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41.
Christian P. Robert Xiao-Li Meng Jesper Møller Jeffrey S Rosenthal C Jennison M. A Hurn F Al-Awadhi Peter McCullagh Christophe Andrieu Arnaud Doucet Petros Dellaportas Ioulia Papageorgiou Ricardo S Ehlers Elena A Erosheva Stephen E Fienberg Jonathan J Forster Roger C Gill Nial Friel Peter Green David Hastie R King Hans R Künsch N. A. Lazar C Osinski 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(1):39-55
42.
Cathy W. S. Chen F. C. Liu Mike K. P. So 《Australian & New Zealand Journal of Statistics》2008,50(1):29-51
To capture mean and variance asymmetries and time‐varying volatility in financial time series, we generalize the threshold stochastic volatility (THSV) model and incorporate a heavy‐tailed error distribution. Unlike existing stochastic volatility models, this model simultaneously accounts for uncertainty in the unobserved threshold value and in the time‐delay parameter. Self‐exciting and exogenous threshold variables are considered to investigate the impact of a number of market news variables on volatility changes. Adopting a Bayesian approach, we use Markov chain Monte Carlo methods to estimate all unknown parameters and latent variables. A simulation experiment demonstrates good estimation performance for reasonable sample sizes. In a study of two international financial market indices, we consider two variants of the generalized THSV model, with US market news as the threshold variable. Finally, we compare models using Bayesian forecasting in a value‐at‐risk (VaR) study. The results show that our proposed model can generate more accurate VaR forecasts than can standard models. 相似文献
43.
Michael S. Rendall Ryan Admiraal Alessandra DeRose Paola DiGiulio Mark S. Handcock Filomena Racioppi 《Statistical Methods and Applications》2008,17(4):519-539
In non-experimental research, data on the same population process may be collected simultaneously by more than one instrument.
For example, in the present application, two sample surveys and a population birth registration system all collect observations
on first births by age and year, while the two surveys additionally collect information on women’s education. To make maximum
use of the three data sources, the survey data are pooled and the population data introduced as constraints in a logistic
regression equation. Reductions in standard errors about the age and birth-cohort parameters of the regression equation in
the order of three-quarters are obtained by introducing the population data as constraints. A halving of the standard errors
about the education parameters is achieved by pooling observations from the larger survey dataset with those from the smaller
survey. The percentage reduction in the standard errors through imposing population constraints is independent of the total
survey sample size. 相似文献
44.
S. Vansteelandt E. Goetghebeur 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(4):817-835
Summary. We estimate cause–effect relationships in empirical research where exposures are not completely controlled, as in observational studies or with patient non-compliance and self-selected treatment switches in randomized clinical trials. Additive and multiplicative structural mean models have proved useful for this but suffer from the classical limitations of linear and log-linear models when accommodating binary data. We propose the generalized structural mean model to overcome these limitations. This is a semiparametric two-stage model which extends the structural mean model to handle non-linear average exposure effects. The first-stage structural model describes the causal effect of received exposure by contrasting the means of observed and potential exposure-free outcomes in exposed subsets of the population. For identification of the structural parameters, a second stage 'nuisance' model is introduced. This takes the form of a classical association model for expected outcomes given observed exposure. Under the model, we derive estimating equations which yield consistent, asymptotically normal and efficient estimators of the structural effects. We examine their robustness to model misspecification and construct robust estimators in the absence of any exposure effect. The double-logistic structural mean model is developed in more detail to estimate the effect of observed exposure on the success of treatment in a randomized controlled blood pressure reduction trial with self-selected non-compliance. 相似文献
45.
Lisa A. Gennetian Greg Duncan Virginia Knox Wanda Vargas Elizabeth Clark‐Kauffman Andrew S. London 《Journal of research on adolescence》2004,14(4):399-423
Using data from 8 random assignment studies and employing meta‐analytic techniques, this article provides systematic evidence that welfare and work policies targeted at low‐income parents have small adverse effects on some school outcomes among adolescents ages 12 to 18 years at follow‐up. These adverse effects were observed mostly for school performance outcomes and occurred in programs that required mothers to work or participate in employment‐related activities and those that encouraged mothers to work voluntarily. The most pronounced negative effects on school outcomes occurred for the group of adolescents who had a younger sibling, possibly because of the increased home and sibling care responsibilities they assumed as their mothers increased their employment. 相似文献
46.
Mohammad Salehi M. George A.F. Seber 《Australian & New Zealand Journal of Statistics》2004,46(3):483-494
Not having a variance estimator is a seriously weak point of a sampling design from a practical perspective. This paper provides unbiased variance estimators for several sampling designs based on inverse sampling, both with and without an adaptive component. It proposes a new design, which is called the general inverse sampling design, that avoids sampling an infeasibly large number of units. The paper provide estimators for this design as well as its adaptive modification. A simple artificial example is used to demonstrate the computations. The adaptive and non‐adaptive designs are compared using simulations based on real data sets. The results indicate that, for appropriate populations, the adaptive version can have a substantial variance reduction compared with the non‐adaptive version. Also, adaptive general inverse sampling with a limitation on the initial sample size has a greater variance reduction than without the limitation. 相似文献
47.
Mr. Patrick J. Morrissette M.S.ED. 《Child and Adolescent Social Work Journal》1994,11(3):235-246
This paper proposes a developmental framework for foster parents and outlines four distinct growth stages. Such a framework can be of value to program administrators who are required to assess foster parent development during the crucial matching process. To draw a distinction between each developmental stage, specific instrumental tasks and indicators are outlined. 相似文献
48.
Jennifer S. Silk Amanda S. Morris Tomoe Kanaya Laurence Steinberg 《Journal of research on adolescence》2003,13(1):113-128
This article explores the relationship between parental psychological control and parental autonomy granting, and the relations between these constructs and indicators of adolescent psychosocial functioning, in a sample of 9,564 adolescents from grades 9 to 12. Participants completed a comprehensive parenting questionnaire as well as several measures of psychosocial adjustment. Confirmatory factor analyses of the parenting items revealed discrete factors for psychological control and autonomy granting, suggesting that these are distinct parenting constructs rather than opposite ends of a parental control continuum. Moreover, structural equation modeling showed that these factors were weakly correlated and differentially related to adolescent internalizing symptoms. Findings have implications for future conceptualization and measurement of psychological control and autonomy granting, and for research examining their effects on adolescent development. 相似文献
49.
Summary Based on 14 case studies of highly effective therapies and the reasons they succeeded less frequently than they could, we
propose a variety of steps to improve the health care system of the U.S.A. Whatever proposal emerges from current national
debates until innovations are shown to be safe and effective, they should not be supported; when slightly better technologies
are much more expensive than other good ones we need to consider appropriate choices carefully; simplified billing and bookkeping
would reduce our costs; when a technology is rapidly introduced cautionnary measures may be needed; tracking immunization
and repairing their omissions requires a new system; educational programs such as seen effective in hypertension should be
applied in other areas such as vaccination; in organ transplantation the nation should consider “presumed consent”; our payment
system sometimes creates perverse incentives and therefore needs review; and the preferences of the public in allocation of
health resources need to be discovered once the public is informed about the issues.
Research supported by Andrew W. Mellon Foundation. 相似文献
50.