Pseudo‐likelihood estimation in ARCH models

The author presents asymptotic results for the class of pseudo‐likelihood estimators in the autoregressive conditional heteroscedastic models introduced by Engle (1982). Unlike what is required for the quasi‐likelihood estimator, some estimators in the class he considers do not require the finiteness of the fourth moment of the error density. Thus his method is applicable to heavy‐tailed error distributions for which moments higher than two may not exist.     

Reliability estimates of some survey data on family planning

Summary A follow-up study employing the panel design which aimed to evaluate the temporal stability of rural respondents' answers to KAP and fertility-related questions after a lapse of nearly five months revealed that reports by females on factual data dealing with socio-economic and demographic topics are as highly reliable as are those of males. The study based on 79 males and 81 females in Haryana further supports the hypothesis that re-test reliabilities of factual data such as respondent's age, religion, occupation, etc. are substantially higher than those of knowledge about contraceptives. Attitude items showed very low re-test reliabilities although the internal consistency reliabilities of the two attitude scales were found to vary within the range of 0.72 to 0.88. Both attitude scales were found to have a very high reproducibility coefficient, all higher than 0.95, for both the interview sessions. Re-test reliabilities of data on contraceptive use were also found to be moderately high. However, the rates of loop insertion and condom use as reported by female respondents are likely to show a substantial amount of gross error as is evident from their low re-test reliabilities. The findings of the present study cast serious doubt on the assumption that married males are not capable of accurately reporting the pregnancy histories of their wives. Several implications of the findings are discussed. From the methodological point of view they suggest a need to develop improved techniques for assessing attitudes toward family planning programmes and abortion as well as to knowledge of contraceptive methods and desired family size. The findings also justify the inclusion of eligible male respondents in KAP and fertility surveys.     

Adaptive two-treatment two-period crossover design for binary treatment responses incorporating carry-over effects

Adaptive designs are sometimes used in a phase III clinical trial with the goal of allocating a larger number of patients to the better treatment. In the present paper we use some adaptive designs in a two-treatment two-period crossover trial in the presence of possible carry-over effects, where the treatment responses are binary. We use some simple designs to choose between the possible treatment combinations AA, AB, BA or BB. The goal is to use the better treatment a larger proportion of times. We calculate the allocation proportions to the possible treatment combinations and their standard deviations. We also investigate related inferential problems, for which related asymptotics are derived. The proposed procedure is compared with a possible competitor. Finally we use real data sets to illustrate the applicability of our proposed design.     

Cross-over Designs in the Presence of Higher Order Carry-overs

In cross-over experiments, where different treatments are applied successively to the same experimental unit over a number of time periods, it is often expected that a treatment has a carry-over effect in one or more periods following its period of application. The effect of interaction between the treatments in the successive periods may also affect the response. However, it seems that all systematic studies of the optimality properties of cross-over designs have been done under models where carry-over effects are assumed to persist for only one subsequent period. This paper proposes a model which allows for the possible presence of carry-over effects up to k subsequent periods, together with all the interactions between treatments applied at k + 1 successive periods. This model allows the practitioner to choose k for any experiment according to the requirements of that particular experiment. Under this model, the cross-over designs are studied and the class of optimal designs is obtained. A method of constructing these optimal designs is also given.     

Estimation of Traffic Intensity Based on Queue Length in a Single M/M/1 Queue

In this article, maximum likelihood estimator (MLE) as well as Bayes estimator of traffic intensity (ρ) in an M/M/1/∞ queueing model in equilibrium based on number of customers present in the queue at successive departure epochs have been worked out. Estimates of some functions of ρ which provide measures of effectiveness of the queue have also been derived. A comprehensive simulation study starting with the transition probability matrix has been carried out in the last section.     

Measurement of occupational mobility using semi-markov models

As proposed by Bartholomew (1967), occupational mobility should better be represented by semi-Markov processes. In the present paper attempts have been made to develop some new measures of occupational mobility in terms of serai-Markov processes and their values have been studied in the three extreme situations of interest.     

TECHNIQUES OF COVARIANCE STRUCTURAL ANALYSIS1

The paper delineates the scope and important features of covariance structural analysis in which some pattern can be postulated a priori for the covariance matrix. The coverage given also includes a brief review of the published work in this area with illustration of statistical tests based, on principles of maximum likelihood and union-intersection. Few results on the computational ease under the assumption of particular covariance structures are reported. A few unsolved problems in the area of structural analysis are briefly mentioned.     

Role of women in schooling and child labour decision: the case of urban boys in India

This paper uses household level data from National Sample Survey Organization (NSSO) of India, the 55th round (1999–2000), to show that for urban male children there exists significant wage incentive for schooling, though school dropout rate and child labour incidence are not so small. The parents’ level of education plays an important role in reducing this tendency; thus establishing the linkage between social and human capital outcomes in the family. We also look at the incidence of harmful and manual occupations among the child labour. Mother’s education now appears as a very important factor in curbing these incidences; supporting earlier findings that women’s empowerment (one important indicator of which would be female educational level) is indeed instrumental in increasing parental awareness.     

Multivariate relationships between modernity value orientations and family planning indicators

Using canonical correlation techniques in the analysis of data collected from interviews with 1,737 married women of three Indian states, this paper evaluated three modernity value orientations—subjective efficacy, openness to change, and propensity to plan—as predictors of a set of four family planning indicators. The analysis revealed that, in Haryana, both subjective efficacy and openness to change were related to family planning knowledge and attitudes as well as to favorability toward small family size. Propensity to plan was related to adoption. In rural Tamil Nadu, subjective efficacy and openness to change were related essentially to family planning attitudes, whereas in urban Tamil Nadu they were strongly related to adoption. In the latter area, the best linear association between the modernity variables (predictor set) and the family planning variables (criterion set) resulted when the criterion set was so weighted that it involved a large amount of adoption and a moderate amount of contraceptive knowledge and attitudes. Thus, in urban Tamil Nadu, the four family planning variables seemed to cohere, reflecting cognitive, attitudinal, and behavioral consistency. Except in Meghalaya, it appears that married women with higher subjective efficacy, openness to change, and planning tendency may be more likely than others to translate their family planning knowledge and favorability toward small family size into action, under suitable conditions. Some of the implications of the findings are discussed.The author is affiliated with the Council for Social Development, 53 Lodi Estate, New Delhi, 110003, India.     

On A Symmetric Measure of Occupational Segregation

Occupational segregation according to sex iswidely prevalent in almost allcountries. This paper suggests and characterizes a symmetric measure ofsegregation. This measure was originallyproposed in a different situation byJeffreys (1946). We also provide twonumerical illustrations of changein segregation over time.