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  • 1.
    Abrahamson, Peter
    et al.
    Örebro University, Swedish Business School at Örebro University.
    Bodin, Daniel
    Örebro University, Swedish Business School at Örebro University.
    Behov av stödundervisning i grundskolan: En designbaserad analys av longitudinella data2008Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 2.
    Adolfsson, Chandra
    Örebro University, Department of Business, Economics, Statistics and Informatics.
    Utvärdering av granskningssystem för SCB:s undersökningar Kortperiodisk Sysselsättningsstatistik och Konjunkturstatistik över Vakanser2007Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    I denna studie har undersökningarna Kortperiodisk Sysselsättningsstatistiks (KS) och Konjunkturstatistik över Vakansers (KV) befintliga granskningssystem utvärderats med avseende på hur effektivt det är. Processdata har framställts och analyserats. Resultaten tyder på att många av de inkomna blanketterna med misstänkt felaktiga uppgifter inte rättas upp, utan tvingas igenom trots att granskningssystemet ej accepterade uppgifterna. Det befintliga granskningssystemet har en högre träffsäkerhet avseende KS-undersökningen, men både KS och KV skulle kunnas granskas mer effektivt.

    För att utvärdera det befintliga granskningssystemet ytterligare användes en poängfunktion. Till studien fanns tillgång till både helt ogranskat material och helt granskat material och dessa material användes i poängfunktionen. Det uppräknade ogranskade värdet för varje objekt jämfördes med det uppräknade granskade värdet och ställdes i relation till respektive skattade branschtotal. De poängsatta blanketterna rangordnades sedan. Därefter analyserades materialet för att försöka finna var det skulle vara lämpligt att sätta det tröskelvärde som skulle skilja det material som ”egentligen” skulle ha behövts granskas från det som kunde ha lämnats orört. Att sätta tröskelvärdet är svårt. Här gjordes det godtyckligt utifrån kriterierna att det fel som införs i skattningarna för att allt material inte granskas skulle hållas så lågt som möjligt samt att antalet blanketter som skulle behöva granskas manuellt av produktionsgruppen också skulle hållas så lågt som möjligt. Även här visade det sig att det befintliga granskningssystemet inte är så effektivt som önskas. När resultaten från denna del av utvärderingen analyserades upptäcktes problem som beror på blankettutformningen. Skulle blanketterna ses över och åtgärdas skulle det fel som införs för att allt material inte granskas kunna minskas avsevärt. Genom att minska det införda felet kan tröskelvärdet förmodligen sättas på en ny nivå vilket medför att omfattningen av granskningen skulle minska ytterligare.

    Hur skulle då ett mer effektivt granskningssystem kunna se ut? I den här studien har valet fallit på att testa ”significance editing” på KS-undersökningen, det som på svenska kallas för effektgranskning. En poängfunktion användes även här, denna tilldelar de inkomna blanketterna varsin poäng och dessa poäng rangordnas därefter. Efter att poängen rangordnats bestäms en gräns, ett tröskelvärde, och de blanketter med en poäng som överstiger tröskelvärdet granskas och rättas upp av produktionsgruppen. De blanketter med en poäng som understiger det satta tröskelvärdet rättas inte upp, utan behåller sina originalvärden. Poängfunktionen jämför det inkomna ogranskade, uppräknade, värdet med ett uppräknat ”förväntat” värde och ställer denna differens i relation till den skattade branschtotalen. Svårigheten ligger ofta i att hitta ett bra förväntat värde och detta problem uppstår ideligen i urvalsundersökningar. Tanken med effektgranskning är att omfattningen av granskningen ska minska och den granskning som utförs ska ha effekt på slutresultatet.

    Det var inte lätt att hitta ett bra förväntat värde på den tid som stod till förfogande. Två problem som snabbt upptäcktes var dels att i KS-undersökningen finns inte uträknade säsongs- eller trendfaktorer per variabel. Dessutom byttes en mycket stor del av urvalet ut till kvartal 2 (som denna studie har avgränsats till att behandla). Detta har fått till följd att cirka hälften av objekten i urvalet inte går att följa bakåt i tiden eftersom de inte ingått i urvalet tidigare. I studien har respektive stratums medelvärde använts som förväntat värde. Resultaten visar att det valda förväntade värdet inte skulle ha använts i praktiken, men det fungerar bra i syfte att illustrera hur det i praktiken skulle kunna gå till att införa en mer effektiv granskning.

  • 3.
    Adolfsson, Per
    et al.
    Örebro University, Örebro University School of Business.
    Ivic, Marijo
    Örebro University, Örebro University School of Business.
    Ett försök till att statistiskt modellera matchutfall för fotbollens division 1 för herrar i Sverige2012Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 4.
    Alam, Md. Moudud
    Örebro University, Swedish Business School at Örebro University.
    Computation and application of likelihood prediction with generalized linear and mixed modelsManuscript (preprint) (Other academic)
    Abstract [en]

    This paper presents the computation of likelihood prediction with the generalized linear and mixed models. The method of likelihood prediction is briefy discussed and approximate formulae are provided to make easy computation of the likelihoodprediction with generalized linear models. For complicated prediction problems, simulation methods are suggested. An R add-in package is accompanied to carryout the computation of the predictive inference with the generalized linear and mixed models. The likelihood prediction is applied to the prediction of the credit defaults using a real data set. Results show that the predictive likelihood can be a useful tool to predict portfolio credit risk.

