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Hasil Pemilihan Umum 2004

Pengarang : -
Nama Majalah/Jurnal : Analisis CSIS
Volume / Edisi : 33 (No. 2)
Halaman : 190-216
Abstrak : Tuli.san ini mengkaji beberapa hagian dari Pemilu Legislatif 2004 berdasar \n kajiy empirik dari proses pencalonan sampai hasil pimilu'legislatif. proses desentralisasi yang telah menjadi bagian dari tata pemerintahan baiu, befum men jad-i. bagian pe.nting dari pengelolaan partai di Indonesia. salah satu fenomena yang paling-.menonjol adalah proses fragmentasi daram sistem partai politik. lumtah-pai tai politik yang besar naik dari lima menjadi tujuh. Namun demikian, berdasarlun rumusa_n "pasar pemilih" hasil Pemilu 2004 menunjukkan sistem ilelapan partai, s-edangkan pada Pemilu-L999 menunjukkan sistem lima partai. Faktor yang'mrng kin ikut menyebabkan fragmentasi ini adalah keikutsertaan kelima partii piting ie sar dalam proses pemerintahan selama lima tahun terakhir ini. Setain itu, faktor over-sentralisasi struktur partai dicerminkan melalui dominasi tokoh-tokoi ilari pusat sebagai calon legislatif.

Sirkulasi Suara dalam Pemilu 2004

Pengarang : Baswedan, A. R.
Nama Majalah/Jurnal : Analisis CSIS
Volume / Edisi : 33 (No. 2)
Halaman : 173-189
Abstrak : Tulisan ini mengknji sirkulasi dan distribusi suara ilalam Pemilu 2004. Dimu' lai dengan analisis dampak Pemilu 2004 terhadap konstelasi kekuatan di DPR, tulisan ini kemudian membahas sirkulasi pendukung partai politik dalam Pe' milu 1,999 dan Pemilu 2004. Menggunakan alat analisis statistik dengan unit analisis tti tingkat kabupaten, tulisan ini menggambarkan alur sirkulasi suara penilukung partai dalam Pemilu 2004. Dari analisis ini ditemulan bahwa massa pemilih memiliki afiliasi yang kuat dengan itleologi politik. Massa pemilih terli hat telah mampu berganti partai, tetapi belum mamPu berganti afiliasi ideologi politik

Perkembangan Ekonomi Makro: Tidak Buruk, Tetapi juga Tidak Terlalu Baik

Pengarang : -
Nama Majalah/Jurnal : Analisis CSIS
Volume / Edisi : 33 (No. 2)
Halaman : 158-172
Abstrak : -

Perkembangan Politik Triwulan Kedua (April-Juni) 2004: Dari Pemilu Legislatif Menuiu Pemilu Prcsiden

Pengarang : -
Nama Majalah/Jurnal : Analisis CSIS
Volume / Edisi : 33 (No. 2)
Halaman : 138-157
Abstrak : -

Multivariate Chebyshev Inequality With Estimated Mean and Variance

Pengarang : -
Nama Majalah/Jurnal : The American Statistician
Volume / Edisi : 71 (No. 2)
Halaman : 123-127
Abstrak : A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this article, we present a generalization of this result to multiple dimensions where the only requirement is that the samples are independent and identically distributed. Furthermore, we show that as the number of samples tends to infinity our inequality converges to the theoretical multi-dimensional Chebyshev bound.

Wallet Game: Probability, Likelihood, and Extended Likelihood

Pengarang : Yudi Pawitan
Nama Majalah/Jurnal : The American Statistician
Volume / Edisi : 71 (No. 2)
Halaman : 120-122
Abstrak : We propose a likelihood explanation to the two-person wallet game, a probability-related paradox, where an obviously fair game may appear favorable to both players. Yet a small variation of the game, without changing its fairness, turns it to seem unfavorable. The extended likelihood concept seems logically necessary if we want to allow the sense of uncertainty associated with a realized but still unobserved random outcome, while at the same time avoid potential probability-related paradoxes.

