Copula structure analysis

Summary.  We extend the standard approach of correlation structure analysis for dimension reduction of high dimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulas a correlation-like structure remains, but different margins and non-existence of moments are possible. After introducing the new concept and deriving some theoretical results we observe in a simulation study the performance of the estimators: the theoretical asymptotic behaviour of the statistics can be observed even for small sample sizes. Finally, we show our method at work for a financial data set and explain differences between our copula-based approach and the classical approach. Our new method yielear models also.     

Multivariate regression analysis of panel data with binary outcomes applied to unemployment data

Summary  In panel studies binary outcome measures together with time stationary and time varying explanatory variables are collected over time on the same individual. Therefore, a regression analysis for this type of data must allow for the correlation among the outcomes of an individual. The multivariate probit model of Ashford and Sowden (1970) was the first regression model for multivariate binary responses. However, a likelihood analysis of the multivariate probit model with general correlation structure for higher dimensions is intractable due to the maximization over high dimensional integrals thus severely restricting ist applicability so far. Czado (1996) developed a Markov Chain Monte Carlo (MCMC) algorithm to overcome this difficulty. In this paper we present an application of this algorithm to unemployment data from the Panel Study of Income Dynamics involving 11 waves of the panel study. In addition we adapt Bayesian model checking techniques based on the posterior predictive distribution (see for example Gelman et al. (1996)) for the multivariate probit model. These help to identify mean and correlation specification which fit the data well. C. Czado was supported by research grant OGP0089858 of the Natural Sciences and Engineering Research Council of Canada.     

Keeping in Touch with Context: Non-verbal Behavior as a Manifestation of Communality and Dominance

This research investigated the influence of observed touch on the perceptions of communality and dominance in dyadic interactions. We manipulated four key situational features of haptic behavior in two experiments: the initiation, reciprocity, the degree of formality of touch (Studies 1 and 2), and the context of the interaction (Study 2). The results showed that the default perception of touch, irrespective of whether it is initiated or reciprocated, is the communal intention of the toucher. Furthermore, the initiation of touch was seen as an act of dominance, particularly, when the contact between the actors was primed as being hierarchical. Reciprocation neutralized the perceived asymmetry in dominance, but such inferences seemed to hinge on the fit of the touch with the context: reciprocation of formal touch reduced the asymmetry in the hierarchical context, whereas reciprocation of informal touch reduced the asymmetry in the non-hierarchical context.     

The impact of migration on the well-being of transnational families: new data from sending communities in Mexico

We present results from a new study of the effects of migration to the USA on the well-being of transnational families in high emigration communities within Mexico. Our survey measured the well-being of family members in a variety of domains: economic, health, education, and child development for a representative sample drawn from high migration municipalities. Compared to those with no recent emigrants to the USA, Mexican households sending non-caregivers to the USA appear to gain economically without contributing to problems faced by children. However, when family caregivers migrate to the USA, the remaining members in Mexico struggle to meet the family's needs and children are more vulnerable to educational, emotional, and health problems. Children in households where a caregiver migrated were more likely to have frequent illnesses (10% vs. 3%, p<0.0001), chronic illness (7% vs. 3%, p=0.011), emotional problems (10% vs. 4%, p=0.006), and behavioral problems (17% vs. 10%, p=0.018) compared with children in households where the migrant was not a caregiver. Research, policy, and program implications of these findings are discussed.     

Fourier–type tests involving martingale difference processes

We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982 Bierens, H. J. (1982). Consistent model speci?cation tests. J. Econometr. 20:105–134.[Crossref], [Web of Science ®] , [Google Scholar]) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included.     

Development of professional roles in the practice of public relations in Chile

Using survey responses of 577 public relation practitioners, this article examines role conceptions in Chilean public relations, as well as the effects that different individual and organizational factors have on their professional worldviews. The results show that how Chilean practitioners perceive their roles can be grouped into four different types: the long-term strategic, the short-term technical, the passive-complaisant, and the active-vigilant. In general terms, Chilean public relations practitioners distance themselves from the passive-complaisant role, giving greater importance to the other three. The findings also reveal that gender, education level, job commitment, perceived autonomy, organization type, and geographical location are the factors that better predict Chilean PR professional roles, while hierarchy level and organization's reach do not directly affect their perceptions.     

Seniors and technology, ergonomic needs and design considerations

This work is based on the ergonomic approach and the principles of universal design, with the aim of establishing the cognitive design features that interfaces must comply, for older adults achieve a good performance during their interaction with technological aids. Describes the analysis of exploratory experiences with a group of 17 older adults was aimed first to establish the main barriers to implementation that arise during these activities, and secondly to set the variables to be addressed and the procedure required to develop depth study, where the relationship establish between the quality of the stimuli and the level of performance achieved in the implementation of older adults with interfaces, observing each of the cognitive functions that promote independence, attention, motivation, memory these processes. The study in depth, looking for describe gaps and mismatches encountered during execution, which hamper the harmonious interaction processes through participatory methodological approach that allows to specify requirements for the creation of stimulating interfaces for cognitive skills and committed with the levels of autonomy of the elderly.