Testing for Serial Independence: Beyond the Portmanteau Approach

Portmanteau tests are typically used to test serial independence even if, by construction, they are generally powerful only in presence of pairwise dependence between lagged variables. In this article, we present a simple statistic defining a new serial independence test, which is able to detect more general forms of dependence. In particular, differently from the Portmanteau tests, the resulting test is powerful also under a dependent process characterized by pairwise independence. A diagram, based on p-values from the proposed test, is introduced to investigate serial dependence. Finally, the effectiveness of the proposal is evaluated in a simulation study and with an application on financial data. Both show that the new test, used in synergy with the existing ones, helps in the identification of the true data-generating process. Supplementary materials for this article are available online.     

A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach

The generalized linear model (GLM) is a class of regression models where the means of the response variables and the linear predictors are joined through a link function. Standard GLM assumes the link function is fixed, and one can form more flexible GLM by either estimating the flexible link function from a parametric family of link functions or estimating it nonparametically. In this paper, we propose a new algorithm that uses P-spline for nonparametrically estimating the link function which is guaranteed to be monotone. It is equivalent to fit the generalized single index model with monotonicity constraint. We also conduct extensive simulation studies to compare our nonparametric approach for estimating link function with various parametric approaches, including traditional logit, probit and robit link functions, and two recently developed link functions, the generalized extreme value link and the symmetric power logit link. The simulation study shows that the link function estimated nonparametrically by our proposed algorithm performs well under a wide range of different true link functions and outperforms parametric approaches when they are misspecified. A real data example is used to illustrate the results.     

Reweighted estimators for additive hazard model with censoring indicators missing at random

Survival data with missing censoring indicators are frequently encountered in biomedical studies. In this paper, we consider statistical inference for this type of data under the additive hazard model. Reweighting methods based on simple and augmented inverse probability are proposed. The asymptotic properties of the proposed estimators are established. Furthermore, we provide a numerical technique for checking adequacy of the fitted model with missing censoring indicators. Our simulation results show that the proposed estimators outperform the simple and augmented inverse probability weighted estimators without reweighting. The proposed methods are illustrated by analyzing a dataset from a breast cancer study.     

Economic Conditions of Young Adults Before and After the Great Recession

Transition to adulthood has undoubtedly changed in the last few decades. For youth today, an important marker of adulthood is self-actualization in their professional career, and, consequently, also the achievement of stable financial conditions. Economic conditions of youth are greatly subject to fluctuations in the economy, and the subsequent governmental response. Using the Luxembourg Income Study, this work investigates the trends in income from work of young adults before and after the Great Recession of 2008 in five countries—US, UK, Norway, Germany, and Spain. The findings showed deterioration in economic conditions of young men, but with differences across countries. Young women suffered less from the crisis, and in some countries, their economic situation improved. The general negative trend was especially pronounced for those with high education, which is primarily because they stayed in education longer.     

Decomposing the increase in men’s time on childcare during the great recession

In this paper, I examine the time men spent on childcare during the recession of 2007–2009. The recession provides a sudden change in the employment opportunities of men relative to women in the United States. Using the American Time Use Survey and the linked Current Population Survey, I show that this lopsided shock to employment opportunities was accompanied by an increase in the average amount of time men spent on childcare. In particular, men’s average time on physical care for children increased during the recession; this is an element of childcare that men perform less than women. I decompose the total change in average time on childcare into behavioral, compositional, and between group change. A behavioral change among employed men accounted for the majority of the total increase in the average time spent on childcare; among men who are out of the labor force, the increase is entirely due to compositional changes.     

Social-ecological innovation: adaptive responses to urban environmental conditions

Novel approaches to natural resource management, particularly those which promote stakeholder participation, have been put forward as fundamental ingredients for establishing resilient, polycentric forms of environmental governance. This is nowhere more pertinent than in the case of the complex adaptive systems associated with urban areas. Decentralisation of urban green space management has been posited as an element thereof which, according to resilience thinking, should contribute to the adaptive capacity of cities and the ecosystem services upon which they rely. Implicit in this move towards increased adaptive capacity is the ability to manage through innovation. Although the importance of innovation towards system adaptability has been acknowledged, little work has thus far been carried out which demonstrates that innovative use of urban green space represents a form of adaptive response to environmental conditions. The current paper reports on research which maps examples of organised social-ecological innovation (OSEI) in an urban study area and evaluates them as adaptive responses to local environmental conditions which may contribute to system resilience. The results present OSEI as a coherent body of responses to local social and environmental deprivation, exhibiting diversity and adaptability according to individual contexts. The study therefore provides evidence for the importance of local stakeholder-led innovation as in the building of adaptive capacity in urban social-ecological systems.     

Multi-neighborhood based iterated tabu search for routing and wavelength assignment problem

The routing and wavelength assignment problem (RWA) has shown to be NP-hard if the wavelength continuity constraint and the objective of minimizing the number of wavelengths are considered. This paper introduces a multi-neighborhood based iterated tabu search algorithm (MN-ITS), which consists of three neighborhoods with a unified incremental evaluation method, to solve the min-RWA problem. The proposed MN-ITS algorithm is tested on a set of widely studied real world instances as well as a set of challenging random ones in the literature. Comparison with other reference algorithms shows that the MN-ITS algorithm is able to improve five best upper bounds obtained by other competitive reference algorithms in the literature. This paper also presents an analysis to show the significance of the unified incremental evaluation technique and the combination of multiple neighborhoods.