Tables of average values of the parameters estimated using ... - PLOS
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Tables of average values of the parameters estimated using ... - PLOS
Tables of average values of the parameters estimated using maximum-likelihood method
1
Table 1: Average values of parameters estimated using maximumlikelihood method for special quotes in crashes. Date β0 β1 Std. error of β0 Std. error of β1 AIC 1 10/16/2008 -6.28 10.96 0.28 0.56 531.36 2 3/15/2011 -2.67 4.46 0.17 0.33 3666.90 3 10/10/2008 -8.39 11.82 0.22 0.35 1961.57 4 10/24/2008 -5.95 9.65 0.42 0.72 324.55 5 10/8/2008 -7.74 12.60 0.62 0.99 331.75 6 5/23/2013 7 11/20/2008 -9.13 15.49 0.89 1.47 994.67 8 10/22/2008 -5.54 9.96 0.30 0.59 230.71 9 11/6/2008 -7.52 11.06 0.59 0.89 436.95 10 10/27/2008 -2.20 3.61 0.08 0.14 1603.41 11 12/2/2008 -4.96 9.41 0.30 0.64 701.32 12 6/13/2013 13 3/14/2011 -3.76 7.89 0.12 0.25 5900.01 14 1/22/2008 -4.07 9.25 0.28 0.71 368.56 15 12/12/2008 -47.25 52.83 3.20 3.60 298.49 16 8/17/2007 -10.67 22.86 0.26 0.59 30.25 17 11/13/2008 -4.95 9.80 0.34 0.73 288.28 18 5/30/2013 19 10/31/2008 -6.06 8.95 0.50 0.79 232.34 20 9/16/2008 -6.36 11.44 0.35 0.70 1630.85 21 1/15/2009 -4.92 10.07 0.33 0.73 183.70 In the first five columns, the crash date, average values of the parameters β0 , β1 and the standard errors of those parameters estimated by the inverse of observed information matrix are shown for special quotes in crashes indicated in each of the days presented in Table 1 in the body text. The sixth and seventh columns show average values of Akaike’s information 2 criterion (AIC) and McFadden’s RM C that are defined by the expressions 2 AIC = −2(log(L(β0 , β1 ) − 2) and RM C = 1 − log(L(β0 , β1 )/ log(L0 ) respectively, where L(β0 , β1 ) is the likelihood function for the logistic regression being estimated and L0 is one for null model β0 = 0. There is no special quote in which the price was renewed more than four times on the days 5/23/2013, 6/13/2013, nor 5/30/2013.