  • 5.
    Alam, Md. Moudud
    Örebro University, Swedish Business School at Örebro University.
    Feasible computation of generalized linear mixed models with application to credit risk modelling2010Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising incredit risk modelling. We have access to a huge data set, consisting of about one million observations, on credit history obtained from two major Swedish banks. The principal research interest involved with the data analysis is to model the probability of credit defaults by incorporating the systematic dependencies among the default events. In order to model the dependent credit defaults we adopt the framework of GLMM which is apopular approach to model correlated binary data. However, existing computational procedures for GLMM did not offer us the flexibility to incorporate the desired correlation structure of defaults events.For the feasible estimation of the GLMM we propose two estimation techniques being the fixed effects (FE) approach and the two-step pseudolikelihood approach (2PL). The preciseness of the estimation techniques and their computational advantages are studied by Monte-Carlo simulations and by applying them to the credit risk modelling. Regarding the prediction issue, we show how to apply the likelihood principle to carryout prediction with GLMM. We also provide an R add-in package to facilitate the predictive inference for GLMM.

    List of papers
    1. Computationally feasible estimation of the covariance structure in generalized linear mixed models 
    Open this publication in new window or tab >>Computationally feasible estimation of the covariance structure in generalized linear mixed models 
    2008 (English)In: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 78, no 12, p. 1229-1239Article in journal (Refereed) Published
    Abstract [en]

    In this paper, we discuss how a regression model, with a non-continuous response variable, which allows for dependency between observations, should be estimated when observations are clustered and measurements on the subjects are repeated. The cluster sizes are assumed to be large.We find that the conventional estimation technique suggested by the literature on generalized linear mixed models(GLMM) is slow and sometimes fails due to non-convergence and lack of memory on standard PCs.We suggest to estimate the random effects as fixed effects by generalized linear model and to derive the covariance matrix from these estimates.A simulation study shows that our proposal is feasible in terms of mean-square error and computation time.We recommend that our proposal be implemented in the software of GLMM techniques so that the estimation procedure can switch between the conventional technique and our proposal, depending on the size of the clusters.

    Place, publisher, year, edition, pages
    London: Taylor & Francis, 2008
    Keywords
    Monte Carlo simulations, Large sample, Interdependence, Cluster errors
    National Category
    Probability Theory and Statistics Social Sciences
    Research subject
    Statistics
    Identifiers
    urn:nbn:se:oru:diva-14060 (URN)10.1080/00949650701688547 (DOI)
    Note
    Mr Alam is also affiliated to Dalarna University, SE 781 88 Borlange, SwedenAvailable from: 2011-01-19 Created: 2011-01-19 Last updated: 2017-12-11Bibliographically approved
    2. Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups
    Open this publication in new window or tab >>Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups
    2010 (English)Manuscript (preprint) (Other academic)
    Abstract [en]

    This paper presents a two-step pseudo likelihood estimation for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the random intractable integrals in  the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study: An application of it with binary response variable is presented using a real dara set on credit defaults from two Swedish banks. Thanks to   the use of two-step estimation technique, the proposed algorithm outperforms conventional likelihood algoritms in terms of computational time.

    Keywords
    PQL, Laplace approximation, interdependence, cluster errrors, credit risk model
    National Category
    Social Sciences Probability Theory and Statistics
    Research subject
    Statistics
    Identifiers
    urn:nbn:se:oru:diva-14061 (URN)
    Note

    Mr Alam is also affiliated to Dalarna University, SE 781 88 Borlange, Sweden

    Available from: 2011-01-19 Created: 2011-01-19 Last updated: 2017-10-17Bibliographically approved
    3. Industry shocks and empirical evidences on defaults comovements
    Open this publication in new window or tab >>Industry shocks and empirical evidences on defaults comovements
    (English)Manuscript (preprint) (Other academic)
    Abstract [en]

    It is commonly agreed that the credit defaults are correlated. However, the structure and magnitude of such dependence is not yet fully understood. This paper contributes to the current understanding about the defaults comovement in the following way. Assuming that the industries provides the basis of defaults comovement it provides empirical evidence as to how such comovements can be modeled using correlated industry shocks. Generalized linear mixed model (GLMM) with correlated random effects is used to model the defaults comovement. It is also demonstrated as to how a GLMM with complex correlation structure can be estimated through a very simple way. Empirical evidences are drawn through analyzing quarterly individual borrower level credit history data obtained from two major Swedish banks between the period 1994 and 2000. The results show that, conditional on the borrower level accounting data and macro business cycle variables, the defaults are correlated both within and between industries but not over time (quarters). A discussion has also been presented as to how a GLMM for defaults correlation can be explained.

    Keywords
    Credit risk, defaults contagion, GLMM, cluster correlation
    National Category
    Social Sciences Probability Theory and Statistics
    Research subject
    Statistics
    Identifiers
    urn:nbn:se:oru:diva-14072 (URN)
    Note

    Mr Alam is also affiliated to Dalarna University, SE 781 88 Borlange, Sweden

    Available from: 2011-01-19 Created: 2011-01-19 Last updated: 2017-10-17Bibliographically approved
    4. Likelihood prediction for generalized linear mixed models under covariate uncertainty
    Open this publication in new window or tab >>Likelihood prediction for generalized linear mixed models under covariate uncertainty
    2010 (English)Manuscript (preprint) (Other academic)
    Abstract [en]

    This paper presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction is explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. The paper outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson error-in-variable general-ized linear model, it has been shown that in complicated cases LP produces better results than already know methods.

