A Bayesian model for multiple change point to extremes,with application to environmental and financial data

Abrupt changes often occur for environmental and financial time series. Most often, these changes are due to human intervention. Change point analysis is a statistical tool used to analyze sudden changes in observations along the time series. In this paper, we propose a Bayesian model for extreme values for environmental and economic datasets that present a typical change point behavior. The model proposed in this paper addresses the situation in which more than one change point can occur in a time series. By analyzing maxima, the distribution of each regime is a generalized extreme value distribution. In this model, the change points are unknown and considered parameters to be estimated. Simulations of extremes with two change points showed that the proposed algorithm can recover the true values of the parameters, in addition to detecting the true change points in different configurations. Also, the number of change points was a problem to be considered, and the Bayesian estimation can correctly identify the correct number of change points for each application. Environmental and financial data were analyzed and results showed the importance of considering the change point in the data and revealed that this change of regime brought about an increase in the return levels, increasing the number of floods in cities around the rivers. Stock market levels showed the necessity of a model with three different regimes.     

Assessment of a hybrid reform path: Social and labour policies in Uruguay, 1985–2005

Since Uruguay's return to democracy in 1985, a shift in economic and social policy has radically changed the country. The outcomes have been shaped by adjustment to international circumstances “by default”, stop‐go market reforms and the inconsistent pace and content of reforms. Unlike other countries in the region, Uruguay has not followed a resolutely neo‐liberal course, but rather a hybrid one. The end result has been a liberal labour regime coupled with a three‐dimensional social policy balancing the market, the old corporatist welfare State and the new welfare state targeting specific beneficiaries.     

Semiparametric Bayesian classification with longitudinal markers

Summary.  We analyse data from a study involving 173 pregnant women. The data are observed values of the β human chorionic gonadotropin hormone measured during the first 80 days of gestational age, including from one up to six longitudinal responses for each woman. The main objective in this study is to predict normal versus abnormal pregnancy outcomes from data that are available at the early stages of pregnancy. We achieve the desired classification with a semiparametric hierarchical model. Specifically, we consider a Dirichlet process mixture prior for the distribution of the random effects in each group. The unknown random-effects distributions are allowed to vary across groups but are made dependent by using a design vector to select different features of a single underlying random probability measure. The resulting model is an extension of the dependent Dirichlet process model, with an additional probability model for group classification. The model is shown to perform better than an alternative model which is based on independent Dirichlet processes for the groups. Relevant posterior distributions are summarized by using Markov chain Monte Carlo methods.     

Mexican Immigrants,Labour Market Assimilation and the Current Population: The Sensitivity of Results Across Seemingly Equivalent Surveys

In this paper we compare estimates of immigrants’ labour supply assimilation profiles using the Current Population Survey Annual Demographic Files (March ADS) and the Current Population Survey Outgoing Rotation Groups (ORGs). We use a measure that is seemingly consistent across both surveys: usual weekly hours of work in the main job. This measure is not only important as it measures the intensive margin of labour supply, but it is also used to estimate hourly earnings in both surveys. Our results indicate that the two surveys produce dramatically different estimates of the change in average hours of work as immigrants’ years in the United States increase: estimates from the March ADS predict much steeper hour's assimilation profiles than do estimates obtained from the ORGs. These differences persist if we include controls for demographic characteristics, and only disappear once we control for occupation heterogeneity. We argue that these differences stem from two separate factors that differentiate the data. First, the ADS and ORG frame the usual “hours worked” question differently. Also, differences in the timing of the surveys may produce seasonality effects that differentially affect the composition of recent and earlier migrants, thereby changing assimilation profiles.     

Bayesian boundedly rational agents play the Finitely Repeated Prisoner's Dilemma

In this paper a model of boundedly rational decision making in the Finitely Repeated Prisoner's Dilemma is proposed in which: (1) each player is Bayesianrational; (2) this is common knowledge; (3) players are constrained by limited state spaces (their Bayesian minds) in processing (1) and (2). Under these circumstances, we show that cooperative behavior may arise as an individually optimal response, except for the latter part of the game. Indeed, such behaviorwill necessarily obtain in long enough games if belief systems satisfy a natural condition: essentially, that all events consistent with the players' analysis of the game be attributed by them positive (although arbitrarily small) subjective probability.     

BATTERING AND COUPLES THERAPY: UNIVERSAL SCREENING AND SELECTION OF TREATMENT MODALITY

As family therapists begin to experiment with couples treatment models for batterers and their partners, a basic question is: Which couples can be safely treated with conjoint therapy? Following a definition of battering and a review of rationales for considering couples therapy in cases of domestic violence, a framework for assessment of domestic violence is outlined, including sample questions, criteria for excluding couples from conjoint therapy, how to conduct a lethality assessment, and how to conceptualize postassessment treatment recommendations. This article also introduces family and couples therapists to domestic violence literature that is often not well integrated in family therapy theory and practice.     

A Note on the Moments and Computer Generation of the Shifted Gompertz Distribution

In this paper we give a class of row-column designs with the property that the i-th row and the j-th column have precisely r treatments in common. A conjecture that such designs are quasi-factorial is disproved by showing that the designs given in this paper are not quasi-factorial. It is also shown that the designs given here are nearly optimal.     

Flexible models for non-equidispersed count data: comparative performance of parametric models to deal with underdispersion

AStA Advances in Statistical Analysis - Count data as response variables are commonly modeled using Poisson regression models, which require equidispersion, i.e., equal mean and variance. However,...