A BETA-OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT

This paper considers the problem of testing for nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. Recently, SenGupta (1987) proposed a locally best test. We construct a beta-optimal test and present selected one and five percent critical values. An empirical power comparison of SenGupta's test with two versions of the beta-optimal test and the power envelope shows the relative strengths of the three tests. It also allows us to assess and confirm Efron's (1975) rule of when to question the use of a locally best test, at least for this testing problem. On the basis of these results, we argue that the two beta-optimal tests can be considered as approximately uniformly most powerful tests, at least at the five percent significance level.     

Women and children in the USSR

Selected official data for 1986 and 1987 concerning women and children in the USSR are presented. The data include number of women by Union republic for selected years, 1939-1987; age distribution; elected and appointed officials; labor force participation; educational status; and occupations.     

Optimal testing for equicorrelated linear regression models

Recently, Knautz and Trenkler (1993) considered Christensen’s (1987) equicorrelated linear regression model as an example to show that S² and are independent even though the disturbances are equicorrelated. This paper addresses the issue of testing for the equicorrelation coefficient in the linear regression model based on survey data. It computes exact and approximate critical values using Point optimal and F-test statistics, respectively. An empirical comparison of these critical values at five percent nominal level are presented to demonstrate the performance of the new tests.     

Estimates of the likelihood of extreme returns in international stock markets

This study applies extreme-value theory to daily international stock-market returns to determine (1) whether or not returns follow a heavy-tailed stable distribution, (2) the likelihood of an extreme return, such as a 20% drop in a single day, and (3) whether or not the likelihood of an extreme event has changed since October 1987. Empirical results reject a heavy-tailed stable distribution for returns. Instead, a Student-t distribution or an autoregressive conditional heteroscedastic process is better able to capture the salient features of returns. We find that the likelihood of a large single-day return diff ers widely across markets and, for the G-7 countries, the 1987 stock-market drop appears to be largely an isolated event. A drop of this magnitude, however, is not rare in the case of Hong Kong. Finally, there is only limited evidence that the chance of a large single-day decline is more likely since the October 1987 market drop; however, exceptions include stock markets in Germany, The Netherlands and the UK.     

Zur Weitergabe von ?lteren amtlichen Mikrodaten an die Wissenschaft

Zusammenfassung: Der Beitrag diskutiert dieMöglichkeit derWeitergabe von amtlichen Mikrodaten, die vor 1987 erhoben wurden, an die Wissenschaft in Form von sogenannten Scientific–use–files auf der Grundlage des Bundesstatistikgesetzes von 1987.

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Summary: The paper discusses possibilities to release official microdata, collected before 1987, to social scientists as scientific–use–files based on the Federal Act on Statistics of 1987.

     

Regional conditions for differentiation of population reproduction in Poland

This study deals with differentials in gross fertility rates and rates of natural population growth by region in Poland. Two models are formulated with the above indicators as dependent variables and the following set of independent variables: population density, percent of nonagricultural population, housing conditions (number of persons per room), percent of population aged 20-29, percent of population aged 65 and over, percent of male population, percent of urban population, percent of population with high school and college education, percent of working women, and percent of married couples. The most significant variables were age 20-29, urban population, working women, sex ratio, and marital status.     

Construction on non-adaptive hypergeometric group testing desings for identifying at most two defectives

In the literature a systematic method of obtaining a group testing design is not available at present. Weideman and Raghavarao (1987a, b) gave methods for the construction of non - adaptive hypergeometric group testing designs for identifying at most two defectives by using a dual method. In the present investigation we have developed a method of construction of group testing designs from (i) Hypercubic Designs for t ≡ 3 (mod 6) and (ii) Balanced Incomplete Block Designs for t ≡ 1 (mod 6) and t ≡ 3 (mod 6). These constructions are accomplished by the use of dual designs. The designs so constructed satisfy specified properties and attained an optimal bound as discussed by Weidman and Raghavarao (1987a,b). Here it is also shown that the condition for pairwise disjoint sets of BIBD for t ≡ 1 (mod 6) given by Weideman and Raghavarao (1987b) is not true for all such designs.     

A note on interpenetrating subsamples of unequal sizes drawn with and without replacement

In this article it is shown how one can gain in efficiency in selecting K interpenetrating subsamples of unequal sizes according to Chaudhuri and Adhikary's (1987) scheme rather than selecting them with replacement and considering the estimator based on distinct units as proposed by Bedi(1987).     

On a superiority problem in misspecified restricted linear models

Razzaghi (1987) conjectures that a wrong choice of covariance matrix in a restricted linear model results in loss of efficiency, This conjecture is proved to be correct.     

Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting

This article adapts to the regional level a multicountry technique recently used by Garcia-Ferrer, Highfield, Palm, and Zellner (1987) and extended by Zellner and Hong (1987) to forecast the growth rates in gross national product across nine countries. This forecasting methodology is applied to the regional level by modeling payroll formation in seven Ohio metropolitan areas. We compare the forecasting performance of these procedures with that of a ridge estimator and find that the ridge estimator produces forecasts equal to or better than those from the newly proposed estimators. We conclude that the ridge estimator, which does not reference the pooled data information introduced by the newly proposed techniques, may serve as a benchmark against which to judge the relative importance of this kind of information in improving forecasts.     

