An introduction to econometric applications of empirical process theory for dependent random variables

This paper discusses some uses in econometrics of empirical process theory for dependent rendom variables. Examples considered include non-standard parametric hypotheses tests and semiparametric estimation. The application of bracketing functional limit results is discussed in some detail     

LENGTH-BIASING, CHARACTERIZATIONS OF LAWS AND THE MOMENT PROBLEM

A positive random variable X with a finite mean has an induced length-biased law represented by Y, and Y is stochastically larger than X. An independent uniform random contraction of Y, UY, has the same law as X if and only if the latter is exponential. This property is extended to non-uniform contractions and a more general notion of length-biasing. The distributional equality of X and W leads to a functional equation for the moment function of X, which has either Infinitely many solutions or none. When U is constant, X can have a log-normal law, but it can also have laws with the same moment sequence as this log-nod law. The case where U has a certain beta, or generalized beta, law give t3 characterizations of generalized gamma laws, or to products of independent copies of them. This occurs even when these laws are not determined by their moment sequences.     

Sexual identity in the ghetto

The more things change, the worse they get.Presented April 18, 1991, Duke University, at the Department of Psychiatry's Grand Rounds, this paper condenses, integrates and updates the author's earlier publication. Acknowledgement and thanks for funding and professional sponsorship of the four research studies this paper draws from are selectively due to the Eugene and Agnes E. Meyer Foundation, the Edgar Stern Family Fund, The National Institute for Mental Health, the Baltimore-Washington Institute for Psychoanalysis and the Department of Psychiatry, Children's Hospital National Medical Center.     

Interracial rape: Examining the increasing frequency argument

A number of researchers have recently challenged the long-held notion among criminologists that rape, along with most other violent crimes, is an intraracial crime. Based on analysis of survey data they concluded that black rapists “prefer” or “seek out” white victims and that the likelihood of a black offender selecting a white victim has been increasing during recent years. Data presented here (1977–88 National Crime Surveys) refute the notion that black rapists “prefer” white victims. Moreover these same data fail to support the contention that rapes involving black offenders and white victims have been increasing. According to National Crime Survey estimates, the proportion of black offenders that victimize whites has been declining. An earlier version of this paper was presented at the annual meetings of the American Society of Criminology, November 1991.     

Screening for patients with alcohol problems: severity of patients identified by the CAGE.

Primary care physicians are well situated to identify patients with substance abuse problems and motivate them to seek appropriate assistance, but active programs are the exception. A study in a community setting was undertaken to assess the CAGE (the first letters of key words in a series of four questions about drinking: cut down; annoyed; guilty; and eye-opener), instrument in the routine screening for alcohol problems in both new and established patients. The screening process identified subjects for a pilot evaluation of a motivational interview designed to encourage problem-solving behavior. This article focuses on the screening results and the use of the CAGE instrument. During June and July of 1990, 687 patients of two primary care physicians belonging to a large group practice were asked to complete a health questionnaire that included the CAGE. Those who responded affirmatively to at least two of the four CAGE questions were requested to participate in follow-up assessment of problems associated with alcohol and health. The type and severity of alcohol problems experienced by patients who scored positive on the CAGE are described. Prevalence of a positive score on the CAGE was 8.6 percent with males, smokers, and blue collar and unemployed persons being more likely to score positive. The positive predictive value was .68. Primarily, persons with moderate alcohol problems were identified. Results show that the CAGE instrument is a useful screening device for identifying those with mild to moderate substance abuse problems, increasing the opportunity for intervention prior to serious medical complications. The instrument is easily administered, and has demonstrated relatively high levels of sensitivity and specificity. When combined with assessment and motivational interviews, the CAGE shows promise in the secondary prevention of substance abuse and related health problems.     

Defining child abuse in Hong Kong

Definitions of child abuse are culturally driven. Hong Kong, with a predominantly Chinese population, has managed to eradicate much of the societal abuse that children suffer elsewhere in Asia. Professional and government attention has now shifted to child abuse and neglect within the family. The paper, based on interviews with key professionals. analysis of policy documents and practice records examines traditional Chinese parent-child relationships. the status of parental authority and corporal punishment and changes in contemporary Hong Kong family life. It goes on to outline the development of responses to child abuse in Hong Kong, some of the dilemmas that professionals face in defining abuse and areas for future research.     

EFFECTS OF A PREPAID NONMONETARY INCENTIVE ON RESPONSE RATES AND RESPONSE QUALITY IN A FACE-TO-FACE SURVEY

We conducted a randomized experiment on a face-to-face interviewsurvey in order to test the effects on response rates of a prepaidnonmonetary incentive. Results showed a statistically significantincrease in response rates, mostly through reduction in refusalrates, in the half sample that received the incentive (a gift-typeballpoint pen) as compared with a no incentive control group.The effect appears to be due to greater cooperation from incentiverecipients at the initial visit by an interviewer. Unexpectedly,the incentive group also showed a significantly higher rateof sample ineligibility, possibly due to easier identificationof vacant residences or nonexistent addresses. In addition,evidence suggests greater response completeness among respondingincentive recipients early in the interview, with no evidenceof increased measurement error due to the incentive.     

TESTING SPHERICITY UNDER A MIXTURE MODEL

The robustness of Mauchly's sphericity test criterion when sampling from a mixture of two multivariate normal distributions is studied. The distribution of the sphericity test criterion when the sample covariance matrix has a non-central Wishart density of rank one is derived in terms of Meijer's G-functions; its distribution under the mixture model is then deduced. The robustness is studied by computing actual significance levels of the test under the mixture model using the critical values under the usual normal model.