M. Mouchart

UCLouvain (University of Louvain), Statistics, Faculty Member

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Michel MOUCHARTEmeritus Professor, UCLouvainInstitut de statistique, biostatistique et sciences actuarielles (ISBA) -Office d- 382CV9-Voie du Roman Pays 20 - L1.04.01B 1348 LOUVAIN-la-NEUVE - BELGIUMtel : direct: 32-10-474318

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Elements of Bayesian Statistics

CRC Press eBooks, Jan 22, 2019

This important reference/text focuses on the theory of reduction of a Bayesian experiment conside... more This important reference/text focuses on the theory of reduction of a Bayesian experiment considered as a (unique) probability measure on a product space (parameter space x sample space).Treating the basic model and its essential properties, it comprehensively examines sufficiency, including its applications to identification and to comparison of models, as xwll as ancillarity, with its application to exogeneity.

Teaching Bayesian Statistics: from Economic to Statistical Rationality

In this paper we examine, from the point of view of teaching statistical methods to future econom... more In this paper we examine, from the point of view of teaching statistical methods to future economists, some relationships between the concepts of rationality in economics and in statistics. Based on the authors' research and teaching experience, this paper discusses both the major benefits and difficulties in teaching statistical methods for economists following a Bayesian stream of thinking. In the first part, we examine reasons for believing that Bayesian reasoning may be useful in the statistical education of future economists. The Bayesian approach may be viewed first of all as a theory about learning that is very natural when modelling economic behaviour under uncertainty. Thus, the statistician's "learning by observing" and the economist's "learning with a purpose (decision-making)" are most easily made congruent within a Bayesian framework. Teaching Bayesian thinking therefore endows the student with a better understanding of economic models an...

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Invariance Arguments in Bayesian Statistics

RePEc: Research Papers in Economics, 1990

On solutions of linear models with rational expectations

In t h is paper we présent a meth od for t h e dérivation of t h e reduced form of a large class ... more In t h is paper we présent a meth od for t h e dérivation of t h e reduced form of a large class of rational expectations models. T h is met h od, based on a generalization of Doob's t h eorem to integrable processes, leads to an expression of t h e gênerai solu tion in terms of arbitrary martingales.

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Two-mode clustering through profiles of regions and sectors

Empirical Economics, 2022

This paper is concerned with simultaneously regrouping regions and sectors when analyzing the rel... more This paper is concerned with simultaneously regrouping regions and sectors when analyzing the relative sectorial specialization of regions and the relative regional concentration of sectors. An automatic two-mode clustering algorithm is proposed with a view toward a concept of overall localization, corresponding to a discrepancy between an actual two-way contingency table (regions × sectors) and an hypothetical table reflecting independence between regions and sectors. This procedure identifies similar regions (respectively sectors) according to the relative sectorial (respectively regional) structure. This algorithm significantly reduces the size of the original table and obtain an optimal collapsed table with low level of information loss vis-à-vis the degree of overall localization. The properties and results of the algorithm are discussed through two applications, namely Argentina and Brazil.

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Teaching Bayesian Statistics: from Economic to Statistical Rationality

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Controlling Variables in Social Systems - A Structural Modelling Approach

Bulletin de méthodologie sociologique, Sep 29, 2016

Ré sumé Contrô ler les variables dans les systè mes sociaux-Une approche de modé lisation structu... more Ré sumé Contrô ler les variables dans les systè mes sociaux-Une approche de modé lisation structurelle. En sciences sociales, lors de l'étude de relations causales, il n'est en général pas évident de choisir les variables à contrô ler. En recourant à une approche structurelle et aux graphes acycliques orientés, un ensemble cohérent de lignes directrices est proposé pour déterminer les variables devant être contrô lées. Deux règles sont établies pour l'analyse des effects directs et des effets totaux d'une variable sur une autre. Ces règles sont appliquées, à titre d'exemple, à l'usage de la contraception dans quatre grandes villes africaines. Cette approche, permettant de déterminer les variables à contrô ler, est plus simple et plus complète que d'autres approches basées sur le critère du back-door de Pearl.

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Pharmacological and residual effects in randomized placebo-controlled trials. A structural causal modelling approach

Revue d'Épidémiologie et de Santé Publique, 2019

BACKGROUND Distinguishing between pharmacological and residual effects, this paper considers the ... more BACKGROUND Distinguishing between pharmacological and residual effects, this paper considers the problem of causal assessment in the case of a particular model, namely a Sure Outcome of Random Events (SORE) model developed for the analysis of data from a randomized placebo-controlled double-blind trial of a drug. METHOD This model takes into account two kinds of observable effects, a therapeutic effect and a side-effect. For each observable effect, two latent factors are considered, i.e. a pharmacological (or explained) factor and a residual (or unexplained) one. RESULTS The model presents a plausible mechanism generating the observed and latent outcomes, recursively decomposed into an ordered sequence of sub-mechanisms. CONCLUSIONS The characteristics of this model leads to a novel assessment of causality that evaluates the effect of latent variables and of the bias resulting from ignoring the structural features of the data generating process. This approach is illustrated by a numerical example, along with a case study based on a secondary analysis of real data.

A Note on Noncausality

A note on least-squares approximation in the Baesiann analysis of regression models

Research Papers in Economics, 1984

On Maximal Ancillarity

Statistica, 1989

Conditional completeness is shown to provide a sufficient condition for maximal ancillarity. Usin... more Conditional completeness is shown to provide a sufficient condition for maximal ancillarity. Using properties linking ancilarity and complete sufficient statistics, the new condition is shown to be more general than other sufficient condition given by Basu (1959). It is also of more practical interest and, under that condition, an apparent contradiction between the principle of sufficiency and the principle of conditioning is clarified.

