Using the multivariate quantile autoregression technique, we examine how equity returns of Islamic and conventional banks are affected by shocks to major financial indices such as DJUSI index, MSCI World Index, VIX index United States 10-years Treasury bond interest rate. We compare stability two banking systems risk spillovers at global regional levels based on data from 16 countries for perio...

Soyer and Hogarth’s article, “The Illusion of Predictability,” shows that diagnostic statistics that are commonly provided with regression analysis lead to confusion, reduced accuracy, and overconfidence. Even highly competent researchers are subject to these problems. This overview examines the Soyer-Hogarth findings in light of prior research on illusions associated with regression analysis. ...

This study examines the impact of consumers' use of food labels on selected nutrient intakes of Americans. Endogenous switching regression techniques are employed to control for heterogeneity in the label use decision. When the nutrient intakes of label users and the expected nutrient intakes of label users in the absence of labels are compared, food label use decreases individuals' average dai...

When conducting inter-species regression analyses, the phylogenetic relationships between the individual species need to be taken into account. In this paper, a procedure for conducting such analyses is discussed, which only requires the use of a measure of relationship between pairs of species, rather than a complete phylogeny, and which at the same time assesses the importance to be attached ...

In presence of multicollinearity principal component regression (PCR) is sometimes suggested for the estimation of the regression coefficients of a multiple regression model. Due to ambiguities in the interpretation involved by the orthogonal transformation of the set of explanatory variables the method could not yet gain wide acceptance. Factor analysis regression (FAR) provides a model-based ...

Logistic regression is used to obtain odds ratio in the presence of more than one explanatory variable. The procedure is quite similar to multiple linear regression, with the exception that the response variable is binomial. The result is the impact of each variable on the odds ratio of the observed event of interest. The main advantage is to avoid confounding effects by analyzing the associati...

Yu et al. (Fuzzy Sets and Systems 105 (1999) 429) performed general piecewise necessity regression analysis based on linear programming (LP) to obtain the necessity area. Their method is the same as that according to data distribution, even if the data are irregular, practitioners must specify the number and the positions of change-points. However, as the sample size increases, the number of ch...

Information that is stored in an encrypted format is, by definition, usually not amenable to statistical analysis or machine learning methods. In this paper we present detailed analysis of coordinate and accelerated gradient descent algorithms which are capable of fitting least squares and penalised ridge regression models, using data encrypted under a fully homomorphic encryption scheme. Gradi...