Given a sequence of fractional frequency deviates, we investigate the relationship between the sample variance of these deviates and the total variance (Totvar) estimator of the Allan variance. We demonstrate that we can recover exactly twice the sample variance by renormalizing the Totvar estimator and then summing it over dyadic averaging times 1, 2, 4, . . . , 2 along with one additional ter...

Using applications of linear regression, Market Research practitioners want to determine a ranking of predictors or a quantification of their respective importance for a desired outcome. As predictors are often correlated, regression coefficients can be difficult to use directly because they can be instable across samples and have negative values that are counterintuitive. To overcome these dif...

This study examines how much of the variance in economic growth can be explained by various categories of domestic and foreign savings in Malaysia. The bounds testing approach to cointegration and the generalised forecast error variance decomposition technique was used to achieve the objective of this study. The cointegration test results demonstrate that the relationship between economic growt...

Disease-specific quality indicators are used to compare institutions and health care providers in terms of processes or outcomes relevant treatment a particular condition. In the context surgical cancer treatments, performance variations can be due hospital and/or surgeon level differences, creating hierarchical clustering. We consider how observed variation received at patient decomposed into ...

We offer a decomposition for the variance of current unemployment rate that not only measures contributions labor market flows but also approximation error embedded in other decompositions use surrogates rate. Using data United States and Brazil, results latter show significant differences flows’ non-negligible distortions errors when (instead proxy) is decomposed; U.S., no substantial changes ...