Estimating ordered parameters by linear programming

There are many models that require the estimation of a set of ordered parameters. For example, multivariate analysis of variance often is formulated as testing for the equality of the parameters versus an ordered alternative. This problem, referred to as isotonic inference, constrained inference, or isotonic regression, has led to the development of general solutions, not often easy to apply in special models. In this expository paper, we study the special case of a separable convex quadratic programming problem for which the optimality conditions lead to a readily solved linear complementarity problem in the Lagrange multipliers, and subsequently to an equivalent linear programming problem, whose solution can be used to recover the solution of the original isotonic problem. The method can be applied to estimating ordered correlations, ordered binomial probabilities, ordered Poisson parameters, ordered exponential scale parameters, or ordered risk differences.     

Predictive Bayesian Microbial Dose-Response Assessment Based on Suggested Self-Organization in Primary Illness Response: Cryptosporidium parvum

The probability of illness caused by very low doses of pathogens cannot generally be tested due to the numbers of subjects that would be needed, though such assessments of illness dose response are needed to evaluate drinking water standards. A predictive Bayesian dose-response assessment method was proposed previously to assess the unconditional probability of illness from available information and avoid the inconsistencies of confidence-based approaches. However, the method uses knowledge of the conditional dose-response form, and this form is not well established for the illness endpoint. A conditional parametric dose-response function for gastroenteric illness is proposed here based on simple numerical models of self-organized host-pathogen systems and probabilistic arguments. In the models, illnesses terminate when the host evolves by processes of natural selection to a self-organized critical value of wellness. A generalized beta-Poisson illness dose-response form emerges for the population as a whole. Use of this form is demonstrated in a predictive Bayesian dose-response assessment for cryptosporidiosis. Results suggest that a maximum allowable dose of 5.0 x 10(-7) oocysts/exposure (e.g., 2.5 x 10(-7) oocysts/L water) would correspond with the original goals of the U.S. Environmental Protection Agency Surface Water Treatment Rule, considering only primary illnesses resulting from Poisson-distributed pathogen counts. This estimate should be revised to account for non-Poisson distributions of Cryptosporidium parvum in drinking water and total response, considering secondary illness propagation in the population.     

Asthma Patients' Activities and Air Pollution: A Semiparametric Censored Regression Analysis

Asthma patients' health status may be especially sensitive to some types of air pollution, but the evidence on this is mixed. We explore the effects of ground-level ozone on asthma patient's activities, breaking apart the usual aggregated category of leisure into indoor and outdoor activities, and differentiating those by whether the activities were active or inactive. Applying the semiparametric censored estimation method we demonstrate that even though the period over which activities were observed was relatively low in ozone levels, there is a significant impact of ozone on a few activities. The (non-ozone) economic and demographic variables in the model play significant roles in explaining the allocation of time among seven activities, suggesting the suitability of the approach for other household decision-making contexts.     

African Americans and municipal employment: A test of two perspectives

A survey of the extant literature addressing the factors that drive African American municipal employment offers two broad types of explanations: (1) Black political power and (2) institutional. A comparative assessment of the performance of each of these explanations fills a gap in the literature by illuminating the differences of these distinct perspectives when it comes to employment of Blacks in the public sector. Focusing on six Florida cities from 1960 to 2000, this study tests the predictive power of each of these explanations comparatively for four city departments. The findings indicate that the Black political power explanation performs better than the institutional explanation as a predictor of Black employment.     

The risky business of insurance pricing

The factors influencing insurance pricing decisions are assessed using the ISO product liability ratemaking files for 1980–1984. The mean loss level has a strong positive effect on manual rates and premium rates/exposure. Evidence on a variety of ambiguity measures is more mixed. As a broad generalization, risk ambiguity lowers manual rates, which may reflect exclusion of large loss outliers as being unrepresentative. Risk ambiguity tends to have a positive effect on actual pricing decisions for particular policies, especially bodily injury lines and the interactive risk-ambiguity model.     

Portmanteau test for conditional heteroscedasticity, using ranks of squared residuals

Squared residual autocorrelations have been found useful in detecting departures from linearity in time series models. This is especially the case with data exhibiting heterogeneity in variances. A rank test is proposed which is much more robust than its parametric counterpart.     

Detecting parameter shift in garch models

This paper applies recent theories of testing for parameter constancy to the conditional variance in a GARCH model. The supremum Lagrange multiplier test for conditional Gaussian GARCH models and its robustified variants are discussed. The asymptotic null distribution of the test statistics are derived from the weak convergence of the scores, and the critical values from the hitting probability of squared Bessel process.

Monte Carlo studies on the finite sample size and power performance of the supremum LM tests are conducted. Applications of these tests to S&P 500 indicate that the hypothesis of stable conditional variance parameters can be rejected.     

The availability of personal and external coping resources: Thier impact on job stress and employee attitudes during organizational restructuring

This study examines the relationships among personal coping resources, social support, external coping resources, job stressors and job strains in a sample of 110 American Telephone and Telegraph employees undergoing a major organizational restructuring. The study expanded on a model suggested by Ashford (1988) by defining another category of coping resources that employees may draw upon to deal with the stressors and strains which occur during major organizational changes. External coping resources were defined as those which provided employees with a sense of 'vicarious control' in stressful situations. Results indicated that personal coping resources, social support and external coping resources had a direct effect upon job stressor and strain levels. No 'buffering' effect of these coplng resources was found. Hierarchical regression analyses indicated that external coping resources added to the prediction of job stressors and strains even when pertonal coping resources and social support were entered first into the prediction questions.     

Liquid nitrogen treatment of hand and plantar warts.

The author reports on a study of the liquid nitrogen treatment of warts at the Rutgers University Student Health Center. He demonstrates that liquid nitrogen therapy is a safe, effective treatment method, appropriate for use by nurses and other primary providers in a college health setting.