Fernando Tusell

Suicides and the Lunar Cycle

The existence of lunar influence on the frequency of suicide is tested by means of a permutation test. A total of 897 suicide deaths reported by the Anatomical Forensic Institute of Madrid were analyzed by a permutation test, a direct application of Fishers ideas. Noteworthy in this study are the testing method used and the accuracy of timing of the deaths. Both factors provide firm ground for our conclusion: there appears to be no relationship between lunar phases and suicide.

Alleviating the effect of collinearity in geographically weighted regression

Abstract Geographically weighted regression (GWR) is a popular technique to deal with spatially varying relationships between a response variable and predictors. Problems, however, have been pointed out (see Wheeler and Tiefelsdorf in J Geogr Syst 7(2):161–187, 2005), which appear to be related to locally poor designs, with severe impact on the estimation of coefficients. Different remedies have been proposed. We propose two regularization methods. The first one is generalized ridge regression, which can also be seen as an empirical Bayes method. We show that it can be implemented using ordinary GWR software with an appropriate choice of the weights. The second one augments the local sample as needed while running GWR. We illustrate both methods along with ordinary GWR on an example of housing prices in the city of Bilbao (Spain) and using simulations.

The effects of liquor licensing restriction on alcohol-related violence in NSW, 2008-13.

AIM To estimate the effect on assault of a series of legislative reforms that restricted the trading hours and trading conditions of licensed premises in New South Wales (NSW), Australia. METHODS We examine the effects of the legislative reforms introduced between July 2008 and January 2012 using time series structural models. These models are used to estimate the underlying long-term dynamics of the time series of police recorded domestic and non-domestic assaults occasioning actual bodily harm (ABH) and assaults occasioning grievous bodily harm (GBH) in NSW between January 1996 and December 2013. The effect of the legislative changes is captured by including terms in the models which reflect a smooth step change in the number of assaults. RESULTS The reforms introduced between July 2008 and January 2012 were associated with a fall in levels of ABH and GBH assaults. The joint effect of all the interventions on ABH lasted until July 2013, accounting for a reduction of -31.27% over that period [parameter estimate -0.38 with 95% confidence interval (CI) = -0.65, -0.10)]. The same set of interventions had a greater effect on GBH assaults; achieving a -39.70% reduction over a shorter period of time July 2008 and July 2012 (parameter estimate -0.51 with 95% CI = -0.69, -0.33). CONCLUSION Legislative reforms introduced in New South Wales, Australia between July 2008 and January 2012 to restrict trading hours and trading conditions of licensed alcohol premises appear to have reduced the number of police-recorded assaults of ABH and GBH by 31.27% and 39.70% respectively.

Asset pricing and risk aversion in the Spanish stock market

Abstract This paper estimates the relative risk aversion coefficient for the Spanish Stock Market between 1965 and 1984. The results tend to indicate that the Spanish investors require a premium to demand risky assets higher than the one required under a logarithmic utility function. A multivariate framework is also used to study alternative models of asset pricing given different relative risk aversion coefficients.

Tree-based algorithms for missing data imputation

Let X be a N × (p+q) data matrix, with entries partly missing in the last q columns. A problem of practical relevance is that of drawing inferences from such an incomplete data set. We propose to use a sequence of trees to impute missing values. Essentially, the two algorithms we introduce can be viewed as predictive matching methods. Among their advantages, is their flexibility, which makes no assumptions about the type or distribution of the variables.

On suicides and menstruation: a comment on Dogra, et al. (2007).

Dogra, et al. (2007) reported their findings on the relation of menstruation and suicide. Their data showed some peculiarities, so the matter requires further scrutiny as Dogra, et al. noted.

A Real-Time Property Value Index Based on Web Data

House price indices are difficult to compute because houses are essentially unique, nonreplicable goods and transactions are relatively infrequent. Furthermore, unlike in organized markets, there is considerable opacity concerning transaction prices.The traditional real estate agent coexists nowadays with Web sites, from which information can be obtained cheaply and easily. This paves the way for new approaches which tap this resource to produce timely, quality and location adjusted housing price indices. We describe one such approach and show R to be a tool of choice in every step of the implementation.

Un simulador para asistir en la enseñanza del teorema de Bayes

La ensenanza de algunos conceptos basicos de Estadistica se benecia depracticas individuales con realimentacion inmediata. Para poder llevarlasa cabo con un gran numero de alumnos hemos escrito un simulador que sedescribe a continuacion, primero de una serie que planeamos. Su propositoes incrementar la familiaridad de los estudiantes con conceptos basicos dela estadistica bayesiana; en particular, familiarizarles con la idea de quelas probabilidades cambian a medida que la informacion aumenta. Keywords: estadistica bayesiana, Estadistica, simulador.