Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models

Using the empirical characteristic function, we derive a Cramér-von Mises test for symmetry of the error distribution in a class of nonlinear parametric heteroscedastic models. We study the convergence of the residual-based empirical distribution function. We establish a functional limit theorem for an empirical process of residuals, and investigate the asymptotic null distribution function of our test statistic. A simulation experiment is conducted to evaluate small-sample performances of our test.     

Age-period-cohort analysis: an illustration of the problems in assessing interaction in one observation per cell data

This paper discusses the specific problems of age-period-cohort (A-P-C) analysis within the general framework of interaction assessment for two-way cross-classified data with one observation per cell. The A-P-C multiple classification model containing the effects of age groups (rows), periods of observation (columns), and birth cohorts (diagonals of the two-way table) is characterized as one of a special class of models involving interaction terms assumed to have very specific forms. The so-called A-P-C identification problem, which results from the use of a particular interaction structure for detecting cohort effects, is shown to manifest itself in the form of an exact linear dependency among the columns of the design matrix. The precise relationship holding among these columns is derived, as is an explicit formula for the bias in the parameter estimates resulting from an incorrect specification of an assumed restriction on the parameters required to solve the normal equations. Current methods for modeling A-P-C data are critically reviewed, an illustrative numerical example is presented, and one potentially promising analysis strategy is discussed. However, gien the large number of possible sources for error in A-P-C analyses, it is strongly recommended that the results of such analyses be interpreted with a great deal of caution.     

A survey of statistical methods on remote sensing in russian literature from 1976 to 1985

In this article we review the major areas of remote sensing in the Russian literature for the period 1976 to 1985 that use statistical methods to analyze the observed data. For each of the areas, the problems that have been studied and the statistical techniques that have been used are briefly described     

A Framework for Time Varying Parameter Regression Modeling

A framework for time varying parameter regression models is developed and employed in modeling and forecasting price expectations, using the Livingston data. Alternative model formulations, which include various choices for both the stochastic processes generating the varying parameters and the sets of explanatory variables, are examined and compared by using this framework. These models, some of which have appeared elsewhere and some of which are new, are estimated and used to assess the expectations formation process.     

Parametric Nonlinear Regression with Endogenous Switching

Based on the insightful work of Olsen (1980 Olsen , R. J. ( 1980 ). A least squares correction for selectivity bias . Econometrica 48 : 1815 – 1820 .[Crossref], [Web of Science ®] , [Google Scholar]) for the linear context, a generic and unifying framework is developed that affords a simple extension of the classical method of Heckman (1974 Heckman , J. ( 1974 ). Shadow prices, market wages, and labor supply . Econometrica 42 : 679 – 694 .[Crossref], [Web of Science ®] , [Google Scholar], 1976 Heckman , J. ( 1976 ). The common structure of statistical models of truncation sample selection and limited dependent variables and a simple estimator for such models . Annals of Economic and Social Measurement 5 : 475 – 492 . [Google Scholar], 1978 Heckman , J. ( 1978 ). Dummy endogenous variables in a simultaneous equation system . Econometrica 46 : 931 – 959 .[Crossref], [Web of Science ®] , [Google Scholar], 1979 Heckman , J. ( 1979 ). Sample selection bias as a specification error . Econometrica 47 : 153 – 161 .[Crossref], [Web of Science ®] , [Google Scholar]) to a broad class of nonlinear regression models involving endogenous switching and its two most common incarnations, endogenous sample selection and endogenous treatment effects. The approach should be appealing to applied researchers for three reasons. First, econometric applications involving endogenous switching abound. Secondly, the approach requires neither linearity of the regression function nor full parametric specification of the model. It can, in fact, be applied under the minimal parametric assumptions—i.e., specification of only the conditional means of the outcome and switching variables. Finally, it is amenable to relatively straightforward estimation methods. Examples of applications of the method are discussed.     

Directional mixture models and optimal estimation of the mixing density

The authors develop consistent nonparametric estimation techniques for the directional mixing density. Classical spherical harmonics are used to adapt Euclidean techniques to this directional environment. Minimax rates of convergence are obtained for rotation ally invariant densities verifying various smoothness conditions. It is found that the differences in smoothness between the Laplace, the Gaussian and the von Mises‐Fisher distributions lead to contrasting inferential conclusions.     

Naturing the Nation: Aliens,Apocalypse, and the Postcolonial State

The purpose of this study is to understand how the British Canadian Frank Schofield transformed himself into an established missionary scholar and nobleman in Korea. The study employs its framework from the structure of cultural exchange itself in its survey of Schofield's career. It examines the relevant aspects of Korean and Western cultures, and the characteristics of Schofield who linked them. The case, including themes significant both to Korean and Western cultures, such as the importance of spirituality, an emphasis on education, and the ideals of justice and love, explains reasons for his success as a cultural mediator between Korea and the West. It reveals that the flow of information and ideas between Koreans and Schofield illustrates the ability of intercultural contact to influence the initiating as well as receiving culture. It suggests that such a distinction between sender and receiver may carry little ultimate significance. Finally, it argues that individuals of different cultures can convey information and ideas effectively only if the conveyer learns about the target individuals for the information and ideas, and communicates on the basis of that knowledge, as intercultural communications occur between the individuals of different cultures.     

Reflections on liberalism,policulturalism, and ID-ology: citizenship and difference in South Africa

How do nation-states in the twenty-first century, nation-states increasingly forced to come to terms with the ethnic heterogeneity of their citizens, deal with the problem of cultural difference? How, in particular, does the Constitution of post-apartheid South Africa — widely believed to be the most enlightened in the contemporary world, the most tolerant of diversity — strike a balance between the ‘One Law’ of ‘The Nation’ and the plurality of customary beliefs sustained, as a matter of right, by the various peoples who make up this postcolony? What happens, in the course of everyday existence, when Constitution and Custom appear to contradict one another — and to do so in such a manner as to raise questions of basic human rights, of freedom of belief, even of life-and-death? These questions are addressed in the paper through a critical, broadly situated analysis of the confrontation between the Constitution of South Africa and the Kingdom of Custom that continues to prevail in one of its provinces, the North West. By exploring a complicated case that drew the State, via its Human Rights Commission, into open conflict with a Tswana chiefdom — a case about death rituals argued, before a high court judge, in the lexicon of modern jurisprudence — it shows how a ‘living constitution’, tolerant of everyday ambiguity, is being forged in the space of strategic engagement opened up by the alternative languages and cultures of legality that exist in this ‘policultural’ postcolony. And in others like it.     

A graphical summary of disparities in health care and related summary measures

In order to assess the effectiveness of government programs designed to reduce disparities in the health care minority groups receive relative to the majority white population, a proper statistical measure should be used. This article proposes a measure of and its accompanying graph, which is readily interpretable and is not affected by the number of minority subgroups examined.