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Bayesian Tobit Quantile Regression Model Using Four Level Prior Distributions
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Abstract:

      In this research we discussed the parameter estimation and variable selection in Tobit quantile regression model in present of multicollinearity problem. We used elastic net technique as an important technique for dealing with both multicollinearity and variable selection. Depending on the data we proposed Bayesian Tobit hierarchical model with four level prior distributions . We assumed both tuning parameter are random variable and estimated them with the other unknown parameter in the model .Simulation study was used for explain the efficiency of the proposed method and then we compared our approach with (Alhamzwi 2014 & standard QR) .The result illustrated that our approach was outperformed.

    This is the first work that suggested Bayesian hierarchical model with four level prior distribution in estimating and variable selection for TQR model.

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Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
The Use Of the Bayesian Method and Restricted Maximum Likelihood in estimating of mixed Linear Components with random effects model with practical application.
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In this research we study a variance component model, Which is the one of the most important models widely used in the analysis of the data, this model is one type of a multilevel models, and it is considered as linear models , there are three types of linear variance component models ,Fixed effect of linear variance component model, Random effect of linear variance component model and Mixed effect of linear variance component model . In this paper we will examine the model of mixed effect of linear variance component model with one –way random effect ,and the mixed model is a mixture of fixed effect and random effect in the same model, where it contains the parameter (μ) and treatment effect (τi ) which  has

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Publication Date
Wed Jun 30 2021
Journal Name
Journal Of Economics And Administrative Sciences
Estimating Stock Returns Using Rough Set Theory: An Exploratory study With An Evidence From Iraq Stock Exchange
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‎ This research aims to estimate stock returns, according to the ‎Rough Set Theory ‎approach, ‎test ‎its effectiveness and accuracy in predicting stock returns and their potential in the ‎field of ‎financial ‎markets, and rationalize investor decisions. The research sample is totaling (10) ‎companies traded at Iraq Stock Exchange. The results showed a remarkable ‎ ‎Rough Set Theory application in data reduction, contributing to the rationalization of ‎investment ‎decisions. The most prominent conclusions are the capability of rough set theory ‎in ‎dealing with financial data and applying it for forecasting stock ‎returns.‎The ‎research provides those interested in investing stocks in financial

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Publication Date
Sun Dec 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Applied probability model of inventory multi- period in stores of cement factory in Samawah
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In this paper will be applied to a probability model of inventories periods of multiple stores of raw materials used in the cement industry, cement factory in Samawah and basic materials are limestone, soil normal, iron soil, fuel oil and gypsum. It was built of this model after the test and determine the distribution of demand during the supply period (waiting period) for each subject and independently of the rest of the material as it is not affected by any of the materials above interrelated in the process of supply, this test has been using the Statistical Package of (SPSS) and then was determining the amount of request optimum seeking in each batch and each substance known volume of economic optimization of

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Publication Date
Sat Dec 31 2022
Journal Name
Periodicals Of Engineering And Natural Sciences (pen)
Estimation of nonparametric regression function using shrinkage wavelet and different mother functions
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Publication Date
Mon Nov 11 2019
Journal Name
Spe
Modeling Rate of Penetration using Artificial Intelligent System and Multiple Regression Analysis
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Abstract<p>Over the years, the prediction of penetration rate (ROP) has played a key rule for drilling engineers due it is effect on the optimization of various parameters that related to substantial cost saving. Many researchers have continually worked to optimize penetration rate. A major issue with most published studies is that there is no simple model currently available to guarantee the ROP prediction.</p><p>The main objective of this study is to further improve ROP prediction using two predictive methods, multiple regression analysis (MRA) and artificial neural networks (ANNs). A field case in SE Iraq was conducted to predict the ROP from a large number of parame</p> ... Show More
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Publication Date
Sun Jan 01 2023
Journal Name
Aip Conference Proceedings
Mining categorical Covid-19 data using chi-square and logistic regression algorithms
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Publication Date
Tue Mar 30 2021
Journal Name
Journal Of Economics And Administrative Sciences
The effect of creating knowledge according to the model (Nonaka & Takeuchi, 1995) on organizational ambidexterity: A study on a sample of Iraqi private banks
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Purpose - This study relies on the descriptive and analytical approach through collecting and analyzing the necessary data, as this approach focuses on polling the opinions of the research sample and its directions, and aims to develop a model that studies the relationship between knowledge creation and organizational ambidexterity in Iraqi private banks and verifying its validity experimentally.

Design / Methodology / Introduction - A survey was conducted through a questionnaire form to collect data from a sample of (113) managers in private commercial banks. In addition, this study used the AMOS program and the ready-to-use statistical program package (SPSS V.25) to test the proposed hypotheses of the t

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Publication Date
Thu Aug 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
Aggregate production planning using linear programming with practical application
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Abstract :

The study aims at building a mathematical model for the aggregate production planning for Baghdad soft drinks company. The study is based on a set of aggregate planning strategies (Control of working hours, storage level control strategy) for the purpose of exploiting the resources and productive capacities available in an optimal manner and minimizing production costs by using (Matlab) program. The most important finding of the research is the importance of exploiting during the available time of production capacity. In the months when the demand is less than the production capacity available for investment. In the subsequent months when the demand exceeds the available energy and to minimize the use of overti

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Publication Date
Thu Feb 07 2019
Journal Name
Journal Of The College Of Education For Women
Visible image watermarking using biorthogonal wavelet transform
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In this paper, visible image watermarking algorithm based on biorthogonal wavelet
transform is proposed. The watermark (logo) of type binary image can be embedded in the
host gray image by using coefficients bands of the transformed host image by biorthogonal
transform domain. The logo image can be embedded in the top-left corner or spread over the
whole host image. A scaling value (α) in the frequency domain is introduced to control the
perception of the watermarked image. Experimental results show that this watermark
algorithm gives visible logo with and no losses in the recovery process of the original image,
the calculated PSNR values support that. Good robustness against attempt to remove the
watermark was s

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Publication Date
Sat Nov 22 2014
Journal Name
Indian Journal Of Physics
Comparison between shell model and self-consistent mean field calculations for ground charge density distributions and elastic form factors of 12C and 16O nuclei
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