Testing for serial correlation in the presence of dynamic heteroscedasticity

Standard serial correlation tests are derived assuming that the disturbances are homoscedastic, but this study shows that asympotic critical values are not accurate when this assumption is violated. Asymptotic critical values for the ARCH(2)-corrected LM, BP and BL tests are valid only when the underlying ARCH process is strictly stationary, whereas Wooldridge's robust LM test has good properties overall. These tests exhibit similar bahaviour even when the underlying process is GARCH (1,1). When the regressors include lagged dependent variables, the rejection frequencies under both the null and alternative hypotheses depend on the coefficientsof the lagged dependent variables and the other model parameters. They appear to be robust across various disturbance distributions under the null hypothesis.     

Family values and labor force participation: Ireland in international perspective

The large-scale entry of married women into the workforce has been a striking feature of the post-war period, particularly in the United States, Britain, and other Anglo-Celtic nations. Theory implies that this should happen in all developed nations. But there is a counter-example: Ireland. To discover whether this is truly an exception, we analyze data from large, representative samples of Ireland, the USA, Britain, and Australia (pooled n=8,240). We find that Irish are not especially traditional; they are especially devout, but the difference persists when this is controlled. Strikingly, the behavior of Irish immigrants is indistinguishable from other Anglo-Celts in their new societies. Thus it seems that Irish exceptionalism arises from an institutional setting uniquely hostile to women’s employment. She is currently coordinating a multi-national research project assessing the extent of ethnic discrimination in different societies. She and Jonathan Kelley are continuing their long-run international, comparative project on economic culture with special reference to inequality. He and M.D.R. Evans conduct their omnibus International Social Science Surveys, which include as their International Survey of Economic Attitudes, their Bioethics surveys, the Australian National Social Science Survey, and others. They are completing a book on time use and subjective well-being in later life. She researches intergenerational social mobility and occupational careers with special reference to gender, and also studies socio-political attitudes and their sources, particularly using International Social Survey Program data.     

Taking Tilly south: durable inequalities, democratic contestation, and citizenship in the Southern Metropolis

Drawing on Charles Tilly’s work on inequality, democracy and cities, we explore the local level dynamics of democratization across urban settings in India, South Africa, and Brazil. In all three cases, democratic institutions are consolidated, but there is tremendous variation in the quality of the democratic relationship between cities and their citizens. We follow Tilly’s focus on citizenship as the key element in democratization and argue that explaining variance across our three cases calls for analyzing patterns of inequality through the kind of relational lens used by Tilly and recognizing that patterns of contestation are shaped by shifting political relationships between the nation and the city. We conclude that Tilly’s theoretical frame is nicely sustained by the comparative analysis of cases very different from those that stimulated his original formulations.     

Older Professional Women's Views on Work: A Qualitative Analysis

This qualitative study reports on the career experiences of older professional women using consensual qualitative research. Thirteen women over age 50 were interviewed regarding the influences of gender and age on work. In general, all participants reported career adaptability, and many participants also reported specific subthemes of career adaptability (i.e., concern, control, curiosity, and confidence) as resources. These subthemes denote participants' future orientation, self‐discipline as evidenced by their conscientiousness in career decisions, active information seeking, and certitude that they have the ability to solve career‐related problems. Relationships with colleagues were also considered critical, and participants acknowledged the benefits and drawbacks of being a woman and being older. These women were able to achieve flexibility and autonomy in their work and spoke about the importance of work–family balance and boundaries. Practitioners are encouraged to consider how career adaptability is manifested within the interplay between gender and age, because this can influence career counseling with older women.     

Bayesian inference in two‐arm trials using relative belief ratios

Various methodologies proposed for some inference problems associated with two‐arm trails are known to suffer from difficulties, as documented in Senn (2001). We propose an alternative Bayesian approach to these problems that deals with these difficulties through providing an explicit measure of statistical evidence and the strength of this evidence. Bayesian methods are often criticized for their intrinsic subjectivity. We show how these concerns can be dealt with through assessing the bias induced by a prior model checking and checking for prior‐data conflict. Copyright © 2015 John Wiley & Sons, Ltd.     

Inflammatory effects and immune system correlates of rape

The purpose of this study was to evaluate the feasibility of measuring stress hormones and immunity following rape. The long-term goal is to evaluate the predictive value of stress-immune-inflammatory responses to later health outcomes. Fifteen women reporting rape were compared with 16 control participants. Serum stress hormones, proinflammatory cytokines, acute phase proteins, functional assays, and lymphocyte subsets were measured in blood samples. Women reporting rape had higher cytotoxic cells, lower B lymphocyte counts, higher proinflammatory biomarkers, and decreased lymphocyte proliferation compared to the control group. This finding suggests that rape produces activation of the innate immunity and suppression of some aspects of adaptive immunity. If these immune changes persist, they may contribute to the pathophysiology of long-term health sequelae by provoking chronic inflammation and decreased cellular immunocompetence.     

Therapeutic Maps For Therapeutic Mazes: The ‘Time Sphere’ as an Interventive Mapping of Family Movements in Context

In this paper I want to describe the use of a technique which I have termed the ‘Time Sphere’. The combination of a life cycle model with the chronological mapping of closeness–distance has allowed for useful consideration of various relational events not previously explored by the family or therapist. By sharing the information visually with the client family we are able to explore context, family of origin influences and life cycle transitions within an extended family model. Ultimately my hope is to develop this model further as a creative means of exploring how family patterns and relationships are repeated, and how context is ultimately the key to understanding. To preserve confidentiality, my ‘case’ is an amalgam of several real client families.     

The Distribution of the Kolmogorov–Smirnov,Cramer–von Mises,and Anderson–Darling Test Statistics for Exponential Populations with Estimated Parameters

This article presents a derivation of the distribution of the Kolmogorov–Smirnov, Cramer–von Mises, and Anderson–Darling test statistics in the case of exponential sampling when the parameters are unknown and estimated from sample data for small sample sizes via maximum likelihood.     

Estimating Noncancer Uncertainty Factors: Are Ratios NOAELs Informative?

The prominent role of animal bioassay evidence in environmental regulatory decisions compels a careful characterization of extrapolation uncertainties. In noncancer risk assessment, uncertainty factors are incorporated to account for each of several extrapolations required to convert a bioassay outcome into a putative subthreshold dose for humans. Measures of relative toxicity taken between different dosing regimens, different endpoints, or different species serve as a reference for establishing the uncertainty factors. Ratios of no observed adverse effect levels (NOAELs) have been used for this purpose; statistical summaries of such ratios across sets of chemicals are widely used to guide the setting of uncertainty factors. Given the poor statistical properties of NOAELs, the informativeness of these summary statistics is open to question. To evaluate this, we develop an approach to calibrate the ability of NOAEL ratios to reveal true properties of a specified distribution for relative toxicity. A priority of this analysis is to account for dependencies of NOAEL ratios on experimental design and other exogenous factors. Our analysis of NOAEL ratio summary statistics finds (1) that such dependencies are complex and produce pronounced systematic errors and (2) that sampling error associated with typical sample sizes (50 chemicals) is non-negligible. These uncertainties strongly suggest that NOAEL ratio summary statistics cannot be taken at face value; conclusions based on such ratios reported in well over a dozen published papers should be reconsidered.