Local influence in seemingly unrelated regression model with ridge estimate

Local influence is a well-known method for identifying the influential observations in a dataset and commonly needed in a statistical analysis. In this paper, we study the local influence on the parameters of interest in the seemingly unrelated regression model with ridge estimation, when there exists collinearity among the explanatory variables. We examine two types of perturbation schemes to identify influential observations: the perturbation of variance and the perturbation of individual explanatory variables. Finally, the efficacy of our proposed method is illustrated by analyzing [13 A. Munnell, Why has productivity declined? Productivity and public investment, New Engl. Econ. Rev. (1990), pp. 3–22. [Google Scholar]] productivity dataset.     

Estimation and diagnostic for skew-normal partially linear models

Partially linear models (PLMs) are an important tool in modelling economic and biometric data and are considered as a flexible generalization of the linear model by including a nonparametric component of some covariate into the linear predictor. Usually, the error component is assumed to follow a normal distribution. However, the theory and application (through simulation or experimentation) often generate a great amount of data sets that are skewed. The objective of this paper is to extend the PLMs allowing the errors to follow a skew-normal distribution [A. Azzalini, A class of distributions which includes the normal ones, Scand. J. Statist. 12 (1985), pp. 171–178], increasing the flexibility of the model. In particular, we develop the expectation-maximization (EM) algorithm for linear regression models and diagnostic analysis via local influence as well as generalized leverage, following [H. Zhu and S. Lee, Local influence for incomplete-data models, J. R. Stat. Soc. Ser. B 63 (2001), pp. 111–126]. A simulation study is also conducted to evaluate the efficiency of the EM algorithm. Finally, a suitable transformation is applied in a data set on ragweed pollen concentration in order to fit PLMs under asymmetric distributions. An illustrative comparison is performed between normal and skew-normal errors.     

Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory,Simulation and Statistical Inference

Spatio‐temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio‐temporal Ornstein–Uhlenbeck process. We conduct detailed simulation studies and demonstrate the practical relevance of these processes in an empirical study of radiation anomaly data. Finally, we describe how predictions can be carried out in the Gaussian setting.     

Copulas related to piecewise monotone functions of the interval and associated processes

In this work, we derive the copulas related to vectors obtained from the so-called chaotic stochastic processes. These are defined by the iteration of certain piecewise monotone functions of the interval [0, 1] to some initial random variable. We study some of its properties and present some examples. Since often these types of copulas do not have closed formulas, we provide a general approximation method which converges uniformly to the true copula. Our results cover a wide class of processes, including the so-called Manneville–Pomeau processes. The general theory is applied to the parametric estimation in certain chaotic processes. A Monte Carlo simulation study is also presented.     

International Migrant Remittances and Labour Supply in Nigeria

The study analyses how remittances to Nigeria affect the labour supply of recipients using Propensity Score Matching (PSM) and a Log‐Linear regression model, with data from the 2013 Nigerian General Household Survey. The PSM results show that for the entire sample, the difference between the average amount of labour supplied per week by those that receive remittances and the amount they would have supplied without remittances is insignificant. The marginal impact analysis also shows that, ceteris paribus, the average labour supply for all recipients is inelastic to remittances. The results from the sub‐group analysis, however, show that receiving remittances negatively affects the labour supply of the self‐employed in agriculture, teenagers and the elderly. These results led us to the recommendation that policies to increase the inflow of remittances should be encouraged but in tandem with programmes to educate farmers on the benefit of investing remittances received in their farming business.     

Grandparents' Education and Infant Health: Pathways Across Generations

Using data from the Fragile Families and Child Wellbeing survey linked to respondents' medical records (N = 2,870), this study examines the association between grandparents' education and birth outcomes and explores potential pathways underlying this relationship. Results show that having a grandfather with less than a high school education was associated with a 93 gram reduction in birth weight, a 59% increase in the odds of low birth weight, and a 136% increase in the odds of a neonatal health condition when compared with having a grandfather with a high school education or more. These associations were partially accounted for by mother's educational attainment and marital status as well as by prenatal history of depression, hypertension, and prenatal health behaviors, depending on the specific outcome. The findings from this study call for heightened attention to the multigenerational influences of educational attainment for infant health.     

Psychological Distress,Couple Interactions,and Parenting: A Dyadic Analysis of African American Couples

Parental depression is a well‐established risk factor for couple conflict and ineffective or hostile parenting (M. C. Lovejoy, P. A. Graczyk, E. O'Hare, & G. Neuman, 2000; L. M. Papp, M. C. Goeke‐Morey, & E. M. Cummings, 2007). Although research suggests that caregiver depression may impact parenting indirectly via increased conflict between couples (e.g., R. D. Conger et al., 2002), few studies take into account the behaviors of both caregivers in exploring these relations. The goal of the current study is to employ an actor–partner mediator model to examine the complex relations among psychological distress, negative couple interactions, and parenting. Using a sample of 162 African American couples with children, we find evidence that the psychological distress of each caregiver has an effect on couple interactions for both men and women. The effects from each caregivers' distress to parenting are mainly indirect through the interactional behaviors of the mother toward the father, consistent with the father vulnerability hypothesis (e.g., E. M. Cummings, M. Goeke‐Morey, & J. Raymond, 2004).     

Sexual Harassment,Psychological Distress,and Problematic Drinking Behavior Among College Students: An Examination of Reciprocal Causal Relations

Sexual harassment on college campuses is a frequent occurrence and serious public health concern. Victims of sexual harassment are at risk for many possible negative health consequences. In addition, certain psychological distress symptoms and/or alcohol use may put individuals at increased risk of being victims of sexual harassment. Data from more than 2,000 college students in the Midwestern United States were used to examine reciprocal causal effects of the relations between (a) experiencing sexual harassment and alcohol use and (b) experiencing sexual harassment and psychological distress symptoms, specifically depression and anger/hostility. Analyses were conducted separately for sexual harassment which occurs at school and which occurs in college students’ workplaces, and also separately for men and women. Results of cross-lagged panel models showed that there were reciprocal causal effects between sexual harassment and alcohol problems, depression, and anger. Discussion focuses on the overall patterns of results as well as the nuances within these findings.