Causality, Confounding, and Control

In a previous paper, Russo et al.(2006), causality is considered in the framework of structural m... more In a previous paper, Russo et al.(2006), causality is considered in the framework of structural models, ie statistical models characterized by parameters that are stable over a large class of interventions or of environmental changes and that take into account background and contextual knowledge. From this statistical viewpoint, causality is defined in terms of exogeneity in a structural model. This approach allows us to attain a concept of causality that is internal or relative to the structural model itself. Thus our knowledge of causal relations ...

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La modélisation économétrique des transitions individuelles sur le marché du travail

Économie & prévision, 1994

[spa] La modelización econométrica de las transiciones individuales en el mercado de trabajo, . p... more [spa] La modelización econométrica de las transiciones individuales en el mercado de trabajo, . por Jean-Pierre Florens, Denis Fougère, Thierry Kamionka y Michel Mouchart.. . Este artículo propone una presentación general y no demasiado técnica de los modelos econométricos actualmente utilizados para analizar la movilidad individual en el mercado de trabajo. El punto de vista general consiste en presentar estos

Specifying Statistical Models

Lecture Notes in Statistics, 1983

O ensaio clínico objetiva verifi car os efeitos do Pilates na prevenção de lombalgias em gestante... more O ensaio clínico objetiva verifi car os efeitos do Pilates na prevenção de lombalgias em gestantes. Foi realizado no Studio Pilates Balance Center, em Goiânia (Goiás). A amostra incluiu nove gestantes, entre 18 a 40 anos. Os instrumentos de medidas foram à escala analógica visual (VAS) e o questionário Oswestry. A análise dos dados ocorreu por média aritmética simples e por proporções. As médias de dor aferidas pela VAS foram de 2,88, 2,5 e 3,4 e as médias de inabilidade do Oswestry foram de 14,4, 15,1 e 16 para a 24ª, 28ª, 32ª semana gestacional respectivamente. As gestantes praticantes de atividade aeróbia conjunta ao Pilates obtiveram menor média de dor e de inabilidade. A sessão sete do Oswestry apresentou nota zero para inabilidade em dormir em todas as medidas obtidas. Logo, apesar da alta incidência da lombalgia, as participantes do estudo não demonstraram altos níveis de dor ou inabilidade. Palavras-chave: dor lombar, mulheres grávidas, técnicas de fi sioterapia, medição da dor.

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Initial and sequential reduction of Bayesian experiments

Admissible reductions - i. e. reduction obtained through sufficient or ancillarity σ-fields - are... more Admissible reductions - i. e. reduction obtained through sufficient or ancillarity σ-fields - are analyzed in the case of a sequential Bayesian experiment. These reductions are analyzed both in the model generating n observations and in the model generating the nth observation given observations up to the (n-1)th one. This leads to so-called initially and sequentially admissible reductions. It is then Shown why it may be useful, for inference and for prediction purposes, to construct reduction which are both initially and sequentially admissible. The concept of transitivity is shown to arise in a natural way when investigating under what conditions is a sequentially admissible reduction also initially admissible. This condition of transitivity is also shown to be necessary in the sense of being imlplied by a reduction both initially and sequentially admissible. Finally, this concept of transitivity is related to the "concept of non-causality" as introduced in the econometric literature. Particular attention is paid to admissible reduction obtained through cuts.

Building a Structural Model: Parameterization and Structurality

SSRN Electronic Journal, 2015

A specific concept of structural model is used as a background for discussing the structurality o... more A specific concept of structural model is used as a background for discussing the structurality of its parameterization. Conditions for a structural model to be also causal are examined. Difficulties and pitfalls arising from the parameterization are analyzed. In particular, pitfalls when considering alternative parameterizations of a same model are shown to have lead to ungrounded conclusions in the literature. Discussion of observationally equivalent models related to different economic mechanisms are used to make clear the connection between an economicall meaningful parameterization and an economically meaningful decomposition of a complex model. The design of economic policy is used for drawing some practical implications of the proposed analysis.

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Fisher Test and Inference in 2 X 2 Contingency Tables : A Bayesian Evaluation

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Assessing causality in clinical trials, A Sure Outcome of Random Events (SORE) Model

This paper considers causal assessment in the case of a particular model, namely a Sure Outcome o... more This paper considers causal assessment in the case of a particular model, namely a Sure Outcome of Random Events (SORE) model developed for the analysis of data from a randomized controlled trial of a drug. A distinctive feature of this model is that it takes into account different observable effects and for each of these, different possible latent causes. In particular, the model distinguishes between two kinds of observable effects, a therapeutic effect and a side-effect. For each observable effect, two latent factors are considered, i.e. a pharmacological (or explained) factor and a residual (or unexplained) one. The SORE model allows one to distinguish naive causal assessment, relying on a prima facie analysis of the empirical distribution of the observable variables, from a causal attribution based on a structural model taking into account both observable and latent variables. This approach is illustrated by a numerical example, along with a case study based on real data.

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Bayesian evaluation of a semi-parametric binary response model

In this paper, we develop a Bayesian analysis of a semi-parametric binary choice model. The prior... more

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A Comparison of Conjoint, Multi-Criteria, Conditional Logit and Neural Network Analyses for Rank-Ordered Preference Data

Recent Developments in Transport Modelling, 2008

M. Mouchart

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