26,500 research outputs found
Towards an Understanding of Process Model Quality. Methodological Considerations
Quality is one of the main topics in current conceptual modelling research, as is the field of business process modelling. Yet, widely acknowledged academic contributions towards an understanding or measurement of business process model quality are limited at best. In this paper I argue that the development of methodical theories concerning the problem of process model quality must be preceded by methodological elaborations on business process modelling. I further argue that existing epistemological foundations of process modelling are insufficient for describing the extrinsic and intrinsic traits of model quality. Taking into account the inherent social and purpose-oriented character of process modelling in contemporary organizations I present a socio-pragmatic constructionist methodology of business process modelling and sketch out implications of this perspective towards an understanding of process model quality. I anticipate that, based on this research, theories can be developed that facilitate the evaluation of the ’goodness’ of a business process model
Weighted-average least squares: Improvements and extensions
This paper presents version 3.0 of the wals command, which implements the weighted-average least squares estimator of Magnus et al. (2010, Journal of Econometrics 154, 139–153). Version 3.0 improves earlier versions of wals in several respects: a new syntax supporting factor variables, time-series operators, and weights; an enlarged set of prior distributions; extended quadrature methods for computing the posterior mean; new plug-in estimates of the sampling moments; simulation-based confidence intervals; and other options to control accuracy, computational speed, and output of wals. We also offer three new post-estimation commands: the predict command associated with wals; the lcwals command for estimating linear combinations of the parameters; and the margwals command for estimating smooth, possibly nonlinear, functions of the parameters at given values of regressors. Finally, we compare our new commands with two suites of Stata commands for tackling issues of model uncertainty
Weighted-average least squares: Beyond the classical linear regression model
This paper introduces four new commands for the weighted-average least squares approach to model uncertainty: the hetwals command fits linear models with multiplicative forms of heteroskedasticity; the ar1wals command fits linear models with stationary AR(1) errors; the xtwals command fits fixed-effects and random-effects panel-data models with either i.i.d. or AR(1) idiosyncratic errors; while the glmwals command fits univariate generalized linear models. These commands extend the new functionalities of the wals command (version 3.0) introduced by De Luca and Magnus (2025a), and enlarge the classes of models that can be fitted by this model-averaging method. We also provide an illustration of the hetwals and glmwals commands by means of real data applications
Weighted-average least squares estimation of generalized linear models
The weighted-average least squares (WALS) approach, introduced by Magnus et al. (2010) in the context of Gaussian linear models, has been shown to enjoy important advantages over other strictly Bayesian and strictly frequentist model-averaging estimators when accounting for problems of uncertainty in the choice of the regressors. In this paper we extend the WALS approach to deal with uncertainty about the specification of the linear predictor in the wider class of generalized linear models (GLMs). We study the large-sample properties of the WALS estimator for GLMs under a local misspecification framework, and the finite-sample properties of this estimator by a Monte Carlo experiment the design of which is based on a real empirical analysis of attrition in the first two waves of the Survey of Health, Aging and Retirement in Europe (SHARE)
Navigational Design of Web Information Systems – Framework Development and Case Study
As prior empirical and conceptual work indicates, success and usability of web information systems is subject to navigational design. Although web information systems are not a new phenomenon and were examined intensively in the past, holistic in-depth investigations of navigational issues seem to be arbitrary rather than theoretically and conceptually founded. In particular, we argue that we are lacking an appropriate description language serving as a shared conceptualization of our subject of research. We present a conceptual framework for describing and assessing web information systems and their navigational capabilities. Moreover, we provide some empirical evidence of its applicability by reporting on a case study that pays special regard to navigational design and usability improvement
Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
Abstract–: We establish a link between the approaches proposed by Oster (2019) and Pei, Pischke, and Schwandt (2019) which contribute to the development of inferential procedures for causal effects in the challenging and empirically relevant situation where the unknown data-generation process is not included in the set of models considered by the investigator. We use the general misspecification framework recently proposed by De Luca, Magnus, and Peracchi (2018) to analyze and understand the implications of the restrictions imposed by the two approaches
Miscellaneous -- Jan.-June 1948 -- Correspondence, Toxoplasmosis -- letter, 1948-01-21
Letter from Magnus, Herdis von to Sabin, Albert B. dated 1948-01-21.Sabin Collection Fair Use Policy</a
Miscellaneous -- Jan.-June 1948 -- Correspondence, Toxoplasmosis -- letter, 1948-06-29
Sabin Collection Fair Use PolicyLetter from Magnus, Herdis von to Sabin, Albert B. dated 1948-06-29
The price of Moscow apartments
We present a simple hedonic model for apartment prices in Moscow in the year 2003. Based on some 15,000 observations we estimate the model and use the estimates for prediction. Pretest issues are explicitly taken into account.Hedonic prices; Moscow; pretesting
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