Abstract
Abstract This article discusses the effect of interventions on a given response variable in the presence of dependent noise structure. Difference equation models are employed to represent the possible dynamic characteristics of both the interventions and the noise. Some properties of the maximum likelihood estimators of parameters measuring level changes are discussed. Two applications, one dealing with the photochemical smog data in Los Angeles and the other with changes in the consumer price index, are presented.
Keywords
EstimatorPsychological interventionNoise (video)EconometricsIndex (typography)Variable (mathematics)Applied mathematicsMathematicsStructural equation modelingStatisticsComputer sciencePsychologyArtificial intelligenceMathematical analysis
Affiliated Institutions
Related Publications
Associations of daily mortality and air pollution in Los Angeles County
We report results of a multiple regression analysis examining associations between aggregate daily mortality counts and environmental variables in Los Angeles County, California...
The econometric analysis of models with risk terms
Abstract In this paper we have attempted to provide an integrated approach to the estimation of models with risk terms. It was argued that there exist orthogonality conditions b...
Comparative fit indexes in structural models.
Normed and nonnormed fit indexes are frequently used as adjuncts to chi-square statistics for evaluating the fit of a structural model. A drawback of existing indexes is that th...
Variable Bandwidth Kernel Estimators of Regression Curves
In the model $Y_i = g(t_i) + \\varepsilon_i,\\quad i = 1,\\cdots, n,$ where $Y_i$ are given observations, $\\varepsilon_i$ i.i.d. noise variables and $t_i$ nonrandom design poin...
Modeling Household Purchase Behavior with Logistic Normal Regression
Abstract The successful development of marketing strategies requires the accurate measurement of household preferences and their reaction to variables such as price and advertis...
Publication Info
- Year
- 1975
- Type
- article
- Volume
- 70
- Issue
- 349
- Pages
- 70-79
- Citations
- 2272
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
2272
OpenAlex
Cite This
George E. P. Box,
George C. Tiao
(1975).
Intervention Analysis with Applications to Economic and Environmental Problems.
Journal of the American Statistical Association
, 70
(349)
, 70-79.
https://doi.org/10.1080/01621459.1975.10480264
Identifiers
- DOI
- 10.1080/01621459.1975.10480264