Likelihood-based estimation for Gaussian MRFs

Markov random fields (MRFs) express spatial dependence through conditional distributions, although their stochastic behavior is defined by their joint distribution. These joint distributions are typically difficult to obtain in closed form, the problem being a normalizing constant that is a function of unknown parameters. The Gaussian MRF (or conditional autoregressive model) is one case where the normalizing constant is available in closed form; however, when sample sizes are moderate to large (thousands to tens of thousands), and beyond, its computation can be problematic. Because the conditional autoregressive (CAR) model is often used for spatial-data modeling, we develop likelihood-inference methodology for this model in situations where the sample size is too large for its normalizing constant to be computed directly. In particular, we use simulation methodology to obtain maximum likelihood estimators of mean, variance, and spatial-depencence parameters (including their asymptotic variances and covariances) of CAR models.     

Estimation of the Intraclass Correlation Coefficient for the Analysis of Covariance Model

For the unbalanced analysis of covariance model with one covariate, a simple formula is given for the intraclass correlation coefficient estimator that results from Henderson's Method 3 estimation of variance components. Example calculations and the corresponding interpretations are given for a study of the correlation of iron content among brothers. The example illustrates the manner in which the estimator depends on the pattern of correlation between the covariate and the variable under investigation.     

Ecological Bias: Use of Maximum-Entropy Approximations

The focus of geographical studies in epidemiology has recently moved towards looking for effects of exposures based on data taken at local levels of aggregation (i.e. small areas). This paper investigates how regression coefficients measuring covariate effects at the point level are modified under aggregation. Changing the level of aggregation can lead to completely different conclusions about exposure–effect relationships, a phenomenon often referred to as ecological bias. With partial knowledge of the within‐area distribution of the exposure variable, the notion of maximum entropy can be used to approximate that part of the distribution that is unknown. From the approximation, an expression for the ecological bias is obtained; simulations and an example show that the maximum‐entropy approximation is often better than other commonly used approximations.     

Conversion Ratios, Efficiency and Obfuscation: A Study of the Impact of Changed UK Charity Accounting Requirements on External Stakeholders

Key stakeholders in the UK charity sector have, in recent years, advocated greater accountability for charity performance. Part of that debate has focussed on the use of conversion ratios as indicators of efficiency, with importance to stakeholders being contrasted with charities’ apparent reluctance to report such measures. Whilst, before 2005, conversion ratios could have been computed from financial statements, changes in the UK charity SORP have radically altered the ability of users to do this. This article explores the impact on the visibility of such information through an analysis of the financial statements of large UK charities before and after the 2005 changes. Overall, the findings suggest that, despite the stated intention of increasing transparency in respect of charity costs, the application of the changes has resulted in charities ‘managing’ the numbers and limiting their disclosures, possibly to the detriment of external stakeholders.     

Breaking the in‐group out‐group: shifting boundaries in transnational partner choice processes of individuals of Moroccan,Tunisian, Algerian,Turkish, Punjabi Sikh,Pakistani and Albanian descent in Belgium

The ongoing popularity in some second and third generation migrants in Western Europe of marrying a partner from the countries of origin of their (grand)parents is considered to be problematic for micro and macro level societal integration of some migrant populations. Partner choice and marriage practices in migrant communities are problematized in public, media and political discourses by discriminating them from marriage practices in the ‘native’ population on the basis of three related dichotomies: (1) agency versus structure, (2) us versus them and (3) romantic versus instrumental marriage intentions dichotomies. By means of in‐depth qualitative research methodologies on the partner choice processes of women and men of Turkish, Moroccan, Algerian, Tunisian, Punjabi Sikh, Pakistani and Albanian descent in Belgium and an intersectional theoretical approach, this article aims to deconstruct popular and simplifying dichotomous representations of partner choice processes in these migrant populations. Our study reveals how religious, gender and social class boundaries are stretched to meet personal/individual desires and preferences. Individuals do experience social restrictions when it concerns social group boundaries and the potential partners that they can look for. At the same time individuals are never fully determined by their social environment, they creatively develop strategies to by‐pass certain restrictions and to some extent are able to meet their personal needs while being sensitive to the desires of their social environment.     

Situation and Social Network in Cities*

Un problème significatif dans l'élaboration et l'utilisation de réseaux sociaux en recherche urbaine se rapporte à la spécification du contenu des relations de réseau. Dans une étude sur le terrain chez les Danois américains de la Californie, certains facteurs furent de grande utilité dans la définition des liens de réseau. Ce sont: le cadre institutionnel à l'intérieur duquel s'élaborent les liens de réseau; les situations qui leur permettent d'être opérants et la nature affective de ces liens de réseau. En plus de leur valeur opératoire, ces facteurs permettent au chercheur d'évaluer la qualité et la diversité de la vie urbaine. A significant problem in the construction and use of social networks in urban research is that of specifying the content of network relationships. In fieldwork among Danish-Americans in California, the institutional framework in which network ties were recruited, the situations in which such ties were activated, and the affective nature of network links were useful in defining network bonds. In addition to their operational utility, these factors allow the investigator to assess the quality and diversity of urban life.     

Assessing Service Level Targets in Production and Inventory Planning*

In production and stock planning, the relationship between customer service, defined as the ability to meet demand for finished goods from in-stock inventory, and expected profits or expected costs can be represented by a simple reliability curve. The shape of this curve depends upon the parameters of the demand process, specifically the expected level of demand, standard deviation and correlation structure, as well as upon the capacities and initial state of the production and inventory system. A model is presented which explicitly determines this trade-off curve for a firm. The model is intended both as an operational model to aid managers in setting revenue and service targets which are compatible with the capacities and resources of the firm, and as a tool for exploring relationships between the parameters of the demand process and the constraints of the physical production and inventory system. The results illustrate that the level of risk depends strongly on the variability of the demand process, the cost structure, the capacities and initial state of the system and, to a lesser extent, the correlation in demand between succeeding periods. Results suggest that establishing service level targets consistent with the firm's strategic orientation must be done in consideration of both the characteristics of the demand process and the capacities of the production and inventory system. The model provides a tool for estimating the premium above unit cost which must be paid to provide a designated service level.     

The weighted compounding of probabilities from three independent hypothesis tests

Tail probabilities from three independent hypothesis tests can be combined to form a test statistic of the form P₁,P₂ ^θ2,P₃ ^θ3.The null distribution of the combined test statistic is presented and critical values for α=0.01 and 0.05 are provided.The power of this test is discussed for the special case ofthree independent F-tests.