The Target Parameter of Adjusted R-Squared in Fixed-Design Experiments

Pengarang : Hillel Bar-Gera
Nama Majalah/Jurnal : The American Statistician
Volume / Edisi : 71 (No. 2)
Halaman : 112-119
Abstrak : R-squared (R2) and adjusted R-squared (R2Adj) are sometimes viewed as statistics detached from any target parameter, and sometimes as estimators for the population multiple correlation. The latter interpretation is meaningful only if the explanatory variables are random. This article proposes an alternative perspective for the case where the x’s are fixed. A new parameter is defined, in a similar fashion to the construction of R2, but relying on the true parameters rather than their estimates. (The parameter definition includes also the fixed x values.) This parameter is referred to as the “parametric” coefficient of determination, and denoted by ρ2*. The proposed ρ2* remains stable when irrelevant variables are removed (or added), unlike the unadjusted R2, which always goes up when variables, either relevant or not, are added to the model (and goes down when they are removed). The value of the traditional R2Adj may go up or down with added (or removed) variables, either relevant or not. It is shown that the unadjusted R2 overestimates ρ2*, while the traditional R2Adj underestimates it. It is also shown that for simple linear regression the magnitude of the bias of R2Adj can be as high as the bias of the unadjusted R2 (while their signs are opposite). Asymptotic convergence in probability of R2Adj to ρ2* is demonstrated. The effects of model parameters on the bias of R2 and R2Adj are characterized analytically and numerically. An alternative bi-adjusted estimator is presented and evaluated.

Approximate Bayesianity of Frequentist Confidence Intervals for a Binomial Proportion

Pengarang : Shaobo Jin
Nama Majalah/Jurnal : The American Statistician
Volume / Edisi : 71 (No. 2)
Halaman : 106-111
Abstrak : The well-known Wilson and Agresti–Coull confidence intervals for a binomial proportion p are centered around a Bayesian estimator. Using this as a starting point, similarities between frequentist confidence intervals for proportions and Bayesian credible intervals based on low-informative priors are studied using asymptotic expansions. A Bayesian motivation for a large class of frequentist confidence intervals is provided. It is shown that the likelihood ratio interval for p approximates a Bayesian credible interval based on Kerman’s neutral noninformative conjugate prior up to O(n− 1) in the confidence bounds. For the significance level α ? 0.317, the Bayesian interval based on the Jeffreys’ prior is then shown to be a compromise between the likelihood ratio and Wilson intervals. Supplementary materials for this article are available online.

Reversals of Least-Square Estimates and Model-Invariant Estimation for Directions of Unique Effects

Pengarang : -
Nama Majalah/Jurnal : The American Statistician
Volume / Edisi : 71 (No. 2)
Halaman : 97-105
Abstrak : When a linear model is adjusted to control for additional explanatory variables, the sign of a fitted coefficient may reverse. Here, these reversals are studied using coefficients of determination. The resulting theory can be used to determine directions of unique effects in the presence of model uncertainty. This process is called model-invariant estimation when the estimates are invariant across changes to the model structure. When a single covariate is added, the reversal region can be understood geometrically as an elliptical cone of two nappes with an axis of symmetry relating to a best-possible condition for a reversal using a single coefficient of determination. When a set of covariates are added to a model with a single explanatory variable, model-invariant estimation can be implemented using subject matter knowledge. More general theory with partial coefficients is applicable to analysis of large datasets. Applications are demonstrated with dietary health data from the United Nations.

MAJALAH ANALISIS PENDIDIKAN DAN ANALISIS KEBUDAYAAN SEBAGAI MEDIA KOMUNIKASI ILMIAH DALAM PERBANDINGAN

Pengarang : -
Nama Majalah/Jurnal : Analisis Kebudayaan
Volume / Edisi : III-3, - (No. 3)
Halaman : 138-147
Abstrak : -
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