This thesis contains the results of the development of crash prediction models for curved segments of rural two-lane two-way highways in the state of Utah. The modeling effort included the calibration of the predictive model found in the Highway Safety Manual (HSM) as well as the development of Utah-specific models developed using negative binomial regression. The data for these models came from randomly sampled curved segments in Utah, with crash data coming from years 2008-2012. The total number of randomly sampled curved segments was 1,495. The HSM predictive model for rural two-lane two-way highways consists of a safety performance function (SPF), crash modification factors (CMFs), and a jurisdiction-specific calibration factor. For this research, two sample periods were used: a three-year period from 2010 to 2012 and a five-year period from 2008 to 2012. The calibration factor for the HSM predictive model was determined to be 1.50 for the three-year period and 1.60 for the five-year period. These factors are to be used in conjunction with the HSM SPF and all applicable CMFs. A negative binomial model was used to develop Utah-specific crash prediction models based on both the three-year and five-year sample periods. A backward stepwise regression technique was used to isolate the variables that would significantly affect highway safety. The independent variables used for negative binomial regression included the same set of variables used in the HSM predictive model along with other variables such as speed limit and truck traffic that were considered to have a significant effect on potential crash occurrence. The significant variables at the 95 percent confidence level were found to be average annual daily traffic, segment length, total truck percentage, and curve radius. The main benefit of the Utah-specific crash prediction models is that they provide a reasonable level of accuracy for crash prediction yet only require four variables, thus requiring much less effort in data collection compared to using the HSM predictive model.

Traffic crashes have been identified as one of the main causes of death in the US, making road safety a high priority issue that needs urgent attention. Recognizing the fact that more and effective research has to be done in this area, this thesis aims mainly at developing different statistical models related to the road safety. The thesis includes three main sections: 1) overall crash frequency analysis using negative binomial models, 2) seemingly unrelated negative binomial (SUNB) models for different categories of crashes divided based on type of crash, or condition in which they occur, 3) safety models to determine the probability of crash occurrence, including a rainfall index that has been estimated using a logistic regression model. The study corridor is a 36.25 mile stretch of Interstate 4 in Central Florida. For the first two sections, crash cases from 1999 through 2002 were considered. Conventionally most of the crash frequency analysis model all crashes, instead of dividing them based on type of crash, peaking conditions, availability of light, severity, or pavement condition, etc. Also researchers traditionally used AADT to represent traffic volumes in their models. These two cases are examples of macroscopic crash frequency modeling. To investigate the microscopic models, and to identify the significant factors related to crash occurrence, a preliminary study (first analysis) explored the use of microscopic traffic volumes related to crash occurrence by comparing AADT/VMT with five to twenty minute volumes immediately preceding the crash. It was found that the volumes just before the time of crash occurrence proved to be a better predictor of crash frequency than AADT. The results also showed that road curvature, median type, number of lanes, pavement surface type and presence of on/off-ramps are among the significant factors that contribute to crash occurrence. In the second analysis various possible crash categories were prepared to exactly identify the factors related to them, using various roadway, geometric, and microscopic traffic variables. Five different categories are prepared based on a common platform, e.g. type of crash. They are: 1) Multiple and Single vehicle crashes, 2) Peak and Off-peak crashes, 3) Dry and Wet pavement crashes, 4) Daytime and Dark hour crashes, and 5) Property Damage Only (PDO) and Injury crashes. Each of the above mentioned models in each category are estimated separately. To account for the correlation between the disturbance terms arising from omitted variables between any two models in a category, seemingly unrelated negative binomial (SUNB) regression was used, and then the models in each category were estimated simultaneously. SUNB estimation proved to be advantageous for two categories: Category 1, and Category 4. Road curvature and presence of On-ramps/Off-ramps were found to be the important factors, which can be related to every crash category. AADT was also found to be significant in all the models except for the single vehicle crash model. Median type and pavement surface type were among the other important factors causing crashes. It can be stated that the group of factors found in the model considering all crashes is a superset of the factors that were found in individual crash categories. The third analysis dealt with the development of a logistic regression model to obtain the weather condition at a given time and location on I-4 in Central Florida so that this information can be used in traffic safety analyses, because of the lack of weather monitoring stations in the study area. To prove the worthiness of the weather information obtained form the analysis, the same weather information was used in a safety model developed by Abdel-Aty et al., 2004. It was also proved that the inclusion of weather information actually improved the safety model with better prediction accuracy.