    Keywords
    Predictive likelihood, Pro…le predictive likelihood, Stochastic covariate, Coverage interval, Future value prediction, Credit risk prediction
    National Category
    Social Sciences Probability Theory and Statistics
    Research subject
    Statistics
    Identifiers
    urn:nbn:se:oru:diva-14079 (URN)
    Note

    Mr Alam is also affiliated to Dalarna University, SE 781 88 Borlange, Sweden

    Available from: 2011-01-19 Created: 2011-01-19 Last updated: 2017-10-17Bibliographically approved
    5. Computation and application of likelihood prediction with generalized linear and mixed models
    Open this publication in new window or tab >>Computation and application of likelihood prediction with generalized linear and mixed models
    (English)Manuscript (preprint) (Other academic)
    Abstract [en]

    This paper presents the computation of likelihood prediction with the generalized linear and mixed models. The method of likelihood prediction is briefy discussed and approximate formulae are provided to make easy computation of the likelihoodprediction with generalized linear models. For complicated prediction problems, simulation methods are suggested. An R add-in package is accompanied to carryout the computation of the predictive inference with the generalized linear and mixed models. The likelihood prediction is applied to the prediction of the credit defaults using a real data set. Results show that the predictive likelihood can be a useful tool to predict portfolio credit risk.

    Keywords
    Predictive likelihood, Pro…le predictive likelihood, Coverage inter- val, Future value prediction, Credit risk prediction, R-package.
    National Category
    Social Sciences Probability Theory and Statistics
    Research subject
    Statistics
    Identifiers
    urn:nbn:se:oru:diva-14081 (URN)
    Note

    Mr Alam is also affiliated to Dalarna University, SE 781 88 Borlange, Sweden

    Available from: 2011-01-19 Created: 2011-01-19 Last updated: 2017-10-17Bibliographically approved
  • 6.
    Alam, Md. Moudud
    Örebro University, Swedish Business School at Örebro University.
    Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups2010Manuscript (preprint) (Other academic)
    Abstract [en]

    This paper presents a two-step pseudo likelihood estimation for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the random intractable integrals in  the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study: An application of it with binary response variable is presented using a real dara set on credit defaults from two Swedish banks. Thanks to   the use of two-step estimation technique, the proposed algorithm outperforms conventional likelihood algoritms in terms of computational time.

  • 7.
    Alam, Md. Moudud
    Örebro University, Swedish Business School at Örebro University.
    Industry shocks and empirical evidences on defaults comovementsManuscript (preprint) (Other academic)
    Abstract [en]

    It is commonly agreed that the credit defaults are correlated. However, the structure and magnitude of such dependence is not yet fully understood. This paper contributes to the current understanding about the defaults comovement in the following way. Assuming that the industries provides the basis of defaults comovement it provides empirical evidence as to how such comovements can be modeled using correlated industry shocks. Generalized linear mixed model (GLMM) with correlated random effects is used to model the defaults comovement. It is also demonstrated as to how a GLMM with complex correlation structure can be estimated through a very simple way. Empirical evidences are drawn through analyzing quarterly individual borrower level credit history data obtained from two major Swedish banks between the period 1994 and 2000. The results show that, conditional on the borrower level accounting data and macro business cycle variables, the defaults are correlated both within and between industries but not over time (quarters). A discussion has also been presented as to how a GLMM for defaults correlation can be explained.

  • 8.
    Alam, Md. Moudud
    Örebro University, Swedish Business School at Örebro University.
    Likelihood prediction for generalized linear mixed models under covariate uncertainty2010Manuscript (preprint) (Other academic)
    Abstract [en]

    This paper presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction is explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. The paper outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson error-in-variable general-ized linear model, it has been shown that in complicated cases LP produces better results than already know methods.

  • 9.
    Alam, Md. Moudud
    et al.
    Örebro University, Swedish Business School at Örebro University.
    Carling, Kenneth
    Dalarna University, SE 781 88 Borlange, Sweden.
    Computationally feasible estimation of the covariance structure in generalized linear mixed models 2008In: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 78, no 12, p. 1229-1239Article in journal (Refereed)
    Abstract [en]

    In this paper, we discuss how a regression model, with a non-continuous response variable, which allows for dependency between observations, should be estimated when observations are clustered and measurements on the subjects are repeated. The cluster sizes are assumed to be large.We find that the conventional estimation technique suggested by the literature on generalized linear mixed models(GLMM) is slow and sometimes fails due to non-convergence and lack of memory on standard PCs.We suggest to estimate the random effects as fixed effects by generalized linear model and to derive the covariance matrix from these estimates.A simulation study shows that our proposal is feasible in terms of mean-square error and computation time.We recommend that our proposal be implemented in the software of GLMM techniques so that the estimation procedure can switch between the conventional technique and our proposal, depending on the size of the clusters.

