Log-linear models
TL;DR: The authors examines log-linear models for contingency tables and uses previous knowledge of analysis of variance and regression to motivate and explicate the use of loglinear models, which can be used at both higher and lower levels.
Abstract: This book examines log-linear models for contingency tables It uses previous knowledge of analysis of variance and regression to motivate and explicate the use of log-linear models It is a textbook primarily directed at advanced Masters degree students in statistics but can be used at both higher and lower levels Outlines for introductory, intermediate and advanced courses are given in the preface All the fundamental statistics for analyzing data using log-linear models are given
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TL;DR: In this article, an R -squared measure of goodness of fit for the class of exponential family regression models, which includes logit, probit, Poisson, geometric, gamma, and exponential, was proposed.
911 citations
TL;DR: In this paper, the authors investigate persistence in the performance of hedge funds using a multi-period framework in which the likelihood of observing persistence by chance is lower than that in the traditional two-month framework.
Abstract: Since hedge funds specify significant lockup periods, we investigate persistence in the performance of hedge funds using a multi-period framework in which the likelihood of observing persistence by chance is lower than that in the traditional two-period framework. Under the null hypothesis of no manager skill (no persistence), the theoretical distribution of observing wins or losses follows a binomial distribution. We test this hypothesis using the traditional two-period framework and compare the findings with the results obtained using our multi-period framework. We examine whether persistence is sensitive to the length of return measurement intervals by using quarterly, half-yearly and yearly returns. We find maximum persistence at quarterly horizon indicating that persistence among hedge fund managers is short-term in nature. It decreases as one moves to yearly returns and this finding is not sensitive to whether returns are calculated on a pre- or post-fee basis suggesting that the intra-year persistence finding is not driven by the way performance fees are imputed. The level of persistence in the multi-period framework is considerably smaller than that in the two-period framework with virtually no evidence of persistence using yearly returns under the multi-period framework. Finally persistence, whenever present, seems to be unrelated to whether the fund took directional bets or not.
486 citations
Posted Content•
TL;DR: In this paper, the authors investigate the cause of an unprecedented surge of U.S. patenting over the past decade and conclude that the jump in patenting reflects an increase in innovation spurred by changes in the management of research.
Abstract: We investigate the cause of an unprecedented surge of U.S. patenting over the past" decade. Conventional wisdom points to the establishment of the Court of Appeals of the" Federal Circuit by Congress in 1982. We examine whether this institutional change benefitted patent holders, explains the burst in U.S. patenting. Using both international and" domestic data on patent applications and awards, we conclude that the evidence is not favorable" to the conventional view. Instead, it appears that the jump in patenting reflects an increase in" U.S. innovation spurred by changes in the management of research.
344 citations
01 Jan 1995
TL;DR: In this paper, the authors use multivariate regression techniques for delineating landslide hazard areas, assuming that future landslides can be predicted by the statistical relationships established between the past landslides and the spatial data set of map patterns.
Abstract: Based on several layers of spatial map patterns, multivariate regression methods have been developed for the construction of landslide hazard maps. The method proposed in this paper assumes that future landslides can be predicted by the statistical relationships established between the past landslides and the spatial data set of map patterns. The application of multivariate regression techniques for delineating landslide hazard areas runs into two critical problems using GIS (geographic information systems): (i) the need to handle thematic data; and (ii) the sample unit for the observations. To overcome the first problem related to the thematic data, favourability function approaches or dummy variable techniques can be used.
296 citations
01 Jan 2009
TL;DR: In this paper, a mixed-design study examined the relationship between CSR activities and fans' assessments of reputation and patronage intentions, finding that CSR was viewed favorably by most fans and is an important aspect of the overall business strategy of a sport organization.
Abstract: Organizations within the sport industry are facing increasing pressure to both maintain profitability and behave in socially acceptable ways, yet researchers have provided little information on how consumers perceive and react to corporate social responsibility (CSR). This mixed-design study examined the relationship between CSR activities and fans’ assessments of reputation and patronage intentions. In addition, the study sought to determine the role of team identification in the aforementioned relationship. Fans of two NFL teams were sampled (N = 297), with quantitative results suggesting that CSR is an important predictor of reputation, and that two types of patronage could be significantly impacted as well. The moderating effect of team identification was significant yet influenced the outcomes in different ways. Qualitative findings reinforced the quantitative discussion by providing support for the general conclusions that CSR was viewed favorably by most fans, and is an important aspect of the overall business strategy of a sport organization. The early part of the 21st century has ushered in a new era of corporate scrutiny, and the heightened accountability that goes along with it. Consumer distrust of many corporate entities is high, with the misdeeds of a few tainting the marketplace for the rest. Headline-making companies such as Enron, Arthur Anderson, Merrill Lynch, and Tyco have triggered a rapid shift in how companies are viewed both legally and by the public at large. Harris Interactive and the Reputation Institute found that the public’s sentiments are very critical toward many companies, with three-quarters of their survey respondents grading the image of big corporations as either “not good” or “terrible” (Alsop, 2004, p. B1). These findings come nearly four years after a BusinessWeek cover story described Americans as “. . . uneasy about big business” (Bernstein, 2000, p. 145). A recent Harris Poll found that 72% of Americans believe that business has too much power over American life and more than two-thirds agreed that companies care more about making
289 citations
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Book•
01 Jan 1978
TL;DR: The second edition has been updated and revised, with more emphasis on logic and logistic response properties and on the small-sample behavior of chi-square statistics as mentioned in this paper, and includes 40 to 50 new problems with most having separate data sheets.
Abstract: The second edition has been updated and revised, with more emphasis on logic and logistic response properties and on the small-sample behavior of chi-square statistics. It includes 40 to 50 new problems with most having separate data sheets. A solutions manual is available to qualified instructors. In addition, some minor revisions in early chapters have been added to clarify such terms as order categories and collapsing.
2,379 citations
Book•
01 Jan 1977TL;DR: Contingency tables and the chi-square test as mentioned in this paper are two types of contingency tables, i.e., 2 x 2 and r x c. Contingency table.
Abstract: Contingency tables and the chi-square test.- 2 x 2 Contingency tables.- r x c Contingency tables.- Multidimensional tables.- Log-linear models for contingency tables.- Some special types of contingency table.
1,667 citations
TL;DR: The second edition has been updated and revised, with more emphasis on logic and logistic response properties and on the small-sample behavior of chi-square statistics.
573 citations
TL;DR: In this article, one-way ANOVA and multiple comparison techniques were used to estimate the covariance of a model with a multifactor analysis of Variance component in a design model.
Abstract: Introduction.- Estimation.- Testing.- One-Way ANOVA.- Multiple Comparison Techniques.- Regression Analysis.- Multifactor Analysis of Variance.- Experimental Design Models.- Analysis of Covariance.- General Gauss-Markov Models.- Split Plot Models.- Mixed Models and Variance Components.- Model Diagnostics.- Variable Selection.- Collinearity and Alternative Estimates.-
389 citations