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La tesi propone evidenze empiriche e teoriche sull’importanza delle abilità cosiddette non cognitive come elemento fondamentale del capitale umano individuale. In particolare, ci si propone di discutere se, e in che portata, queste capacità relazionali incidano sulle performance lavorative e sulle decisioni concernenti la salute. La tesi propone le reti sociali, o “social networks”, come possibile misurazione di queste capacità interpersonali. Il primo capitolo presenta una dettagliata rassegna della letteratura sulle abilità non cognitive, e sui loro effetti su salari e stato di salute, e discute l’appropriatezza dell’utilizzo delle variabili di “social networks” come misura per tali abilità. Il secondo capitolo stima a livello empirico l’impatto delle capacità relazionali sui salari. Per una completezza di metodologia e per verificare la robustezza dei risultati, le stime vengono effettuate con diverse metodologie econometriche. Il terzo capitolo analizza gli effetti di queste abilità sociali sul consumo di sigarette, e discute la loro importanza rispetto ad altri fattori rilevanti, come tasse e comportamenti dei genitori. Il capitolo applica diversi stimatori, lineari e non, ed esamina le differenze, in termini di grandezza e significatività statistica, nei risultati ottenuti. / This thesis provides further evidence on the importance of including non-cognitive and social skills as a component of individual human capital. In particular, it aims to assess whether interpersonal skills, measured through social network metrics, influence labour market and health attainment. The first chapter reviews the literature on non-cognitive skills and their impact on various outcomes, and discusses the use of social network metrics as measure of interpersonal skills. The second chapter empirically estimates the impact of these social skills on earnings. The effect is estimated comparing alternative empirical strategies to model social interactions, to fully examine the robustness and the meaning of the results obtained. The third chapter examines the effect of these skills on individual smoking behaviour over the young adulthood life. In particular, it examines the role of popularity and social skills on smoking decision, and compares the relative importance of these skills to other factors, such as cigarette taxes, and parents’ smoking behaviour. It also analysed the extent to which using non-linear estimators affects the significance and the magnitude of the effects of these factors.

This study re-examines the relationship between competition and innovation in a detailed firm-level dataset of publicly traded US companies spanning from 1975 to 2013. Using R&D expenditures, patent counts and patent citations as the measures of innovation, and Herfindahl-Hirschman Index, Lerner Index, Profit Elasticity and Product Market Fluidity as the proxies for competition we document a robust positive association between the two variables, as well as strong evidence of the non-linear relationship known as "inverted-U shape", when controlling for size, distance to technological frontier, level of knowledge spillovers, technological opportunities and other firm- and industry-specific characteristics. We address overdispersion in the data by using negative binomial and zero-inflated negative binomial count data regressions, and the results are robust in these specifications. Additionally, in order to address potential endogeneity issues, we employ a set of instruments based on the import tariff rates and the level of Chinese import penetration, and find a weak evidence of positive relationship as well. Overall the results strongly support the prediction of agency models, "replacement effect" and "escape- competition effect" about the positive influence of competition on innovation. Powered by TCPDF...

Gráficos de controle têm sido amplamente utilizados na manufatura para melhoria de processos. Diversas abordagens tem sido propostas para melhorar o desempenho dos gráficos existentes na literatura. Além disso, o uso de gráficos de controle tem se estendido para outras áreas, tais como, economia, finanças, medicina, etc. O objetivo deste trabalho é comparar o gráfico CUSUM com o gráfico EWMA para monitoramento do número diário de internações hospitalares. Para tanto, utilizou-se uma série histórica de internações devido a doenças respiratórias para a população acima de 65 anos. Um modelo linear foi ajustado considerando que o número de internações segue uma distribuição Binomial Negativa. São simulados diversos cenários de mudança no número médio de internações e utilizando diferentes estatísticas baseadas em transformações, é feita uma comparação entre estes gráficos. Verifica-se que o gráfico EWMA com limite de controle assintótico possui desempenho muito similar ao gráfico CUSUM. Já o EWMA implementado com limite de controle exato apresenta melhor desempenho em relação ao gráfico CUSUM quando se atribui pesos menores aos dados atuais. / Control charts have been widely used for process improvement in manufacturing. In literature several approaches have been proposed to improve the current charts performance. In addition, the use of control charts has been extended to other areas such as economics, finance, medicine, and others. The objective of this study is to compare CUSUM control chart with EWMA control chart for monitoring daily number of hospital admissions. Using a historical hospitalizations series due to respiratory diseases for people over 65 years old, a Negative Binomial regression model is fitted. Several scenarios are simulated using different shifts in the mean and using different statistics based on transformations, in order to compare these charts. It is shown that EWMA control chart with asymptotic control limit has similar performance as CUSUM control chart. However, using smaller values for new observations the EWMA control chart with exact control limit has better performance than CUSUM control chart.