  • 10. Alam, Moudud
    et al.
    Carling, Kenneth
    Dalarna University, Borlänge, Sweden.
    Chen, Rui
    Liang, Yuli
    Department of Statistics, Stockholm University, Stockholm, Sweden.
    How to determine the progression of young skiers?2008In: CHANCE: New Directions for Statistics and Computing, ISSN 0933-2480, Vol. 21, no 4, p. 13-19Article in journal (Refereed)
  • 11.
    Allansson, Claes
    et al.
    Örebro University, Örebro University School of Business.
    Kumlin, Marina
    Örebro University, Örebro University School of Business.
    En studie av svensk ishockey: Olika faktorers påverkan på utgången av en förlängning2014Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 12.
    Alsammarraie, Zeinab
    et al.
    Örebro University, Örebro University School of Business.
    Rådelid, Daniel
    Örebro University, Örebro University School of Business.
    Födelsemånandens betydelse för elitutövande individer: En studie som undersöker sporterna fotboll och friidrott2017Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 13.
    Amnå, Erik
    et al.
    Örebro University, Department of Social and Political Sciences.
    Halleröd, Björn
    Umeå universitet.
    Hallqvist, Johan
    Karolinska Institutet.
    Lundberg, Ingvar
    Uppsala universitet.
    Sundqvist, Jan
    Karolinska Institutet.
    Theorell, Töres
    Karolinska Institutet.
    Thorslund, Mats
    Karolinska Institutet.
    Vingård, Eva
    Uppsala universitet.
    Wall, Stig
    Umeå universitet.
    Åkerstedt, Torbjörn
    Karolinska Institutet.
    Östergren, Per Olof
    Lunds universitet.
    En halv miljard av statens pengar riskerar att slösas bort2007In: Göteborgs-Posten, Vol. 2007-09-13, p. 47-47Article in journal (Other (popular science, discussion, etc.))
    Abstract [sv]

    Minskade anslag gör att den årliga undersökningen om våra levnadsförhållanden hotas att halveras. Det kan drabba redan svaga grupper som äldre, invandrare och ensamstående föräldrar.

  • 14.
    Andersson, Jens
    et al.
    Örebro University, Örebro University School of Business.
    Munter, Petrus
    Örebro University, Örebro University School of Business.
    Fotbollshörnor - En statistisk oddsmodell2017Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 15.
    Andersson, Johan
    et al.
    Örebro University, Örebro University School of Business.
    Törnqvist, Viktor
    Örebro University, Örebro University School of Business.
    Valet efter kvalet: En statistisk utvärdering av längdskidåkningenssprinttävlingar2019Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 16.
    Andersson, Michael K.
    et al.
    Sveriges Riksbank.
    Karlsson, Sune
    Örebro University, Swedish Business School at Örebro University.
    Bayesian forecast combination for VAR models2008In: Bayesian Econometrics / [ed] Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell, Bingley: Emerald , 2008, p. 501-524Chapter in book (Other academic)
  • 17.
    Andersson, Michael K.
    et al.
    National Institute of Economic Research, Stockholm, Sweden.
    Karlsson, Sune
    Department of Economic Statistics, Stockholm School of Economics, Stockholm, Sweden.
    Bootstrapping Error Component Models2001In: Computational statistics (Zeitschrift), ISSN 0943-4062, E-ISSN 1613-9658, Vol. 16, no 2, p. 221-231Article in journal (Refereed)
    Abstract [en]

    This paper proposes several resampling algorithms suitable for error component models and evaluates them in the context of bootstrap testing. In short, all the algorithms work well and lead to tests with correct or close to correct size. There is thus little or no reason not to use the bootstrap with error component models.

  • 18.
    Andersson, Per Gösta
    Örebro University, Swedish Business School at Örebro University.
    A Simple Correlation Adjustment Procedure Applied to Confidence Interval Construction2009In: American Statistician, ISSN 0003-1305, E-ISSN 1537-2731, Vol. 63, no 3, p. 258-262Article in journal (Refereed)
    Abstract [en]

    The assumption of approximate normality of a pivotal used for constructing confidence intervals or tests often is violated by a substantial correlation between the point estimator at hand and the estimator of its variance. This can be caused by underlying skewness of data, generating both bias and skewness of the pivotal and leading to, for example, confidence intervals with poorer coverage properties, especially for one-sided intervals. We present in a general setting a simple, yet effective procedure that takes into account this correlation and leads to alternative adjusted intervals with more appealing coverage properties. We provide examples, including a simulation study.

  • 19.
    Andersson, Stefan
    Örebro University, Swedish Business School at Örebro University.
    Estimering av den årliga rundgången i de svenska skatte- och transfereringssystemen2010Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 20.
    Andrén, Daniela
    et al.
    Örebro University, Örebro University School of Business.
    Clark, Andrew
    Paris School of Economics, Paris, France.
    D'Ambrosio, Conchita
    Université du Luxembourg, Esch-sur-Alzette, Luxembourg.
    Karlsson, Sune
    Örebro University, Örebro University School of Business.
    Pettersson, Nicklas
    Örebro University, Örebro University School of Business.
    Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data2017Report (Other academic)
    Abstract [en]

    We use a rich longitudinal data set following a cohort of Swedish women from age 10 to 49 to analyse the effects of birth and early-life conditions on adulthood outcomes. These latter include both well-being and the stress hormone cortisol. Employment and marital status are important adult determinants of well-being. Log family income and absence from school also predict adult well-being, although their importance falls when controlling for adult and birth characteristics. Among the birth characteristics, we find that high birth weight (>4.3kg) affects adult well-being. We predict the level of adult cortisol only poorly, and suggest that the relationship between life satisfaction and cortisol is non-monotonic: both high and low cortisol are negatively correlated with life satisfaction. The results from an OLS life satisfaction regression and a multinomial logit of high or low cortisol (as compared to medium) are more similar to each other.

