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Showing 3 results for Linear Model

Rassoul Noorossana, Abbas Saghaei, Hamidreza Izadbakhsh, Omid Aghababaei,
Volume 24, Issue 2 (6-2013)
Abstract

In certain statistical process control applications, quality of a process or product can be characterized by a function commonly referred to as profile. Some of the potential applications of profile monitoring are cases where quality characteristic of interest is modelled using binary,multinomial or ordinal variables. In this paper, profiles with multinomial response are studied. For this purpose, multinomial logit regression (MLR) is considered as the basis.Then, the MLR is converted to Poisson GLM with log link. Two methods including Multivariate exponentially weighted moving average (MEWMA) statistics, and Likelihood ratio test (LRT) statistics are proposed to monitor MLR profiles in phase II. Performances of these three methods are evaluated by average run length criterion (ARL). A case study from alloy fasteners manufacturing process is used to illustrate the implementation of the proposed approach. Results indicate satisfactory performance for the proposed method.
Nataliia Demchuk, Iuliia Masiuk2, Anastasiia Donskykh, Iryna Kadyrus,
Volume 31, Issue 4 (11-2020)
Abstract

The aim of the study is to develop theoretical and methodological foundations, scientific and practical recommendations for improving the management and evaluation of public debt in Ukraine. The methodological foundations of the study are a systematic approach to the analysis of the relationship of financial phenomena and processes, creative reflection on the works of Ukrainian and foreign scientists on public debt, and its role in the context of macro-financial stabilization. Specific scientific theoretical and applied developments by the applicant were obtained using the following methods: graphical financial analysis (for studying the tendencies of debt formation); statistical-economic (to identify the impact of public debt on socio-economic processes); economic-mathematical modeling (to determine the relationship between public debt and macroeconomic indicators). On the basis of the research, it was revealed that the selected macroeconomic indicators have a significant impact on the government debt, and there are difficulties in coordinating international, regional economic integration or creating a broad separation based on stable international competitiveness. In order to test the impact of some macroeconomic indicators on the size of public debt, the World Bank's economic indicators have been taken as the main material for research. The analyzed period of time is 2001-2017 years.
The recommendations provided in this article will contribute to the development of public debt management and the associated increase in the living standards of the country's population. Based on the analysis conducted, there are every reason to assert that effective management of public debt can contribute to the development of the national economy. The scientific novelty of the study is to determine the impact of some macroeconomic indicators on public debt management at the current stage of Ukraine's development.
Ahmad Hakimi, Hiwa Farughi, Amirhossein Amiri, Jamal Arkat,
Volume 33, Issue 1 (3-2022)
Abstract

In some statistical processes monitoring (SPM) applications, relationship between two or more ordinal factors is shown by an ordinal contingency table (OCT) and it is described by the ordinal Log-linear model (OLLM). Newton-Raphson algorithm methods have also been used to estimate the parameters of the log-linear model. In this paper, the OLLM based processes is monitored using MR and likelihood ratio test (LRT) approaches in Phase I. Some simulation studies are applied to performance evaluation of the proposed approaches in terms of probability of signal under step shifts, drifts and the presence of outliers. Results show that, by imposing the small and moderate shifts in the ordinal log-linear model parameters, the MR statistic has better performance than LRT. In addition, a real case study in dissolution testing in pharmaceutical industry is employed to show the application of the proposed control charts in Phase I.  


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