A REVIEW OF SYSTEMS COINTEGRATION TESTS

The literature on systems cointegration tests is reviewed and the various sets of assumptions for the asymptotic validity of the tests are compared within a general unifying framework. The comparison includes likelihood ratio tests, Lagrange multiplier and Wald type tests, lag augmentation tests, tests based on canonical correlations, the Stock-Watson tests and Bierens' nonparametric tests. Asymptotic results regarding the power of these tests and previous small sample simulation studies are discussed. Further issues and proposals in the context of systems cointegration tests are also considered briefly. New simulations are presented to compare the tests under uniform conditions. Special emphasis is given to the sensitivity of the test performance with respect to the trending properties of the DGP.     

A statistical method to convert published response rates into marginal distributions with an example application in psoriasis

Assessment of severity is essential for the management of chronic diseases. Continuous variables like scores obtained from the Hamilton Rating Scale for Depression or the Psoriasis Area and Severity Index (PASI) are standard measures used in clinical trials of depression and psoriasis. In clinical trials of psoriasis, for example, the reduction of PASI from baseline in response to therapy, in particular the proportion of patients achieving at least 75%, 90%, or 100% improvement of disease (PASI 75, PASI 90, or PASI 100), is typically used to evaluate treatment efficacy. However, evaluation of the proportions of patients reaching absolute PASI values (eg, ≤1, ≤2, ≤3, or ≤5) has recently gained greater clinical interest and is increasingly being reported. When relative versus absolute scores are standard, as is the case with the PASI in psoriasis, it is difficult to compare absolute changes using existing published data. Thus, we developed a method to estimate absolute PASI levels from aggregated relative levels. This conversion method is based on a latent 2‐dimensional normal distribution for the absolute score at baseline and at a specific endpoint with a truncation to allow for baseline inclusion criterion. The model was fitted to aggregated results from simulations and from 3 phase III studies that had known absolute PASI proportions. The predictions represented the actual results quite precisely. This model might be applied to other conditions, such as depression, to estimate proportions of patients achieving an absolute low level of disease activity, given absolute values at baseline and proportions of patients achieving relative improvements at a subsequent time point.     

Locally robust correlation coefficients

Robustness of correlation coefficients is studied in the framework of testing for independence, robustness being measured by the minimum asymptotic power over a suitable class of local alternatives. A minimax result is derived; the robust correlation coefficient is computed from suitably transformed and truncated observations. Moreover, the related approach of Huber (1977) is analyzed, and inadmissibility of his minimax solution is shown.     

A general robustness property of rank correlations

Rank correlations are shown to be generally robust in the sense that the tests for independence, which they naturally define, have weakly equicontinuous error probabilities. The ordinary sample correlation coefficient is not robust in this respect.     

Political regimes and the family: how sex-role attitudes continue to differ in reunified Germany

We exploit the German separation and later reunification to investigate whether political regimes can shape attitudes about appropriate roles for women in the family and the labor market. During the divided years, East German institutions encouraged female employment, while the West German system deterred women, in particular mothers, from full-time employment. Our results show that East Germans are significantly more likely to hold egalitarian sex-role attitudes than West Germans. Despite a scenario of partial policy convergence after reunification, we find no evidence for a convergence process in gender attitudes. Indeed, if anything, the gap in attitudes rather increased.     

Signs,Symbols, and Interaction Theory

Abstract

People may attribute their success in life to their own hard work and ability or to forces external to themselves like luck, chance, God, or other people. These attributions have social causes and emotional consequences (Seeman 1959; Wheaton 1980). Theory and research indicate that belief in personal control is associated with low levels of psychological distress compared to the belief that outcomes are determined by forces external to oneself. Less is known about the varieties of these external forces. If people do not attribute success to pesonal control, they may attribute it to luck, family background, connections, or God I examine the relationship of various attributions of success with distress, as measured by symptoms of depression and anxiety. I find that attributing success in life to luck and to good connections with others significantly increase distress. However, attributing success to God and to family background are not significantly associated with distress. The internal attribution of success to personal control significantly decreases distress. I discuss possible reasons why some external attributions increase distress, while others do not.     

Wilhelm Reich über den 15. Juli 1927

The psychoanalyst Wilhelm Reich (1897–1957), in those days a Marxist, has been an eyewitness of the events of July 15, 1927—the burning down of the Justizpalast and the shooting down of a spontaneous mass-demonstration in the center of Vienna. In 1937 Reich wrote a report about this experience that gave him the impulse to elaborate his own Mass-psychology of Fascism in 1933.     

Elicitation of Quantitative Data from a Heterogeneous Expert Panel: Formal Process and Application in Animal Health

This paper presents a protocol for a formal expert judgment process using a heterogeneous expert panel aimed at the quantification of continuous variables. The emphasis is on the process's requirements related to the nature of expertise within the panel, in particular the heterogeneity of both substantive and normative expertise. The process provides the opportunity for interaction among the experts so that they fully understand and agree upon the problem at hand, including qualitative aspects relevant to the variables of interest, prior to the actual quantification task. Individual experts' assessments on the variables of interest, cast in the form of subjective probability density functions, are elicited with a minimal demand for normative expertise. The individual experts' assessments are aggregated into a single probability density function per variable, thereby weighting the experts according to their expertise. Elicitation techniques proposed include the Delphi technique for the qualitative assessment task and the ELI method for the actual quantitative assessment task. Appropriately, the Classical model was used to weight the experts' assessments in order to construct a single distribution per variable. Applying this model, the experts' quality typically was based on their performance on seed variables. An application of the proposed protocol in the broad and multidisciplinary field of animal health is presented. Results of this expert judgment process showed that the proposed protocol in combination with the proposed elicitation and analysis techniques resulted in valid data on the (continuous) variables of interest. In conclusion, the proposed protocol for a formal expert judgment process aimed at the elicitation of quantitative data from a heterogeneous expert panel provided satisfactory results. Hence, this protocol might be useful for expert judgment studies in other broad and/or multidisciplinary fields of interest.     

Die Heider-Simmel-Studie (1944) in neueren Replikationen

More than sixty years ago Fritz Heider and Marianne Simmel conducted an experimental study, which can be seen as the starting point of attribution theory research. Moving symbols were shown during a short animated cartoon which Ss unanimously described as living objects (mostly people). This quite often quoted study has been replicated several times in Germany in the last few years. These replications show that (1) stories produced by Ss are formed by personal motivations of Ss, and that (2) content of stories can in part be attributed to the research settings and finally (3) it is shown in recent replications that Ss are surprisingly far less inclined to describe the symbols in terms of acting persons or animals than in the original study. Possible reasons for these results are discussed.