Caregiver drug use and arrest as correlates of child trauma exposure

This study proposed to determine the prevalence of substance use and drug-related arrests among caregivers of children referred to Child Protective Services (CPS), examine the relationship between substance use and arrests among caregivers, and examine the main effects and interaction of substance use and arrests in predicting child trauma exposure. Secondary data was collected from CPS files for a randomly selected group of 1127 children. Findings indicated that rates of caregiver substance misuse and arrests were higher than the general population, which was expected. When controlling for demographic and other variables, there was a main effect of substance use and arrests on child trauma exposure, but no significant interaction. Implications for caregivers engaged in substance use and/or involvement with the criminal justice system are discussed, as well as clinical and research implications for children exposed to trauma related to caregiver behaviors.     

Perfect graphs involving semitotal and semipaired domination

Let G be a graph with vertex set V and no isolated vertices, and let S be a dominating set of V. The set S is a semitotal dominating set of G if every vertex in S is within distance 2 of another vertex of S. And, S is a semipaired dominating set of G if S can be partitioned into 2-element subsets such that the vertices in each 2-set are at most distance two apart. The semitotal domination number \(\gamma _\mathrm{t2}(G)\) is the minimum cardinality of a semitotal dominating set of G, and the semipaired domination number \(\gamma _\mathrm{pr2}(G)\) is the minimum cardinality of a semipaired dominating set of G. For a graph without isolated vertices, the domination number \(\gamma (G)\), the total domination \(\gamma _t(G)\), and the paired domination number \(\gamma _\mathrm{pr}(G)\) are related to the semitotal and semipaired domination numbers by the following inequalities: \(\gamma (G) \le \gamma _\mathrm{t2}(G) \le \gamma _t(G) \le \gamma _\mathrm{pr}(G)\) and \(\gamma (G) \le \gamma _\mathrm{t2}(G) \le \gamma _\mathrm{pr2}(G) \le \gamma _\mathrm{pr}(G) \le 2\gamma (G)\). Given two graph parameters \(\mu \) and \(\psi \) related by a simple inequality \(\mu (G) \le \psi (G)\) for every graph G having no isolated vertices, a graph is \((\mu ,\psi )\)-perfect if every induced subgraph H with no isolated vertices satisfies \(\mu (H) = \psi (H)\). Alvarado et al. (Discrete Math 338:1424–1431, 2015) consider classes of \((\mu ,\psi )\)-perfect graphs, where \(\mu \) and \(\psi \) are domination parameters including \(\gamma \), \(\gamma _t\) and \(\gamma _\mathrm{pr}\). We study classes of perfect graphs for the possible combinations of parameters in the inequalities when \(\gamma _\mathrm{t2}\) and \(\gamma _\mathrm{pr2}\) are included in the mix. Our results are characterizations of several such classes in terms of their minimal forbidden induced subgraphs.     

Identity,impairment and disablement: exploring the social processes impacting identity change in adults living with acquired neurological impairments

The social model of disability acknowledges the impact of impairments but argues that disablement is socially constructed. Taking a theoretical perspective, underpinned by the social model of disability and elements of social identity theory, we investigated the relationship between impairment, disablement and identity change in adults living with an acquired neurological impairment. Through the thematic analysis, three themes emerged: changing self described the personal factors for identity change in people acquiring impairment; changing communities explored the contextual factors creating both socially constructed disablement and identity change; and influencing identity change considered strategies adopted by individuals to both counter socially constructed disablement and promote exploration of identity. A systemic change towards acknowledgement and valuing a disabled identity may counter socially constructed disablement and support enablement and social inclusivity.     

MODELING THE ECONOMIC INTERACTION OF AGENTS WITH DIVERSE ABILITIES TO RECOGNIZE EQUILIBRIUM PATTERNS

We model differences among agents in their ability to recognize temporal patterns of prices. Using the concept of DeBruijn sequences in two dynamic models of markets, we demonstrate the existence of equilibria in which prices fluctuate in a pattern that is independent of the fundamentals and that can be recognized only by the more competent agents. (JEL: C7, D4, S477)     

Factors Associated with Long-Term Survival of Family Businesses: Duration Analysis

This study identified factors influencing family business survival using National Family Business Panel and Spatial Hazard Events and Losses data. Sustainable Family Business Theory guided the use of a parametric duration model of long-term survival. Community characteristics, family achievements, family processes during change, business and owner characteristics, and business processes during stability affected long-term survival. Economic vulnerability of rural counties, family income from business, hiring temporary help, business size, viewing business as a way of life, and owner experience were associated with increased duration of business survival. Being home-based, a female owner, and customer-focused were associated with decreased duration of survival. Some family processes and achievements increased the duration of business survival; none decreased it.     

Multivariate process capability using principal component analysis in the presence of measurement errors

Various different definitions of multivariate process capability indices have been proposed in the literature. Most of the research works related to multivariate process capability indices assume no gauge measurement errors. However, in industrial applications, despite the use of highly advanced measuring instruments, account needs to be taken of gauge imprecision. In this paper we are going to examine the effects of measurement errors on multivariate process capability indices computed using the principal components analysis. We show that measurement errors alter the results of a multivariate process capability analysis, resulting in either a decrease or an increase in the capability of the process. In order to achieve accurate process capability assessments, we propose a method useful for overcoming the effects of gauge measurement errors.     

Statistical analysis of process capability indices with measurement errors: The case ofC p

Process capability indices (PCIs) have been widely used in manufacturing industries to previde a quantitative measure of process potential and performance. While some efforts have been dedicated in the literature to the statistical properties of PCIs estimators, scarce attention has been given to the evaluation of these properties when sample data are affected by measurement errors. In this work we deal with the problem of measurement errors effects on the performance of PCIs. The analysis is illustrated with reference toC _p , i.e. the simplest and most common measure suggested to evaluate process capability. The authors would like to thank two anonymous referees for their comments and suggestion that were useful in the preparation and improvement of this paper. This work was partially supported by a MURST research grant.     

Fundamentals and asset price dynamics

The relation between fundamentals and asset returns is analyzed by means of Markov-switching regression models with time-varying transition probabilities. By referring to the Italian Stock Exchange over the 1973-2002 period, we find that (i) returns switch between a zero-expected return/low volatility state and a high expected return/high volatility state; (ii) states are persistent and hence state changes can be forecast to some extent; (iii) the probability of state changes can be explained in terms of changes in the fundamentals; (iv) fundamentals do not have a direct impact on the expected returns but they only affect the transition probability matrix. Overall, our results show that a non-linear relation between market price changes and market fundamentals can be caught within the framework of (Markov) switching regession models.A previous draft of the paper was presented at the XL Scientific Meeting of The Italian Statistical Society, Firenze, April 2000. We would like to thank Maurizio Vichi (the editor) and several anonymous referees for important suggestions. A special thank to Lorenzo Sevini for valuable research assistance. Partial financial support by Italian M.I.U.R. grants is gratefully acknowledged.