Improved model selection criteria for SETAR time series models

The purpose of this paper is threefold. First, we obtain the asymptotic properties of the modified model selection criteria proposed by Hurvich et al. (1990. Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples. Biometrika 77, 709–719) for autoregressive models. Second, we provide some highlights on the better performance of this modified criteria. Third, we extend the modification introduced by these authors to model selection criteria commonly used in the class of self-exciting threshold autoregressive (SETAR) time series models. We show the improvements of the modified criteria in their finite sample performance. In particular, for small and medium sample size the frequency of selecting the true model improves for the consistent criteria and the root mean square error (RMSE) of prediction improves for the efficient criteria. These results are illustrated via simulation with SETAR models in which we assume that the threshold and the parameters are unknown.     

Some results on optimality in models with heteroscedastic errors from partial optimum designs

This paper studies optimum designs for linear models when the errors are heteroscedastic. Sufficient conditions are given in order to obtainD-, A- andE-optimum designs for a complete regression model from partial optimum designs for some sub-parameters. A result about optimality for a complete model from the optimality for the submodels is included. Supported by Junta de Andalucía, research group FQM244.     

The Ecology of Family Guidance in Low-Income Mexican-American and European-American Families*

This two-part study applied an ecocultural perspective to socialization of daily and long-term goals in low-income Mexican-American and European-American families with children in third, fifth, and seventh grades. The first part of the study examined family members' participation and parents' socialization goals and guidance strategies for their children's daily household chores and homework activities. The second part of the study examined parents' long-term aspirations and guidance strategies for their children's educational, vocational, and moral development. For daily activities, results showed that in Mexican-American families both parents and siblings played important roles, whereas in European-American families parents were the primary socialization agents. As predicted, in both groups parents' expertise influenced their guidance strategies. Finally, Mexican-American and European-American parents differed in their relative endorsement of gender, relational, and self-reliance goals for household chores. For long-term goals, parents in both groups held high educational, vocational, and moral aspirations for their children. However, some parents of seventh-graders had lower educational and vocational aspirations than those of fifth- and third-graders. Although expertise consistently influenced Mexican-American parents' guidance strategies, the pattern for European-American parents was mixed. The discussion highlights between- and within-group differences in daily and long-term socialization practices with an emphasis on resources and vulnerabilities in the families.     

Age difference asymmetry and a two-sex perspective

The paper shows that (a) the age difference between spouses can be and has been different for men and women; (b) male and female age differences can exhibit different trends; (c) the discrepancy is due to remarriage; (d) the age difference fluctuates substantially through time; (e) trends in the age difference are not readily interpretable as reflecting change in the relative status of the sexes; and (f) that trends in the age difference may be linked to marriage market conditions. The paper argues that marriage and fertility data for both men and women are increasingly necessary because of rises in marital breakdown and the associated divergence of the experience of men and women.Cet article montre que (a) les différences d'âge entre époux peuvent être et ont été dissemblables pour les hommes et les femmes; (b) les différences d'âge masculines et féminines peuvent présenter des tendances différentes; (c) la divergence est due aux remariages; (d) les différences d'âge varient de façon importante au cours du temps; (e) les tendances dans les différences d'âge ne sont pas simplement interprétables en termes de changements dans le statut relatif des sexes; et (f) les tendances dans les différences d'âge peuvent être reliées aux conditions du marché matrimonial. L'article montre que les données sur le mariage et la fécondité à la fois des hommes et des femmes, sont de plus en plus nécessaires du fait de l'accroissement des ruptures d'unions et de la divergence des expériences masculines et féminines, qui lui est associée.

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An earlier version of this paper, His and her age gap: asymmetry in the age difference between partners, was a contributed paper to Session F27 of the General Conference of the International Union for the Scientific Study of Population, New Delhi, 20–27 September 1989. A longer version appeared as LS Working Paper 70, issued by City University Social Statistics Research Unit, September 1990.     

Dynamic reliability models with conditional proportional hazards

A dynamic approach to the stochastic modelling of reliability systems is further explored. This modelling approach is particularly appropriate for load-sharing, software reliability, and multivariate failure-time models, where component failure characteristics are affected by their degree of use, amount of load, or extent of stresses experienced. This approach incorporates the intuitive notion that when a set of components in a coherent system fail at a certain time, there is a jump from one structure function to another which governs the residual lifetimes of the remaining functioning components, and since the component lifetimes are intrinsically affected by the structure function which they constitute, then at such a failure time there should also be a jump in the stochastic structure of the lifetimes of the remaining components. For such dynamically-modelled systems, the stochastic characteristics of their jump times are studied. These properties of the jump times allow us to obtain the properties of the lifetime of the system. In particular, for a Markov dynamic model, specific expressions for the exact distribution functions of the jump times are obtained for a general coherent system, a parallel system, and a series-parallel system. We derive a new family of distribution functions which describes the distributions of the jump times for a dynamically-modelled system.     

Ethnography, Cultural Change and Local Power

The author argues that despite the declaration for the end of ethnography by some North American scholars, ethnography is precisely what is needed for a more nuanced and complex understanding of cultural change. Using snippets of ethnographic observation from the Mexican state of Michoacan, the argument is made that neither "modernization" nor "globalization" are imposed from above, but are woven together with local processes to create institutions and practices which synthesize both the "traditional" and the "modern" in previously unimagined ways. Local people and processes are thus conceived of as dynamic partners in cultural change rather than passive subjects. Ethnography, then, is a fruitful means for uncovering how and the extent to which this is so.     

Internalized Other Interviewing in Relational Therapy: Three Discursive Approaches to Understanding its Use and Outcomes

For over 20 years, family therapist Karl Tomm has been engaging families and couples with a therapeutic intervention he calls Internalized Other Interviewing (IOI). The IOI (cf. Emmerson‐Whyte, 2010; Hurley, 2006) entails interviewing clients, from the personal experiences of partners and family members as an internalized other. The IOI is based on the idea that through dialogues over time, one can internalize a sense of one's conversational partner responsiveness in reliably anticipated ways. Anyone who has thought in a conversation with a family member or partner, “Oh there s/he goes again,” or anticipates next words before they leave the other's mouth, has a sense of what we are calling an internalized other. For Tomm, the internalized anticipations partners and family members may have offers entry points into new dialogues with therapeutic potential—particularly, when their actual dialogues get stuck in dispreferred patterns.     

On Combining Wavelets Expansion and Sparse Linear Models for Regression on Metabolomic Data and Biomarker Selection

Wavelet thresholding of spectra has to be handled with care when the spectra are the predictors of a regression problem. Indeed, a blind thresholding of the signal followed by a regression method often leads to deteriorated predictions. The scope of this article is to show that sparse regression methods, applied in the wavelet domain, perform an automatic thresholding: the most relevant wavelet coefficients are selected to optimize the prediction of a given target of interest. This approach can be seen as a joint thresholding designed for a predictive purpose. The method is illustrated on a real world problem where metabolomic data are linked to poison ingestion. This example proves the usefulness of wavelet expansion and the good behavior of sparse and regularized methods. A comparison study is performed between the two-steps approach (wavelet thresholding and regression) and the one-step approach (selection of wavelet coefficients with a sparse regression). The comparison includes two types of wavelet bases, various thresholding methods, and various regression methods and is evaluated by calculating prediction performances. Information about the location of the most important features on the spectra was also obtained and used to identify the most relevant metabolites involved in the mice poisoning.