Robust online scale estimation in time series: A model-free approach

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time series. This idea was proposed by Rousseeuw and Hubert [1996. Regression-free and robust estimation of scale for bivariate data. Comput. Statist. Data Anal. 21, 67–85] in the bivariate setting. This paper extends their procedure to apply for online scale estimation in time series analysis. The statistical properties of the new methods are derived and finite sample properties are given. A financial and a medical application illustrate the use of the procedures.     

Data‐driven treatment selection for seamless phase II/III trials incorporating early‐outcome data

Seamless phase II/III clinical trials are conducted in two stages with treatment selection at the first stage. In the first stage, patients are randomized to a control or one of k > 1 experimental treatments. At the end of this stage, interim data are analysed, and a decision is made concerning which experimental treatment should continue to the second stage. If the primary endpoint is observable only after some period of follow‐up, at the interim analysis data may be available on some early outcome on a larger number of patients than those for whom the primary endpoint is available. These early endpoint data can thus be used for treatment selection. For two previously proposed approaches, the power has been shown to be greater for one or other method depending on the true treatment effects and correlations. We propose a new approach that builds on the previously proposed approaches and uses data available at the interim analysis to estimate these parameters and then, on the basis of these estimates, chooses the treatment selection method with the highest probability of correctly selecting the most effective treatment. This method is shown to perform well compared with the two previously described methods for a wide range of true parameter values. In most cases, the performance of the new method is either similar to or, in some cases, better than either of the two previously proposed methods. © 2014 The Authors. Pharmaceutical Statistics published by John Wiley & Sons Ltd.     

Organizational commitment and its outcomes: Differing effects of value commitment and continuance commitment on stress reactions, alienation and organization-serving behaviours

This study attempted to determine the differing effects of value commitment and continuance commitment on several outcome variables. Value commitment was predicted to show significantly stronger negative relationships with stress symptoms and alienation as well as stronger positive relationships with organization-serving behaviours than would continuance commitment. The study used a sample of 270 evening MBA students employed full-time in managerial or professional positions, and it provided a conservative test of the hypotheses by controlling for the intercorrelation between the two types of commitment. Results showed support for the hypothesized stronger relationships of value commitment with both psychological symptoms and personal alienation but not with the other outcome variables.     

Reflexivity, Ethnography and the Professions (Complementary Medicine). Watching You Watching Me Watching You (and Writing About Both of Us)

That reflexivity is a characteristic of high modernity is now a truism, but its ethical and practical implications for field research have not been explored. The article is based on research conducted among complementary medical practitioners, focusing on issues of professionalisation. This research revealed the problematic and permeable nature of boundaries in ethnographic work. For example, in the course of interviews and observation therapists vouchsafed information to us which seemed controversial, even indiscreet. Was this a matter of their own naivety, their failure to demonstrate the mature ‘professionalism’ to which they aspired? Or was it a conscious strategy, conducted in the expectation that we would make such material public without attributing it to them by name? We were obliged to reflect on the nature of our own ‘professionalism’ as researchers, the ways in which private and public selves interact in the course of research. The confessional nature of some ethnographic writing raises further issues about trust, privacy and the preservation of professional boundaries between researcher and researched. We conclude that social scientists are entitled to critique ‘professionalism’ as a historically situated ‘folk’ concept whose rhetoric often obscures material interests, but they would do well not to abandon it themselves if they are to claim a responsible and ethical form of practice.     

Die Projektpolis bei der Arbeit. Open-Source-Software-Entwicklung und der „neue Geist des Kapitalismus“

The paper investigates the implementation of normative aspects in open source development projects. Current social analysis on open source tends to neglect the question how normative dispositions are enacted there in favor of a somewhat functionalist belief in the co-ordination mechanisms of gift economies or hacker ethics. In this paper, the “justificatory regime of projects“ developed by Boltanski and Chiapello is used as a blueprint of the normative order of knowledge-intensive contexts of collaboration. The notion of a “test” provides a micro-macro link in order to investigate the enactment of justifactory regimes in situated action. The paper identifies exemplary tests and critical incidents in two large open source projects, Debian and KDE. The justificatory regime of projects “at work” is found to be more complex and contradictory than the simple mechanisms of gift or knowledge economies would suggest. Their moral economy is not automatically integrated by a comprehensive “hacker ethic” of limitless involvement, technical excellence and fun. Projects, in their conflicts and discussions over norms, handle flexible involvements and the limitations of time and attention, and their normative regimes only work because they are able to manage that.     

Nonparametric regression for threshold data

Consider a detector which records the times at which the endogenous variable of a nonparametric regression model exceeds a certain threshold. If the error distribution is known, the regression function can still be identified from these threshold data. The author constructs estimators for the regression function that are transformations of kernel estimators. She determines the bandwidth that minimizes the asymptotic mean average squared error. Her investigation was motivated by recent work on stochastic resonance in neuroscience and signal detection theory, where it was observed that detection of a subthreshold signal is enhanced by the addition of noise. The author compares her model with several others that have been proposed in the recent past.     

Die Wiederentdeckung sozialer Regeln — Institutionen bei Durkheim und North

The article analyses institutions in the context of social order and compares the concepts of E. Durkheim and D. C. North regarding their function as social rule. The article shows the relevance of constraints for the possibility of cooperation and peaceful exchange. Institutions can be conceived just as such constraints. It is shown, how both the classical approach of Durkheim and North institutional economics define institutions as social rules resp. societal constraints. The article discusses the thesis that the later North becomes similar to the Durkheimian ‘contractual solidarity’ by anchoring formal institutions in ideologies and shared mental models. Both argue with the embeddedness of formal rules in the cultural. The second thesis is that North narrows institutions to means of cognitive interpretation of a complex environment. This means a “cognitive turn” in the notion of institutions that are blind for their feature as a social rule. This “cognitive turn” is discussed also regarding the sociological neo-institutionalism.     

Individual value systems,organizational investments,and personal constraints as predictors of organizational commitment: Direct or indirect effects?

This study attempted to determine if individual value systems, organizational investments, and personal constraints affect organizational commitment directly or only indirectly through job satisfaction. Previous research has determined that certain job characteristics exert only indirect effects on the value or affective dimension of organizational commitment. The purpose of this study was to examine whether other categories of antecedents have any direct effects on value commitment. The study used hierarchical regression on data from 270 evening MBA students employed full-time in managerial or professional positions. Results showed that organizational investments and the Protestant Work Ethic both exerted significant direct effects on organizational commitment as predicted. Personal constraints showed a negative relationship with value commitment, opposite to the prediction, while the effect of the Materialistic Work Ethic was nonsignificant. However, job satisfaction showed a substantially higher correlation with value commitment than did any other antecedent.