Simple detection of outlying short time series

Sets of relatively short time series arise in many situations. One aspect of their analysis may be the detection of outlying series. We examine the performance of standard normal outlier tests applied to the means, or to simple functions of the means, of AR(1) series, not necessarily of equal lengths. Although unequal lengths of series implies that the means have unequal variances, that are only known approximately, it is shown that nominal significance levels hold good under most circumstances. Thus a standard outlier test can usefully be applied, avoiding the complication of estimating the time series' parameters. The test's power is affected by unequal lengths, being higher when the slippage occurs in one of the longer series     

Inference for the measurement of poverty in the presence of a stochastic weighting variable

Empirical applications of poverty measurement often have to deal with a stochastic weighting variable such as household size. Within the framework of a bivariate distribution function defined over income and weight, I derive the limiting distributions of the decomposable poverty measures and of the ordinates of stochastic dominance curves. The poverty line is allowed to depend on the income distribution. It is shown how the results can be used to test hypotheses concerning changes in poverty. The inference procedures are briefly illustrated using Belgian data. An erratum to this article can be found at     

Randomized response techniques for complex survey designs

Singh et al. ([13]) pointed out that the Randomized response (RR) technique proposed by Moors ([9]) is not desirable because it fails to protect the confidentiality of the respondents and they provided two alternative strategies free from the above drawback but limited to SRSWOR sampling only. In this paper, generalization of one of the strategies is provided for complex survey designs, wider class of estimators and for quantitative characteristics. Relative efficiency of the modified strategy is tested through empirical investigations. An erratum to this article is available at .     

The Best and Worst Times of Life: Narratives and Assessments of Subjective Well-Being by Anamnestic Comparative Self Assessment (ACSA) in the Eastern Cape,South Africa

The Anamnestic Comparative Self Assessment (ACSA) measure of subjective well-being (SWB) aims to reduce the problems of cultural bias and relativity to external standards by allowing people to define the endpoints or ‘anchors’ of the measurement scale. In medical terminology anamnestic denotes ‘based on memory’. The ACSA uses subjects’ memories of the best and worst periods in their lives to define the anchors of the scale. They then assess their current quality of life relative to these personal anchors. The South African pilot study tested the match between self-assessment of SWB with ACSA and the conventional single-item measures of life satisfaction and happiness used in the South African Quality of Life Trends Study and analysed the narratives of the best and worst times of life. The quota sample of 46 consisted of 26 residents of Makana district in the Eastern Cape Province, South Africa, and 20 patients undergoing treatment in the local TB hospital. Mean SWB ratings with all three measures of life satisfaction, happiness and ACSA were between 5 and 6 on a 0–10-point scale. Ratings on all three scales were positively correlated. However, on ACSA the TB patients rated their current SWB 1.84 points lower than the community respondents, suggesting a greater sensitivity of this measure. It was observed that the starting points of the life stories produced by respondents to define the anchor periods for ACSA were related to their current assessment of SWB. A typology was developed that combined the starting point of the life stories with current SWB. The majority of community respondents matched the ‘Achiever’ type who scored positively on ACSA (i.e., above the mid-point of the scale) and whose life stories started with the worst period of their lives and proceeded to the best period. The TB patients were the only respondents to represent the ‘Survivor’ type whose morale had recovered after misfortune in life. ‘Survivors’ started their narratives with the best period in their lives, then moved to the worst (often health-related) one, and gave positive ACSA ratings. Based on the qualitative analysis of narratives, it is concluded that ACSA is a sensitive measurement instrument and therefore particularly useful for monitoring the effects of treatments and social interventions in longitudinal studies. However, further research is required to verify its cross-cultural validity.

Does parents’ valuation of children’s health mimic their valuation of own health?

A single latent variable model of health status and therapeutic health care utilization is estimated for parents and own children of 6,557 US households. The equation system that identifies latent health status simultaneously determines a number of indicators of general health, including presence of morbidity symptoms, mobility limitations, medication needs, and utilization of therapeutic health care services. The main goal of the paper was to obtain an unbiased estimate of parents’ marginal substitution rate between own and child health. Results indicate that parents’ valuation of their children’s health exceeds their valuation of own health by almost twofold on average.

Quadratic estimators of covariance components in a multivariate mixed linear model

It is known that the Henderson Method III (Biometrics 9:226–252, 1953) is of special interest for the mixed linear models because the estimators of the variance components are unaffected by the parameters of the fixed factor (or factors). This article deals with generalizations and minor extensions of the results obtained for the univariate linear models. A MANOVA mixed model is presented in a convenient form and the covariance components estimators are given on finite dimensional linear spaces. The results use both the usual parametric representations and the coordinate-free approach of Kruskal (Ann Math Statist 39:70–75, 1968) and Eaton (Ann Math Statist 41:528–538, 1970). The normal equations are generalized and it is given a necessary and sufficient condition for the existence of quadratic unbiased estimators for covariance components in the considered model.     

Wer das Stabilisieren vergisst: Warum eine schöne Abschlusspräsentation noch kein gutes Ende bedeutet

Many organizational change projects fail — despite a well thought out concept, professional project management and a binding implementation timetable. The reason why the expected success doesn’t materialize often lies with the missing maintenance. Once the project is officially completed and the client and project manager withdraw, the manner in which the organization will take up these changes is seldom systematically dealt with. Difficulties often arise when no discrete stabilizing measures are planned. We have derived four central action areas which will be clarified by way of practical examples. It will also be shown what is important to pay attention to in the stabilization phase so that a lasting success of the organizational change project can be ensured.     

Consumption and Saving Behavior of Older and Younger Baby Boomers in Korea

The 1998 Korean Survey of Family Income and Expenditures was used to examine the overall consumption and saving behavior of Korean baby boomers and compared the differences in consumption and saving behavior between older and younger boomers. The t -test results indicated that the younger boomers allocated a significantly higher percentage of their expenditures on food away from home, household appliances, transportation and communication than did the older boomers, whereas the older boomers spent higher amounts and allocated larger budget shares on their children's education than did the younger boomers. The results of Ordinary Least-Squares (OLS) regression analysis showed that, holding other factors constant, older boomers not only spent significantly more in the total consumption expenditures and education expenditures, but older boomers also saved significantly less than did younger boomers.