Logistic Regression Models with Unspecified Low Dose–Response Relationships and Experimental Designs for Hormesis Studies

Hormesis refers to a nonmonotonic (biphasic) dose–response relationship in toxicology, environmental science, and related fields. In the presence of hormesis, a low dose of a toxic agent may have a lower risk than the risk at the control dose, and the risk may increase at high doses. When the sample size is small due to practical, logistic, and ethical considerations, a parametric model may provide an efficient approach to hypothesis testing at the cost of adopting a strong assumption, which is not guaranteed to be true. In this article, we first consider alternative parameterizations based on the traditional three‐parameter logistic regression. The new parameterizations attempt to provide robustness to model misspecification by allowing an unspecified dose–response relationship between the control dose and the first nonzero experimental dose. We then consider experimental designs including the uniform design (the same sample size per dose group) and the $c$‐optimal design (minimizing the standard error of an estimator for a parameter of interest). Our simulation studies showed that (1) the $c$‐optimal design under the traditional three‐parameter logistic regression does not help reducing an inflated Type I error rate due to model misspecification, (2) it is helpful under the new parameterization with three parameters (Type I error rate is close to a fixed significance level), and (3) the new parameterization with four parameters and the $c$‐optimal design does not reduce statistical power much while preserving the Type I error rate at a fixed significance level.     

Single and double sexual standards in Finland,Estonia, and St. Petersburg

The sexual revolution and fight for gender equality began in the West during the 1960s but did not reach the Soviet Union until the late 1980s. Using survey data from nationally representative samples from Finland in 1971, 1992, and 1999 and from two former Soviet areas, Estonia in 2000 and St. Petersburg in 1996, we investigated the following: (a) differences across decades and countries in acceptance of the sexual double standard (SDS) in attitudes toward marital infidelity and women's initiating sex; and (b) the relationship between the SDS and sexual satisfaction. Results show that Finland in the 1990s was more egalitarian than Finland in 1971, St. Petersburg in 1996, or Estonia in 2000. Egalitarian sexual attitudes were positively related to sexual satisfaction.     

A Simple Adaptive Procedure Leading to Correlated Equilibrium

We propose a new and simple adaptive procedure for playing a game: ‘regret‐matching.’ In this procedure, players may depart from their current play with probabilities that are proportional to measures of regret for not having used other strategies in the past. It is shown that our adaptive procedure guarantees that, with probability one, the empirical distributions of play converge to the set of correlated equilibria of the game.     

Mechanism Design with Collusion and Correlation

In a public good environment with positively correlated types, we characterize optimal mechanisms when agents have private information and can enter collusive agreements. First, we prove a weak‐collusion‐proof principle according to which there is no restriction for the principal in offering weak‐collusion‐proof mechanisms. Second, with this principle, we characterize the set of allocations that satisfy individual and coalitional incentive constraints. The optimal weakly collusion‐proof mechanism calls for distortions away from first‐best efficiency obtained without collusion. Allowing collusion restores continuity between the correlated and the uncorrelated environments. When the correlation becomes almost perfect, first‐best efficiency is approached. Finally, the optimal collusion‐proof mechanism is strongly ratifiable.     

Labour Participation of Higher Education Students

The aim of this article is to shed light on the determinants of the decision to participate in the labour force while studying, and of the intensity of this participation as measured by the wages earned by students. We show that students react to their future expected economic benefits associated with their chosen course of study. In this sense, our results confirm Lévy‐Garboua’s (Revue française de Sociologie XVII: 53–80, 1976) thesis of working as an adjustment variable for the variations in the expected rate of return of discipline. Our results indicate that the decision to work while studying and its intensity depend on students’ socioeconomic status and material needs, as well as external financial resources. Altogether, our results suggest that the equity and internal efficiency implications of such a social bias in the labour force participation behaviour might not be too important, but that some public interventions might nevertheless improve the overall external efficiency by allowing students to spend more time on more valorizing activities rather than unskilled and low‐paid jobs.     

Central Limit Theorems for the Non‐Parametric Estimation of Time‐Changed Lévy Models

Abstract. Let {Z_t}_{t 0} be a Lévy process with Lévy measure ν and let be a random clock, where g is a non‐negative function and is an ergodic diffusion independent of Z. Time‐changed Lévy models of the form are known to incorporate several important stylized features of asset prices, such as leptokurtic distributions and volatility clustering. In this article, we prove central limit theorems for a type of estimators of the integral parameter β(?):=∫?(x)ν(dx), valid when both the sampling frequency and the observation time‐horizon of the process get larger. Our results combine the long‐run ergodic properties of the diffusion process with the short‐term ergodic properties of the Lévy process Z via central limit theorems for martingale differences. The performance of the estimators are illustrated numerically for Normal Inverse Gaussian process Z and a Cox–Ingersoll–Ross process .     

Second‐order bias‐corrected AIC in multivariate normal linear models under non‐normality

This paper deals with a bias correction of Akaike's information criterion (AIC) for selecting variables in multivariate normal linear regression models when the true distribution of observation is an unknown non‐normal distribution. It is well known that the bias of AIC is $O(1)$ , and there are a number of the first‐order bias‐corrected AICs which improve the bias to $O(n^{-1})$ , where $n$ is the sample size. A new information criterion is proposed by slightly adjusting the first‐order bias‐corrected AIC. Although the adjustment is achieved by merely using constant coefficients, the bias of the new criterion is reduced to $O(n^{-2})$ . Then, a variance of the new criterion is also improved. Through numerical experiments, we verify that our criterion is superior to others. The Canadian Journal of Statistics 39: 126–146; 2011 © 2011 Statistical Society of Canada     

An Empirical Model for Managing Quality in the Electronics Industry

Much of the empirical research in the past two decades has suggested that quality management (QM) is context dependent. This research develops an empirical QM model in a technology‐based sector—electronics manufacturing. Based on quantitative and qualitative investigations of 225 electronics firms in Hong Kong and the Pearl River Delta (PRD) region of China, a path analytic model is developed. The empirical model shows that a typical quality management system (QMS) in the electronics industry is composed of four major modules, namely leadership, cultural elements, operational support systems, and process management. These modules create a series of chain effects on organizational performance, rather than acting as parallel elements with an equal impact. By quantifying their effects on organizational performance and comparing the model to others in the literature, we identify those QM constructs that are context dependent. In electronics manufacturing, process management and customer focus are more important than other elements (e.g., cultural factors) for garnering business results. This study contributes to contingency theory and research by identifying the key constructs and their relationships in a competitive, volatile, and technology‐based industry with complex supply networks.