Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling

The Multiple-Try Metropolis is a recent extension of the Metropolis algorithm in which the next state of the chain is selected among a set of proposals. We propose a modification of the Multiple-Try Metropolis algorithm which allows for the use of correlated proposals, particularly antithetic and stratified proposals. The method is particularly useful for random walk Metropolis in high dimensional spaces and can be used easily when the proposal distribution is Gaussian. We explore the use of quasi Monte Carlo (QMC) methods to generate highly stratified samples. A series of examples is presented to evaluate the potential of the method.     

Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable

The estimation of the means of the bivariate normal distribution, based on a sample obtained using a modification of the moving extreme ranked set sampling technique (MERSS) is considered. The modification involves using a concomitant random variable. Nonparametric-type methods as well as the maximum likelihood estimation are considered. The estimators obtained are compared to their counterparts based on simple random sampling (SRS). It appears that the suggested estimators are more efficient. Also, MERSS with concomitant variable is easier to use in practice than the usual ranked set sampling (RSS) with concomitant variable. The issue of robustness of the procedure is addressed. Real trees data set is used for illustration.     

Assumptions for long-term stochastic population forecasts in 18 European countries

The aim of the ‘Uncertain Population of Europe’(UPE) project was to compute long-term stochastic (probabilistic) population forecasts for 18 European countries. We developed a general methodology for constructing predictive distributions for fertility, mortality and migration. The assumptions underlying stochastic population forecasts can be assessed by analysing errors in past forecasts or model-based estimates of forecast errors, or by expert judgement. All three approaches have been used in the project. This article summarizes and discusses the results of the three approaches. It demonstrates how the—sometimes conflicting—results can be synthesized into a consistent set of assumptions about the expected levels and the uncertainty of total fertility rate, life expectancy at birth of men and women, and net migration for 18 European countries.     

Questioning textbook truth: Suicide rates and the Hawthorne effect

Advocacy and interest groups routinely make fantastic and shocking claims in an effort to motivate the public to respond to what these groups perceive to be important but neglected social problems and/or incipient “crises.” When closer scrutiny impeaches these claims, these groups lose a measure of credibility, and the general public grows increasingly cynical of them and of the social sciences whose data and research presumably support the claim. Similar temptations and dangers may face sociology. I raise the possibility that the teaching of discredited findings and discoveries and the use of gimmicks that challenge conventional wisdom and common sense may turn our students off and trigger the same distrust and cynicism engendered by advocacy groups. Ironically, giving in to the temptation to shock and surprise rather than to inform and enlighten may foreclose the very real opportunities that exist for engaging our students and the public in the enterprise of sociology. He has been teaching introductory sociology for nearly thirty years, has published a number of articles on macrosociology and ecological-evolutionary theory, and is coauthor of the sixth, seventh, eighth, and ninth editions of Human Societies: An Introduction to Macrosociology. I thank Sang-moon Kim for his help in assembling and analyzing the introductory texts, and Paul Nisbet for his help in reviewing recent research on religion and suicide. A preliminary version of this paper was presented at the session, “Philosophical Foundations of Sociological Knowledge and Applied Sociology,” Joseph Gittler, organizer and présider, at the Annual Southern Sociological Society Meetings in 1995, in Atlanta, G A.     

Editorial

Ohne Zusammenfassung

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Editorial

     

Transitional Youth Services: Practice Implications from a Systematic Review

Independent living programs have emerged as the primary intervention to address the needs of foster youth transitioning out of care. Prior reviews of independent living programs have focused on implications for research and policy, but not on direct practice. In order to create effective independent living programs, direct service workers must be provided with concrete practice guidelines for providing effective independent living services. This article summarizes 19 studies on independent living and provides evidence-based implications for each in an effort to begin to fill the gap between research, policy and practice.     

An application of cartographic area interpolation to German administrative data

In many situations the applied researcher wishes to combine different data sources without knowing the exact link and merging rule. This paper considers different cartographic interpolation methods for interpolating attributes from German employment office districts to German counties and vice versa. In particular, we apply dasymetric weighting as an alternative to simple area weighting, both of which are based on estimated intersection areas. We also present conditions under which the choice of interpolation method does not matter and confirm the theoretical results with a simulation study. Our application to German administrative data suggests robustness of estimation results of interpolated attributes with respect to the choice of interpolation method. We provide weighting matrices for regional data sources of the two largest German data producers.     

A Hausman test for Brownian motion

New tests are proposed for the specification of the intraday price process of a risky asset, based on open, high, low, and close prices. Under the null of a Brownian process we derive two stochastically independent, unbiased volatility estimators. For a Hausman specification test we prove its equivalence with an F-test, consider its robustness against variation in drift and volatility, and analyze the power against an Ornstein–Uhlenbeck process, as well as a random walk with alternative distributions.