  • 21.
    Andrén, Daniela
    et al.
    Örebro University, Örebro University School of Business.
    Clark, Andrew E.
    Paris School of Economics - CNRS, Paris, France.
    D’Ambrosio, Conchita
    Université du Luxembourg, Esch-sur-Alzette, Luxembourg.
    Karlsson, Sune
    Örebro University, Örebro University School of Business.
    Pettersson, Nicklas
    Örebro University, Örebro University School of Business.
    New ways to measure well-being?: A first joint analysis of subjective and objective measures2018Report (Other academic)
    Abstract [en]

    Our study is, to our knowledge, the first joint analysis of subjective and objective measures of well-being. Using a rich longitudinal data from the mothers pregnancy until adulthood for a birth cohort of children who attended school in Örebro during the 1960s, we analyse in a first step how subjective (self-assessed) and objective (cortisol-based) measures of well-being are related to each other. In a second step, life-course models for these two measures are estimated and compared with each other. Despite the fact that our analysis is largely exploratory, our results suggest interesting possibilities to use objective measures to measure well-being, even though this may imply a greater degree of complexity.

  • 22. Arnrup, Kristina
    et al.
    Broberg, Anders G.
    Berggren, Ulf
    Bodin, Lennart
    Örebro University, Department of Business, Economics, Statistics and Informatics.
    Temperamental reactivity and negative emotionality in uncooperative children referred to specialized paediatric dentistry compared to children in ordinary dental care2007In: International Journal of Paediatric Dentistry, ISSN 0960-7439, E-ISSN 1365-263X, Vol. 17, no 6, p. 419-429Article in journal (Refereed)
    Abstract [en]

    Background: Current treatment of children with dental behaviour management problems (DBMP) is based on the presupposition that their difficulties are caused by dental fear, but is this always the case? Objectives: The aim of this study was to study temperamental reactivity, negative emotionality, and other personal characteristics in relation to DBMP in 8- to 12-year-old children. Methods: Forty-six children referred because of DBMP (study group) and 110 children in ordinary dental care (reference group) participated. The EASI tempramental survey assessed temperamental reactivity and negative emotionality, the Child Behaviour Questionnaire internalizing and externalizing behaviour problems, and the Children's Fear Survey Schedule general and dental fears. Cluster analyses and tree-based modelling were used for data analysis. Results: Among the five clusters identified, one could be characterized as 'balanced temperament'. Thirty-five per cent of the reference group compared to only 7% of the study group belonged to this cluster. Negative emotionality was the most important sorting variable. Conclusions: Children referred because of DBMP differed from children in ordinary dental care, not only in dental fear level, but also in personal characteristics. Few of the referred children were characterized by a balanced temperament profile. It is important to consider the dual impact of emotion dysregulation and emotional reactivity in the development of DBMP.

  • 23.
    Arvidsson, Mattias
    Örebro University, Örebro University School of Business.
    An empirical examination of the Fisher hypothesis in Sweden2012Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
  • 24.
    Arvidsson, Mattias
    Örebro University, School of Science and Technology.
    Introduktion till Markovkedjor2012Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 25.
    Arvidsson, Mattias
    et al.
    Örebro University, Swedish Business School at Örebro University.
    Enmalm, Susanne
    Örebro University, Swedish Business School at Örebro University.
    Vilken är den optimala parkeringsplatsen?: - En undersökande artikel för att statistiskt finna den optimala parkeringsplatsen.2010Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 26.
    Asgharian, Hossein
    et al.
    Department of Economics, Knut Wicksell Center for Financial Studies, Lund University, Sweden.
    Hou, Ai Jun
    Department of Business and Economics, Southern Denmark University, Odense, Denmark.
    Javed, Farrukh
    Department of Statistics, Lund University, Sweden.
    The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach2013In: Journal of Forecasting, ISSN 0277-6693, E-ISSN 1099-131X, Vol. 32, no 7, p. 600-612Article in journal (Refereed)
    Abstract [en]

    This paper applies the GARCH-MIDAS (mixed data sampling) model to examine whether information contained in macroeconomic variables can help to predict short-term and long-term components of the return variance. A principal component analysis is used to incorporate the information contained in different variables. Our results show that including low-frequency macroeconomic information in the GARCH-MIDAS model improves the prediction ability of the model, particularly for the long-term variance component. Moreover, the GARCH-MIDAS model augmented with the first principal component outperforms all other specifications, indicating that the constructed principal component can be considered as a good proxy of the business cycle.

