On the identifiability of copulas in bivariate competing risks models

In competing risks models, the joint distribution of the event times is not identifiable even when the margins are fully known, which has been referred to as the “identifiability crisis in competing risks analysis” (Crowder, 1991). We model the dependence between the event times by an unknown copula and show that identification is actually possible within many frequently used families of copulas. The result is then extended to the case where one margin is unknown. The Canadian Journal of Statistics 41: 291–303; 2013 © 2013 Statistical Society of Canada     

Physical activity patterns in healthy middle-aged women

ABSTRACT

Exercise in healthy female adults around the menopausal transition has been routinely examined in leisure activities alone, potentially discounting the physical activity (PA) that is accumulated in household and outdoor domains. The purpose of this study was to quantify PA in healthy middle-aged women and to examine the extent to which the Center for Disease Control (CDC) PA guidelines were met through leisure, household, and outdoor activities. Methods: 440 healthy women, 51–64 years old, BMI ≥18.5 or < 40 kg/m², participated in the study using the Lifetime Physical Activity Questionnaire (LPAQ) to quantify PA. Results: 25.91% met the CDC PA guidelines if leisure time alone was examined. When multiple domains were included, 73.41% of the women met the PA guidelines. This percentage is much higher than the reported 20.6% of U.S. adults who met the guidelines in 2011. PA in women may be underrepresented in data limited to leisure time PA.     

Cognitive Cultural Intelligence and Life Satisfaction of Migrant Workers: The Roles of Career Engagement and Social Injustice

This paper examines the mediating effect of career engagement on the relationship between cognitive cultural intelligence (CQ) and life satisfaction among international migrant workers in Australia. It also examines the moderating effect of perceived social injustice on the cognitive CQ–career engagement relationship, as well as on the indirect cognitive CQ–life satisfaction relationship via career engagement. Using survey data from four hundred and sixty-two migrant workers in Australia, it was found that cognitive CQ was positively related to life satisfaction and that career engagement mediated this relationship. Social injustice moderated the impact of cognitive CQ on career engagement such that the impact was stronger among those perceiving a higher rather than a lower level of social injustice. Furthermore, the indirect effect of cognitive CQ on life satisfaction via career engagement was also stronger for those perceiving higher social injustice. These findings provide new insights regarding the antecedents of life satisfaction as well as reveal a vocationally relevant mechanism underlying the relationship between cognitive CQ and life satisfaction. The results inform potential practical strategies to enhance the career progression and life satisfaction of international migrant workers.     

Testing parametric models in linear‐directional regression

This paper presents a goodness‐of‐fit test for parametric regression models with scalar response and directional predictor, that is, a vector on a sphere of arbitrary dimension. The testing procedure is based on the weighted squared distance between a smooth and a parametric regression estimator, where the smooth regression estimator is obtained by a projected local approach. Asymptotic behaviour of the test statistic under the null hypothesis and local alternatives is provided, jointly with a consistent bootstrap algorithm for application in practice. A simulation study illustrates the performance of the test in finite samples. The procedure is applied to test a linear model in text mining.     

Semiparametric Estimation of Risk–Return Relationships

This article proposes semiparametric generalized least-squares estimation of parametric restrictions between the conditional mean and the conditional variance of excess returns given a set of parametric factors. A distinctive feature of our estimator is that it does not require a fully parametric model for the conditional mean and variance. We establish consistency and asymptotic normality of the estimates. The theory is nonstandard due to the presence of estimated factors. We provide sufficient conditions for the estimated factors not to have an impact in the asymptotic standard error of estimators. A simulation study investigates the finite sample performance of the estimates. Finally, an application to the CRSP value-weighted excess returns highlights the merits of our approach. In contrast to most previous studies using nonparametric estimates, we find a positive and significant price of risk in our semiparametric setting.     

South African Mixed‐race Children's and Mothers' Judgments and Reasoning about Children's Nurturance and Self‐determination Rights

This study examined the understanding of children's rights in 63 (9‐, 11‐, and 13‐year‐olds) mixed‐race South African children and their mothers. In individual semi‐structured interviews participants responded to hypothetical vignettes in which children's nurturance and self‐determination rights conflicted with parental authority in the home. Participants were required to decide whether they should support the story characters' rights and provide justifications for their responses. Findings indicated that both children and mothers were more likely to endorse children's nurturance than self‐determination rights. In contrast to previous research, no significant differences were found between children and mothers in terms of support for either type of right. In terms of reasoning, both children's and mothers' responses revealed distinct patterns of thinking influenced by the type of right under consideration. The findings are discussed with reference to the available western and non‐western literature on children's understanding of rights. Limitations, implications, and directions for future research are considered.     

Wellbeing Among Indonesian Labour Migrants to Malaysia: Implications of the 2011 Memorandum of Understanding

A spate of media attention has focused on the harsh conditions endured by Indonesian labour migrants in Malaysia. In June 2009, human rights abuses led to a ban by Indonesia on recruitment of Indonesians for domestic service in Malaysia. This ban was overturned on May 30th 2011, with the signing of a Memorandum of Understanding (MoU) between the two nations on migrant employment conditions. Against this backdrop, this paper reports on the findings of a survey administering the Personal Wellbeing Index (PWI) among a sample of Indonesian labour migrants. The aims of the study were: (a) to determine the degree to which Indonesian labour migrants to Malaysia are satisfied with their lives; (b) to contribute the first psychometric data for the PWI for this migrant group; (c) to compare results to existing studies for other labour migrants in Asia; (d) to examine whether the PWI responses fall within the narrow range predicted by the ‘Theory of Subjective Wellbeing Homeostasis’; and (e) to determine the contributions of sets of perceived macroeconomic conditions, perceived institutional factors and perceived social conditions to the prediction of wellbeing over and above the contribution of demographics. Results indicated a high level of personal wellbeing and the PWI demonstrated good psychometric properties. In particular, the sample reported very high satisfaction with religiosity. The PWI full score narrowly exceeded the normative range for non-Western countries and was within the narrow band predicted by the ‘Theory of Subjective Wellbeing Homeostasis’. Sets of perceived macroeconomic conditions, institutional factors and social conditions added incrementally to the prediction of wellbeing over and above demographics, suggesting that current attempts inherent in the MoU to stem abuse and improve conditions for Indonesian labour migrants might have benefits to subjective wellbeing in this migration context in the future.     

The Minimax,the Minimin,and the Hurwicz Adjustment Principle

In this paper the Hurwicz decision rule is applied to an adjustment problem concerning the decision whether a given action should be improved in the light of some knowledge on the states of nature or on other actors' behaviour. In comparison with the minimax and the minimin adjustment principles the general Hurwicz rule reduces to these specific classes whenever the underlying loss function is quadratic and knowledge is given by an ellipsoidal set. In the framework of the adjustment model discussed in this paper Hurwicz's optimism index can be interpreted as a mobility index representing the actor's attitude towards new external information. Examples are given that serve to illustrate the theoretical findings.