thelion!WallStreetPit stock message board. My empirical analyses deal with two hypotheses: First, is a poster’s reputation affected by his/her characteristics at the time the message was posted? Second, is reputation also associated with the characteristics of the stock to which the message refers? Approach: To … …American Journal of Economics and Business Administration, Vol. 1, Issue 2 · 30 Jun 2009 · 7,664 accessesView PDFCite
Research ArticleOpen accessIn the abstractFactor Influences Selection of Islamic Banking: A Study on Malaysian Customer PreferencesAhasanul Haque, Jamil Osman, Ahmad Zaki Hj IsmailThe emergence of strong Islamic movements in last three decades has generated a renewed interest in Islamic economics, especially in Islamic interest free banking. Currently Islamic bank strategically offering high quality products and services to satisfy their customers due to the strong competition, customer expectation for high quality services and rapidly changes of technology. The purpose of this study is … …American Journal of Applied Sciences, Vol. 6, Issue 5 · 31 May 2009 · 12,192 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Importance of Police Performance as a Determinant of Satisfaction with PoliceJames E. Larsen, John P. BlairProblem statement: Citizen satisfaction with police performance is an important concern of public managers because police performance is central to citizens and accounts for a large share of urban budgets. Also, there is substantial disagreement in the literature regarding determents of citizen satisfaction. Approach: Logistic regression was used to investigate the results of three public opinion surveys, conducted biannually, to … …American Journal of Economics and Business Administration, Vol. 1, Issue 1 · 31 Mar 2009 · 8,714 accessesView PDFCite