Semiparametric transformation models for multivariate panel count data with dependent observation process

This article discusses regression analysis of multivariate panel count data in which the observation process may contain relevant information about or be related to the underlying recurrent event processes of interest. Such data occur if a recurrent event study involves several related types of recurrent events and the observation scheme or process may be subject-specific. For the problem, a class of semiparametric transformation models is presented, which provides a great flexibility for modelling the effects of covariates on the recurrent event processes. For estimation of regression parameters, an estimating equation-based inference procedure is developed and the asymptotic properties of the resulting estimates are established. Also the proposed approach is evaluated by simulation studies and applied to the data arising from a skin cancer chemoprevention trial.     

一个新的稳健ARCH检验和YJ-GARCH模型

 众所周知,Engle (1982) 的ARCH检验对于条件均值模型误设并不稳健,特别地,当条件均值是非线性过程而我们仅对之建立线性模型时,它过度地拒绝真实的原假设,导致出现严重的水平扭曲 (size distortion)。因此,本文在文献当中首次利用Yeo-Johnson变换方法来转换均值模型的因变量以排除ARCH 过程中均值部分的非线性,进而提出一个新的稳健ARCH检验以及一个新的GARCH模型——Yeo-Johnson (YJ) GARCH模型。蒙特卡罗模拟结果表明,稳健的ARCH检验在水平 (size) 和势 (power) 方面的表现要显著优于Engle (1982) 的ARCH检验。对上证综指收益率的实证研究结果表明,YJ-GARCH模型的拟合效果要显著优于线性GARCH模型。     

Joint impact of multiple observations on a subset of variables in multiple linear regression

In multiple linear regression analysis, each observation affects the fitted regression equation differently and has varying influences on the regression coefficients of the different variables. Chatterjee & Hadi (1988) have proposed some measures such as DSSE_ij (Impact on Residual Sum of Squares of simultaneously omitting the ith observation and the jth variable), F_j (Partial F-test for the jth variable) and F_j(i) (Partial F-test for the jth variable omitting the ith observation) to show the joint impact and the interrelationship that exists among a variable and an observation. In this paper we have proposed more extended form of those measures DSSE_IJ, F_J and F_J(I) to deal with the interrelationships that exist among the multiple observations and a subset of variables by monitoring the effects of the simultaneous omission of multiple variables and multiple observations.     

On calculating the fisher information in order statistics

This article gives a simple result for the expression of the Fisher information in order statistics. This result enables us to calculate easily the Fisher information in any set of order statistics whose details have been known to be messy and complicated. We consider here its application in the optimal spacing problem where the exact Fisher information in order statistics has been approximated with the asymptotic information or the reciprocal of the variance of a suitable estimator. This work was supported by Korea Research Foundation Grant(KRF-2000-015-DP0056)     

An efficient curve in stochastic capacity expansion

An optimum expansion of a single capacity is considered when the installation cost is very large and future demand is given by an evolving process of Wiener. Risk of expansion is evaluated and included in the decision criteria which links the capacity expansion problem with financial investment theory, Numerical results show the existence of an optimum expansion capacity and an efficient curve which represent the optimum choices with respect to the possible combinations of expansion cost and risk.     

Association between sexually explicit messages and sleep health among French sexual minority men

It has been demonstrated that sexual minority men (SMM) participate in sexting. While research has shown that engagement in the exchange of sexually explicit media is associated with poor health outcomes, no previous research has investigated its association with sleep health outcomes. This study sought to examine the association between sexually explicit media and sleep health among SMM, a population that suffers from poor sleep health. A popular geosocial networking application was used to recruit SMM individuals (N?=?580) in the Paris, France, metropolitan area. Multivariate analyses, adjusting for sociodemographics, were used to test the association between the frequency of sexually explicit messaging and three dimensions of sleep health: (1) sleep quality, (2) sleep duration, and (3) two aspects of sleep problems. In multivariate analyses, those who reported engaging in sexually explicit messaging more were more likely to report getting less than seven?hours of sleep (aRR = 1.24; 95% CI = 1.08, 1.43) compared with those who reported engaging in sexually explicit messaging less. No significant associations were found between sexting and sleep quality or reporting sleep problems. Sexually explicit messaging was associated with shorter sleep duration. Intervention targeted at individuals who sext could potentially improve sleep health outcomes.     

Family Roles as Moderators of the Relationship Between Schedule Flexibility and Stress

Employer initiatives that address the spillover of work strain onto family life include flexible work schedules. This study explored the mediating role of negative work–family spillover in the relationship between schedule flexibility and employee stress and the moderating roles of gender, family workload, and single‐parent status. Data were drawn from the 2008 National Study of the Changing Workforce, a nationally representative sample of working adults (N = 2,769). The results indicated that schedule flexibility was associated with less employee stress and that these associations were mediated by perceptions of negative work–family spillover. This study found the moderating relationships of gender, family workload, and single parenting in the relationships between schedule flexibility and negative work–family spillover and stress. Schedule flexibility had stronger relationships in reducing negative work–family spillover and stress among women, single parents, and employees with heavier family workloads. The findings provide empirical support for intervention efforts involving schedule flexibility to reduce workplace stress among employees with family responsibilities.     

The effects of organizational learning climate,career-enhancing strategy,and work orientation on the protean career

The concept of the protean career has been discussed in the career development field over the last three decades. The main purpose of this study was to conduct an empirical assessment of the individual protean career attitude and investigate the relationships between the protean career attitude and other variables such as organizational learning climate, individual career-enhancing strategy and work orientation. The hypotheses were investigated through a correlation and a path analysis of data from 244 employees of a Korean financial company. The results provide useful information on the direct effects of career-enhancing strategy and work orientation on the protean career attitude. In addition, an indirect effect of organizational learning climate was identified.