Neste trabalho propomos a distribuição Weibull-Binomial-Negativa (WBN) considerando uma estrutura de ativação latente para explicar a ocorrência do evento de interesse, em que o número de causas competitivas é modelado pela distribuição Binomial Negativa, e os tempos não observados devido às causas seguem a distribuição Weibull. Em geral, as causas competitivas podem ter diferentes mecanismos de ativação, sendo assim os casos de primeira ativação, última ativação e ativação aleatória foram considerados no estudo. Desse modo o modelo proposto inclui uma ampla distribuição, tais como Weibull-Geométrico (WG) e Exponencial-Poisson Complementar (EPC), introduzidas por Barreto-Souza et al. (2011) e G. et al. (2011), respectivamente. Baseando-nos na mesma estrutura, consideramos o modelo de regressão locação-escala baseado na distribuição proposta (WBN) e o modelo para dados de sobrevivência com fração de cura. Os principais objetivos deste trabalho é estudar as propriedades matemáticas dos modelos propostos e desenvolver procedimentos de inferências desde uma perspectiva clássica e Bayesiana. Além disso, as medidas de diagnóstico Bayesiana baseadas na \'psi\'-divergência (Peng & Dey, 1995; Weiss, 1996), que inclui como caso particular a medida de divergência Kullback-Leibler (K-L), foram consideradas para detectar observações influentes / In this work we propose the Weibull-Negative-Binomial (WNB) considering a latent activation structure to explain the occurrence of an event of interest, where the number of competing causes are modeled by the Negative Binomial distribution and the no observed time due to the causes following the Weibull distribution. In general, the competitive causes may have different activation mechanisms, cases of first, last and random activation were considered in the study. Thus, the proposed model includes a wide distribution such as Weibull-Geometric distribution (WG) and Exponential-Poisson complementary (EPC) introduced by (Barreto-Souza et al., 2011) and (G. et al., 2011) respectively. Based on the same structure, we propose a location-scale regression model based on the proposed distribution (WNB) and the model for survival data with cure fraction. The main objectives of this work is to study the mathematical properties of the proposed models and develop procedures inferences from a classical and Bayesian perspective. Moreover, the Bayesian diagnostic measures based on the \'psi\'-divergence (Peng & Dey, 1995; Weiss, 1996), which includes Kullback-Leibler (K-L) divergence measure as a particular case, were considered to detect influential observations

O objetivo principal deste trabalho é discutir estimação e diagnóstico em modelos semiparamétricos com resposta binomial negativa, mais especificamente, modelos de regressão com resposta binomial negativa em que uma das variáveis explicativas contínuas é modelada de forma não paramétrica. Iniciamos o trabalho com um exemplo ilustrativo e fazemos uma breve revisão dos modelos paramétricos com resposta binomial negativa. Em seguida, introduzimos os modelos semiparamétricos com resposta binomial negativa e discutimos alguns aspectos de estimação, inferência e seleção de modelos. Dedicamos um capítulo a procedimentos de diagnóstico, tais como desenvolvimento de medidas de alavanca e de influência sob os aspectos de deleção de pontos e influência local, além de abordar a análise de resíduos. Reanalizamos o exemplo ilustrativo sob o enfoque semiparamétrico e apresentamos algumas conclusões. / The aim of this work is to discuss some aspects on estimation and diagnostics in negative binomial regression models which an explanatory continuous variable is modeled nonparametrically. First, an illustrative example is presented and analyzed under parametric negative binomial regression models. The proposed models are then introduced and some aspects on estimations, inference and model selection are presented. Particular emphasis is given on the development of diagnostic procedures, such as leverage measures, Cook distances, local influence approach and residuals. The motivated example is reanalyzed under the semiparametric viewpoint and some conclusions are given.

