This paper attempts to investigate the existence of Market Discipline in the Indian commercial banks over the period 2001-2008 i.e., 7 years. This period is characterized by second round of banking sector reform as suggested by Narsimham Committee for banking restructuring and market discipline. A total of 63 scheduled commercial banks were taken as the sample size which included 27 public sect...

We performed a Monte Carlo study to evaluate the effect of the number of events per variable (EPV) analyzed in logistic regression analysis. The simulations were based on data from a cardiac trial of 673 patients in which 252 deaths occurred and seven variables were cogent predictors of mortality; the number of events per predictive variable was (252/7 =) 36 for the full sample. For the simulat...

We conducted an extensive set of empirical analyses to examine the effect of the number of events per variable (EPV) on the relative performance of three different methods for assessing the predictive accuracy of a logistic regression model: apparent performance in the analysis sample, split-sample validation, and optimism correction using bootstrap methods. Using a single dataset of patients h...

BACKGROUND Development of prognostic models enables identification of variables that are influential in predicting patient outcome and the use of these multiple risk factors in a systematic, reproducible way according to evidence based methods. The reliability of models depends on informed use of statistical methods, in combination with prior knowledge of disease. We reviewed published articles...

BACKGROUND The Cohort Multiple Randomised Controlled Trial (cmRCT) is a newly proposed pragmatic trial design; recently several cmRCT have been initiated. This study tests the unresolved question of whether differential refusal in the intervention arm leads to bias or loss of statistical power and how to deal with this. METHODS We conduct simulations evaluating a hypothetical cluster cmRCT in...

The existing optimal design of the fixed sampling interval S2-EWMA control chart to monitor the sample variance of a process is based on the average run length (ARL) criterion. Since the shape of the run length distribution changes with the magnitude of the shift in the variance, the median run length (MRL) gives a more meaningful explanation about the in-control and out-of-control performances...

Traditional statistical process control for variable data often involves the use of a separate mean and a standard deviation chart. Several proposals have been published recently, where a single (combination) chart that is simpler and may have performance advantages, is used. The assumption of normality is crucial for the validity of these charts. In this article, a single distribution-free She...

Minimization of unconstrained objective function in the form of mathematical expectation is considered. Sample Average Approximation SAA method transforms the expectation objective function into a real-valued deterministic function using large sample and thus deals with deterministic function minimization. The main drawback of this approach is its cost. A large sample of the random variable tha...

In today's highly competitive industrial environment due to fast technology development, quality practitioners will to detect out-of-control situations and take actions whenever is necessary as soon as possible. Accordingly, new statistical procedures have been enhanced incessantly both to handle high yield processes along with looking for methods of minimizing all quality cost. CCC-r chart, th...