scholarly journals Bayesian Conditional Mean Estimation in Log-Normal Linear Regression Models with Finite Quadratic Expected Loss

2016 ◽  
Vol 43 (4) ◽  
pp. 1064-1077 ◽  
Author(s):  
Enrico Fabrizi ◽  
Carlo Trivisano
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Expected Loss ◽  
Linear Regression Models ◽  
Conditional Mean ◽  
Mean Estimation ◽  
Log Normal

FAKTOR DETERMINAN PENYALURAN KREDIT BANK PERSERO

2018 ◽  
Vol 23 (1) ◽  
pp. 60-71
Author(s):  
Wigiyanti Masodah
Keyword(s):  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Regression Models ◽  
Linear Regression Models ◽  
Negative Impacts ◽  
Main Activity ◽  
The Impact ◽  
The Given ◽  
Multiple Linear Regression Models

Offering credit is the main activity of a Bank. There are some considerations when a bank offers credit, that includes Interest Rates, Inflation, and NPL. This study aims to find out the impact of Variable Interest Rates, Inflation variables and NPL variables on credit disbursed. The object in this study is state-owned banks. The method of analysis in this study uses multiple linear regression models. The results of the study have shown that Interest Rates and NPL gave some negative impacts on the given credit. Meanwhile, Inflation variable does not have a significant effect on credit given. Keywords: Interest Rate, Inflation, NPL, offered Credit.

Linear Regression Models for Interval-Valued Data using Log-transformation

2020 ◽  
Author(s):  
Nykolas Mayko Maia Barbosa ◽  
João Paulo Pordeus Gomes ◽  
César Lincoln Cavalcante Mattos ◽  
Diêgo Farias Oliveira
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Linear Regression Models ◽  
Log Transformation ◽  
Interval Valued

THE PREDICTIVE CONTENT OF DISAGGREGATED NORMAL INCOME: An Empirical Study in the JSX

2003 ◽  
Vol 5 (3) ◽  
pp. 363 ◽  
Author(s):  
Slamet Sugiri
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Stock Exchange ◽  
Manufacturing Firms ◽  
Single Step ◽  
Model Parameters ◽  
Linear Regression Models ◽  
Operating Income ◽  
Predictive Content ◽  
Multiple Step

The main objective of this study is to examine a hypothesis that the predictive content of normal income disaggregated into operating income and nonoperating income outperforms that of aggregated normal income in predicting future cash flow. To test the hypothesis, linear regression models are developed. The model parameters are estimated based on fifty-five manufacturing firms listed in the Jakarta Stock Exchange (JSX) up to the end of 1997.This study finds that empirical evidence supports the hypothesis. This evidence supports arguments that, in reporting income from continuing operations, multiple-step approach is preferred to single-step one.

scholarly journals Non-Parametric Generalized Additive Models as a Tool for Evaluating Policy Interventions

Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 299
Author(s):  
Jaime Pinilla ◽  
Miguel Negrín
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Linear Trend ◽  
Generalized Additive Models ◽  
Additive Models ◽  
Linear Regression Models ◽  
Non Linear ◽  
Nonlinear Trends ◽  
The Impact ◽  
Non Parametric

The interrupted time series analysis is a quasi-experimental design used to evaluate the effectiveness of an intervention. Segmented linear regression models have been the most used models to carry out this analysis. However, they assume a linear trend that may not be appropriate in many situations. In this paper, we show how generalized additive models (GAMs), a non-parametric regression-based method, can be useful to accommodate nonlinear trends. An analysis with simulated data is carried out to assess the performance of both models. Data were simulated from linear and non-linear (quadratic and cubic) functions. The results of this analysis show how GAMs improve on segmented linear regression models when the trend is non-linear, but they also show a good performance when the trend is linear. A real-life application where the impact of the 2012 Spanish cost-sharing reforms on pharmaceutical prescription is also analyzed. Seasonality and an indicator variable for the stockpiling effect are included as explanatory variables. The segmented linear regression model shows good fit of the data. However, the GAM concludes that the hypothesis of linear trend is rejected. The estimated level shift is similar for both models but the cumulative absolute effect on the number of prescriptions is lower in GAM.

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