On the efficiency of two-stage and three-stage least squares estimators

This paper utilizes the results of Kruskal (1968), Zyskind (1967), and more recently Milliken and Albohali (1984) to derive a simple necessary and sufficient condition for 3SLS to be equivalent to 2SLS. This condition depends upon the inverse of the variance:covariance matrix of the disturbances, and the set of second stage regressors of each structural equation. More importantly, this condition should prove useful for econometric students and provides an easy method for checking sufficiency.     

On a statistic useful in dimensionality reduction in multivariable linear stochastic system

In this paper we study the sampling properties of a test statistic which has important applications in the area of linear stochastic control systems with multi-inputs and multi-outputs. The statistic is the ratio of a partial sum of the eigenvalues of a sample covariance matrix and its trace. It turns out that using a method due to Sugiura we may derive a useful approximation for its distribution up to and including terms of order l/n, where n denotes the appropriate size. Numerical illustrations using real data are given.     

Quantitative Risk Estimation for a Legionella pneumophila Infection Due to Whirlpool Use

Quantitative microbiological risk assessment was used to quantify the risk associated with the exposure to Legionella pneumophila in a whirlpool. Conceptually, air bubbles ascend to the surface, intercepting Legionella from the traversed water. At the surface the bubble bursts into dominantly noninhalable jet drops and inhalable film drops. Assuming that film drops carry half of the intercepted Legionella, a total of four (95% interval: 1–9) and 4.5×10⁴ (4.4×10⁴ – 4.7×10⁴) cfu/min were estimated to be aerosolized for concentrations of 1 and 1,000 legionellas per liter, respectively. Using a dose‐response model for guinea pigs to represent humans, infection risks for active whirlpool use with 100 cfu/L water for 15 minutes were 0.29 (～0.11–0.48) for susceptible males and 0.22 (～0.06–0.42) for susceptible females. A L. pneumophila concentration of ≥1,000 cfu/L water was estimated to nearly always cause an infection (mean: 0.95; 95% interval: 0.9–～1). Estimated infection risks were time‐dependent, ranging from 0.02 (0–0.11) for 1‐minute exposures to 0.93 (0.86–0.97) for 2‐hour exposures when the L. pneumophila concentration was 100 cfu/L water. Pool water in Dutch bathing establishments should contain <100 cfu Legionella/L water. This study suggests that stricter provisions might be required to assure adequate public health protection.     

On optimising the estimation of high quantiles of a probability distribution

One of the major aims of one-dimensional extreme-value theory is to estimate quantiles outside the sample or at the boundary of the sample. The underlying idea of any method to do this is to estimate a quantile well inside the sample but near the boundary and then to shift it somehow to the right place. The choice of this “anchor quantile” plays a major role in the accuracy of the method. We present a bootstrap method to achieve the optimal choice of sample fraction in the estimation of either high quantile or endpoint estimation which extends earlier results by Hall and Weissman (1997) in the case of high quantile estimation. We give detailed results for the estimators used by Dekkers et al. (1989). An alternative way of attacking problems like this one is given in a paper by Drees and Kaufmann (1998).     

Outcomes Assessment of Role-Play Scenarios for Teaching Responsible Conduct of Research

We describe the summative assessment of role-play scenarios that we previously developed to teach central topics in the responsible conduct of research (RCR) to graduate students in science and engineering. Interviews with role-play participants, with participants in a case discussion training session, and with untrained students suggested that role-playing might promote a deeper appreciation of RCR by shifting the focus away from wanting to simply “know the rules.” We also present the results of a think-aloud case analysis study and describe the development of a behaviorally-anchored rating scale (BARS) to assess participants' case analysis performance.     

Sinking,swimming and sailing: experiences of job satisfaction and emotional exhaustion in child welfare employees

The authors conducted a mixed‐method study after a previous study of child welfare employees revealed a subgroup exhibiting surprisingly high levels of both emotional exhaustion (EE) and job satisfaction (JS). This subgroup included direct service workers, supervisors and managers. As these findings appeared to conflict with previous studies, we re‐reviewed the literature and undertook the current study to account for the co‐existence of EE and JS. We explored and compared this subgroup with two others: workers who found their work satisfying without experiencing high levels of EE and those whose high levels of EE were associated with low JS. Using a survey that included several standardized measures with 226 employees and semi‐structured interviews with a criteria‐based subsample of 25, we explored the role that personality, career expectations, coping styles, stage of life, education, gender and social networks play in outcomes for individual employees. Analyses of quantitative and qualitative data yielded a profile for each subgroup, offering insights into the subjective experiences of workers within individual, social and organizational contexts. These findings have implications for recruitment, training and support of child welfare workers.     

Nonparametric regression estimates with censored data based on block thresholding method

Here we consider wavelet-based identification and estimation of a censored nonparametric regression model via block thresholding methods and investigate their asymptotic convergence rates. We show that these estimators, based on block thresholding of empirical wavelet coefficients, achieve optimal convergence rates over a large range of Besov function classes, and in particular enjoy those rates without the extraneous logarithmic penalties that are usually suffered by term-by-term thresholding methods. This work is extension of results in Li et al. (2008). The performance of proposed estimator is investigated by a numerical study.     

Probability matching priors for two-sided tolerance intervals in balanced one-way and two-way nested random effects models

We consider two-sided Bayesian tolerance intervals, with approximate frequentist validity, for a future observation in balanced one-way and two-way nested random effects models. Probability matching conditions, specific to this problem, are derived in either case via a technique that involves inversion of approximate posterior characteristic functions. In addition to yielding probability matching priors for the present problem, these conditions are useful in evaluating certain other priors that have received attention in the literature.