by Tung-lok Ng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 57-59. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Full Maximum Likelihood Estimation of the General Model --- p.4 / Chapter 2.1 --- Introduction --- p.4 / Chapter 2.2 --- Model --- p.4 / Chapter 2.3 --- Identification of the model --- p.5 / Chapter 2.4 --- Maximum likelihood estimation --- p.7 / Chapter 2.5 --- Computational Procedure --- p.12 / Chapter 2.6 --- Tests of Hypothesis --- p.13 / Chapter 2.7 --- Example --- p.14 / Chapter Chapter 3 --- Bayesian Analysis of Stochastic Prior Information --- p.17 / Chapter 3.1 --- Introduction --- p.17 / Chapter 3.2 --- Bayesian Analysis of the general model --- p.18 / Chapter 3.3 --- Computational Procedure --- p.22 / Chapter 3.4 --- Test the Compatibility of the Prior Information --- p.24 / Chapter 3.5 --- Example --- p.25 / Chapter Chapter 4 --- Simulation Study --- p.27 / Chapter 4.1 --- Introduction --- p.27 / Chapter 4.2 --- Simulation1 --- p.27 / Chapter 4.3 --- Simulation2 --- p.30 / Chapter 4.4 --- Summary and Discussion --- p.31 / Chapter Chapter 5 --- Concluding Remarks --- p.33 / Tables / References --- p.57

by Yin-Ping Leung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaves 95-96). / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Estimation of the Correlation between Polytomous and Interval Data --- p.6 / Chapter 2.1 --- Model --- p.6 / Chapter 2.2 --- Maximum Likelihood Estimation --- p.8 / Chapter 2.3 --- Partition Maximum Likelihood Estimation --- p.10 / Chapter 2.4 --- Optimization Procedure and Simulation Study --- p.18 / Chapter Chapter 3 --- Three-stage Procedure for Covariance Structure Analysis --- p.25 / Chapter 3.1 --- Model --- p.25 / Chapter 3.2 --- Three-stage Estimation Method --- p.26 / Chapter 3.3 --- Optimization Procedure and Simulation Study --- p.38 / Chapter Chapter 4 --- Two-stage Procedure for Correlation Structure Analysis --- p.46 / Chapter 4.1 --- Model --- p.47 / Chapter 4.2 --- Two-stage Estimation Method --- p.47 / Chapter 4.3 --- Optimization Procedure and Monte Carlo Study --- p.50 / Chapter 4.4 --- Comparison of Two Methods --- p.53 / Chapter Chapter 5 --- Conclusion --- p.56 / Tables --- p.58 / References --- p.95

by Wai-chung Lui. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1994. / Includes bibliographical references (leaves 76-82). / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Estimation of the model with one truncated continuous variable and one polytomous variable --- p.6 / Chapter §2.1 --- The model / Chapter § 2.2 --- Likelihood function of the model / Chapter § 2.3 --- Derivatives of F (θ） / Chapter § 2.4 --- Asymptotic properties of the model / Chapter Chapter 3 --- Estimation of the model with one truncated continuous variable and several polytomous variables --- p.22 / Chapter § 3.1 --- The model / Chapter § 3.2 --- Partition Maximum Likelihood (PML) estimation / Chapter § 3.3 --- Asymptotic properties of the PML estimates / Chapter Chapter 4 --- Optimization procedures and Simulation study --- p.43 / Chapter § 4.1 --- Optimization procedures / Chapter § 4.2 --- Simulation study / Chapter Chapter 5 --- Summary and Conclusion --- p.54 / Tables --- p.56 / References --- p.76

El modelo de análisis de clases latentes tiene como finalidad describir una variable no observable a través del agrupamiento de los individuos en base a sus patrones de respuestas. La estimación en este modelo se puede realizar mediante el algoritmo de Esperanza-Maximización (EM) y su desarrollo para el caso politómico se encuentra implementado en el paquete poLCA de R. Desde el punto de vista bayesiano, esta estimación ha sido hasta el momento implementada sólo para el caso de variables dicotómicas. En este trabajo, se busca extender este ultimo aporte para el caso politómico, haciendo uso del muestrador de Gibbs. La aplicación del modelo de análisis de clases latentes, bajo el enfoque bayesiano aquí desarrollado, se realizó sobre un conjunto de datos reales relacionados con la con fianza hacia 21 instituciones públicas en una encuesta para Lima Metropolitana. En general, se identificaron tres grupos de encuestados seg un sus niveles de confianza institucional, los cuales se analizaron luego en relación a otras variables. / Tesis

