We extend dynamic generalized structured component analysis (GSCA) to enhance its data-analytic capability in structural equation modeling of multi-subject time series data. Time series data of multiple subjects are typically hierarchically structured, where time points are nested within subjects who are in turn nested within a group. The proposed approach, named multilevel dynamic GSCA, accomm...

We introduce a Generalized Nested Logit model of demand for bundles that can be estimated sequentially and virtually eliminates any challenge dimensionality related to large choice sets. use it investigate quantity discounts carbonated soft drinks by simulating counterfactual with linear pricing. The prices quantities up 1L decrease −31.5% while those larger increase +14.8%. Purchased −20.4%, a...

The paper proposes a general asymmetric multifactor Wishart stochastic volatility (AMWSV) diffusion process which accommodates leverage, feedback effects and multifactor for the covariance process. The paper gives the closed-form solution for the conditional and unconditional Laplace transform of the AMWSV models. The paper also suggests estimating the AMWSV model by the generalized method of m...

a generalized heckman model is used for the joint modeling of longitudinal continuousresponses and dropout in order to see the influence of a small perturbation of the elements of thecovariance structure on displacement of the likelihood. the perturbation from random dropout in thedirection of informative dropout is considered for mastitis data.

The Akaike Information Criterion (AIC) is often used as a measure of model accuracy. The ∆AIC statistic is defined by the difference between AIC values for two nested models. The ∆AIC statistic corresponding to a particular change detection problem has been shown to detect extremely small changes in a dynamic system as compared with traditional change detection monitoring procedures. In this pa...

A system of U(N)-matrix difference equations is solved by means of a nested version of a generalized Bethe Ansatz. The highest weight property of the solutions is proved and some examples of solutions are calculated explicitly.

Abstract This paper presents the progress made so far in development of R package hspm. The hspm aims at implementing a variety models and methods to control for heterogeneity spatial models. Spatial can be specified different ways, ranging from exogenous (or endogenous) regimes models, with coefficients that potentially vary each observations (i.e., continuous heterogeneity). We focus on few f...

A system of SU(N)-matrix difference equations is solved by means of a nested version of a generalized Bethe Ansatz, also called ”off shell” Bethe Ansatz [1]. The highest weight property of the solutions is proved.

We introduce a new family of distributions, called Lp-nested symmetric distributions, whose densities are expressed in terms of a hierarchical cascade of Lpnorms. This class generalizes the family of spherically and Lp-spherically symmetric distributions which have recently been successfully used for natural image modeling. Similar to those distributions it allows for a nonlinear mechanism to r...