Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form

We consider parametric non-linear regression models with additive innovations which are serially uncorrelated but not necessarily independent, and consider the consequences of maximum likelihood and related one-step iterative estimation when the innovations are treated as being iid from their unconditional density. We find that the estimators' asymptotic covariance matrices will generally differ from those that would obtain if the errors actually were iid, except for the special case of strictly exogenous regressors. One important application of these results is to analysis of the properties of adaptive estimators, which employ nonparametric kernel estimates of the unconditional density of the disturbances in the construction of one-step iterative estimators. In the presence of strictly exogenous regressors, adaptive estimators are found to be asymptotically equivalent to the one-step iterative estimators that use the correct unconditional density. We illustrate our results through a brief Monte Carlo study.     

Migration and climate change: examining thresholds of change to guide effective adaptation decision-making

The implications of environmental change for migration are little understood. Migration as a response to climate change could be seen as a failure of in situ adaptation methods, or migration could be alternatively perceived as a rational component of creative adaptation to environmental risk. This paper frames migration as part of an adaptation response to climate change impacts to natural resource condition and environmental hazards. Thresholds will be reached by communities after which migration will become a vital component of an effective adaptation response. Such changes to migration patterns have the potential to undermine migration policy unless appropriate preparations are undertaken. This paper describes an approach to assist researchers to frame how climate change will influence migration by critically analysing how thresholds of fundamental change to migration patterns could be identified, primarily in relation to two case studies in Nepal and Thailand. Future policy for internal and international migration could be guided by the analysis of such thresholds of non-linear migration and resourced effectively to ensure that socio-economic and humanitarian outcomes are maximised.     

The Present and Future of MFT Doctoral Education in Research-Focused Universities

Doctoral education is greatly impacted by context, and the large majority of marital and family therapy (MFT) doctoral programs are PhD programs in research-focused universities. I believe their primary mission is to equip students to become scientist–practitioners and do original research that will advance the science of the discipline, whereas the mission of the typical master’s program is to produce strong practitioners who are research informed. It is the emphasis on the scientific method, not the content specialty area, that should be the hallmark of PhD programs in research-focused contexts. I describe metrics for success that include not only research productivity but also the development of a supportive, open, flexible, and generous program culture. The research mission of these programs has been only modestly helped by the Commission on Accreditation for Marriage and Family Therapy Education process and the programs are largely not doing the programmatic intervention research that the field needs. As the universities that house these programs are also “raising the bar,” the long-term viability of the programs themselves will likely hinge on success in this arena.     

The effect of immigration on religious belief and practice: A theologizing or alienating experience?

Using data from the New Immigrant Survey, we examine the religious beliefs and practices of new legal immigrants to the United States. We find that Christian immigrants are more Catholic, more Orthodox, and less Protestant than American Christians, and that those immigrants who are Protestant are more likely to be evangelical. In addition to being more Catholic and more Orthodox than American Christians, the new immigrants are also paradoxically less Christian, with a fifth reporting some other faith. Detailed analysis of reported church attendance at places of origin and in the United States suggest that immigration is a disruptive event that alienates immigrants from religious practice rather than “theologizing” them. In addition, our models clearly show that people who join congregations in the United States are highly selected and unrepresentative of the broader population of immigrants in any faith. In general, congregational members were more observant both before and after emigration, were more educated, had more cumulative experience in the United States, and were more likely to have children present in the household and be homeowners and therefore yield biased representations of all adherents to any faith. The degree of selectivity and hence bias also varies markedly both by religion and nationality.     

Entscheidungsverhalten von Kunden in Mass Customization-Systemen

Sequential choice processes are ubiquitous in consumer decision making. In each attribute decision, consumers are often faced with different numbers of options which they must trade off in order to make the best possible choice. Thereby, complicated high variety choices at the beginning of a choice process produce a larger trade-off conflict and, thus, initially a greater mental depletion than more simple low variety choices. We examine the strength of mental depletion in sequential choices on individuals’ perceived attractiveness of the firm’s recommended default option at a target choice. We show that consumers who are confronted with difficult high variety choices early in the decision sequence followed by low variety choices initially deplete more than consumers who encounter exactly the same attribute decisions in reverse. As a result, depleted consumers are more likely to fall prey to the recommended default or some perceptually focal options close to the default anchor at target choice succeeding a sequence of decisions.     

Tests for Cointegration Breakdown Over a Short Time Period

We derive a speculative trading model with endogenous informed trading that yields a conditionally heteroscedastic time series for trading volume and the squared price changes. We use half-hourly price-change and volume data for IBM during 1988 to test the model and estimate the structural parameters using the simulated method-of-moments estimation procedure. Although the model seems to do a reasonable job fitting the unconditional moments of the volume and the squared price change processes, it fares less well in fitting the relation between current trading volume and lags of trading volume and squared volume's (and its lag's) relation to squared price changes.     

WHO'S PUBLISHING IN JMFT? AN EXAMINATION OF AUTHOR CHARACTERISTICS

This article examines the gender, setting, and degree of the first authors of published articles in JMFT from 1990 to 1995. Findings reveal that men are the first authors of 67% of the articles and women, 33%. PhDs are first authors on 58% of the articles, and authors in university settings write 53% of the published articles. Thirty-nine percent of the articles published during this period were research; 26%, clinical; 16%, theory; and 14%, training. Surprising findings were that MSW authors had a higher acceptance rate than PhDs, and authors in training institutes had a higher acceptance rate than those in university settings.     

PARENTAL INFLUENCE ON GENDER AND MARITAL ROLE ATTITUDES: IMPLICATIONS FOR INTERVENTION

This study examined parental influence on specific attitudes toward marital and parental roles and nonspecific gender-role attitudes. Respondents included 173 young adults (127 women and 46 men) and their parents. Young adults' scores on the Role Orientation scale of the Marital Statisfaction Inventory and on masculinity and femininity scales from two self-report inventories (the MMPI-2 and the Personal Attributes Questionnarie) were correlated with their parents' scores on a subset of these same measures. Results indicated that (a) marital and parental role attitudes among young adults are strongly related to specific marital role attitudes of their parents but only modestly related (for women) or unrelated (for men) to nonspecific gender-role attitudes of their parents; (b) broader gender-role attitudes of young men are moderately correlated with their father's attitudes but generally uncorrelated with their mother's attitudes regarding gender roles; and (c) the relationship of young women's gender-role attitudes to both maternal and paternal attitudes is generally weaker and more complex than for young men. Clinical implications of these findings for assessment and intervention with distressed couples are discussed.