  • 27.
    Ashraf, Jawad Hussain
    Örebro University, Swedish Business School at Örebro University.
    Nonparametric Estimation of Stochastic Volatility2009Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
  • 28.
    Asif, Muneeb
    Örebro University, Örebro University School of Business.
    Bayesian Inference for the Global Minimum Variance Portfolio2018Independent thesis Advanced level (degree of Master (Two Years)), 10 credits / 15 HE creditsStudent thesis
  • 29.
    Asif, Muneeb
    Örebro University, Örebro University School of Business.
    Predicting the Success of Bank Telemarketing using various Classification Algorithms2018Independent thesis Advanced level (degree of Master (Two Years)), 10 credits / 15 HE creditsStudent thesis
  • 30.
    Ayres, Gabriela
    et al.
    Örebro University, Örebro University School of Business.
    Wei, Wei
    Örebro University, Örebro University School of Business.
    Credit Scoring Model Applications: Testing Multinomial Targets2014Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
  • 31.
    Bannocks, Robert
    Örebro University, Örebro University School of Business.
    Investigating clustering within the relationship between rateable values and selling price of property in Sweden2013Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Several studies have found segmentation within Real Estate markets. Real Estate markets are often modelled by hedonic models and these often rely on proxy variables to represent a number of hedonic characteristics. The rateable value of a property is designed to be a measure of its market value and is often used as a proxy for difficult to observe or unobservable characteristics in such studies. Such studies often assume that the rateable value is simply proportional to the market value of a property. The presence of segmentation may invalidate this assumption. A sample of data from the Real Property Register maintained by Lantmäteriet, the Swedish land registry, were investigated to explore the relationship between land values and rateable values. The sample studied contains the selling price of properties sold across a range of years, the year of sale and a limited number of other characteristics. However, the rateable values for these properties are only available for a given year, the calendar year 2009. Accounting for inflationary effects is therefore necessary and was attempted in the model with indicator variables and then a quadratic expression. An inconsistent relationship between the selling price and the rateable value was found when a simple non-segmented model was used. With the absence of other likely explanatory variables in the data clustering techniques were considered to anatomise the data. Finite Mixture Modelling is the most appropriate method of classifying this data into clusters which are modelled as a finite mixture of regression models. The investigation found the presence of 3 distinct clusters. None of the variables in the data set appear to cause cluster affiliation.

  • 32.
    Baquedano, Jonathan
    Örebro University, Swedish Business School at Örebro University.
    Jämförelse av svarskvalitet i Webbenkäter kontra Pappersenkäter2009Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 33.
    Bauder, David
    et al.
    Department of Mathematics, Humboldt-University of Berlin, Berlin, Germany.
    Bodnar, Taras
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Örebro University, Örebro University School of Business. Department of Statistics.
    Okhrin, Yarema
    Department of Statistics, University of Augsburg, Augsburg, Germany.
    Bayesian inference for the tangent portfolio2018In: International Journal of Theoretical and Applied Finance, ISSN 0219-0249, Vol. 21, no 8, p. 25article id 1850054Article in journal (Other academic)
    Abstract [en]

    In this paper we consider the estimation of the weights of tangent portfolios from the Bayesian point of view assuming normal conditional distributions of the logarithmic returns. For diffuse and conjugate priors for the mean vector and the covariance matrix, we derive stochastic representations for the posterior distributions of the weights of tangent portfolio and their linear combinations. Separately we provide the mean and variance of the posterior distributions, which are of key importance for portfolio selection. The analytic results are evaluated within a simulation study, where the precision of coverage intervals is assessed. 

  • 34.
    Bengtsson, Pernilla
    Örebro University, Department of Business, Economics, Statistics and Informatics.
    Framtagande av modell för skattning av antalet vakanser med poissonregression i konjunkturstatistiken över vakanser2007Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    SCB gör en vakansundersökning varje månad, granskningssystemet för undersökningen ska eventuellt ändras till en metod som kallas för significance editing. Med den granskningsmetoden behövs ett jämförelsevärde för att kunna avgöra om enkäten är korrekt besvarad eller om ett värde är misstänkt och behöver granskas ytterligare. Uppsatsens syfte är att genom poissonregression ta fram en bra modell som kan generera detta jämförelsevärde. Ett antal hjälpvariabler togs fram och testades för att se om de passade i poissonregressionen och om de kunde förklara antalet vakanser. De hjälpvariabler som har använts är antal vakanser föregående månad, antal anställda på arbetsstället, dummyvariabel för Sveriges län och månaderna. Metoden testades på två olika branscher, pappersmassaindustrin och metallindustrin. I de resultat som togs fram kan man se att variablerna antal anställda på arbetsstället och antalet vakanser föregående månad alltid blir signifikanta och tillför till att skatta antalet vakanser. Därför kan dessa användas för att skatta ett jämförelsevärde. Län och månader behövs i modellen men det är olika län och månader som blir signifikanta för de två olika branscherna. Generellt kan man dra slutsatsen att antalet vakanser ökar på våren och sommaren. Huruvida metoden går att tillämpa på det ogranskade datamaterialet får vidare undersökningar visa.

  • 35.
    Bergman, Lars
    et al.
    Stockholm University.
    Trost, Kari
    Örebro University, School of Law, Psychology and Social Work.
    The person-oriented vs.the variable-oriented approach: Complementary, antagonistic, or exploringdifferent worlds?2006In: Merrill-Palmer quarterly, ISSN 0272-930X, E-ISSN 1535-0266, Vol. 52, no 3, p. 601-632Article in journal (Refereed)
    Abstract [en]

    The present commentary gives a brief overview of the person-oriented and variable-oriented approaches, how they are commonly used in longitudinal research, and what one should take into consideration before using either approach. In addition to presenting an empirical example on girls’ adjustment problems using both approaches, this commentary uses the contributions in the present issue of Merrill Palmer Quarterly to illustrate some of the main issues surrounding these two perspectives. Special attention is also given to the contrast between the person-oriented and variable-oriented approaches in terms of aggregation and disaggregation, model appropriateness and usefulness, and prediction as a goal. Future directions with regard to implementing a personoriented approach are discussed, including the importance of conceptual clarity, practical and theoretical training, and method development.

