A bootstrap test for single index models

Single index models are frequently used in econometrics and biometrics. Logit and Probit models arc special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function. The bootstrap is used with the aim to rind a more accurate distribution under the null than the normal approximation. We prove that the statistic and its bootstrapped version have the same asymptotic distribution. In a simulation study we show that the bootstrap is able to capture the negative bias and the skewness of the test statistic. It yields better approximations to the true critical values and consequently it has a more accurate level than the normal approximation.     

On the real representation of quaternion random variables

For the first time, the matrix-variate quaternion normal and quaternion Wishart distributions are derived from first principles, that is, from their real counterparts, exposing the relations between their respective densities and characteristic functions. Applications of this theory in hypothesis testing are presented, and the density function of Wilks’ statistic is derived for quaternion Wishart matrices.     

Testing for random effect in the Fuller–Battese model

We consider the Fuller–Battese model where random effects are allowed to be from non-normal universes. The asymptotic distribution of the F-statistic in this model is derived as the number of groups tends to infinity (is large) and sample size from any group is either fixed or large. The result is used to establish an approximate test for the significance of the random effect variance component. Robustness of the established approximate test is given.     

Some remarks on experimental design for estimating the expectation of a stationary random process

For estimation of the mean of a stationary random process the variance-optimal choice of the observation points (the so called experimental design) is considered. For this discrete and continuous designs are introduced, some known results of process statistics are interpreted to experimental design and a proposal for simplification of the minimization problem is offered, moreover it is proved, that for monotone decreasing eovarianee functions a design, for which the points near the ends of the observation interval are more dense than in the middle, is better than the equidistant design.     

Simple subcontracting rules for make-to-order shops with limited subcontractor capacity: an assessment by simulation

Companies that produce a high variety of customised products often suffer from large fluctuations in demand. Subcontracting can be an important means of overcoming resulting capacity shortages during high demand periods. A set of effective subcontracting rules, for determining which jobs to subcontract and which to produce internally, has recently been presented in the literature for this type of company. But evaluations of these rules have assumed subcontractor capacity is infinite. This study examines the impact of limited subcontractor capacity on the performance of the three best-performing subcontracting rules for make-to-order companies using a simulation model of an assembly job shop. Limiting subcontractor capacity inhibits the ability of a subcontracting rule to protect the internal shop from surges in demand, which negatively affects performance. However, significant performance differences between the rules evaluated are maintained, which underlines the importance of choosing the right subcontracting rule. Further analysis reveals that a limit on the work that can be subcontracted leads to less work being subcontracted more often, which requires adequate response by management. Meanwhile, the assumption of infinite capacity results in sporadically subcontracting a large amount of work. The results have important implications for future research and practice.     

Integrating Kanban principles in a pharmaceutical campaign production system

Centralised planned campaign production is the predominant production system in process industries. In this study, we investigate whether a decentralised Kanban control system, which has proven to offer advantages in other industries, can be successfully integrated in a campaign production environment. The used research methodology combines model-based and case-study-based elements. Using the example of a pharmaceutical internal five-stage supply chain, we conceive a Kanban concept that integrates campaign formation, develop a discrete-event simulation model and conduct a range of explorative simulation experiments. We find that a Kanban campaign production system is not merely feasible but would also be favourable: throughput times can be reduced without increasing customer lead times. Sensitivity analysis shows that the system’s performance is relatively robust to changes in Kanban key configuration parameters such as number of Kanban cards or campaign size. We conclude by discussing our findings and formulating three propositions that might stimulate future research.     

Reference model for implementing an MRP system in a highly diverse component and seasonal lean production environment

Companies are currently choosing to integrate logics and systems to achieve better solutions. These combinations also include companies striving to join the logic of material requirement planning (MRP) system with the systems of lean production. The purpose of this article was to design an MRP as part of the implementation of an enterprise resource planning (ERP) in a company that produces agricultural implements, which has used the lean production system since 1998. This proposal is based on the innovation theory, theory networks, lean production systems, ERP systems and the hybrid production systems, which use both components and MRP systems, as concepts of lean production systems. The analytical approach of innovation networks enables verification of the links and relationships among the companies and departments of the same corporation. The analysis begins with the MRP implementation project carried out in a Brazilian metallurgical company and follows through the operationalisation of the MRP project, until its production stabilisation. The main point is that the MRP system should help the company's operations with regard to its effective agility to respond in time to demand fluctuations, facilitating the creation process and controlling the branch offices in other countries that use components produced in the matrix, hence ensuring more accurate estimates of stockpiles. Consequently, it presents the enterprise knowledge development organisational modelling methodology in order to represent further models (goals, actors and resources, business rules, business process and concepts) that should be included in this MRP implementation process for the new configuration of the production system.     

A new substitute for leadership? Followers' state core self-evaluations

In this experimental study we integrate transformational leadership theory with recent theoretical considerations and research on core self-evaluations (CSE) in a contingency approach to leadership. We analyze to what extent high state CSE may represent a substitute for transformational leadership in terms of its influence on follower motivation and performance. In a 2 × 2‐design the relationship between transformational leadership and followers' motivation and performance is compared for followers with high versus low state CSE. Participants (76 students) were randomly assigned to four groups. High or low state CSE was activated through a priming manipulation. After that, participants were presented with a written vignette of a transformational or a nontransformational leader who instructs them to perform the subsequent task, a word-search puzzle. Results reveal that followers' state CSE moderated the relationship between transformational leadership and followers' motivation and performance. As expected, followers' state CSE represents a substitute for transformational leadership. Results are discussed for leadership research and management practice.