Testing for heteroscedasticity occuring at unknown points

This paper considers procedures for the detection of heteroscedasticity when it occurs at unknown points. First the number of points is assumed known apriori and then this assumption is relaxed so that both the position and the number of possible aberrant observations is unknown. Monte Carlo evidence is provided on the performance of both tests and they are found to perform reasonably.     

Effect of aggregation on the estimation of trend in mortality

There are three approaches to analyzing and forecasting age‐specific mortality: (1) analyze age‐specific data directly, (2) analyze each cause‐specific mortality series separately and add the results, (3) analyze cause‐specific mortality series jointly and add the results. We show that if linear models are used for cause‐specific mortality, then the three approaches often give close results even when cause‐specific series are correlated. This result holds for cross‐correlations arising from random misclassification of deaths by cause, and also for certain patterns of systematic misclassification. It need not hold, if one or more causes serve as “leading indicators”; for the remaining causes, or if outside information is incorporated into forecasting either through expert judgment or formal statistical modeling. Under highly nonlinear models or in the presence of modeling error the result may also fail. The results are illustrated with U.S. age‐specific mortality data from 1968–1985. In some cases the aggregate forecasts appear to be the more credible ones.     

In Vino Pecunia? The Association Between Beverage-Specific Drinking Behavior and Wages

The positive association between moderate alcohol consumption and wages is well documented in the economic literature. Positive health effects as well as networking mechanisms serve as explanations for the “alcohol–income puzzle.” Using individual-based microdata from the SOEP for 2006, we confirm that this relationship exists for Germany as well. More importantly, we shed light on the alcohol–income puzzle by analyzing, for the first time, the association between beverage-specific drinking behavior and wages. In our analysis, we disentangle the general wage effect of drinking into diverse effects for different types of drinkers. Mincerian estimates reveal significant and positive relationships between wine drinkers and wages as well as between multiple beverage drinkers and wages. When splitting the sample into age groups, the “drinking gain” disappears for employees under the age of 35 and increases in size and significance for higher age groups. We also find a “beer gain” for the oldest age group and male residents of rural areas as well as a “cocktail gain” for residents of urban areas. Several explanations for our empirical results are discussed in view of the likelihood that the alcohol–income puzzle is a multicausal phenomenon.

Hard and Soft Commitments to Human Rights Treaties, 1966–20001

What factors determine whether and how deeply countries will commit to the international human rights regime? Using data for up to 142 countries between 1966 and 2000, this article analyzes patterns of membership to the International Human Rights Covenants. The analysis produced two main conclusions. First, the potential costs associated with joining a treaty, rather than its substantive content, motivates the decision to join. Treaties that protect different rights but establish comparable implementation mechanisms exhibit similar patterns of membership, whereas treaties that protect identical rights but establish different implementation provisions exhibit dissimilar patterns of membership. Second, rates of treaty membership differ by level of commitment. Countries that sign human rights treaties differ from countries that ratify. Results are interpreted with respect to four theories of commitment and compliance: realism, liberalism, constructivism, and sociological institutionalism. Theories that emphasize the importance of a treaty’s costs (realism and institutionalism) fare better than theories that prioritize a treaty’s content (liberalism and constructivism).     

(Not) a Hallmark holiday. Experience of family caregivers of a relative with Alzheimer's disease.

1. The holiday season may be an especially difficult time for families that have a relative with a dementia. 2. The three themes identified in interviews with family caregivers of a relative with Alzheimer's disease concerned becoming aware of the relative's symptoms, trying to have one last normal holiday, and deciding how to handle the holidays when the relative was in an assisted living facility. 3. Health care providers can help families by planning interventions to decrease stress during the holiday season.     

Gibbs sampling for marginal posterior expectations

In earlier work (Gelfand and Smith, 1990 and Gelfand et al, 1990) a sampling based approach using the Gibbs sampler was offered as a means for developing marginal posterior densities for a wide range of Bayesian problems several of which were previously inaccessible. Our purpose here is two-fold. First we flesh out the implementation of this approach for calculation of arbitrary expectations of interest. Secondly we offer comparison with perhaps the most prominent approach for calculating posterior expectations, analytic approximation involving application of the LaPlace method. Several illustrative examples are discussed as well. Clear advantages for the sampling based approach emerge.     

A New Malaysian Quality of Life Index Based on Fuzzy Sets and Hierarchical Needs

The Malaysian Quality of Life Index (MQLI) released by the Economic Planning Unit (EPU), has led authors to search for alternative method of expressing this index. One of the limitations in MQLI computations is the failure to recognise unequal weights for each accounted component. This paper offers a new way of expressing the quality of life index using a mathematical modelling based on fuzzy sets theory and the proposed weights based on Maslow’s theory of hierarchical human needs. The indices of 11 components that were used to compute MQLI, again be gathered as a basis in expressing a new Malaysian Fuzzy Quality of Life Index (MFQLI). The new indices for each component yielded through a normalisation process prior weighting and aggregation to compose a new MFQLI. It was found that a fuzzy sets approach with the inclusion of weights based on human needs yielded a better index of quality of life than the MQLI.     

Analyzing the Homeland Security of the U.S.-Mexico Border

We develop a mathematical optimization model at the intersection of homeland security and immigration, that chooses various immigration enforcement decision variables to minimize the probability that a terrorist can successfully enter the United States across the U.S.-Mexico border. Included are a discrete choice model for the probability that a potential alien crosser will attempt to cross the U.S.-Mexico border in terms of the likelihood of success and the U.S. wage for illegal workers, a spatial model that calculates the apprehension probability as a function of the number of crossers, the number of border patrol agents, and the amount of surveillance technology on the border, a queueing model that determines the probability that an apprehended alien will be detained and removed as a function of the number of detention beds, and an equilibrium model for the illegal wage that balances the supply and demand for work and incorporates the impact of worksite enforcement. Our main result is that detention beds are the current system bottleneck (even after the large reduction in detention residence times recently achieved by expedited removal), and increases in border patrol staffing or surveillance technology would not provide any improvements without a large increase in detention capacity. Our model also predicts that surveillance technology is more cost effective than border patrol agents, which in turn are more cost effective than worksite inspectors, but these results are not robust due to the difficulty of predicting human behavior from existing data. Overall, the probability that a terrorist can successfully enter the United States is very high, and it would be extremely costly and difficult to significantly reduce it. We also investigate the alternative objective function of minimizing the flow of illegal aliens across the U.S.-Mexico border, and obtain qualitatively similar results.