Memorias de investigación
Ponencias en congresos:
Simulation tools for statistical model comparison: an application to unobserved component models versus dynamic regression
Año:2012

Áreas de investigación
  • Ingenierías,
  • Humanidades y ciencias sociales

Datos
Descripción
This paper has been developed with the purpose of applying simulation tools to model comparison. Two dynamic statistical models related to road accidents and involving vans have been chosen: Demand for road use, accidents and their gravity (DRAG), developed by Gaudry (1984) and Gaudry and Lasarre (2000) and Unobserved Components Models (UCM) with intervention, proposed by Harvey and Durbin (1986) and further developed by Hermans et al. (2005) and Bijleveld et al. (2008, 2010). The main difference between the two models lies on the fact that, unlike DRAG, the UCM includes specific terms for both trend and seasonal components, which are assumed unobserved, with their corresponding state equations. The central idea is to assume that one of the models is the true one, and study the effect of estimating the other one on parameter interpretation, goodness of fit and prediction accuracy.
Internacional
No
Nombre congreso
XXXIII Congreso Nacional de Estadística e Investigación Operativa VII Jornadas de Estadística Pública
Tipo de participación
960
Lugar del congreso
Madrid
Revisores
No
ISBN o ISSN
DOI
Fecha inicio congreso
17/04/2012
Fecha fin congreso
20/04/2012
Desde la página
86
Hasta la página
86
Título de las actas

Esta actividad pertenece a memorias de investigación

Participantes
  • Autor: Bahar Dadashova . UPM

Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Centro o Instituto I+D+i: Instituto Universitario de Investigación del Automóvil (INSIA)