Lagged Regression Residuals and Serial-Correlation Tests

A new family of statistics is proposed to test for the presence of serial correlation in linear regression models. The tests are based on partial sums of lagged cross-products of regression residuals that define a class of interesting Gaussian processes. These processes are characterized in terms of regressor functions, the serial-correlation structure, the distribution of the noise process, and the order of the lag of the cross-products of residuals. It is shown that these four factors affect the lagged residual processes independently. Large-sample distributional results are presented for test statistics under the null hypothesis of no serial correlation or for alternatives from a range of interesting hypotheses. Some indication of the circumstances to which the asymptotic results apply in finite-sample situations and of those to which they should be applied with some caution are obtained through a simulation study. Tables of selected quantiles of the proposed tests are also given. The tests are illustrated with two examples taken from the empirical literature. It is also proposed that plots of lagged residual processes be used as diagnostic tools to gain insight into the correlation structure of residuals derived from regression fits.     

Review of Five Multilevel Analysis Programs: BMDP-5V,GENMOD, HLM,ML3, VARCL

A class of statistics is introduced for testing stochastic ordering between two independent distributions. This class includes as a special case the celebrated Mann—Whitney—Wilcoxon statistic. The new class is shown to be asymptotically normal both under the null and nonnull hypotheses. It is distribution-free. Using Pitman's asymptotic efficacy it is shown that for some alternatives the Mann—Whitney—Wilcoxon statistic is the member with the highest efficacy, although for others it is not, and the member with the highest efficacy is identified.     

Confidence Regions Based on Edgeworth Expansion

We describe a procedure for constructing accurate confidence regions by first expanding the sampling distribution of parameter estimators in an Edgeworth series, then eliminating the beyond-normal terms by a simple polynomial transformation. We demonstrate this using the two-parameter Cauchy and Weibull distributions.     

Guaranteed Conditional Performance of Control Charts via Bootstrap Methods

To use control charts in practice, the in‐control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured by the false alarm probability or the average run length. We suggest an adjustment of the monitoring schemes to overcome these problems. It guarantees, with a certain probability, a conditional performance given the estimated in‐control state. The suggested method is based on bootstrapping the data used to estimate the in‐control state. The method applies to different types of control charts, and also works with charts based on regression models. If a non‐parametric bootstrap is used, the method is robust to model errors. We show large sample properties of the adjustment. The usefulness of our approach is demonstrated through simulation studies.     

Return to work still possible after several years as a disability pensioner due to musculoskeletal disorders: a population-based study after new legislation in Sweden permitting "resting disability pension"

Different strategies have been used to stimulate a return to work (RTW) among individuals suffering from long-term ailments. In Sweden a new law on "resting disability pension" permits disability pensioners to go back to work without jeopardising their benefits. In this study different variables related to RTW during 2000 by means of this legislation were identified among disability pensioners with musculoskeletal disorders. Individuals in the study group, when compared to a control group, had more often been disability pensioners for several years, had additional education, estimated their previous job to have been physically strenuous to a lesser degree, were more satisfied with the treatment at the social insurance office and had a more positive self-image. This study shows that it may be meaningful to continue/resume rehabilitation efforts and to try to motivate an individual suffering from musculoskeletal disorders to return to work even after several years as a disability pensioner.     

"Speaking of mothers. . ."How does the literature portray mothers who have a history of child sexual abuse?

The tendency to cast mothers in a negative light has featured in much of the literature researching child sexual abuse. More recently however, this trend has become increasingly evident in any number of empirical discussions focusing on mothers who themselves have a history of child sexual abuse. This article presents a detailed thematic analysis of the ways in which the literature presents these mothers, particularly concentrating on research examining their parenting post disclosure of their child's sexual abuse. A critical reading of the literature supports commentary on methodological problems in research design as well as assumptions made about mothering, the nature of support, and the focus on the effects of childhood sexual abuse to the exclusion of the influence of other childhood experiences and difficulties.     

The Role of Scientific Expertise in COVID-19 Policy-making: Evidence from Four European Countries

Public Organization Review - Immense uncertainty and the need for drastic interventions cause politicians to rely heavily on scientific advice for underpinning or legitimating their COVID-19...