A água de lastro de navios é um dos principais agentes dispersivos de organismos nocivos à saúde humana e ao meio ambiente e normas internacionais exigem que a concentração desses organismos no tanque seja menor que um valor previamente especificado. Por limitações de tempo e custo, esse controle requer o uso de amostragem. Sob a hipótese de que a concentração desses organismos no tanque é homogênea, vários autores têm utilizado a distribuição Poisson para a tomada de decisão com base num teste de hipóteses. Como essa proposta é pouco realista, estendemos os resultados para casos em que a concentração de organismos no tanque é heterogênea utilizando estratificação, processos de Poisson não-homogêneos ou assumindo que ela obedece a uma distribuição Gama, que induz uma distribuição Binomial Negativa para o número de organismos amostrados. Além disso, propomos uma nova abordagem para o problema por meio de técnicas de estimação baseadas na distribuição Binomial Negativa. Para fins de aplicação, implementamos rotinas computacionais no software R / Ballast water is a leading dispersing agent of harmful organisms to human health and to the environment and international standards require that the concentration of these organisms in the tank must be less than a prespecified value. Because of time and cost limitations, this inspection requires the use of sampling. Under the assumption of an homogeneous organism concentration in the tank, several authors have used the Poisson distribution for decision making based on hypothesis testing. Since this proposal is unrealistic, we extend the results for cases in which the organism concentration in the tank is heterogeneous, using stratification, nonhomogeneous Poisson processes or assuming that it follows a Gamma distribution, which induces a Negative Binomial distribution for the number of sampled organisms. Furthermore, we propose a novel approach to the problem through estimation techniques based on the Negative Binomial distribution. For practical applications, we implemented computational routines using the R software

Nesta dissertação estudou-se o modelo GARMA para modelar séries temporais de dados de contagem com as distribuições condicionais de Poisson, binomial e binomial negativa. A principal finalidade foi analisar no contexto clássico e bayesiano, o desempenho e a qualidade do ajuste dos modelos de interesse, bem como o desempenho dos percentis de cobertura dos intervalos de confiança dos parâmetros para os modelos adotados. Para atingir tal finalidade considerou-se a análise dos estimadores pontuais bayesianos e foram analisados intervalos de credibilidade. Neste estudo é proposta uma distribuição a priori conjugada para os parâmetros dos modelos e busca-se a distribuição a posteriori, a qual associada a certas funções de perda permite encontrar estimativas bayesianas para os parâmetros. Na abordagem clássica foram calculados estimadores de máxima verossimilhança, usandose o método de score de Fisher e verificou-se por meio de simulação a consistência dos mesmos. Com os estudos desenvolvidos pode-se observar que, tanto a inferência clássica quanto a inferência bayesiana para os parâmetros dos modelos em questão, apresentou boas propriedades analisadas por meio das propriedades dos estimadores pontuais. A última etapa do trabalho consiste na análise de um conjunto de dados reais, sendo uma série real correspondente ao número de internações por causa da dengue em Campina Grande. Estes resultados mostram que tanto o estudo clássico, quanto o bayesiano, são capazes de descrever bem o comportamento da série / In this work, it was studied the GARMA model to model time series count data with Poisson, binomial and negative binomial discrete conditional distributions. The main goal is to analyze, in the bayesian and classic context, the performance and the quality of fit of the corresponding models, as well as the coverage percentages performance to these models. To achieve this purpose we considered the analysis of Bayesian estimators and credible intervals were analyzed. To the Bayesian study it was proposed a priori distribution joined to the models parameters and sought a posteriori distribution, which one associate with to certain loss functions allows finding out Bayesian estimates to the parameters. In the classical approach, it was calculated the maximum likelihood estimators using the method of Fisher scoring, whose interest was to verify, by simulation, the consistence. With the studies developed we can notice that, both classical and inference Bayesian inference for the parameters of those models, presented good properties analysed through the properties of the punctual estimators. The last stage of the work consisted of the analysis of one real data set, being a real serie corresponding to the admission number because of dengue in the city of Campina Grande. These results show that both the classic and the Bayesian studies are able to describe well the behavior of the serie