Robust williams trent test

To investigate the biological activities of a new compound or drug, experimenters usually compare a series of increasing doses to a control. Among other objectives, one may try to investigate any possible dose-response trend and to determine the minimum effective dose among all the experimental doses. Williams (1971, 1972) proposed a procedure to test the dose-response trend and also to identify the minimum effective dose based on the normally distributed data. In this paper, we propose a similar test procedure based on the robust estimate'of the average response to perform similar analysis. The proposed method is more resistant to the outliers and more powerful than the Williams procedure when the data distribution deviates from normality. We illustrate the use of this procedure with data arising from a recent study.     

A correlation type procedure for assessing multivariate normality

A correlation-type statistic for assessing multivariate normality is described. Its estimated finite sample distribution is tabulated, and its performance against certain alternatives is compared with that of a competing Cramer-von Mises type statistic in a Monte Carlo power study. A set of quadrivariate data is examined as illustration of the procedure.     

Psychometric testing of the Chinese version of ISPCAN Child Abuse Screening Tools Children's Home Version (ICAST-CH-C)

BackgroundChild maltreatment is a global problem and the true extent remains unknown. The International Society for the Prevention of Child Abuse and Neglect (ISPCAN) Child Abuse Screening Tool — Children's Home version (ICAST-CH) has provided accurate assessment of the scope and prevalence of child maltreatment. Yet measures of children's experiences of child maltreatment are limited in the Chinese population.ObjectivesThe study aimed to translate and validate a Chinese version of the ISPCAN Child Abuse Screening Tool — Children's Home version (ICAST-CH) and to evaluate its reliability and validity among Taiwan adolescents.MethodsA three phase study was conducted. In phase 1, the ICAST was translated into Chinese using forward–backward translation procedures with the translation equivalence and content validity assessed. In phase 2, the data provided by a convenience sample of 98 adolescents was used to assess the internal consistency of the ICAST-CH Chinese version (ICAST-CH-C). In phase 3, the psychometric properties of the ICAST-CH-C were tested with a nationwide random sample of 5236 adolescents from 35 schools.ResultsThe translation equivalence and content validity index of the ICAST-CH-C was satisfactory. The inter-rater agreements were .90–.91 for comparability of language and .89–.94 for similarity of interpretability. Results indicated that the ICAST-CH-C had a high level of equivalence with the original English version and demonstrated a high internal consistency (.71–.89). Confirmatory factor analysis revealed the presence of five factors supporting the conceptual dimension of the original instrument.ConclusionThis study provided initial psychometric properties of the ICAST-CH-C and supports it as a reliable, valid, and highly usable instrument to identify childhood victimization in adolescents. It provided health care professionals with a useful tool to assess the severity and prevalence of child maltreatment within Chinese communities.     

Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion

Many different methods have been proposed to construct nonparametric estimates of a smooth regression function, including local polynomial, (convolution) kernel and smoothing spline estimators. Each of these estimators uses a smoothing parameter to control the amount of smoothing performed on a given data set. In this paper an improved version of a criterion based on the Akaike information criterion (AIC), termed AIC_C, is derived and examined as a way to choose the smoothing parameter. Unlike plug-in methods, AIC_C can be used to choose smoothing parameters for any linear smoother, including local quadratic and smoothing spline estimators. The use of AIC_C avoids the large variability and tendency to undersmooth (compared with the actual minimizer of average squared error) seen when other 'classical' approaches (such as generalized cross-validation (GCV) or the AIC) are used to choose the smoothing parameter. Monte Carlo simulations demonstrate that the AIC_C-based smoothing parameter is competitive with a plug-in method (assuming that one exists) when the plug-in method works well but also performs well when the plug-in approach fails or is unavailable.     

