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We investigate the causal relationship between climate and criminal behaviour. Considering the characteristics of integer-valued time series of criminal incidents, we propose a modified Granger causality test based on the generalized auto-regressive conditional heteroscedasticity type of integer-valued time series models to analyse the relationship between the number of crimes and the temperature as an environmental factor. More precisely, we employ the Poisson, negative binomial and log-linear Poisson integer-valued generalized auto-regressive conditional heteroscedasticity models and particularly adopt a Bayesian method for our analysis. The Bayes factors and posterior probability of the null hypothesis help to determine the causality between the variables considered. Moreover, employing an adaptive Markov chain Monte Carlo sampling scheme, we estimate model parameters and initial values. As an illustration, we evaluate our test through a simulation study and, to examine whether or not temperature affects crime activities, we apply our method to data sets categorized as sexual offences, drug offences, theft of motor vehicles, and domestic-violence-related assault in Ballina, New South Wales, Australia. The result reveals that more sexual offences, drug offences and domestic-violence-related assaults occur during the summer than in other seasons of the year. This evidence strongly advocates a causal relationship between crime and temperature.

The paper investigates the estimation of a wide class of multivariate volatility models. Instead of estimating an m-multivariate volatility model, a much simpler and numerically efficient method consists in estimating m univariate generalized auto-regressive conditional heteroscedasticity type models equation by equation in the first step, and a correlation matrix in the second step. Strong consistency and asymptotic normality of the equation-by-equation estimator are established in a very general framework, including dynamic conditional correlation models. The equation-by-equation estimator can be used to test the restrictions imposed by a particular multivariate generalized auto-regressive conditional heteroscedasticity specification. For general constant conditional correlation models, we obtain the consistency and asymptotic normality of the two-step estimator. Comparisons with the global method, in which the model parameters are estimated in one step, are provided. Monte Carlo experiments and applications to financial series illustrate the interest of the approach.

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of the regression function. The resulting prediction band preserves the consistency properties of the original estimator under standard assumptions, while guaranteeing finite-sample marginal coverage even when these assumptions do not hold. We analyze and compare, both empirically and theoretically, the two major variants of our conformal framework: full conformal inference and split conformal inference, along with a related jackknife method. These methods offer different tradeoffs between statistical accuracy (length of resulting prediction intervals) and computational efficiency. As extensions, we develop a method for constructing valid in-sample prediction intervals called rank-one-out conformal inference, which has essentially the same computational efficiency as split conformal inference. We also describe an extension of our procedures for producing prediction bands with locally varying length, to adapt to heteroscedasticity in the data. Finally, we propose a model-free notion of variable importance, called leave-one-covariate-out or LOCO inference. Accompanying this article is an R package conformalInference that implements all of the proposals we have introduced. In the spirit of reproducibility, all of our empirical results can also be easily (re)generated using this package.

The phenomenon encountered occasionally on complications involving spatial data, is that there is a tendency of heteroscedasticity since every region has distinct characteristics. Thus, it requires the approach which is more appropriate with the problem by using the Bayesian method. Bayesian method on spatial autoregressive model to contend the heteroscedasticity by applying prior distribution on variance parameter of error. To detect heteroscedasticity, it is shown from several responses correlating with the predictors. The method abled to estimate some responses is Seemingly Unrelated Regression (SUR). SUR is an econometrics model that used to be being utilized in solving some regression equations in which of them has their own parameter and appears to be uncorrelated. However, by correlation of error in differential equations, the correlation would occur among them. With the condition of the Bayesian SUR spatial autoregressive model, it is able to overcome heteroscedasticity cases from the vision of spatial. Further, the model involves four kinds of parameter priors’ distributions estimated by using the process of MCMC.

This article contains the OLS method, WLS method and bootstrap methods to estimate coefficients of linear regression and their standard deviation. If regression holds random errors with constant variance and if those errors are independent normally distributed we can use least squares method, which is accurate for drawing inferences with these assumptions. If the errors are heteroscedastic, meaning that their variance depends from explanatory variable, or have different weights, we can’t use least squares method because this method cannot be safe for accurate results. If we know weights for each error, we can use weight least squares method. In this article we have also described bootstrap methods to evaluate regression parameters. The bootstrap methods improved quantile estimation. We simulated errors with non constant variances in a linear regression using R program and comparison results. Using this software we have found confidence interval, estimated coefficients, plots and results for any case.

There are numerous examples in the literature where researchers use multiple-regression models to predict ratio standards despite known dangers associated with such methodologies. The solution, to use allometric models, also appears to have been ignored, for example, when predicting cardiorespiratory fitness, using the ratio standard VO2max (ml·kg−1·min−1). Cross-sectional. This case-study compares a previously published multiple regression equation to predict VO2peak (ml·kg−1·min−1) that adopted additive predictors of body mass index (kg·m−2) and a 6-minute run/walk test, with an alternative multiplicative allometric model given by VO2peak (l·min−1) = Mk1 · HTk2 · 6WRTk3 · exp(a + b · age + c · age2) · ε, thought to provide a more interpretable model, as well as providing a superior quality-of-fit. The strong association between VO2peak (l·min−1) and body mass also identified the presence of heteroscedasticity, a characteristic in data that can be resolved using allometry. The allometric model explained over 90 % of the variance (R2 = 0.91) compared to less than 60 % (R2 = 0.58) reported by the original study. The allometric model's results also appear more interpretable, with a positive mass exponent similar to that previously reported in the literature M0.66 based on sound physiological grounds. The positive height exponent can also be explained given that taller children have greater lung function. Finally, the age quadratic identified that children's VO2peak peaks during puberty. This case study provides powerful evidence that allometric models are more interpretable and provide a superior fit compared with multiple regression models when predicting ratio standards. Note that a simple algebraic adjustment enables researchers to predict the ratio standard VO2peak (ml·kg−1·min−1) without further analyses.