Testing for Causal Effects in a Generalized Regression Model With Endogenous Regressors

A unifying framework to test for causal effects in nonlinear models is proposed. We consider a generalized linear‐index regression model with endogenous regressors and no parametric assumptions on the error disturbances. To test the significance of the effect of an endogenous regressor, we propose a statistic that is a kernel‐weighted version of the rank correlation statistic (tau) of Kendall (1938). The semiparametric model encompasses previous cases considered in the literature (continuous endogenous regressors (Blundell and Powell (2003)) and a single binary endogenous regressor (Vytlacil and Yildiz (2007))), but the testing approach is the first to allow for (i) multiple discrete endogenous regressors, (ii) endogenous regressors that are neither discrete nor continuous (e.g., a censored variable), and (iii) an arbitrary “mix” of endogenous regressors (e.g., one binary regressor and one continuous regressor).     

Moment estimators of defect pattern frequencies,allowing for inspection error

Unbiased estimators of the number of individuals in a lot possessing various patterns of types of defects are constructed. Explicit formulas are given for cases of two and three types of defect. Application of the formulas requires knowledge of the probabilities of various kinds of errors in the inspection process.     

Comment

We propose a sequential test for predictive ability for recursively assessing whether some economic variables have explanatory content for another variable. In the forecasting literature it is common to assess predictive ability by using “one-shot” tests at each estimation period. We show that this practice leads to size distortions, selects overfitted models and provides spurious evidence of in-sample predictive ability, and may lower the forecast accuracy of the model selected by the test. The usefulness of the proposed test is shown in well-known empirical applications to the real-time predictive content of money for output and the selection between linear and nonlinear models.     

Tables to Facilitate Fitting Tadikamalla and Johnson's LB Distributions

This paper is concerned with estimating the parameters of Tadikamalla-Johnson's L_B distribution using the first four moments. Tables of the parameters of the L_B distribution are given for selected values of skewness (0.0(0.05) 1.0(0.1)2.0) and corresponding available values of kurtosis at intervals of 0.2. The construction and use of these tables is explained with a numerical example.     

The Planning Stage in Statistical Reasoning

An important step in the statistical problem-solving process is the selection of the appropriate statistical procedure for the real-world situation under analysis. A decision-tree term project has been found to be an effective teaching device to help MBA students understand this step. The project requires the students to construct a decision-tree structure, which, through a series of questions and responses, will lead from the statement of a statistical question to the appropriate sampling distribution to use in addressing the question.     

Looking at Journals from Both Sides

Abstract

The author, a professor in the field of communication, describes his contrasting experiences with publishing an open access society journal and advising a regional association in regards to turning over publication of its journal to a major commercial publishing firm. Using his experience of producing an open access journal as a foundation, he argues for the intrinsic importance of establishing credibility and exercising personal care in the production and maintenance of a journal. The author argues that current efforts by some societies to increase access to their journals through outsourcing to commercial publishers may be counterproductive to the fundamental goal of disseminating knowledge.     

Using geotagged tweets to track population movements to and from Puerto Rico after Hurricane Maria

Population and Environment - After a disaster, there is an urgent need for information on population mobility. Our analysis examines the suitability of Twitter data for measuring post-disaster...     

THE INTERACTION BETWEEN MARITAL STANDARDS AND COMMUNICATION PATTERNS: HOW DOES IT CONTRIBUTE TO MARITAL ADJUSTMENT?

Couples' cognitions about marriage and their communication patterns have both been found to be highly associated with marital distress. To examine the relationships among marital cognitions, communication, and marital adjustment, we had a sample of 387 community couples complete three self-report measures: the Dyadic Adjustment Scale, the Inventory of Specific Relationship Standards, and the Communication Patterns Questionnaire. Results indicated that the correlation of communication with marital adjustment is higher for women with more relationship-focused standards than for women with less relationship-focused standards; this interaction does not occur for men. The implications of the interaction and the gender difference as well as the importance of teaching communication skills, and working with associated cognitions are discussed.