I wish to congratulate the authors on their comparison of the newly proposed generalized multinomial logit (GMNL) of Fiebig et al. [1], henceforth ‘FKLW,’ with the widely-used, latent class or finite mixture model of Kamakura and Russell [2]. Both models use the same logistic regression likelihood for product choice but differ in their distributions for individual parameter heterogeneity. I am ...

background: the aim of this study was to assess the associations between nutrition and dental caries in permanent dentition among schoolchildren. methods: a cross-sectional survey was undertaken on 698 schoolchildren aged 10 to 12 yr from a random sample of primary schools in kermanshah, western iran, in 2014. the study was based on the data obtained from the questionnaire containing informatio...

the purpose of this research was to investigate the effectiveness of eclectic model based on acceptance and commitment therapy (act) and metacognitive therapy (mct) on symptoms in patient with pure generalized anxiety disorder. the research method was clinical experimentation with pre-posttest and control group. statistic community was all of the men and women patients that suffered from pure g...

In these introductory lectures we discuss classes of presently known nested sums, associated iterated integrals, and special constants which hierarchically appear in the evaluation of massless and massive Feynman diagrams at higher loops. These quantities are elements of stuffle and shuffle algebras implying algebraic relations being widely independent of the special quantities considered. They...

Explicit expressions of UMVUE for variance components are obtained for a class of models that include balanced cross nested random models. These estimators are used to derive tests for the nullity of variance components. Besides the usual F tests, generalized F tests will be introduced. The separation between both types of tests will be based on a general theorem that holds even for mixed model...

Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation models is proposed. These have the  exibility of univariate GARCH models coupled with parsimonious parametric models for the c...