Models for establishing substantive theory in behavioral, medical, psychological and sociological sciences usually involve casual effects and correlations among the manifest variables and latent variables that cannot be measured by one single measurement. The aim of this thesis is to give some statistical analyses of some latent variable models. There are seven chapters in this thesis. The first two chapters respectively give an outline of the thesis and present some methodologies. In Chapters 3 and 4, the maximum likelihood and Bayesis estimations of the models for binary data and polytomous data are given respectively, in which some statistical analyses are also discussed. Chapters 5 describes a Bayesian procedure and two maximum likelihood methods to analyze the general nonlinear structural equation models. In Chapter 6, nonlinear structural equation models with continuous and polytomous variables are discussed. Finally, we extend the previous methodology to deal with the multilevel data in Chapter 7. / by Hong-tu Zhu. / "December 1999." / Adviser: Sik-Yum Lee. / Source: Dissertation Abstracts International, Volume: 61-03, Section: B, page: 1479. / Thesis (Ph.D.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (p. 120-135). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts in English and Chinese. / School code: 1307.

Lam Yuk Fai. / "May 2004." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (p. 50-52). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.

El presente trabajo de investigación tiene como propósito analizar una propuesta de indicadores macroeconómicos y financieros para un sistema de alerta temprana en la tasa de morosidad de las Cajas Municipales de Ahorro y Crédito del sistema financiero peruano, durante el periodo 2006-2017. El objetivo principal de este estudio es demostrar la influencia de las variables seleccionadas con respecto a la tasa de morosidad y determinar el efecto producido por cada una sobre la variable dependiente como un sistema de alerta o prevención. Las variables escogidas para el análisis son PBI sector comercio, tasa de desempleo, ratio de solvencia, ratio de liquidez, número de agencias, créditos directos y créditos directos por empleado. Para este caso, la información estadística se analizará a través del modelo econométrico vector autorregresivo (VAR) para determinar los efectos que presentan las variables sobre la tasa de morosidad y el modelo vector autorregresivo estructural (VARS) para analizarlo de forma estructural de largo plazo. Así mismo, se determina los efectos dinámicos de las variables macroeconómicas y financieras con respecto a la tasa de morosidad. Dentro de los resultados obtenidos tenemos que las variables macroeconómicas y financieras estudiadas sí influyen en la tasa de morosidad, lo cual corroboran nuestras hipótesis y funcionan como un sistema de alerta temprana para las Cajas Municipales. Con respecto al efecto de las variables, se observa que el efecto de cada una varía o se mantiene en la fase corta y en la fase permanente. / The purpose of this research is to analyze a proposal of macroeconomic and financial factors for an early warning system for the default rate of Municipal Savings and Credit of the Peruvian financial system, during the period 2006-2017. The objective of this study is to demonstrate the influence of selected variables on the default rate and also, as a complement, know the effect produced by each one as a prevention system. The variables chosen for the analysis are GDP trade sector, unemployment rate, solvency rate, liquidity, number of agencies, direct credits and direct credits per employee. For this, the statistical information will be analyzed through the autoregressive vector (VAR), an econometric model that determine the effects of the variables on the default rate and the structural autoregressive vector model (VARS) to analyze it in a long-term structural manner. Additionally, the dynamic effects of the macroeconomic and financial variables are determined in relation to the default rate. The results of this study are that macroeconomic and financial factors have an influence in the default rate, which are in order with our hypotheses and it works as an early warning for Municipal Savings. About the effect of each variable, there are cases that it changes or remains in the short term and long term. / Tesis

No description available.

In the standard Data Envelopment Analysis (DEA), the strong disposability and convexity axioms along with the variable/constant return to scale assumption provide a good estimation of the production possibility set and the efficient frontier. However, when data contains some or all measures represented by ratios, the standard DEA fails to generate an accurate efficient frontier. This problem has been addressed by a number of researchers and models have been proposed to solve the problem. This thesis proposes a “Maximized Slack Model” as a second stage to an existing model. This work implements a two phase modified model in MATLAB (since no existing DEA software can handle ratios) and with this new tool, compares the results of our proposed model against the results from two other standard DEA models for a real example with ratio and non-ratio measures. Then we propose different approaches to get a close approximation of the convex hull of the production possibility set as well as the frontier when ratio variables are present on the side of the desired orientation.

In the standard Data Envelopment Analysis (DEA), the strong disposability and convexity axioms along with the variable/constant return to scale assumption provide a good estimation of the production possibility set and the efficient frontier. However, when data contains some or all measures represented by ratios, the standard DEA fails to generate an accurate efficient frontier. This problem has been addressed by a number of researchers and models have been proposed to solve the problem. This thesis proposes a “Maximized Slack Model” as a second stage to an existing model. This work implements a two phase modified model in MATLAB (since no existing DEA software can handle ratios) and with this new tool, compares the results of our proposed model against the results from two other standard DEA models for a real example with ratio and non-ratio measures. Then we propose different approaches to get a close approximation of the convex hull of the production possibility set as well as the frontier when ratio variables are present on the side of the desired orientation.