Cointegrated VARIMA Models: Specification and Simulation

In this note, we show how specify cointegrated vector autoregressive-moving average models and how they can be used to generate cointegrated time series.     

A Correlation Test for Normality Based on the Lévy Characterization

A powerful test of fit for normal distributions is proposed. Based on the Lévy characterization, the test statistic is the sample correlation coefficient of normal quantiles and sums of pairs of observations from a random sample. Since the test statistic is location-scale invariant, critical values can be obtained by simulation without estimating any parameters. It is proved that this test is consistent. A power comparison study including some directed tests shows that the proposed test is competitive, it is more powerful than the well-known Jarque–Bera test, and it is comparable to Shapiro–Wilk test against a number of alternatives.     

Reflections on Accuracy

The difference between test accuracy and predictive accuracy is presented and defined. The failure to distinguish between these two types of measures is shown to have led to a misguided debate over the interpretation of prevalence estimates. The distinction between test accuracy defined as sensitivity and specificity, and predictive accuracy defined as positive and negative predictive value is shown to reflect the choice of the denominator used to calculate true positive, false positive, false negative, and true negative rates. It is further shown that any instrument will tend to overestimate prevalence in low base rate populations and underestimate it in those populations where prevalence is high. The implications of these observations are then discussed in terms of the need to define diagnostic thresholds that have clinical and policy relevance.     

Community reactions to campaigns addressing crystal methamphetamine use among gay and bisexual men in New York City

Crystal methamphetamine (aka "crystal meth") use with high-risk sex has become an emerging health problem for gay and bisexual men in New York City since the late 1990s. Public health campaigns were eventually developed to encourage gay and bisexual men to avoid or reconsider using crystal meth. Reactions to three campaigns were measured with a cross-sectional survey administered in 2004. Among an ethnically-diverse sample of 971 gay and bisexual men, 61.8% reported seeing the campaigns. Those who reported ever using crystal meth, recent use, and recent use with sex were significantly more likely to have seen the campaigns. In general, white men, HIV-negative men, and men not currently using crystal meth responded more positively to the campaigns than their counterparts; yet, more men of color reported having discussions with partners and friends about their crystal use as a result of these campaigns. Implications for researchers and practitioners are discussed.     

Voting power measurement: a story of misreinvention

In this account of the history of voting-power measurement, we confine ourselves to the concept of a priori voting power. We show how the concept was re-invented several times and how the circumstances in which it was reinvented led to conceptual confusion as to the true meaning of what is being measured. In particular, power-as-influence was conflated with value in the sense of transferable utility cooperative game theory (power as share in constant total payoff). Influence was treated, improperly, as though it were transferable utility, and hence an additive and distributive quantity. We provide examples of the resulting misunderstanding and mis-directed criticism.