ON THE INTERNAL REVENUE SERVICE'S SERVICE AND ENFORCEMENT

Built on the seminal work of Graetz et al. (1986), this study considers a model of tax compliance in which the Internal Revenue Service (IRS) services as well as audits taxpayers as in the real world. Taxpayers are uncertain about whether their incomes are eligible for deduction/exemption, and may seek advice from the taxpayer service provided by the IRS to mitigate the uncertainty. We show: (1) while the society's preferred quality of taxpayer service is likely to be sufficiently high, the IRS's preferred quality of taxpayer service is only at an intermediate level; and (2) the conflict between the society and the IRS tends to be intensified as the cost of tax audits becomes lower. Evidence in support of our results is addressed. We also extend our model to addressing the issue of corruption in tax administration and to considering a dynamic model. (JEL D82, H26, K42)     

Hedging Barrier Options in GARCH Models with Transaction Costs

This study proposes a modified strike‐spread method for hedging barrier options in generalized autoregressive conditional heteroskedasticity (GARCH) models with transaction costs. A simulation study was conducted to investigate the hedging performance of the proposed method in comparison with several well‐known static methods for hedging barrier options. An accurate, easy‐to‐implement and fast scheme for generating the first passage time under the GARCH framework which enhances the accuracy and efficiency of the simulation is also proposed. Simulation results and an empirical study using real data indicate that the proposed approach has a promising performance for hedging barrier options in GARCH models when transaction costs are taken into consideration.     

Temporal Relationships Among Depressive Symptoms,Risky Behavior Engagement,Perceived Control,and Gender in a Sample of Adolescents

The goals of the study were to examine whether (a) risky behaviors precede depressive symptoms or, conversely, depressive symptoms predict risky behavior engagement; (b) gender moderates the relationship between risky behavior engagement and depressive symptoms; and (c) perceived control strengthens the association between risky behavior engagement and depressive symptoms. At Time 1, 118 adolescents completed self‐report measures assessing perceived control, risky behavior engagement, and depressive symptoms. Follow‐up assessments occurred every 6 weeks (Times 2–5), and participants completed measures assessing risky behavior engagement and depressive symptoms. Results indicated that neither risky behavior engagement nor depressive symptoms emerged as main effects for the sample as a whole. When examining the relationship between depressive symptoms and risky behavior engagement as a function of gender, boys', but not girls', risky behavior engagement predicted higher levels of depressive symptoms. Irrespective of whether we examined boys or girls, depressive symptoms did not predict risky behavior engagement. With regards to the role of cognitive vulnerability, adolescents with lower levels of perceived control reported higher levels of depressive symptoms following risky behavior engagement. These findings suggest that both gender and cognitive vulnerability factors may potentiate the relationship between risky behavior engagement and subsequent depressive symptoms.     

Partial least squares estimator for single-index models

The partial least squares (PLS) approach first constructs new explanatory variables, known as factors (or components), which are linear combinations of available predictor variables. A small subset of these factors is then chosen and retained for prediction. We study the performance of PLS in estimating single-index models, especially when the predictor variables exhibit high collinearity. We show that PLS estimates are consistent up to a constant of proportionality. We present three simulation studies that compare the performance of PLS in estimating single-index models with that of sliced inverse regression (SIR). In the first two studies, we find that PLS performs better than SIR when collinearity exists. In the third study, we learn that PLS performs well even when there are multiple dependent variables, the link function is non-linear and the shape of the functional form is not known.     

Assimilation and discriminatory perceptions and experiences: The case of Hispanics in the United States

This paper examines the relationship between assimilation and discriminatory practices encountered by Hispanic-Americans. Theories of intergroup relations have typically assumed that as members of minority ethnic groups assimilate to a dominant group, they perceive and experience lower degrees of discrimination directed against them. In reviewing theories of majority–minority relations, we have called this the “assimilationist” model. This view has been opposed by some scholars who argue that as minority ethnics assimilate and become more knowledgeable of the larger society, they perceive and experience higher levels of discrimination against them and their group. We have termed this the “conflict model” of interethnic relations. Using data from the 2002 National Survey of Latinos, conducted by the Pew Hispanic Center, we test opposing hypotheses based on these two models. Our findings, while exploratory, largely support the assimilationist model, with a few contradictory results. We discuss these findings and their implications for understanding the current situation of Hispanics in the United States.