Estimating function method for product autoregressive models

The first-order product autoregressive (PAR(1)) model introduced by McKenzie in 1982 McKenzie, E. D. (1982). Product autoregression: A time series characterization of the gamma distribution. Journal of Applied Probability 19:463–468. [Google Scholar] did not attract the attention of practitioners due to the unavailability of a proper estimation method. This article proposes an estimating function (EF) method to fill the gap. In particular, we suggest an optimal combination of linear and quadratic EFs to overcome the problem of parameter identification. The procedure is applied to Weibull and Gamma PAR(1) models. Simulation and data analysis show that the proposed method performs better than the existing methods.     

Bayesian prediction of order statistics with fixed and random sample sizes based on k-record values from Pareto distribution

In this paper, the two-parameter Pareto distribution is considered and the problem of prediction of order statistics from a future sample and that of its geometric mean are discussed. The Bayesian approach is applied to construct predictors based on observed k-record values for the cases when the future sample size is fixed and when it is random. Several Bayesian prediction intervals are derived. Finally, the results of a simulation study and a numerical example are presented for illustrating all the inferential procedures developed here.     

On fiducial generators

Fiducial inference has been gaining presence recently and it is the intention of the present article to look at the notion of fiducial generators; meaning procedures to simulate parameter values that in some sense correspond to simulations from some implicit fiducial distribution. It is well known that when the distribution has group structure, stemming from the natural pivotal associated, a fiducial may be obtained. It is in the non group distributions that there appears to be still room for finding a fiducial distribution. Recently some general procedures have been proposed for dealing with generalized fiducials, but these depend on certain choices for a structural equation or a fiducial equation, as in Hannig (2009 Hannig, J. (2009). On generalized fiducial inference. Stat. Sin. 19:491–544.[Web of Science ®] , [Google Scholar]) or Taraldsen and Lindqvist (2013 Taraldsen, G., Lindqvist, B.H. (2013). Fiducial theory and optimal inference. Ann. Stat. 41(1):323–341.[Crossref], [Web of Science ®] , [Google Scholar]), respectively. A brief presentation is made of an earlier approach to fiducial inference for multivariate parameters, as in Brillinger (1962 Brillinger, D.R. (1962). Examples bearing on the definition of fiducial probability with a bibliography. Ann. Math. Stat. 33(4):1349–1355.[Crossref] , [Google Scholar]), and the implied fiducial generator introduced in Engen and Lillegård (1997 Engen, S., Lillegård, M. (1997). Stochastic simulation conditioned on sufficient statistics. Biometrika 84(1):235–240.[Crossref], [Web of Science ®] , [Google Scholar]), trying to connect them. Three interesting non group distributions are seen; two of them, the truncated exponential and the two-parameter gamma, already reported in literature. A third non group distribution is analyzed; the inverse Gaussian, connecting the fiducial that results following Brillinger (1962 Brillinger, D.R. (1962). Examples bearing on the definition of fiducial probability with a bibliography. Ann. Math. Stat. 33(4):1349–1355.[Crossref] , [Google Scholar]), with a result pertaining confidence limits for the shape parameter in Hsieh (1990 Hsieh, H.K. (1990). Inferences on the coefficient of variation of an inverse-Gaussian distribution. Commun. Stat. - Theory Methods 19(5):1589–1605.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]). In the three cases, comparisons are made with the Bayesian posteriors that have been known to be close numerically. Some discussion is made on the issue of singularities of the fiducial density and its connection with densities that do not integrate to unity. As to the case of discrete observables, some comments are made for the Bernoulli distribution, only.     

International Migrant Remittances and Labour Supply in Nigeria

The study analyses how remittances to Nigeria affect the labour supply of recipients using Propensity Score Matching (PSM) and a Log‐Linear regression model, with data from the 2013 Nigerian General Household Survey. The PSM results show that for the entire sample, the difference between the average amount of labour supplied per week by those that receive remittances and the amount they would have supplied without remittances is insignificant. The marginal impact analysis also shows that, ceteris paribus, the average labour supply for all recipients is inelastic to remittances. The results from the sub‐group analysis, however, show that receiving remittances negatively affects the labour supply of the self‐employed in agriculture, teenagers and the elderly. These results led us to the recommendation that policies to increase the inflow of remittances should be encouraged but in tandem with programmes to educate farmers on the benefit of investing remittances received in their farming business.     

Residential Remittances and Food Security in the Upper West Region of Ghana

In recent years, out migration from the Upper West Region to the southern belt of Ghana for farming has become commonplace. The natural question that has arisen is: what is the potential impact of remittances from this migration pattern on food security in the region? Using multivariate ordered logistic regression this study assesses the linkage between remittances and household food security (derived using the HFIAS) among urban and rural households (n=1,438) in the region. The findings show that urban remittance‐receiving households and rural remittance and non‐remittance receiving households were more likely (OR=2.44, p<0.05; OR=2.46, p<0.001; and OR=1.49, p<0.1, respectively) to report being more severely food‐insecure than urban non‐remittance receiving households. The findings demonstrate that household strategies such as migration and remittances on their own are not sufficient to ameliorate the precarious food insecurity situation of the region. The study calls for development of alternative livelihoods in the region.     

Living Near to Attractive Nature? A Well-Being Indicator for Ranking Dutch,Danish, and German Functional Urban Areas

While nature is widely acknowledged to contribute to people’s well-being, nature based well-being indicators at city-level appear to be underprovided. This study aims at filling this gap by introducing a novel indicator based on the proximity of city-residents to nature that is of high-amenity. High-amenity nature is operationalized by combining unique systematic data on people’s perceptions of what are the locations of attractive natural areas with data on natural land cover. The proposed indicator departs from the usual assumption of equal well-being from any nature, as it approximates the ‘actual’ subjective quality of nature near people’s homes in a spatially explicit way. Such indicator is used to rank 148 ‘cities’ in the Netherlands, Denmark, and Germany. International comparability of the indicator is enhanced by the use of a definition of cities as functional urban areas (FUAs), which are consistently identified across countries. Results demonstrate that the average ‘nearness’ of FUA populations to high amenity nature varies widely across the observed FUAs. A key finding, that complements insights from existing city-level indicators, is that while populations of FUAs with higher population densities may live relatively far from nature in general, they also live, on average, closer to high-amenity nature than inhabitants of lower density FUAs. Our results may stimulate policy-debates on how to combine urban agglomeration with access to natural amenities in order to account for people’s wellbeing.     

If You Want People to Listen to You,Tell a Story

We hypothesized that (a) when people share a meaningful story, as opposed to when they share information, they make their partner listen well, and (b) that narrative-induced listening is positively associated with speakers’ psychological safety and negatively associated with their social anxiety. In Study 1 (N = 45), we showed that a meaningful story is perceived much more as a narrative and higher in narrative quality than two types of informational-discourses (telling about daily routine and describing buildings). In Study 2 (N = 52), we randomly asked participants to either share a meaningful story or tell about their daily routine. The participants sharing a meaningful story reported that their interlocutor was a better listener, d = 0.61, 95% CI |0.32, 0.92|. In Study 3 (N = 42), we compared the effect of sharing a meaningful story to describing buildings, and replicated the results of Study 2, d = 1.10, 95% CI |0.61, 1.59|. Moreover, we found that the perceived listening, which was induced by the narrative, mediated the manipulation effects on psychological safety, and social anxiety. Thus, we concluded that when speakers share meaningful stories they make their partner listen well and consequently experience higher psychological safety and lower feelings of social anxiety.