Computational and statistical efficiency of semiparametric gls estimators

In this note, we report a dramatic improvement in the computational efficiency of semiparametric generalized least squares(SGLS) estimation. Computation of SGLS estimates no longer presents serious problems with data sets of moderate size. We also correct a numerical error in the standard errors of the SGLS estimates reported in our recent paper in this journal (Horowitz and Neumann, 1987). The corrected standard errors of SGLS are comparable to those we reported for quantile estimates.     

Correlation in a Bayesian framework

The authors consider the correlation between two arbitrary functions of the data and a parameter when the parameter is regarded as a random variable with given prior distribution. They show how to compute such a correlation and use closed form expressions to assess the dependence between parameters and various classical or robust estimators thereof, as well as between p‐values and posterior probabilities of the null hypothesis in the one‐sided testing problem. Other applications involve the Dirichlet process and stationary Gaussian processes. Using this approach, the authors also derive a general nonparametric upper bound on Bayes risks.     

The limitations of using school league tables to inform school choice

Summary. In England, so-called 'league tables' based on examination results and test scores are published annually, ostensibly to inform parental choice of secondary schools. A crucial limitation of these tables is that the most recent published information is based on the current performance of a cohort of pupils who entered secondary schools several years earlier, whereas for choosing a school it is the future performance of the current cohort that is of interest. We show that there is substantial uncertainty in predicting such future performance and that incorporating this uncertainty leads to a situation where only a handful of schools' future performances can be separated from both the overall mean and from one another with an acceptable degree of precision. This suggests that school league tables, including value-added tables, have very little to offer as guides to school choice.     

Do hostile sexual beliefs affect men's perceptions of sexual-interest messages?

This study tested the distorted cognitions component of Hall and Hirschman's (1991) quadripartite model of sexual aggression. Men (N = 107) with and without hostile sexual beliefs viewed erotic slides with a female partner who provided one of four patterns of feedback: clear disinterest, token disinterest, compliant interest, and clear interest. Hostile men reported fewer differences between women, were unresponsive to their partner's perceived embarrassment, and reported a consistent positive mood regardless of her feedback. Conversely, nonhostile men were more responsive to feedback, mirrored the partner's embarrassment, and experienced a less positive mood when she communicated clear disinterest in the erotica. These findings support the distorted cognitions component of the quadripartite model of sexual aggression. The authors also discuss the strengths and limitations of this study's methodology.     

Auditors' Assessment of Management's Disposition: An Attributional Analysis*

Auditors' assessment of management's dispositions presumably affects their subsequent judgments. However, little is known about the process by which auditors infer characteristics of management. This paper proposes the theory of correspondent inferences [25] as a framework for examining auditors' assessment of management's dispositions; the model is tested in a laboratory experiment using experienced audit managers. The results are consistent with the proposed theoretical framework. Implications for future research are discussed.     

Marketing Communication Intensity Across Industries

Marketing communication intensity (i.e., the ratio of advertising and promotional expenditures to sales) has been an important topic for both business managers and academics. Here, we investigate cross-sectional and time-series variation of communication intensity due to: type of offering (product versus service) and type of market (consumer versus industrial). Overall, we find that both of these factors affect variation of communication intensity across industries and over time. However, the effect of market type is much more dramatic than the effect of offering type. Such knowledge about patterns in communication intensity levels helps managers make decisions about how much to spend on advertising and promotion.     

Custom Epoch Estimation for Surveys

The paper provides a method for generating epoch estimates for time series survey data, allowing for different periods of time (or even point estimates) according to user demand. The method uses a modified kriging estimator, which suppresses the contribution of sampling error variability in order to guarantee that custom epoch estimates have an interpolation property. For the veteran population variable of the American Community Survey, we utilize a simple Brownian Motion model of the population process and derive the modified kriging estimator for this case. The tuning parameters of this population model can be calibrated to the data via simple formulas. We illustrate the application of this method to the generation of point estimates of veteran population, an important objective for Veterans Affairs.