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P and d (Practical usage of statistical and substantive significance in Czech social sciences)
Soukup, Petr ; Jeřábek, Hynek (advisor) ; Urbánek, Tomáš (referee) ; Hebák, Petr (referee)
Resume The thesis is focused on the usage of statistical and substantive significance in the Czech social science. The thesis consists of four articles (3 published, 1 unpublished yet), introduction and conclusion including practical recommendations. The aim of the thesis is theoretically describe the current " standards" in the use of statistical and substantive significance and through research (content analysis) of articles published in the three leading Czech journals (Czechoslovak Psychology , Pedagogy and Czech Sociological Journal) empirically assess whether the published articles adhere to the " standards" in the field of statistics and the substantive significance of the results . Basic research question was: How are current " standards" followed in the use of statistical and substantive significance in the Czech social science production? In addition to the basic research questions were additional (auxiliary) research questions: What are the basic limits of statistical significance, i.e. in which cases statistical tests are not appropriate to use? What are the shortcomings of statistical significance itself, and what are the most common problems in the practical use of it by researchers? What are the alternatives to the concept of statistical significance? How is it possible to assess the...
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Selection Bias Reduction in Credit Scoring Models
Ditrich, Josef ; Hebák, Petr (advisor) ; Pecáková, Iva (referee) ; Zamrazilová, Eva (referee)
Nowadays, the use of credit scoring models in the financial sector is a common practice. Credit scoring plays an important role in profitability and transparency of lending business. Given the high credit volumes, even a small improvement of discriminatory and predictive power of a credit scoring model may provide a substantial additional profit. Scoring models are applied on the through-the-door population, however, for creating them or adjusting already existing credit rules, it is usual to use only the data corresponding to accepted applicants for which payment discipline can be observed. This discrepancy can lead to reject bias (or selection bias in general). Methods trying to eliminate or reduce this phenomenon are known by the term reject inference. In general, these methods try to assess the behavior of rejected applicants or to obtain an additional information about them. In the dissertation thesis, I dealt with the enlargement method which is based on a random acceptance of applicants that would have been rejected. This method is not only time consuming but also expensive. Therefore I looked for the ways how to reduce the cost of acquiring additional information about rejected applicants. As a result, I have proposed a modification which I called the enlargement method with sorting variable. It was validated on real bank database with two possible sorting variables and the results were compared with the original version of the method. It was shown that both tested approaches can reduce its cost while retaining the accuracy of the scoring models.
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BABY BOY OR BABY GIRL
Zákostelná, Lucie ; Hebák, Petr (advisor) ; Burdychová, Bohdana (referee)
The thesis is mainly focused on the analysis and evaluation of the effects influencing the sex ratio of live births. After studying of the foreign language literature, main factors influencing the sex ratio are defined. Data used in the thesis (births by the sex) are retrieved from The Human Mortality Database, database of United Nations Statistics Division and from particular statistical offices. Based on the results of the exploratory data analysis, countries with unreliable data (data skewed due to the manipulation or due to the not appropriate standard of the registration of born) are specified. Subsequently, the countries with abnormal values of the sex ratio at birth resulting from the cultural traditions or technological development are defined. For countries with not evident influence of the factors mentioned the analysis of the relations and dependencies between sex ratio at birth and variables chosen (groups of the geographical, socioeconomics and demographical impacts). On the basis of this analysis it has been proved that the sex ratio at birth depends primarily, but not exclusively, on the total fertility rate and life expectancy.
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Bayesian statistical modelling
Vilikus, Ondřej ; Hebák, Petr (advisor) ; Berka, Petr (referee) ; Militký, Jiří (referee)
Conjoint analysis is a popular method in consumer preferences research. One of the factors that caused the increasing popularity of this method in recent years is wide use of hierarchical Bayesian models which has been found invaluable in solving the problem of how to obtain reliable estimates of individual preferences without need for overloading respondents with too many conjoint tasks. First goal of my dissertation was to confirm whether the use of Bayesian models is the best choice under all circumstances or whether there are some limitations of this approach. For this purpose I conducted a study based on simulated datasets. Algorithm used enabled generation of datasets that differed in several parameters of interest but which were most comparable in other aspects. Results show that hierarchical models represent choice leading to highest accuracy in predicting respondents' choices in holdout tasks. Use of hierarchical models is most beneficial in the situation of strongly heterogeneous population yet limited amount of available data. In these cases we are able to capture the structure of heterogeneity with significantly lower number of choice task necessary from each respondent. Second goal of the dissertation was to answer the question whether we can increase also the effectiveness of the questioning in conjoint analysis by adding several direct questions. Suggested hybrid choice-based conjoint method (HCBC) combines conjoint analysis tasks with direct questions regarding the preference of levels for each attribute. These are used during the estimation of the model and for increasing the effectiveness if the conjoint analysis tasks design. The HCBC was compared with traditional choice-based conjoint (CBC) and adaptive choice-based conjoint (ACBC) based on practical study involving 421 respondents randomly assigned in one of three test groups. Suggested method has been found as useful alternative that can help with reducing number of choice task needed and as a solution for some situations when diverse importance of the attributes tested does not allow for indirect estimation of preferences with respect to all attributes tested.
