Evaluation and social policy. Some reflections on ideas and institutions

This paper discusses the relationship between evaluation as a meta- and as a technical activity in the field of social policy, with special reference to the British experience. Evaluation as a meta-activity is defined to be the analysis of the values and criteria to be used: a process which assumes that the definition of problems is itself problematic. Evaluation as a technical activity is defined to be the application of agreed criteria to agreed policy problems. From this distinction, it is argued, some important implications flow for the role of the universities and the funding of research.     

Testing a block exchangeable covariance matrix

Testing hypotheses about the structure of a covariance matrix for doubly multivariate data is often considered in the literature. In this paper the Rao's score test (RST) is derived to test the block exchangeable covariance matrix or block compound symmetry (BCS) covariance structure under the assumption of multivariate normality. It is shown that the empirical distribution of the RST statistic under the null hypothesis is independent of the true values of the mean and the matrix components of a BCS structure. A significant advantage of the RST is that it can be performed for small samples, even smaller than the dimension of the data, where the likelihood ratio test (LRT) cannot be used, and it outperforms the standard LRT in a number of contexts. Simulation studies are performed for the sample size consideration, and for the estimation of the empirical quantiles of the null distribution of the test statistic. The RST procedure is illustrated on a real data set from the medical studies.     

Introduction of a new measure for detecting poor fit due to omitted nonlinear terms in SEM

The model chi-square that is used in linear structural equation modeling compares the fitted covariance matrix of a target model to an unstructured covariance matrix to assess global fit. For models with nonlinear terms, i.e., interaction or quadratic terms, this comparison is very problematic because these models are not nested within the saturated model that is represented by the unstructured covariance matrix. We propose a novel measure that quantifies the heteroscedasticity of residuals in structural equation models. It is based on a comparison of the likelihood for the residuals under the assumption of heteroscedasticity with the likelihood under the assumption of homoscedasticity. The measure is designed to respond to omitted nonlinear terms in the structural part of the model that result in heteroscedastic residual scores. In a small Monte Carlo study, we demonstrate that the measure appears to detect omitted nonlinear terms reliably when falsely a linear model is analyzed and the omitted nonlinear terms account for substantial nonlinear effects. The results also indicate that the measure did not respond when the correct model or an overparameterized model were used.     

Die intra-individuelle Stabilität gesellschaftlicher Wertorientierungen

In empirical social research very little is known about the internal stability of social value orientations. The main reason for this is a shortage of long-time panel studies including usable value indicators. Beyond this background we analyse the German Socio-Economic Panel (SOEP) which enables us to examine the internal stability of Inglehart’s postmaterialism across a time span of at least twelve years. By using multi-level-models for panel data we can demonstrate the existence of cohort effects as well as life cycle effects among the two youngest birth cohorts and among respondents with higher education.     

Power kurtosis transformations: Definition, properties and ordering

Summary Heavy tail distributions can be generated by applying specific non-linear transformations to a Gaussian random variable. Within this work we introduce power kurtosis transformations which are essentially determined by their generator function. Examples are theH-transformation of Tukey (1960), theK-transformation of MacGillivray and Cannon (1997) and theJ-transformation of Fischer and Klein (2004).Furthermore, we derive a general condition on the generator function which guarantees that the corresponding transformation is actually tail-increasing. In this case the exponent of the power kurtosis transformation can be interpreted as a kurtosis parameter. We also prove that the transformed distributions can be ordered with respect to the partial ordering of van Zwet (1964) for symmetric distributions.     

Confidence Bands for the Difference of Two Survival Curves Under Proportional Hazards Model

A common approach to testing for differences between the survival rates of two therapies is to use a proportional hazards regression model which allows for an adjustment of the two survival functions for any imbalance in prognostic factors in the comparison. When the relative risk of one treatment to the other is not constant over time the question of which therapy has a survival advantage is difficult to determine from the Cox model. An alternative approach to this problem is to plot the difference between the two predicted survival functions with a confidence band that provides information about when these two treatments differ. Such a band will depend on the covariate values of a given patient. In this paper we show how to construct a confidence band for the difference of two survival functions based on the proportional hazards model. A simulation approach is used to generate the bands. This approach is used to compare the survival probabilities of chemotherapy and allogeneic bone marrow transplants for chronic leukemia.