Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Variable (LSDV) estimators in dynamic panel data models. Results from Kiviet [Kiviet, J. F. (1995), on bias, inconsistency, and efficiency of various estimators in dynamic panel data models, J. Econometrics68:53-78; Kiviet, J. F. (1999), Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors, In: Hsiao, C., Lahiri, K., Lee, L-F., Pesaran, M. H., eds., Analysis of Panels and Limited Dependent Variables, Cambridge: Cambridge University Press, pp. 199-225] are extended to higher-order dynamic panel data models with general covariance structure. The focus is on estimation of both short- and long-run coefficients. The results show that proper modelling of the disturbance covariance structure is indispensable. The bias approximations are used to construct bias corrected estimators which are then applied to quarterly data from 14 European Union countries. Money demand functions for M1, M2 and M3 are estimated for the EU area as a whole for the period 1991: I-1995: IV. Significant spillovers between countries are found reflecting the dependence of domestic money demand on foreign developments. The empirical results show that in general plausible long-run effects are obtained by the bias corrected estimators. Moreover, finite sample bias, although of moderate magnitude, is present underlining the importance of more refined estimation techniques. Also the efficiency gains by exploiting the heteroscedasticity and cross-correlation patterns between countries are sometimes considerable.     

Goodness of fit for the inverse Gaussian distribution

For testing the fit of the inverse Gaussian distribution with unknown parameters, the empirical distribution-function statistic A² is studied. Two procedures are followed in constructing the test statistic; they yield the same asymptotic distribution. In the first procedure the parameters in the distribution function are directly estimated, and in the second the distribution function is estimated by its Rao-Blackwell distribution estimator. A table is given for the asymptotic critical points of A². These are shown to depend only on the ratio of the unknown parameters. An analysis is provided of the effect of estimating the ratio to enter the table for A². This analysis enables the proposal of the complete operating procedure, which is sustained by a Monte Carlo study.     

Campus attitudes toward alcohol and drugs in a deep southern university.

In our zeal to deal with alcohol and drug abuse, we may have a distorted picture of what the majority of college students actually think about alcohol and drug use. Students in this study done at a public university located in the Deep South report being generally intolerant of substance abuse.     

The historical decline of fertility in Eastern Europe

I test the hypothesis that the growth of autonomy was the factor responsible for the decline of marital fertility in eight Eastern European countries. By growth of autonomy I mean increased control over one's political, personal, religious, economic and reproductive life. This increased control was manifested in revolutions, democratic political reforms, nationalist movements and declining marital fertility. The political reforms were the result of the growth of autonomy but they also accelerated the dissemination of these new ideas among the populace contributing to further growth of autonomy. My hypothesis is generally supported by the historical data.     

Screening for patients with alcohol problems: severity of patients identified by the CAGE.

Primary care physicians are well situated to identify patients with substance abuse problems and motivate them to seek appropriate assistance, but active programs are the exception. A study in a community setting was undertaken to assess the CAGE (the first letters of key words in a series of four questions about drinking: cut down; annoyed; guilty; and eye-opener), instrument in the routine screening for alcohol problems in both new and established patients. The screening process identified subjects for a pilot evaluation of a motivational interview designed to encourage problem-solving behavior. This article focuses on the screening results and the use of the CAGE instrument. During June and July of 1990, 687 patients of two primary care physicians belonging to a large group practice were asked to complete a health questionnaire that included the CAGE. Those who responded affirmatively to at least two of the four CAGE questions were requested to participate in follow-up assessment of problems associated with alcohol and health. The type and severity of alcohol problems experienced by patients who scored positive on the CAGE are described. Prevalence of a positive score on the CAGE was 8.6 percent with males, smokers, and blue collar and unemployed persons being more likely to score positive. The positive predictive value was .68. Primarily, persons with moderate alcohol problems were identified. Results show that the CAGE instrument is a useful screening device for identifying those with mild to moderate substance abuse problems, increasing the opportunity for intervention prior to serious medical complications. The instrument is easily administered, and has demonstrated relatively high levels of sensitivity and specificity. When combined with assessment and motivational interviews, the CAGE shows promise in the secondary prevention of substance abuse and related health problems.     

Negotiating Role Definitions and the Working Consensus in Self-Work*

Definitions of social roles and the maintenance of a working consensus are two kinds of background expectations which are important for actors’accomplishment of self-work. Interactionists have traditionally assumed that these background expectations are unambiguously available to social actors as they negotiate situated meanings of selves and situations. Using data from dyadic role-play conversations, this study examines instances where interactants reference these expectations as ambiguous or problematic. The findings show that the situated meanings of role definitions and the working consensus are continually subject to potential negotiation. The implications of these findings for future research and theory on self-work in social interaction are discussed.     

Codependency and Recovery: Gender,Self, and Emotions in Popular Self-Help

Popular contemporary rhetoric of the self advocates knowing the needs of the self and reaching a balance between self and other. As a consequence of economic dependence on men, women have emotional obligations that make meeting these goals unlikely. The recently identified condition called codependency addresses the tensions underlying this situation. Recovering from codependency serves as an aligning action that accounts for past behavior using the quasi-medical rhetoric of addiction. The sick role then allows for small amounts of deviance from female gender role norms in that it permits women to exercise some self-determination in the allocation of their time and emotions. Although critics have ignored the possibility, codependency can provide a tool of resistance for those who have few resources to challenge the status quo.