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Srovnání bayesovského a četnostního přístupu
Ageyeva, Anna ; Hebák, Petr (advisor) ; Vilikus, Ondřej (referee)
The thesis deals with Bayesian approach to statistics and its comparison to frequentist approach. The main aim of the thesis is to compare frequentist and Bayesian approaches to statistics by analyzing statistical inferences, examining the question of subjectivity and objectivity in statistics. Another goal of the thesis is to draw attention to the importance and necessity to teach Bayesian statistics at our University more profound. The thesis includes three chapters. The first chapter presents a Bayesian approach to statistics and its main notions and principles. Statistical inferences are treated in the second chapter. The third chapter deals with comparing Bayesian and frequentist approaches. The final chapter concerns the place of Bayesian approach nowadays in science. Appendix concludes the list of Bayesian textbooks and Bayesian free software.
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Retirement pensions in relation to the economic level of EU countries
Bricín, Lukáš ; Hebák, Petr (advisor) ; Kotýnková, Magdalena (referee)
This thesis deals with the comparison of the European Union countries, in particular their schemes of pension and living standard of pensioners who use these schemes in confrontation with the economic standard of these countries. After a theoretical introduction, where various aspects of operation and theoretical construction of the pension system are introduced, there follows a brief outline of the situation in each country, completed with comparison of the values of indicators relating to the pension systems. The middle part of this thesis is devoted to the process of population aging, as the main cause of the current need for reforming the pension systems and the adequacy of extending the age for retirement. The last part of this thesis is devoted to determining the sequence of the states of the European Union by the standard of living of people in retirement age and confronting these results with the information on economic standard of these countries.
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Arbitrage Pricing Theory
Mengler, Jan ; Hebák, Petr (advisor) ; Peřina, Milan (referee)
Determination of the stock expected return is an important element of asset management. This paper presents an Arbitrage Pricing Theory model, which strives to estimate the expected return explaining the historical volatility of the stock prices. This paper presents the model as it was introduced, necessary extension for application to a small market included. Statistical methods on which the model has been build are discussed -- factor analysis completed by principal component analysis. In the practical part, the model is applied to the Czech market with an assessment of the success of the application. The forces which were expected to represent risk factors for the market have been examined as well. It will be shown that the model may contribute to the understanding of risk behaviour of the stocks.
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Quality measures of classification models and their conversion
Hanusek, Lubomír ; Hebák, Petr (advisor) ; Řezanková, Hana (referee) ; Skalská, Hana (referee)
Predictive power of classification models can be evaluated by various measures. The most popular measures in data mining (DM) are Gini coefficient, Kolmogorov-Smirnov statistic and lift. These measures are each based on a completely different way of calculation. If an analyst is used to one of these measures it can be difficult for him to asses the predictive power of a model evaluated by another measure. The aim of this thesis is to develop a method how to convert one performance measure into another. Even though this thesis focuses mainly on the above-mentioned measures, it deals also with other measures like sensitivity, specificity, total accuracy and area under ROC curve. During development of DM models you may need to work with a sample that is stratified by values of the target variable Y instead of working with the whole population containing millions of observations. If you evaluate a model developed on a stratified data you may need to convert these measures to the whole population. This thesis describes a way, how to carry out this conversion. A software application (CPM) enabling all these conversions makes part of this thesis. With this application you can not only convert one performance measure to another, but you can also convert measures calculated on a stratified sample to the whole population. Besides the above mentioned performance measures (sensitivity, specificity, total accuracy, Gini coefficient, Kolmogorov-Smirnov statistic), CPM will also generate confusion matrix and performance charts (lift chart, gains chart, ROC chart and KS chart). This thesis comprises the user manual to this application as well as the web address where the application can be downloaded. The theory described in this thesis was verified on the real data.
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Statistical evaluation of percutan, ureteroscopic a robotic surgeries of ureteropelvic obstruction
Masarovičová, Martina ; Hebák, Petr (advisor) ; Chmelenský, Tomáš (referee)
The aim of this diploma thesis is statistical processing of a sample of patients that have been hospitalized and treated for ureteropelvic junction obstruction at the urological department of ÚNV Prague in last 20 years and to determine the optimal treatment method. Evaluation of surgical techniques from the surgical and economical point of creates a comprehensive image of advantages and disadvantages connected with application of a particular method and enables all participating subjects to decide in case of doubt. In this case the statistical analysis is a proper instrument, leading to find answers, however, it also gives an opportunity for discussion.
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Estimated probability of unrepeatable events
Novák, Vít ; Hebák, Petr (advisor) ; Černý, Michal (referee)
Anywhere we see a prognostication system; we can run up against the need of evaluating it. For the evaluation is frequently used unsuitable methods. There are such cases where is need to correctly take effects of mistakes into consideration. And here we can use statistic based on information measure either entropy. The first part deals with this point of issue. In the second part I am trying to show possible areas of use, for example betting. I enclose practical remarks from this issue and the methods making these estimators, which are dependent on nature of issued events.
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