The Modeling and Seasonal Adjustment of Weekly Observations

Several important economic time series are recorded on a particular day every week. Seasonal adjustment of such series is difficult because the number of weeks varies between 52 and 53 and the position of the recording day changes from year to year. In addition certain festivals, most notably Easter, take place at different times according to the year. This article presents a solution to problems of this kind by setting up a structural time series model that allows the seasonal pattern to evolve over time and enables trend extraction and seasonal adjustment to be carried out by means of state-space filtering and smoothing algorithms. The method is illustrated with a Bank of England series on the money supply.     

Inside two commercially available statistical expert systems

A decade of research into the applications of artificial intelligence in statistics has finally resulted in the appearance of commercially available statistical expert systems. This paper takes a closer look at two of these systems, which are now commercially available on microcomputers, and shows what knowledge they actually contain and how they operate. It is concluded that although the technology and concepts that drive these systems could still benefit from further improvement, the real challenge lies in defining and constructing the statistical knowledge and strategy that should be incorporated and in presenting the results to the user's full advantage.     

Multivariate non-linear time series modelling of exposure and risk in road safety research

Summary.  A multivariate non-linear time series model for road safety data is presented. The model is applied in a case-study into the development of a yearly time series of numbers of fatal accidents (inside and outside urban areas) and numbers of kilometres driven by motor vehicles in the Netherlands between 1961 and 2000. The model accounts for missing entries in the disaggregated numbers of kilometres driven although the aggregated numbers are observed throughout. We consider a multivariate non-linear time series model for the analysis of these data. The model consists of dynamic unobserved factors for exposure and risk that are related in a non-linear way to the number of fatal accidents. The multivariate dimension of the model is due to its inclusion of multiple time series for inside and outside urban areas. Approximate maximum likelihood methods based on the extended Kalman filter are utilized for the estimation of unknown parameters. The latent factors are estimated by extended smoothing methods. It is concluded that the salient features of the observed time series are captured by the model in a satisfactory way.     

From Materialist to Post-Materialist Happiness? National Affluence and Determinants of Life Satisfaction in Cross-National Perspective

This paper takes the theory of value change as developed by Inglehart as a point of departure and tests its implications for the determinants of human happiness. It investigates whether the importance of post-material concerns for happiness, relative to that of materialist concerns, is indeed higher in rich post-industrial societies. Personal autonomy and job creativity serve as indicators for post-materialist concerns, the income domain as an indicator for materialist concerns. The main assumption is put against data for 48 countries from wave 5 of the World Values Survey, the most recent survey, which covers the full range from poor agrarian to rich post-industrial societies. Employing a multi-level design, the paper indeed reveals a quite consistent pattern towards post-materialist happiness as we move from poor to rich societies. This pattern seems to be driven by both a devalorization of material concerns and a valorization of post-materialist concerns, although the evidence suggests that the former trend is stronger and more linear than the latter.     

Social Ills in Rich Countries: New Evidence on Levels,Causes, and Mediators

Social Indicators Research - The income inequality hypothesis claims that in rich societies inequality causes a range of health and social problems (henceforth: social ills), e.g. because economic...     

Poverty Research in a Development Policy Context

This article provides an evaluation of the extent to which science is addressing worldwide poverty and hunger. It is based on the literature contained in the Thomson Reuters' Web of Science Citation Index (1980 to 2008) and focuses on the WOTRO Strategy Plan 2007–2010 of the Netherlands Foundation for the Advancement of Tropical Research, although similar policies from other countries might also be assessed. The data show that poverty/hunger research has grown steadily over time in many disciplines, most significantly in Environmental Sciences and Technology. Much of this research is hidden; hence the construction of an internationally recognised open‐access database is recommended so that scientists can easily identify critical gaps related to scientific capacity‐building.     

Homosexual role separation: Implications for analyzing and modeling the spread of HIV

The analysis of the spread of HIV in homosexual populations must be based on knowledge of all factors which promote or inhibit transmission. Recently, data were reported from the Amsterdam cohort study that imply that sexual role separation and the changes therein should be taken into account in analyzing and modeling the spread of HIV. In this paper, a role separation mixing model is described and linked to data from the Amsterdam cohort. The model allows one to study the impact of homosexual role separation on the spread of HIV. The homosexual men are classified into four sexual subgroups based on the preference for: 1) no anal intercourse; 2) anal insertive only; 3) anal receptive only; 4) both insertive and receptive. The analysis accounts for variability and change in homosexual role behavior and loss to follow up. The results support the conjecture that there are large differences between the risks of receptive and insertive anal intercourse, with the latter carrying only minimal risk. The analysis indicates that the spread of HIV is mostly restricted to subgroup 4, the largest and sexually most active subgroup. In this subgroup, the estimated probability of HIV transmission from an infected insertive partner (in subgroup 2 or 4) to a receptive susceptible (in subgroup 4) is between 1 and 5 percent (assuming a closed cohort).     

Commercial sex between men: A prospective diary‐based study

This paper describes the results of a self‐reporting dairy completed by 186 male sex workers (MSWs) over a 2‐week period in Brisbane, Sydney, and Melbourne, Australia. The diary was completed following each commercial sex encounter by the MSW. The results reveal that MSWs reported 2088 commercial sex encounters during the study period, with an average of 11.2 encounters per MSW. The majority of sex encounters took place in either the client's or the MSW's residence, with significant variations by city. The average sexual encounter lasted 70 minutes, and comprised two sexual acts, masturbation and oral sex. Condom use was reported in 67.4% of all the encounters. Using the AIDS Council safe‐sex classification system, the majority of the commercial sex encounters fell in the “safer sex” category; however, there were significant differences by source of clients and place of the encounter. Use of drugs and alcohol reveal interesting patterns: Clients were more likely to use alcohol, while MSWs had significant differences of usage of the different drugs. This study demonstrates that the majority of MSWs are offering and practicing safe sex behaviours, however, MSWs working in the street setting are still likely to be practising unsafe sex. Male sex work is becoming an organised business and this provides opportunities to implement further public health interventions.