Letters to the Editor

Letters to the editor will be confined to discussions of papers that have appeared in The American Statistician and of important issues facing the statistical community. Letters discussing papers in The American Statistician must be received within two months of publication of the paper; the author of the paper will then be given an opportunity to reply, and the letters and reply will be published together. All letters to the editor will be refereed. Corrections of errors that have been noted in papers published in The American Statistician will be listed as corrections at the end of this section.     

Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics

We demonstrate the asymptotic equivalence between commonly used test statistics for out‐of‐sample forecasting performance and conventional Wald statistics. This equivalence greatly simplifies the computational burden of calculating recursive out‐of‐sample test statistics and their critical values. For the case with nested models, we show that the limit distribution, which has previously been expressed through stochastic integrals, has a simple representation in terms of χ²‐distributed random variables and we derive its density. We also generalize the limit theory to cover local alternatives and characterize the power properties of the test.     

"You are weeping for that which has been your delight": to experience and recover from grief

To explore how people experience grief and what factors are perceived as facilitating successful grief work, a survey was distributed to people who had completed a grief recovery course. The results showed that emotions, cognitions, physical expressions, and behaviors all characterize grief, but that emotions are the most central component. The course brought relief and was regarded most favorably by those having at least 1 year between the grief trigger event and participation in the course. Writing a letter in which course participants express their feelings to the loss object was perceived as the most successful aspect of the course. The letter might help with grief recovery by bringing aspects that have not been dealt with into conscious awareness.     

Teacher training in norm setting approaches to drug education: a pilot study comparing standard and video-enhanced methods

Norm setting has been shown to be a crucial element of effective drug education. The purpose of this study was to examine the degree to which a videotape describing concepts and methods for establishing positive norms would enhance standard training. Participants included 35 teachers and 64 health education students who were randomly assigned to the standard training condition or the video-enhanced training. Participants completed pretest and posttest measures of beliefs, attitudes, and knowledge concerning prevention methods. Both the standard and the video-based instruction produced improved understanding of norms and norm setting prevention methods. However, the video-based instruction resulted in several notable improvements beyond what was achieved in standard instruction. Video training can be an important tool as research-based drug abuse prevention achieves wide-scale dissemination. It offers a way of standardizing training and has the potential to increase the fidelity with which prevention programs are implemented.     

Refugee dynamics: Angolans in Zambia 1966 to 1972

"The following study of Angolan refugees in Zambia examines the decision-making dynamics of refugee movements, documents a case of extensive self-settlement, describes the background to the refugee movement, and briefly compares the welfare of self-settling refugees and those who are in government schemes."     

Artificial Intelligence and Generalized Qualitative-Response Models: An Empirical Test on Two Audit Decision-Making Domains

Machine learning methods are currently the object of considerable study by the artificial intelligence community. Research on machine learning carries implications for decision making in that it seeks computational methods that mimic input-output behaviors found in classes of decision-making examples. At the same time, research in statistics and econometrics has resulted in the development of qualitative-response models that can be applied to the same kind of problems addressed by machine-learning models—particularly those that involve a classification decision. This paper presents the theoretical structure of a generalized qualitative-response model and compares its performance to two seminal machine-learning models in two problem domains associated with audit decision making. The results suggest that the generalized qualitative-response model may be a useful alternative for certain problem domains.     

Withdrawn,strong, kind,but de-gendered: non-disabled South Africans’ stereotypes concerning persons with physical disabilities

Abstract

The present paper examines stereotyping in relation to physical disability and gender in the South Africa. Cross-sectional data for the present study were gathered using free response items in a large survey (n = 1990) examining the attitudes of people without disability towards different facetsof sexuality and disability. The most prominent stereotypes found in thepresent study were those which characterised PWPD as withdrawn and shy, SuperCrips, or happy, funny, and kind. The findings in the present papersuggest that stereotypes of PWPD are not overwhelmingly de-sexualising, but are undifferentiated by gender.     

Temporal Closeness Promotes Imitation of Meaningful Gestures in Face-to-Face Communication

The present research investigated how temporal distance affects imitation of gestures during a conversation. According to construal level theory, psychological closeness (vs. distance) leads to preference for more pictorial and embodied (vs. symbolic and amodal) forms of communication as well as to greater context sensitivity. We thus hypothesized that people are more sensitive to the contextual meaning of gestures and show more imitation of meaningful (vs. meaningless) gestures when primed with temporal closeness (compared to distance). Participants (N = 91) were assigned to the role of a job interviewer for an internship that would begin in 1 week (vs. in 1 year) and interacted with an ostensible applicant who displayed various meaningful and meaningless gestures. When the internship was to start in 1 week, participants imitated meaningful gestures more often than meaningless gestures. When the internship was to start in 1 year, participants imitated both gesture types equally frequently. This finding indicates that people are more likely to embody verbal statements of an interaction partner when feeling psychologically close to the subject of the conversation.     

Stein-like 2SLS estimator

ABSTRACT

Maasoumi (1978 Maasoumi, E. (1978). A modified Stein-like estimator for the reduced form coefficients of simultaneous equations. Econometrica 46:695–703.[Crossref], [Web of Science ®] , [Google Scholar]) proposed a Stein-like estimator for simultaneous equations and showed that his Stein shrinkage estimator has bounded finite sample risk, unlike the three-stage least square estimator. We revisit his proposal by investigating Stein-like shrinkage in the context of two-stage least square (2SLS) estimation of a structural parameter. Our estimator follows Maasoumi (1978 Maasoumi, E. (1978). A modified Stein-like estimator for the reduced form coefficients of simultaneous equations. Econometrica 46:695–703.[Crossref], [Web of Science ®] , [Google Scholar]) in taking a weighted average of the 2SLS and ordinary least square estimators, with the weight depending inversely on the Hausman (1978 Hausman, J. A. (1978). Specification tests in econometrics. Econometrica 46:1251–1271.[Crossref], [Web of Science ®] , [Google Scholar]) statistic for exogeneity. Using a local-to-exogenous asymptotic theory, we derive the asymptotic distribution of the Stein estimator and calculate its asymptotic risk. We find that if the number of endogenous variables exceeds 2, then the shrinkage estimator has strictly smaller risk than the 2SLS estimator, extending the classic result of James and Stein (1961 James W, ., Stein, C. M. (1961). Estimation with quadratic loss. Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability 1:361–380. [Google Scholar]). In a simple simulation experiment, we show that the shrinkage estimator has substantially reduced finite sample median squared error relative to the standard 2SLS estimator.     

The fiscal impact of immigration to welfare states of the Scandinavian type

In this paper, we examine the potential of immigration to strengthen fiscal sustainability, which is under pressure by an ageing population in many European countries. We look at a particularly challenging case, namely that of Denmark, which has extensive tax-financed welfare programmes that provide a high social safety net. The analysis is based on a forecast of the entire Danish economy made using a dynamic computable general equilibrium model with overlapping generations. We present life cycle estimates of the potential fiscal impact of immigration considering the cost of immigration on the margin as well as on average. The main conclusion is that immigrants from Western countries have a positive fiscal impact, while immigrants from non-Western countries have a large negative one, which is also the case when considering only non-refugee immigrants. The negative effect is caused by both a weak labour market performance and early retirement in combination with the universal Danish welfare schemes.