  • 36.
    Bergström, Sanna
    et al.
    Örebro University, Örebro University School of Business.
    Lönnquist, Anders
    Örebro University, Örebro University School of Business.
    Handedness & Stress resilience - A cross-sectional evaluation of possible relationship2017Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 37.
    Bergsén, Nikola
    et al.
    Örebro University, Örebro University School of Business.
    Persson, Nathalie
    Örebro University, Örebro University School of Business.
    Jämförelse av Arbetskraftsundersökningar i världen: med avseende på urvalsdesign, estimatorer och bortfallshantering2018Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 38.
    Bhatti, Ali
    Örebro University, Örebro University School of Business.
    The relationship between carbon dioxide emissions and Gross Domestics product2013Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
  • 39.
    Billah, Mohammad Ehtasham
    Örebro University, Örebro University School of Business.
    Classifying Microscopic Images for Acute Lymphoblastic Leukemia (ALL) using Bayesian Convolutional Neural Networks2018Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
  • 40.
    Bing, Mia
    et al.
    Örebro University, Örebro University School of Business.
    Sundling, Lisa
    Örebro University, Örebro University School of Business.
    Holmström, Åsa
    Örebro University, Örebro University School of Business.
    Kasta gris: En strategi för att maximera den förväntade poängsumman i en kastomgång2013Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Kasta gris är ett spel där spelarna tävlar om att komma först till 100 poäng. Två grisformade tärningar kastas och beroende på hur de landar ger de olika poäng, alternativt förlust av poäng. För en spelare som har samlade poäng i en kastomgång innebär ytterligare ett kast en chans att erhålla en högre poängsumma men också en risk att förlora den redan samlade. I denna uppsats vill vi ta reda på vid vilken högsta poängsumma i en kastomgång som spelaren bör välja att fortsätta kasta. Eftersom tärningarna är grisformade och alltså inte symmetriska är sannolikheterna olika för de möjliga utfallen. Att sannolikheterna därtill är okända omöjliggör att beräkna den sökta poängsumman exakt. Vi har genomfört ett eget försök med 10 517 kast uppdelade på tre gristärningspar. Med hjälp av insamlad data och metoder inom sannolikhetslära har vi kunnat skatta de okända sannolikheterna och därmed den sökta poängsumman. För att få ett mått på osäkerheten i vår skattning av den senare har vi använt två metoder inom inferensteorin, Deltametoden och bootstrap. I vårt resultat fann vi att 21, med åtminstone 75 procents säkerhet, är den högsta poängsumma för vilken en spelare bör fortsätta sin kastomgång. Resultatet ger en spelare möjlighet att maximera sin förväntade poäng i en kastomgång men att använda detta som en spelstrategi genom hela spelet är dock ingen garanti för vinst. 

  • 41.
    Biten, Silvana
    et al.
    Örebro University, Örebro University School of Business.
    Gabrail, Gabriell
    Örebro University, Örebro University School of Business.
    Hur påverkas AIK:s aktiekurs av lagets matchresultat på kort sikt?: - en regressionsanalytisk ansats2016Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 42.
    Blommé, Erik
    et al.
    Örebro University, Örebro University School of Business.
    Wallentin, Erik
    Örebro University, Örebro University School of Business.
    Matrisbaserad befolkningsprognos samt känslighetsanalys2018Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 43. Bodin Danielsson, Christina
    et al.
    Bodin, Lennart
    Örebro University, Department of Business, Economics, Statistics and Informatics.
    Office type in relation to health, well-being, and job satisfaction among employees2008In: Environment and Behavior, ISSN 0013-9165, E-ISSN 1552-390X, Vol. 40, no 5, p. 636-668Article in journal (Refereed)
    Abstract [en]

    This article investigates the hypothesis that office type has an influence on workers' health status and job satisfaction and 469 employees in seven different types, defined by their unique setup of architectural and functional features, have rated their health status and job satisfaction. Multivariate regression models were used for analysis of these outcomes, with adjustment for age, gender, job rank, and line of business. Both health status and job satisfaction differed between the seven office types. Lowest health status was found in medium-sized and small open plan offices. Best health was among employees in cell offices and flex offices. Workers in these types of offices and in shared room offices also rated the highest job satisfaction. Lowest job satisfaction was in combi offices, followed by medium-sized open plan offices. The differences between employees could possibly be ascribed to variations in architectural and functional features of the office types.

  • 44.
    Bodin, Lennart
    Örebro University, Swedish Business School at Örebro University. Örebro University Hospital, Örebro, Sweden.
    Evidence-based diagnosis2010In: European Journal of Public Health, ISSN 1101-1262, E-ISSN 1464-360X, Vol. 20, no 1, p. 120-120Article, book review (Refereed)
  • 45.
    Bodin, Lennart
    et al.
    Örebro University, Swedish Business School at Örebro University.
    Andersson, K.
    Bonlokke, J. H.
    Molhave, L.
    Kjaergaard, S. K.
    Stridh, Göran
    Juto, J. -E
    Sigsgaard, T.
    Nasal hyperresponders and atopic subjects report different symptom intensity to air quality: a climate chamber study2009In: Indoor Air, ISSN 0905-6947, E-ISSN 1600-0668, Vol. 19, no 3, p. 218-225Article in journal (Refereed)
    Abstract [en]

