Duration Models and Differential Evolution in the Analysis of Large Data Sets

نویسندگان

  • Michele Lalla
  • Sandra Paterlini
چکیده

Two measures of unemployment duration were obtained for each individual from data collected by Istat through the Quarterly Labour Force Survey. One measure was the length of on-going spells of unemployment, declared by the interviewed individual in a first wave and suitably adjusted considering information in a second wave (Spell Answers). The other was the time elapsed between the dates of the end of the previous job and the beginning of the current job in the second wave (Spell Reconstructions). They were modelled by traditional duration models via a mixture distribution of the answered and reconstructed spells , instead of using their minimum. The likelihood of the mixture is highly complex with a large number of covariates. Hence, classical optimisation methods do not provide robust parameter estimations. A stochastic search algorithm, called Differential Evolution, is proposed to tackle the numerical optimisation problem. In fact, even if DE is still rather unknown, it proves to be consistently and clearly superior to other search heuristic and classical optimisation approaches in many applications. Moreover, it is very simple to implement and requires little or no parameter tuning. A comparison between the ordinary duration models based on a sole unemployment spell for individuals (spell answers or spell reconstructions) is also reported. JEL classification: C41, J64

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Spatial Design for Knot Selection in Knot-Based Low-Rank Models

‎Analysis of large geostatistical data sets‎, ‎usually‎, ‎entail the expensive matrix computations‎. ‎This problem creates challenges in implementing statistical inferences of traditional Bayesian models‎. ‎In addition,researchers often face with multiple spatial data sets with complex spatial dependence structures that their analysis is difficult‎. ‎This is a problem for MCMC sampling algorith...

متن کامل

OPTIMAL DESIGN OF GRAVITY DAM USING DIFFERENTIAL EVOLUTION ALGORITHM

The shape optimization of gravity dam is posed as an optimization problem with goals of minimum value of concrete, stresses and maximum safety against overturning and sliding need to be achieved. Optimally designed structure generally saves large investments especially for a large structure. The size of hydraulic structures is usually huge and thus requires a huge investment. If the optimizatio...

متن کامل

Partial Differential Equations applied to Medical Image ‎Segmentation

‎This paper presents an application of partial differential equations(PDEs) for the segmentation of abdominal and thoracic aortic in CTA datasets. An important challenge in reliably detecting aortic is the need to overcome problems associated with intensity inhomogeneities. Level sets are part of an important class of methods that utilize partial differential equations (PDEs) and have been exte...

متن کامل

Fuzzy logic controlled differential evolution to solve economic load dispatch problems

In recent years, soft computing methods have generated a large research interest. The synthesis of the fuzzy logic and the evolutionary algorithms is one of these methods. A particular evolutionary algorithm (EA) is differential evolution (DE). As for any EA, DE algorithm also requires parameters tuning to achieve desirable performance. In this paper tuning the perturbation factor vector of DE ...

متن کامل

Fuzzy logic controlled differential evolution to solve economic load dispatch problems

In recent years, soft computing methods have generated a large research interest. The synthesis of the fuzzy logic and the evolutionary algorithms is one of these methods. A particular evolutionary algorithm (EA) is differential evolution (DE). As for any EA, DE algorithm also requires parameters tuning to achieve desirable performance. In this paper tuning the perturbation factor vector of DE ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004