Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment

Motivated by applications in call center management, we propose a framework based on empirical process techniques for inference about waiting time and patience distributions in multiserver queues with abandonment. The framework rigorises heuristics based on survival analysis of independent and identically distributed observations by allowing correlated waiting times. Assuming a regenerative structure of offered waiting times, we establish asymptotic properties of estimators of limiting distribution functions and derived functionals. We discuss construction of bootstrap confidence intervals and statistical tests, including a simple bootstrap two-sample test for comparing patience distributions. A small simulation study and a real data example are presented.     

Moving Average-Based Estimators of Integrated Variance

We examine moving average (MA) filters for estimating the integrated variance (IV) of a financial asset price in a framework where high-frequency price data are contaminated with market microstructure noise. We show that the sum of squared MA residuals must be scaled to enable a suitable estimator of IV. The scaled estimator is shown to be consistent, first-order efficient, and asymptotically Gaussian distributed about the integrated variance under restrictive assumptions. Under more plausible assumptions, such as time-varying volatility, the MA model is misspecified. This motivates an extensive simulation study of the merits of the MA-based estimator under misspecification. Specifically, we consider nonconstant volatility combined with rounding errors and various forms of dependence between the noise and efficient returns. We benchmark the scaled MA-based estimator to subsample and realized kernel estimators and find that the MA-based estimator performs well despite the misspecification.     

Invisible Whispering: Restructuring Collaborative Decision Making with Instant Messaging

Organizational decision making is dominated by teams. When an important decision is required, a team is often formed to make it or to advise the individual decision maker, because a team has more resources, knowledge, and political insight than any one individual working alone. As teams have become geographically distributed, collaboration technology has come to play an important role in such collective decision making efforts. Instant messaging (IM) is an increasingly prevalent workplace collaboration technology that enables near‐synchronous text exchanges on a variety of devices. We examined the use of IM during face‐to‐face, telephone, and computer‐mediated team meetings, a practice we call “invisible whispering.” We introduce Goffman's characterization of social interaction as dramatic performance, differentiable into “front stage” and “backstage” exchanges, to analyze how invisible whispering alters the socio‐spatial and temporal boundaries of team decision making. Using IM, workers were able to influence front stage decision making through backstage conversations, often participating in multiple backstage conversations simultaneously. This type of interaction would be either physically impossible or socially constrained without the use of IM. We examine how invisible whispering changes the processes of collaborative decision making and how these new processes may affect the efficiency and effectiveness of collaborative decision making, as well as participation, satisfaction, relationships among team members, and individual attention.     

The economy of risk and respect: accounts by Puerto Rican sex workers of HIV risk taking

Three-hundred-eleven female drug-using sex workers in urban Puerto Rico were asked to describe their last negotiation with a client. They described efforts to protect themselves from many hazards of sex work, including violence, illness, and drug withdrawal. They also described efforts to minimize the stigma and marginalization of sex work by cultivating relationships with clients, distinguishing between types of clients, and prioritizing their role as mothers. Sex workers adopted alternating gender roles to leverage autonomy and respect from clients. Their narratives suggest that sex workers negotiate a world in which HIV is relative to other risks, and in which sexual practices which are incomprehensible from an HIV-prevention perspective are actually rooted in a local cultural logic. Future HIV prevention efforts should frame condom use and other self-protective acts in terms that build upon sex workers own strategies for understanding their options and modifying their risks.     

The ecological effect of unemployment on the incidence of very low birthweight in Norway and Sweden

Little attention has been paid to the ecological effects of unemployment, despite strong theory suggesting that being socially or economically connected to unemployed persons can induce illness. Theory suggests, for example, that the labor market experience of adult males should affect maternal and infant health. We advance this line of inquiry by testing the hypothesis that quarterly increases in unemployment among Norwegian and Swedish males were associated with increased incidence of very low weight births from 1973 through 1995. Results support the hypothesis. We estimate that approximately 188 very low weight births could have been averted in Norway, and about 329 in Sweden, if quarterly increases in male unemployment had been constrained to the median over the 23-year period. Our findings imply that the social cost of unemployment may be underestimated by focusing on unemployment as an individual risk factor.     

ETHICAL DILEMMAS IN FAMILY THERAPY

A review of the literature in the area of ethical dilemmas facing family therapists revealed that there were a number of issues facing family therapists which are not included in the Principles for Family Therapists (1984) of the American Association for Marriage and Family Therapy. Seventy-five family therapists from across the nation responded to a questionnaire which asked what ethical dilemmas they face and how helpful the ethical guidelines are with these dilemmas. Results indicate that family therapists are encountering dilemmas which are not included in the Principles, significantly more often than those that are included. The ethical principles were found to be helpful for those ethical dilemmas attended to by the Principles.     

Lesbian shame: its relationship to identity integration and attachment

Using self-report measures, this survey study explored the relationship between internalized shame and both lesbian identity integration and attachment styles. Compared to other research, this U.S. sample of 317 highly educated, mid-life, mostly European-American self-identitied lesbians reported higher levels of internalized shame, lesbian identity integration, and dismissing attachment. As predicted, shame scores decreased as lesbian identity integration increased. Likewise, high levels of secure attachment were associated with less shame while high levels of fearful and preoccupied attachment were associated with greater shame. Contrary to prediction, high levels of dismissing attachment were associated with greater shame. These results suggest the pervasive effects of shame even for a sample of educationally and occupationally successful lesbians.     

An IV Model of Quantile Treatment Effects

The ability of quantile regression models to characterize the heterogeneous impact of variables on different points of an outcome distribution makes them appealing in many economic applications. However, in observational studies, the variables of interest (e.g., education, prices) are often endogenous, making conventional quantile regression inconsistent and hence inappropriate for recovering the causal effects of these variables on the quantiles of economic outcomes. In order to address this problem, we develop a model of quantile treatment effects (QTE) in the presence of endogeneity and obtain conditions for identification of the QTE without functional form assumptions. The principal feature of the model is the imposition of conditions that restrict the evolution of ranks across treatment states. This feature allows us to overcome the endogeneity problem and recover the true QTE through the use of instrumental variables. The proposed model can also be equivalently viewed as a structural simultaneous equation model with nonadditive errors, where QTE can be interpreted as the structural quantile effects (SQE).     

Impact of a classroom behavior management intervention on teacher risk ratings for student behavior

Classroom behavior management interventions have been used successfully with drug prevention programs to prevent subsequent antisocial behavior and substance use among youth. This article presents results from implementation of the All Stars Challenge, a classroom-based behavior management component to a drug prevention program for fifth graders. Risk ratings for shyness and lack of awareness of social norms among high-risk students who received the All Stars Challenge were reduced compared with fifth graders who did not receive the intervention. In contrast, physical and social aggressivity among low-risk students who received the program increased when compared to similar control students.