Clustering the mixed panel dataset using Gower's distance and k-prototypes algorithms

ABSTRACT

Panel datasets have been increasingly used in economics to analyze complex economic phenomena. Panel data is a two-dimensional array that combines cross-sectional and time series data. Through constructing a panel data matrix, the clustering method is applied to panel data analysis. This method solves the heterogeneity question of the dependent variable, which belongs to panel data, before the analysis. Clustering is a widely used statistical tool in determining subsets in a given dataset. In this article, we present that the mixed panel dataset is clustered by agglomerative hierarchical algorithms based on Gower's distance and by k-prototypes. The performance of these algorithms has been studied on panel data with mixed numerical and categorical features. The effectiveness of these algorithms is compared by using cluster accuracy. An experimental analysis is illustrated on a real dataset using Stata and R package software.     

A new test for the extreme value distribution

In this paper a test statistic which is a modification of the W statistic for testing the goodness of fit for the two paremeter extreme value (smallest element) distribution is proposed. The test statistic Is obtained as the ratio of two linear estimates of the scale parameter. It Is shown that the suggested statistic is computationally simple and has good power properties. Percentage points of the statistic are obtained by performing Monte Carlo experiments. An example is given to illustrate the test procedure.     

Goodness-of-Fit Tests for Multivariate Distributions

We propose three new statistics, Z _p , C _p , and R _p for testing a p-variate (p ≥ 2) normal distribution and compare them with the prominent test statistics. We show that C _p is overall most powerful and is effective against skew, long-tailed as well as short-tailed symmetric alternatives. We show that Z _p and R _p are most powerful against skew and long-tailed alternatives, respectively. The Z _p and R _p statistics can also be used for testing an assumed p-variate nonnormal distribution.     

Parameter estimation for switched counting processes

The paper investigates parameter estimation problems in special Markov modulated counting processes. The events occuring at any state of an underlying Markov chain can be equipped with marks performing additional information on the events. Specifying the model to the case of two-state Markov chain modulation, the so-called switched counting process, some statistical problems are studied:maximum likelihood estimators, Rao-Blackwell optimal estimators, test of equality of the counting intensities of the two states and minimax estimation procedures. Tne consideration could be applied in various practical problems, in particular, in queueing and in reliability models, for example in failure-repair processes with alternatively operating repair systems.     

Book reviews

E. Kofler, G. Menges: Entscheidungen bei unvollständiger Information. Lecture Notes in Economics and Mathematical Systems 136. Springer-Verlag, Berlin-Heidelberg-NewYork 1976, 357 S., DM 31.

B. S. Everitt: The Analysis ot Contingency Tables. Chapman and Han, London 1977, 128 S., £ 3.75.

O. Barndorff-Nielsen: Information and Exponential Families in Statistical Theory. J. Wiley & Sons, Chichester-New York-Brisbane-Toronto 1978, 247 S., £ 13.50; $ 28.50.

W. Gilchrist: Statisticai Forecasting. J. Wiley & Sons, London-New York-Sydney-Toronto 1976, 321 S., £ 9.50; $ 19.00.

J. M. Chambers: Computational Methods for Data Analysis. J. Wiley & Sons, New York Chichester-Brisbane-Toronto 1977, 279 pp., £ 11.30.

A. Hughes, D. Grawoig: Statistics: A Foundation for Analysis. Addison-Wesley Publishing Company, Reading-Menlo-Park London-Don Mills 1971, 525 S., $ 11.50.

K.Krickeberg, H.Ziezold: Stochastiche Methoden. Springer Verlag, Berlin-Heidelberg-New York 1977, 201 S., 13 Abb., DM 28.

Ch. Schneeweiss: Inventory-Production Theory. A Linear Policy Approach. Lecture Notes in Economics and Mathematical Systems 151. Springer Verlag, Berlin-Heidelberg-NewYork 1977, 122 S., 13 Abb., 9 Tab., DM 18.

S. Dworatschek: Grundlagen der Datenverarbeltung, 6., völlig neu bearb. u. erw. Aufl., Walter de Gruyter, Berlin-New York 1977, 538 S., 200 Abb., 212 Üb.Aufg., 59 Fotos, DM 38.

H. E. Steinhagen, S. Fuchs:Objekterkennung. Einführung in die mathematischen Methoden der Zeichenerkennung. VEB Verlag Technik, Berlin 1976, 436 S., 165 Abb., 32 Tab., 49,–.M.

G. Tinhofer: Mathematik für Studlenanfänger, Carl Hanser Verlag, München 1977, 464 S., 191 Abb., DM 38.     

Der Sequentieile Quotiententest bei irreduziblen homogenen Markovschen Ketten mit endlichem Zustandsraum

The Sequential Probaility Ratio Test is applied to test two simple hypotheses about the transition probability matrix of an irreducible homogeneous MARKOV chain with finite state space. An analogue (14) of Wald's Fundamental Identity, the Operating Characteristic Function (20-21) and the Average Sample Number (22-23) are given. These statements are generalizations of the MARKOV chain as well as some more conditions about the eigenvalues of the transition probability matrix.     

Job satisfaction and mental health of temporary agency workers in Europe: a systematic review and research agenda

ABSTRACT

The current systematic literature review aimed to analyse the associations between temporary agency work (TAW), job satisfaction, and mental health in Europe, as well as to outline a future research agenda. Twenty-eight scientific articles were identified by searching different data bases (i.e. PSYNDEX, PsycINFO, PubMed, and Web of Science) for the time span from January 2000 to December 2016. Our review reveals first that TAW is not consistently negatively related to job satisfaction. However, job insecurity and working conditions are important mediators in the relation of TAW and lowered job satisfaction. Second, TAW is not consistently related to all investigated types of mental health impairments. However, when focusing on specific outcomes and comparing temporary agency workers to permanent employees, we still find consistent evidence regarding higher levels of depression and fatigue among temporary agency workers. Inconsistent associations between TAW, job satisfaction and mental health can partly be attributed to unfavourable methodological aspects of the included primary studies. To address these aspects, future research should consider applying a standard measurement of TAW, including a minimum of meaningful confounding variables, improving the operationalisation of outcome variables and the study design.