Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach

A Markov chain Monte Carlo (MCMC) approach, called a reversible jump MCMC, is employed in model selection and parameter estimation for possibly non-stationary and non-linear time series data. The non-linear structure is modelled by the asymmetric momentum threshold autoregressive process (MTAR) of Enders & Granger (1998) or by the asymmetric self-exciting threshold autoregressive process (SETAR) of Tong (1990). The non-stationary and non-linear feature is represented by the MTAR (or SETAR) model in which one ( 𝜌 1 ) of the AR coefficients is greater than one, and the other ( 𝜌 2 ) is smaller than one. The other non-stationary and linear, stationary and nonlinear, and stationary and linear features, represented respectively by ( 𝜌 1 = 𝜌 2 = 1 ), ( 𝜌 1 p 𝜌 2 < 1 ) and ( 𝜌 1 = 𝜌 2 < 1 ), are also considered as possible models. The reversible jump MCMC provides estimates of posterior probabilities for these four different models as well as estimates of the AR coefficients 𝜌 1 and 𝜌 2 . The proposed method is illustrated by analysing six series of US interest rates in terms of model selection, parameter estimation, and forecasting.     

Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method

Summary.  The paper considers the problem of estimating the entire temperature field for every location on the globe from scattered surface air temperatures observed by a network of weather-stations. Classical methods such as spherical harmonics and spherical smoothing splines are not efficient in representing data that have inherent multiscale structures. The paper presents an estimation method that can adapt to the multiscale characteristics of the data. The method is based on a spherical wavelet approach that has recently been developed for a multiscale representation and analysis of scattered data. Spatially adaptive estimators are obtained by coupling the spherical wavelets with different thresholding (selective reconstruction) techniques. These estimators are compared for their spatial adaptability and extrapolation performance by using the surface air temperature data.     

Joint impact of multiple observations on a subset of variables in multiple linear regression

In multiple linear regression analysis, each observation affects the fitted regression equation differently and has varying influences on the regression coefficients of the different variables. Chatterjee & Hadi (1988) have proposed some measures such as DSSE_ij (Impact on Residual Sum of Squares of simultaneously omitting the ith observation and the jth variable), F_j (Partial F-test for the jth variable) and F_j(i) (Partial F-test for the jth variable omitting the ith observation) to show the joint impact and the interrelationship that exists among a variable and an observation. In this paper we have proposed more extended form of those measures DSSE_IJ, F_J and F_J(I) to deal with the interrelationships that exist among the multiple observations and a subset of variables by monitoring the effects of the simultaneous omission of multiple variables and multiple observations.     

Small‐sphere distributions for directional data with application to medical imaging

We propose novel parametric concentric multi‐unimodal small‐subsphere families of densities for p ? 1 ≥ 2‐dimensional spherical data. Their parameters describe a common axis for K small hypersubspheres, an array of K directional modes, one mode for each subsphere, and K pairs of concentrations parameters, each pair governing horizontal (within the subsphere) and vertical (orthogonal to the subsphere) concentrations. We introduce two kinds of distributions. In its one‐subsphere version, the first kind coincides with a special case of the Fisher–Bingham distribution, and the second kind is a novel adaption that models independent horizontal and vertical variations. In its multisubsphere version, the second kind allows for a correlation of horizontal variation over different subspheres. In medical imaging, the situation of p ? 1 = 2 occurs precisely in modeling the variation of a skeletally represented organ shape due to rotation, twisting, and bending. For both kinds, we provide new computationally feasible algorithms for simulation and estimation and propose several tests. To the best knowledge of the authors, our proposed models are the first to treat the variation of directional data along several concentric small hypersubspheres, concentrated near modes on each subsphere, let alone horizontal dependence. Using several simulations, we show that our methods are more powerful than a recent nonparametric method and ad hoc methods. Using data from medical imaging, we demonstrate the advantage of our method and infer on the dominating axis of rotation of the human knee joint at different walking phases.     

