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21.
Summary: Wald statistics in generalized linear models are asymptotically 2 distributed.
The asymptotic chi–squared law of the corresponding quadratic form shows disadvantages
with respect to the approximation of the finite–sample distribution. It is shown by means
of a comprehensive simulation study that improvements can be achieved by applying
simple finite–sample size approximations to the distribution of the quadratic form in
generalized linear models. These approximations are based on a 2 distribution with an
estimated degree of freedom that generalizes an approach by Patnaik and Pearson. Simulation studies confirm that nominal level is maintained with higher accuracy compared
to the Wald statistics. 相似文献
22.
23.
This study examined through survey research methodology the degree to which, faculty, administrators and program coordinators, working in higher education, experience stress at work. The Occupational Stress Indicator was used, composed of four compound factors: sources of occupational stress, individual characteristics, coping strategies and the effects of stress. Preliminary findings showed that occupational stress has a negative impact on the degree of satisfaction with their achievement, value and growth, being strongest with faculty and coordinators, (dissatisfaction with career opportunities, personal growth, skill utilization). Another significant outcome was the dissatisfaction of faculty with the organizational design, structure and processes (communication, change implementation, motivation, supervision style, participation in decision-making). All possess individual characteristics of the Type A Scale; they all considered major sources of pressure in their jobs to be their relationships with others, home/work interface, their need to achieve personal and corporate success. Occupational stress has affected their state of health. 相似文献
24.
While scholarly attention to the role played by diasporans in facilitating cross-country trade has recently increased, the implicitness of this phenomenon has prevented many researchers from examining empirically how these processes actually work. Unlike previous studies that focus on diasporans from specific countries of origin, we take a different perspective on diasporans by looking beyond country boundaries. We focus on religious/cultural groupings, specifically on Muslim diasporans living in the West. We utilize a phenomenological driven qualitative research approach to investigate the effects of Muslim diasporans on the internationalization processes of firms from Organization of Islamic Conference countries in the context of the halal industry. Our exploratory study provides some evidence for (1) the boundary spanner roles played by Muslim diasporans within the halal industry across more than dyadic country contexts and (2) for Rahnema's (2006) triple identity theory. 相似文献
25.
Andreas?KrauseEmail author Timo?Stadil Jessica?Bünke 《Gruppendynamik und Organisationsberatung》2003,34(4):355-372
This study examines the consequences of downsizing efforts on organizational commitment, job satisfaction and work motivation of the remaining workforce (?survivors“) in a middle-sized telecommunication company. Employees were surveyed five months prior to the downsizing process (n=150) and eleven months thereafter (n=160). The assessment of organizational commitment was based on a questionnaire that was developed by Allen and Meyer (1990) within the scope of their three-components-model which includes affective, continuous and normative commitment. Although layoffs — as one part of the whole downsizing process — were not implemented in the investigated company, but only in a sister enterprise, which is part of the same holding, the affective commitment of employees towards their corporation dropped. On the other hand, the normative and the balanced commitment remained constant. Moreover, every second survivor showed reduced job satisfaction and work motivation. It should be noted that although the results of reorganisation and restructuring did not directly affect the employees of the investigated company, the emotional linkage between employees and employer was affected in a negative way. Additional findings from qualitative interviews suggest that restructuring was perceived to cause a crack in the prevailing corporate culture and the psychological contract. In addition, a deterioration of work conditions through work overload resulted. 相似文献
26.
Elisa Perrone Andreas Rappold Werner G. Müller 《Statistical Methods and Applications》2017,26(3):403-418
Optimum experimental design theory has recently been extended for parameter estimation in copula models. The use of these models allows one to gain in flexibility by considering the model parameter set split into marginal and dependence parameters. However, this separation also leads to the natural issue of estimating only a subset of all model parameters. In this work, we treat this problem with the application of the \(D_s\)-optimality to copula models. First, we provide an extension of the corresponding equivalence theory. Then, we analyze a wide range of flexible copula models to highlight the usefulness of \(D_s\)-optimality in many possible scenarios. Finally, we discuss how the usage of the introduced design criterion also relates to the more general issue of copula selection and optimal design for model discrimination. 相似文献
27.
Practical considerations of the jackknife estimator of variance for generalized estimating equations
Andreas Ziegler 《Statistical Papers》1997,38(3):363-369
Lipsitz, Dear and Zhao (1994) proposed a “one-step” Jackknife estimator of the variance based on Wu's (1986) jackknife and
showed its asymptotic equivalence to the robust variance estimator of White (1982) and Liang and Zeger (1986). In this paper
an asymptotically equivalent estimator is proposed which avoids the Newton-Raphson or Fisher scoring step of the estimator
proposed by Lipsitz, Dear and Zhao. Hence, summation in univariate models can be avoided. 相似文献
28.
Andreas Ziegler 《Statistical Papers》2007,48(4):655-681
This paper compares the application of different versions of the simulated counterparts of the Wald test, the score test,
and the likelihood ratio test in one- and multiperiod multinomial probit models. Monte Carlo experiments show that the use
of the simple form of the simulated likelihood ratio test delivers relatively robust results regarding the testing of several
multinomial probit model specifications. In contrast, the inclusion of the Hessian matrix of the simulated loglikelihood function
into the simulated score test and (in the multiperiod multinomial probit model) particularly the inclusion of the quasi-maximum
likelihood theory into the simulated likelihood ratio test leads to substantial computational problems. The combined application
of the quasi-maximum likelihood theory with the simulated Wald test or the simulated score test is not systematically superior
to the application of the other versions of these two simulated classical tests either. Neither an increase in the number
of observations nor in the number of random draws in the incorporated Geweke-Hajivassiliou-Keane simulator systematically
lead to more precise conformities between the frequencies of type I errors and the basic significance levels. An increase
in the number of observations only decreases the frequencies of type II errors, particularly regarding the simulated classical
testing of multiperiod multinomial probit model specifications. 相似文献
29.
30.
Olivier Bargain Mathias Dolls Herwig Immervoll Dirk Neumann Andreas Peichl Nico Pestel Sebastian Siegloch 《Economic inquiry》2015,53(2):1061-1085
This paper assesses the effects of U.S. tax policy reforms on inequality over around three decades, from 1979 to 2007. It applies a new method for decomposing changes in government redistribution into (1) a direct policy effect resulting from policy changes and (2) the effects of changing market incomes. Over the period as a whole, the tax policy changes increased income inequality by pushing up the income share of high‐income earners (the top 20%). (JEL H23, H31, H53, P16) 相似文献