    Short-term exposure to dust and dust added with beta-(1,3)-d-glucan or aldehydes may cause sensory reactions. In random order, we exposed 36 volunteers in a climate chamber to clean air, office dust, dust with glucan, and dust with aldehydes. Three groups of subjects were exposed, eleven were non-atopic with nasal histamine hyperreactivity, 13 were non-atopic, and 12 were atopic. Subjective ratings of symptoms and general health were registered four times during four 6-h exposure sessions. Six symptom intensity indices were constructed. The nasal hyperreactive group had a high and time-dependent increase of mucous membrane irritations, whereas the atopic group had a low and stable rate of irritations with exposure time, close to the reference group (P = 0.02 for differences between the groups with respect to time under exposure for Weak Inflammatory Responses and P = 0.05 for Irritative Body Perception, significance mainly because of the nasal hyperreactive group). Exposure to dust, with or without glucan or aldehydes, showed increased discomfort measured by the index for Constant Indoor Climate, and dust with glucan had a similar effect for the index for Lower Respiratory Effects. For Psychological and Neurological Effects these were dependent on group affiliation, thus preventing a uniform statement of exposure effects for all three investigated groups.Opportunities for identifying persons with high or low sensitivity to low-level exposures are important in preventive medicine and will reduce intra-group variability and thus increase the power of experimental and epidemiological studies searching for correlations between exposures and health effects. The contrast between nasal hyperreactive on one side and atopic and reference subjects on the other side is particularly important. The atopic group indicated a non-homogenous reaction depending on their hyperreactive status, a finding that could be important but needs further confirmation.

  • 46.
    Bodnar, Olha
    Örebro University, Örebro University School of Business.
    Non-Informative Bayesian Inference for Heterogeneityin a Generalized Marginal Random Effects Meta-Analysis2019In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, Vol. 100, p. 7-23Article in journal (Refereed)
  • 47.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Braunschweig and Berlin, Germany.
    Behrens, Rolf
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Braunschweig and Berlin, Germany.
    Bayesian inference for measurements of ionizing radiation under partial information2017In: Metrologia, ISSN 0026-1394, E-ISSN 1681-7575, Vol. 54, no 3, p. 29-33Article in journal (Refereed)
    Abstract [en]

    We derive a new Bayesian approach for estimating activity when partial information about the detection efficiency and the background activity is available. Explicit formulas based on the hypergeometric function are given for the mean and the variance of the obtained posterior distribution. A Monte Carlo method is developed that allows the results of the Bayesian procedure to be determined in a simple way. The proposed inference is illustrated by analyzing measurements of activity, and the results are compared with those obtained by applying a current ISO standard.

  • 48.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Bodnar, Taras
    Department of Mathematics, Humboldt-University of Berlin, Berlin, Germany.
    Okhrin, Yarema
    Department of Statistics, University of Augsburg, Augsburg, Germany.
    Robust Surveillance of Covariance Matrices Using a Single Observation2013In: Sankhya - The Indian Journal of Statistics, ISSN 0972-7671, E-ISSN 0976-3139, Vol. 76, no 2, p. 219-256Article in journal (Refereed)
    Abstract [en]

    In this paper a new technique for monitoring shifts in covariance matrices of Gaussian processes is developed. The processes we monitor are obtained from the covariance matrices estimated using a single observation. These processes follow independent Gaussian distribution in the in-control state, thus allowing for application of standard control charts. Furthermore, in contrary to the existing literature, the suggested procedure is asymptotically robust to the shifts in the mean. The explicit out-of-control distribution for an arbitrary moment of the shift is derived. The performance of numerous multivariate control charts is evaluated in an extensive simulation study and applied to monitoring volatilities on financial markets.

  • 49.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany; Mälardalen University, Västerås, Sweden.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Analysis of Key Comparisons with Two Reference Standards: Extended Random Effects Meta-Analysis2018In: Advanced Mathematical and Computational Tools in Metrology and Testing XI / [ed] A. B. Forbes, N.-F. Zhang, A. Chunovkina, S. Eichstädt, F. Pavese, Singapore: World Scientific, 2018, p. 1-8Chapter in book (Refereed)
    Abstract [en]

    We propose a statistical method for analyzing key comparisons with two transfer standards measured in two petals. The new approach is based on an extension of the established random effects model. A full Bayesian analysis based on the reference prior is developed and analytic expressions for the results are derived. One benefit of the suggested approach is that it provides a comprehensive assessment of the laboratory biases in terms of their posterior distributions. Another advantage is that it can easily be applied in practice. The approach is illustrated for the CCM.M-K7 key comparison data.

  • 50.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case2014In: Journal of Statistical Planning and Inference, ISSN 0378-3758, E-ISSN 1873-1171, Vol. 147, p. 106-116Article in journal (Refereed)
    Abstract [en]

    We provide an analytical derivation of a non-informative prior by sequential maximization of Shannon's mutual information in the multi-group parameter case assuming reasonable regularity conditions. We show that the derived prior coincides with the reference prior proposed by Berger and Bernardo, and that it can be considered as a useful alternative expression for the calculation of the reference prior. In using this expression we discuss the conditions under which an improper reference prior can be uniquely defined, i.e. when it does not depend on the particular choice of nested sequences of compact subsets of the parameter space needed for its construction. We also present the conditions under which the reference prior coincides with Jeffreys' prior.

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