SODA WARS: THE EFFECT OF A SODA TAX ELECTION ON UNIVERSITY BEVERAGE SALES

We examine how soda sales changed due to the campaign attention and election outcome of a local excise tax on sugar‐sweetened beverages. Using panel data of beverage sales from university retailers in Berkeley, California, we estimate that soda purchases relative to control beverages significantly dropped immediately after the election, months before the tax was implemented in the city of Berkeley or on campus. Supplemental scanner data from off‐campus retailers reveal this result is not unique to the university setting. Our findings suggest soda tax media coverage and election outcomes can have larger effects on purchasing behavior than the tax itself. (JEL D12, H20, C23, I38, Q18)     

Building a health communication brand for University of Texas System tobacco control

Objective: Despite declining cigarette smoking rates in the US, there is a continued need for tobacco prevention education campaigns to reach young adults. Recognizing the need for improved tobacco control messaging, the University of Texas (UT) System engaged The University of Texas at Austin Center for Health Communication to develop a brand and message that would strengthen tobacco control efforts at its 14 institutions. Methods: This article describes the iterative process involved in creating a brand for tobacco control, including an environmental scan, identifying potential message themes, and creating and refining logos. Results: This article highlights the process of developing a system-wide tobacco control brand. Specifically, the process included coordinating an interdisciplinary team with content and design experts, and presenting ideas to stakeholders for serial feedback and refinement, among others. Conclusions: Ultimately, this project offers a model for other systems of higher education interested in pursuing similar initiatives.     

Life with and without heart disease among women and men over 50

This article uses a demographic approach and data from the Health and Retirement Survey, a nationally representative sample of the U.S. population, to investigate sex differences in the length of life lived with heart disease and after a heart attack for persons in the United States age 50 and older. On average, women live longer than men with heart disease. At age 50 women can expect to live 7.9 years and men 6.7 years with heart disease. The average woman experiences heart disease onset three years older and heart attacks 4.4 years older than men.     

澳洲台湾移民居住地选择的初探

本文针对悉尼和布里斯本两个都市之台湾移民的分布及居住迁徙作深入研究。主要透过深入访谈的方法 ,系统性的针对台湾移民选择居住地的因子及决策过程进行探讨 ,并尽量以社会地理学“局内人”的观点 ,架构居住地改变和选择的逻辑来思考整个迁徙过程的机制。研究结果显示 ,随着时间的改变 ,作迁徙决策时所考量的因子也会改变。刚到澳洲时 ,选择居住地的因子主要会考量亲友意见 ;随着经验的累积及对周遭环境的熟悉 ,个别差异性开始凸显 ,每个人对居住地的选择会有不同的考量与分析。在迁居上 ,有向双拼式建筑或都市公寓型房子搬迁的趋势     

Social Cognitive Predictors of the Career Goals of Korean American Students

Limited empirical study of the career development of Asian Americans in general and Korean Americans in particular has been conducted. The authors present the results of a theory‐based exploration of the career goals of Korean American university students in which ethnic identity, self‐efficacy, outcome expectations, and career interests were used to predict goal intentions for science and nonscience careers. Outcome expectations and career interests predicted a moderate amount of variance in science career goal intentions and a moderate to large amount of variance in nonscience career goal intentions. Korean American students' career goal development seems similar to that of American college students.     

韩国青年失业的原因:期望薪资的影响及其启示

本文使用1998²008年的韩国劳动面板调查数据,将期望薪资作为保留薪资的代理变量纳入Logit模型,分析韩国青年求职者期望薪资与潜在薪资之间的差异(即高眼光因素)对青年就业的影响。分析结果表明,青年男性求职者期望薪资越高于潜在市场薪资,就业概率越低。但这一结果不适用于中年求职者与女性求职者的就业问题。此外,年龄、学历、求职途径、求职地区、婚姻状态等也对青年就业产生影响。