Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models

ABSTRACT.  This paper develops a new contrast process for parametric inference of general hidden Markov models, when the hidden chain has a non-compact state space. This contrast is based on the conditional likelihood approach, often used for ARCH-type models. We prove the strong consistency of the conditional likelihood estimators under appropriate conditions. The method is applied to the Kalman filter (for which this contrast and the exact likelihood lead to asymptotically equivalent estimators) and to the discretely observed stochastic volatility models.     

Reflective Photobooth – a way to visualise,and challenge perceptions and representations of distanced social groups

Taken-for-granted knowledge about people from other social groups is a key challenge for overcoming stereotypes. This article describes a novel arts-based research method to visualise participants’ frames of distanced social groups and aims to trigger reflections among them. The Reflective Photobooth invites participants to dress up as members of distanced social groups, stage a scene, produce pictures, answer prompting questions, and discuss their visualisations. We argue that the artistic re-enactment that underlies the visualisation process can attract diverse groups of participants to engage with research topics, create places for the articulation of critical statements against existing societal clichés and stereotypical media representations, and trigger reflections among participants about taken-for-granted knowledge. The method was tested within the Frame-a-Farmer project, in which the social distance between consumers and food producers in modern agrifood systems was addressed. Results indicate that despite the method bearing some risks and facing some challenges, three promising areas of future application could be identified: (i) raising awareness among large groups of people, (ii) collecting stories or topical vignettes, and (iii) deconstructing taken-for-granted knowledge and societal clichés.     

Neuroticism,locus of control,type A behaviour pattern and occupational stress

Abstract

The aim of this study was to investigate the relationship between individual differences in personality and susceptibility to stress in the workplace. Stress in lecturers employed by a computer training organization was assessed by means of self-report and measurement of salivary cortisol output during lecturing and non-lecturing weeks. Neuroticism, Type A behaviour pattern and locus of control were measured. Self-reported stress was found to be much greater during lecturing weeks, but cortisol levels were unaffected by working conditions. There was a significant positive correlation between neuroticism and locus of control and a negative correlation between locus of control and Type A behaviour pattern that approached significance. Multiple regression was employed to explore relations between personality and stress. Subjects with lower neuroticism scores yielded a bigger increase in reported stress, in the lecturing compared with the non-lecturing week, than subjects with high neuroticism scores. Type B subjects showed a progressive decrease in cortisol over the working week while Type A counterparts showed a resurgence of cortisol towards the end of the week. Finally, Type B subjects having an internal locus of control showed a faster decline in cortisol level during the lecturing week than the other subjects. Implications of these results are discussed in terms of the importance simultaneously incorporating a variety of individual differences in personality dimensions and stress indices in research designs.     

Preparing Social Work Doctoral Students for Teaching

The results of a national survey of 51 social work doctoral program directors indicate that, although the majority of doctoral programs include preparation for teaching as a program objective, they offer limited formal course work and few opportunities for supervised teaching experiences. The authors discuss the results of this survey and make recommendations for better preparing social work doctoral students for their roles as teachers.     

Compensatory Weight Control Behaviors of Women in Emerging Adulthood: Associations Between Childhood Abuse Experiences and Adult Relationship Avoidance

Abstract

Objective: To examine correlates of compensatory weight control behaviors among women in transition between adolescence and adulthood. Participants: The authors recruited a sample of undergraduate women (N = 759) at a large northwestern university during the 2009–2010 academic year. Methods: Logistic regression was used to assess relations among childhood abuse, psychosocial functioning, adult dating relationship factors, and women's endorsement of compensatory weight control behaviors. Results: The final model reliably distinguished between participants who endorsed versus denied use of compensatory behaviors (χ²[5, N = 747] = 36.37, p < .001), with global psychosocial functioning and relationship avoidance accounting for the most variance. Conclusions: These findings illustrate the importance of considering childhood abuse histories and adult relationships while assessing young women's compensatory weight control behaviors.     

Convolution power kernels for density estimation

We propose a new type of non-parametric density estimators fitted to random variables with lower or upper-bounded support. To illustrate the method, we focus on nonnegative random variables. The estimators are constructed using kernels which are densities of empirical means of m i.i.d. nonnegative random variables with expectation 1. The exponent m   plays the role of the bandwidth. We study the pointwise mean square error and propose a pointwise adaptive estimator. The risk of the adaptive estimator satisfies an almost oracle inequality. A noteworthy result is that the adaptive rate is in correspondence with the smoothness properties of the unknown density as a function on (0,+∞)$(0,+\infty )$. The adaptive estimators are illustrated on simulated data. We compare our approach with the classical kernel estimators.     

Disparate Levels of Stress in Police and Correctional Officers: Preliminary Evidence from a Pilot Study on Domestic Violence

New data from a prevention curriculum project on officer-involved domestic violence reveals significant differences in the reported job stress of Florida's correctional officers when compared to police officers who took the same surveys. The significantly higher reported levels of organizational stress in particular—especially those related to staff and resource shortages and attitudes about leadership—raise concerns about the relationship between organizational stress and the reported drastic budget cuts, hiring freezes, and layoffs experienced by the Department of Corrections in 2009. The surprising disparity has significant implications for policy makers, who should be aware of the high cost of stress in officer health and well-being when making budgetary decisions about the state's rapidly increasing inmate population.     

Application cards: A classroom technique for teaching social work practice

This paper describes the use and evaluation of application cards as a teaching tool designed to enhance students' abilities to apply knowledge learned in social work practice classes. Strengths and limitations of this tool as a means for enhancing students' application skills are discussed, based on qualitative and quantitative evaluative data.     

Bringing social policy back in: a look at the Middle East and North Africa

This article examines the evolution of social policy in the Middle East and North Africa (MENA) during three periods: the post-colonial and oil-boom period, the post-oil period of structural adjustment, and the more recent oil-boom period. Drawing attention to key factors that shaped both social policy and the region's lack of competitiveness during the current global era, the authors argue for a new social development strategy that would put the region back on a growth path, while also recognizing citizen participation and rights.