On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic

In modelling a system structure it is often important to test the constancy of the structural parameters. If the hypothesis of constant parameters is rejected we wish to characterize the parameter variation. In this paper we examine the usefulness of the MOSUMSQ test statistics for locating and characterizing the parameter variation in linear regression models. The means and the variances of the test statistics are given for non-random parameter variation. The observed path of the MOSUMSQ test statistics provides valuable knowledge about the time of the onset of the parameter change and whether it is instantaneous or gradual.     

Children’s Experiences of Completing a Computer‐Based Violence Survey: Ethical Implications

This article aims to contribute to the discussion about the ethics of research on children when studying sensitive issues such as violence. The empirical analysis is based on the accounts given by children (11 377) who completed a computer‐based questionnaire about their experiences of violence (‘The Finnish Child Victim Survey 2008’) and their reflections on the survey. We argue that experiences of violence should not be excluded from the research agenda on children due to ethical reasons, but that a more sophisticated practice should be developed instead to meet the needs and rights of children as informants. © 2010 The Author(s). Journal compilation 2010 National Children’s Bureau and Blackwell Publishing Limited.     

Estimating the prevalence of sensitive behaviour and cheating with a dual design for direct questioning and randomized response

Randomized response is a misclassification design to estimate the prevalence of sensitive behaviour. Respondents who do not follow the instructions of the design are considered to be cheating. A mixture model is proposed to estimate the prevalence of sensitive behaviour and cheating in the case of a dual sampling scheme with direct questioning and randomized response. The mixing weight is the probability of cheating, where cheating is modelled separately for direct questioning and randomized response. For Bayesian inference, Markov chain Monte Carlo sampling is applied to sample parameter values from the posterior. The model makes it possible to analyse dual sample scheme data in a unified way and to assess cheating for direct questions as well as for randomized response questions. The research is illustrated with randomized response data concerning violations of regulations for social benefit.     

“How Exposed Is Exposed Enough?” Lay Inferences About Chemical Exposure

The concept of exposure is central to chemical risk assessment and plays an important role in communicating to the public about the potential health risks of chemicals. Research on chemical risk perception has found some indication that the model lay people use to judge chemical exposure differs from that of toxicologists, thereby leading to different conclusions about chemical safety. This paper presents the results of a series of studies directed toward developing a model for understanding how lay people interpret the concept of chemical exposure. The results indicate that people's beliefs about chemical exposure (and its risks) are based on two broad categories of inferences. One category of inferences relates to the nature in which contact with a chemical has taken place, including the amount of a chemical involved and its potential health consequences. A second category of inferences about chemical exposure relates to the pragmatics of language interpretation, leading to beliefs about the motives and purposes behind chemical risk communication. Risk communicators are encouraged to consider how alternative models of exposure and language interpretation can lead to conflicting conclusions on the part of the public about chemical safety.     

Abusive Supervision in Work Organizations – als Ursache für Workstress und Burnout

A growing literature explores abusive supervision as non-physical form of hostility by managers against there direct reports. However, researchers have used different terminology to explore phenomena that overlap with abusive supervision. The author therefore provides a review of literature how an US-american author, who researches some years ago about abusive supervision explains. The antecedents and consequences of abusive supervision and directions for future research are discussed.     

Sektion Frauen- und Geschlechterforschung

Ohne Zusammenfassung     

Editorial

Ohne Zusammenfassung

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Editorial

     

A Hausman test for Brownian motion

New tests are proposed for the specification of the intraday price process of a risky asset, based on open, high, low, and close prices. Under the null of a Brownian process we derive two stochastically independent, unbiased volatility estimators. For a Hausman specification test we prove its equivalence with an F-test, consider its robustness against variation in drift and volatility, and analyze the power against an Ornstein–Uhlenbeck process, as well as a random walk with alternative distributions.     

Sicherheitsäquivalente zur risikoadjustierten Bewertung: Unternehmensexterne Bewertungssicht vs. unternehmensinterne Steuerungssicht Replik zu den Anmerkungen „Zum Verhältnis von Wertadditivität bei Sicherheitsäquivalenten und Risikoanalyse“ von <Emphasis Type="Italic">Reichling et al.</Emphasis> (2008)

Die Forderung nach schwacher Wertadditivit?t von Sicherheits?quivalenten ist in Abh?ngigkeit des jeweiligen Bewertungszwecks zu diskutieren. W?hrend in der unternehmensexternen Bewertungssicht, z.B. bei der Unternehmensbewertung, die Forderung nach schwacher Wertadditivit?t gut begründbar ist, stellt sie im Bereich der unternehmensinternen Steuerungssicht eine „Nice to have“-Anforderung dar. Darüber hinaus werden in der bisherigen Literatur zur Anwendbarkeit von Sicherheits?quivalenten die Kernherausforderungen der unternehmensinternen Steuerung vernachl?ssigt. Insbesondere die ad?quate Berücksichtigung stochastischer Abh?ngigkeiten im Portfolioverbund bei der Bewertung von Einzelgesch?ften mittels Sicherheits?quivalenten stellt eine Forschungslücke dar.     

Supervision als Fortbildungsangebot für stellvertretende schulleiter

Supervision as further education of vice-headmasters Our offer of further education aims at an improvement of executive activities of viceheadmasters. With the help of their first experiences with our concept they’ll become acquainted with the various processes of change in schools and can use it as an opportunity to support them. That’s our contribution to the development of the executive personnel in the schools of Sachsen-Anhalt.