New Developments in Statistical Computing: Short Notices and Reviews of New Program Packages,other Sources of Information,and New Products

Graphs are presented on which the empirical distribution function can be plotted to test the assumption of normality by the Lilliefors test. A second set of graphs is presented for using the Lilliefors test on exponential distributions. The graphs allow for tests at the 10 percent, 5 percent, and 1 percent levels of significance. Use of these graphs makes it easy for students in a first course in statistics to test normal and exponential distributions without having to unravel the mystery associated with putting together a chi-squared goodness-of-fit test.     

A note on the admissibility of relative to the linex loss function

The purpose of this note is to give a correct proof of a result in Rojo (1987). Let 2 be the mean of a random sample of size n from a normal 2 distribution with unknown mean 0 and known variance o . Following earlier work by Zellner (1986), Rojo (1987) considered the admissibility of the linear estimator c; + d relative to Variants (1975) asymmetric LINEX loss function     

Journal Self-citation Analysis of Some Chinese Sci-tech Periodicals

This study investigates self-citation rates of 222 Chinese journals within seven groups including 76 journals of agronomy (34.2 percent), 57 of biology (25.7 percent), 28 of environmental science and technology (12.6 percent), 15 of forestry (6.8 percent), 24 of academic journals of agricultural university (10.8 percent), 9 of aquatic sciences (4.1 percent), and 13 of animal husbandry and veterinary medicine (5.9 percent). The average self-citation rates range from 2 percent to 67 percent in 2006, 1 percent to 68 percent in 2007 and 0 percent to 67 percent in 2008. There is a significant difference in self-citation rate between most groups of journals. The self-citation rate is positively and significantly correlated with the self-citation rate in 2006 for all 222 journals (N = 222, R² = 0.194, P = 0.004) (P < 0.05). However, the self-citation rate is not significantly correlated with the journal's impact factor in 2007 (N = 222, R² = 0.114, P = 0.091) and 2008 (N = 222, R² = 0.112, P = 0.096) (P < 0.05) for the 222 journals. The relationship between self-citation rate and journal impact factor is discussed.     

美国九大客源市场旅游本底趋势线及危机评估

美国是当今世界出入境旅游大国,1987年以来突发事件频繁发生,对美国入境旅游的发展产生了重大影响。依据1987—2007年统计数据,建立了4大洲9个国家入境旅游本底趋势线,定量分析突发事件对各客源市场入境美国客流量的影响。结果发现：1998年亚洲金融危机和2001年“9．11”恐怖袭击事件是美国入境旅游发展的一个拐点,西欧、东亚主要客源市场入境客流量出现停滞或绝对衰退的趋势。另外,以所建的9条本底趋势线为参照系,定量测定了多个危机事件对9个国家入境美国客流量的影响,为突发事件旅游危机后评价研究提供了新的事实。     

Toward the All-Union population census of 1989

Preparations for the next census of the USSR, scheduled for 1989, are outlined. The program for trial censuses to be held in 1986 and 1987 is described, and proposed changes and additions based on previous censuses are listed.     

Which Measure Should be Used for Testing in a Paired Design: Simple Difference,Percent Change,or Symmetrized Percent Change?

We aimed to determine the most proper change measure among simple difference, percent, or symmetrized percent changes in simple paired designs. For this purpose, we devised a computer simulation program. Since distributions of percent and symmetrized percent change values are skewed and bimodal, paired t-test did not give good results according to Type I error and the test power. To be to able use percent change or symmetrized percent change as change measure, either the distribution of test statistics should be transformed to a known theoretical distribution by transformation methods or a new test statistic for these values should be developed.     

Economic machine adjustment in the case of product screening

In the course of the rapid growth in automated manufacturing systems automatic control devices become more and more widespread, especially in electronic industry. A survey in US industry performed 1987 by the American Society for Quality Control has shown that 85% of the organisations used screening procedures. In this paper the results of economic adjustment designs for x-control charts in v. Collani et al. (1989) are extended to the case that all of the produced items are subject to acceptance sampling. A simple algorithm is developed for determination of approximate optimal adjustment designs.     

Response probability estimation

This paper extends the ideas in Giommi (Proc. 45th Session of the Internat. Statistical Institute, Vol. 2 (1985) 577–578; Techniques d'enquête 13(2) (1987) 137–144) and, in Särndal and Swenson (Bull. Int. Statist. Inst. 15(2) (1985) 1–16; Int. Statist. Rev. 55(1987) 279–294). Given the parallel between a ‘three-phase sampling’ and a ‘sampling with subsequent unit and item nonresponse’, we apply results from three-phase sampling theory to nonresponse situation. To handle the practical problem of unknown distributions at the second and the third phases of selection (the response mechanisms) in the nonresponse case, we use two approaches of response probability estimation: response homogeneity groups (RHG) model (Särndal and Swenson, 1985, 1987) and the nonparametric estimation (Giommi, 1985, 1987). To motivate the three-phase selection, imputation procedures for item nonresponse are used with the RHG model for unit nonresponse. By means of a Monte Carlo study, we find that the regression-type estimators are the most precise of those studied under the two approaches of response probability estimation in terms of lower bias, mean square error and variance; variance estimator close to the true variance and achieved coverage rates closer to the nominal levels. The simulation study shows how poor the variance estimators are under the single imputation approach currently used to handle the problem of missing values.