Qualitative data analysis with hypertext: A case of New York City crack dealers

Ethnography has become a useful method in procuring sensitive information from the ‘hidden population’ who may not be accessed with quantitative survey techniques. Researchers are generating huge amounts of qualitative/textual data. Qualitative data require careful planning in storage, coding, retrieval, and analysis. Personal computers have solved data management problems, but data analysis remains problematic. The paper describes some qualitative data management and analytic problems faced by a team of ethnographers engaged in a longitudinal epidemiological study of cocaine and crack distribution/abuse in New York City. Ethnographic data was collected through multi-session open-ended interviews with more than one hundred cocaine/crack dealers and extensive field-notes were kept. Compared to other programs, a hypertext software — Folio Views — was more useful in solving (a) data management and (b) analytical problems. Authors used this software to handle more than twenty-five thousand pages of texts; search and sort the database by any words or codes; and retrieve relevant textual materials needed to complete comparative and thematic analysis. Authors analyzed the data from outsiders’ point of view (etic) as well as from the viewpoint of the subject populations (emic).     

Further theoretical results and a comparison between two methods for approximating eigenvalues of perturbed covariance matrices

Covariance matrices, or in general matrices of sums of squares and cross-products, are used as input in many multivariate analyses techniques. The eigenvalues of these matrices play an important role in the statistical analysis of data including estimation and hypotheses testing. It has been recognized that one or few observations can exert an undue influence on the eigenvalues of a covariance matrix. The relationship between the eigenvalues of the covariance matrix computed from all data and the eigenvalues of the perturbed covariance matrix (a covariance matrix computed after a small subset of the observations has been deleted) cannot in general be written in closed-form. Two methods for approximating the eigenvalues of a perturbed covariance matrix have been suggested by Hadi (1988) and Wang and Nyquist (1991) for the case of a perturbation by a single observation. In this paper we improve on these two methods and give some additional theoretical results that may give further insight into the problem. We also compare the two improved approximations in terms of their accuracies.     

‘I Became a Mom’: Identity Changes in Mothers Receiving Public Assistance

ABSTRACT

This phenomenological study used individual, semistructured, face-to-face interviews to explore motherhood experiences among 15 women receiving public assistance in a large urban area on the West coast. A primary phenomenon observed was that motherhood was described as an experience of identity change, with resulting emotional, behavioral, and sense-of-self changes. Within this broad theme, two categories emerged: the experience and process of change, and consequences of change. It was concluded that motherhood may serve as an important catalyst for change in some women and that the context of poverty is essential for understanding the motherhood experience. These results suggest that interventions aimed at leveraging emerging motherhood identities may be beneficial in setting women on the path out of poverty, drug addiction, and incarceration. Future research should examine the consequences of maternal change within the specific context of the stages of change documented in the recovery process from drug addiction.     

On a class of shrinkage estimators of vector of regression coefficients the

This paper studies a class of shrinkage estimators of the vector of regression coefficients. The small disturbance approximations for the bias and the mean squared error matrix of the estimator are derived. In the sense of mean squared error, these estimators dominate the least squares estimator and the generalized Stein estimator developed by Hosmane (1988).     

Impact of temporal aggregation on stock control performance of intermittent demand estimators: Empirical analysis

Intermittent demand is characterized by occasional demand arrivals interspersed by time intervals during which no demand occurs. These demand patterns pose considerable difficulties in terms of forecasting and stock control due to their compound nature, which implies variability both in terms of demand arrivals and demand sizes. An intuitively appealing strategy to deal with such patterns from a forecasting and stock control perspective is to aggregate demand in lower-frequency ‘time buckets’, thereby reducing the presence of zero observations. In this paper, we investigate the impact of forecasting aggregation on the stock control performance of intermittent demand patterns. The benefit of the forecasting aggregation approach is empirically assessed by means of analysis on a large demand dataset from the Royal Air Force (UK). The results show that the aggregation forecasting approach results in higher achieved service levels as compared to the classical forecasting approach. Moreover, when the combined service-cost performance is considered, the results also show that the former approach is more efficient than the latter, especially for high target service levels.     

Characterization of probability distributions through higher order gap

Weibull, Burr, Pareto and power function distributions have been characterized through the conditional moments of order statistics with higher gap and some of its important deductions are discussed.     

Simultaneous estimation of Cronbach’s alpha coefficients

The simultaneous estimation of Cronbachs alpha coefficients from q populations under the compound symmetry assumption is considered. In a multi-sample scenario, it is suspected that all the Cronbachs alpha coefficients are identical. Consequently, the inclusion of non-sample information (NSI) on the homogeneity of Cronbachs alpha coefficients in the estimation process may improve precision. We propose improved estimators based on the linear shrinkage, preliminary test, and the Steins type shrinkage strategies, to incorporate available NSI into the estimation. Their asymptotic properties are derived and discussed using the concepts of bias and risk. Extensive Monte-Carlo simulations were conducted to investigate the performance of the estimators.     

Threshold Conditions for the Persistence of Plague Transmission in Urban Rats

In this article we derive a mathematical expression characterizing the tendency for Yersinia pestis, the etiologic agent of plague, to become established in an urban rat population upon introduction, and evaluate this risk for several cities. The expression gives a threshold condition for the persistence of Y. pestis transmission in terms of measurable attributes of a local urban rat population: the average flea density and the rat colony size. If the local rat and flea populations exceed this threshold, plague circulation is predicted to continue; if not, it will burn out of its own accord. This expression may be used to evaluate both the vulnerability of a specific neighborhood and the effect of pest control strategies upon that vulnerability.