Parameter identification for the discretely observed geometric fractional Brownian motion

This paper deals with the problem of estimating all the unknown parameters of geometric fractional Brownian processes from discrete observations. The estimation procedure is built upon the marriage of the quadratic variation and the maximum likelihood approach. The asymptotic properties of the estimators are provided. Moveover, we compare our derived method with the approach proposed by Misiran et al. [Fractional Black-Scholes models: complete MLE with application to fractional option pricing. In International conference on optimization and control; Guiyang, China; 2010. p. 573–586.], namely the complete maximum likelihood estimation. Simulation studies confirm theoretical findings and illustrate that our methodology is efficient and reliable. To show how to apply our approach in realistic contexts, an empirical study of Chinese financial market is also presented.     

Modelling of connected processes

The problem of comparing, contrasting and combining information from different sets of data is an enduring one in many practical applications of statistics. A specific problem of combining information from different sources arose in integrating information from three different sets of data generated by three different sampling campaigns at the input stage as well as at the output stage of a grey-water treatment process. For each stage, a common process trend function needs to be estimated to describe the input and output material process behaviours. Once the common input and output process models are established, it is required to estimate the efficiency of the grey-water treatment method. A synthesized tool for modelling different sets of process data is created by assembling and organizing a number of existing techniques: (i) a mixed model of fixed and random effects, extended to allow for a nonlinear fixed effect, (ii) variogram modelling, a geostatistical technique, (iii) a weighted least squares regression embedded in an iterative maximum-likelihood technique to handle linear/nonlinear fixed and random effects and (iv) a formulation of a transfer-function model for the input and output processes together with a corresponding nonlinear maximum-likelihood method for estimation of a transfer function. The synthesized tool is demonstrated, in a new case study, to contrast and combine information from connected process models and to determine the change in one quality characteristic, namely pH, of the input and output materials of a grey-water filtering process.     

Using agency data for evidence-based programming: a university-agency collaboration

Agencies providing residential treatment are encouraged, or even mandated, to collect outcomes data and to implement evidence based practices, yet little guidance has been provided on how to do so using agency administrative data that are collected on an ongoing basis. We examined data on Child and Adolescent Functional Assessment Scale (CAFAS) scores for 1608 admissions to a residential treatment center from 2002 through 2008. CAFAS scores were measured every 90 days, providing multiple CAFAS scores for each individual. Results demonstrated that on average residents improved in functioning over time. Sensitive to the evolving needs of residents who had been entering the program, the treatment center made significant program changes in 2006 to attempt to better serve residents through a broad array of specialized programming. Compared to the overall results, the analysis suggested that residents who entered the program since October 2006 appeared to have made larger improvements in their CAFAS scores. Results were derived by employing multilevel models appropriate for estimating growth trajectories with repeated measures data. Conversations with agency staff suggested that using administrative data, and advanced statistical models, were extremely helpful for organizational decision making and evidence-based programming.     

Improved communality estimation in factor analysis

The symmetric treatment of an asymmetric approach to factor analysis is shown to provide accurate communality estimates. In comparison with existing estimates including upper and lower bounds, the present approach is shown to be superior. In one example with known communalities, the present approach perfectly captures those communalities. In two empirical examples, it is shown to produce better communality estimates than any existing method.     

Confidence Corridors for Multivariate Generalized Quantile Regression

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest, which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theorem, and exponential tail inequalities for Gaussian random fields. As a byproduct we also obtain multivariate confidence corridors for the regression function in the classical mean regression. To deal with the problem of slowly decreasing error in coverage probability of the asymptotic confidence corridors, which results in meager coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur representation. The finite-sample properties of both procedures are investigated by means of a simulation study and it is demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a randomized employment enhancement program launched in the 1970s. This article has supplementary materials online.     

The Association Between the New Rural Cooperative Medical System and Health Care Seeking Behavior Among Middle-Aged and Older Chinese

The new rural cooperative medical system (NCMS) is the primary form of social insurance in rural China. This study aims to explore how the NCMS influences the health care seeking behaviors of middle-aged and older Chinese, considering the family and community contexts. A series of multi-level (three-level) models using data from the first wave of the China Health and Retirement Longitudinal Study (CHARLS) are used. We find that the presence of NCMS coverage has a statistically significant association with seeking inpatient and outpatient care but not physical checkups among middle-aged and older rural Chinese: Rural residents insured by NCMS were more likely to seek inpatient and outpatient care than people who were not insured. Other factors at the individual level (such as self-perceived health and number of doctor-diagnosed chronic diseases), the family level (such as living arrangements and household expenditures), and the community level (such as the presence of township hospitals within the community) are also significant predictors of health care seeking behaviors.     

How can context and discourse affect teachers’ and mental health professionals’ interactions with adults with mental illness?

Patients with severe mental illness may have needs different from those of patients with more limited illnesses and might benefit from other types of intervention than traditional treatment. We interviewed health care professionals from two open, short-term psychiatric wards and teachers from two schools for adults with psychiatric diagnoses. The focus was to explore how differences in contextual factors such as time, tasks, and organizational demands might affect the actions and attitudes of health care professionals and teachers, as well as the potential consequences for patients and students. Data were collected through qualitative interviews. Participants included 14 health care professionals and 14 teachers. The informants worked with patients and students with similar diagnoses and illness durations. All interviews were conducted during the informants’ work time. Findings and interpretations showed that both teachers and health care professionals were engaged in their work and in the wellbeing of students and patients. However, they described marked differences in practice, including the amount of time spent with students/patients, the organization of their work, main tasks, amount of control over their tasks, and social structure. These differences seemed to affect relationships with students/patients, attitudes toward students/patients, norms and values, and opportunities for patient empowerment. Our findings suggest that while existing psychiatric health care might be appropriate for limited short-term problems such as single-episode depression, a model with a supportive environment, based on stable relations and possibility for learning, may improve personal development and mental health for persons with severe mental illness and disturbances in self-experience.     

Empowered and self-managing users in methadone treatment?

Empowerment is a keyword in treatment. Users should have the means and possibilities to influence their treatment and become self-managing. Drawing on ethnographic fieldwork in a Danish methadone treatment project, we find that the practices of users and staff are often not carried out in accordance with governmental intentions. We identify a gap between the official notions of treatment and practices. We analyse the notions and practices of empowerment by applying two analytical perspectives. First, we apply a constructionist perspective in which empowerment is analysed as wanting to set users ‘free’ but also as ways to govern. We elaborate the analysis by applying a more practice-oriented focus. Drawing on this perspective, we analyse the ways in which staff and users constantly produce, construct and negotiate institutional practices that differ from the governmental intentions for treatment.     

Barriers to Integrated Treatment of Substance Abuse and Trauma Among Women

Despite increasing empirical support for an integrated approach to treating trauma and substance abuse, many substance abuse treatment programs have been slow to embrace integrated models of practice. Using an embedded case study design, the purpose of this study was to understand barriers that prevented a substance abuse treatment provider and 20 professionals and staff from adopting an integrated approach to treating substance abuse and trauma. Data analysis revealed 2 kinds of barriers that prevented substance abuse treatment professionals from fully integrating substance abuse and trauma: systemic and professional barriers. These barriers have to be taken into account when trying to move providers and professionals toward integrated approaches to treating substance abuse and trauma.