Validation of a longitudinally measured surrogate marker for a time-to-event endpoint

The objective of this paper is to extend the surrogate endpoint validation methodology proposed by Buyse et al. (2000) to the case of a longitudinally measured surrogate marker when the endpoint of interest is time to some key clinical event. A joint model for longitudinal and event time data is required. To this end, the model formulation of Henderson et al. (2000) is adopted. The methodology is applied to a set of two randomized clinical trials in advanced prostate cancer to evaluate the usefulness of prostate-specific antigen (PSA) level as a surrogate for survival.     

Estimation of a multivariate normal covariance matrix under a certain structure

We consider the estimation of Σ of the p-dimensional normal distribution N_p (0, Σ) when Σ?=?θ₀ I_p ?+?θ₁ aa′, where a is an unknown p-dimensional normalized vector and θ₀?>?0, θ₁?≥?0 are also unknown. First, we derive the restricted maximum likelihood (REML) estimator. Second, we propose a new estimator, which dominates the REML estimator with respect to Stein's loss function. Finally, we carry out Monte Carlo simulation to investigate the magnitude of the new estimator's superiority.     

Granger-causal analysis of GARCH models: A Bayesian approach

A multivariate GARCH model is used to investigate Granger causality in the conditional variance of time series. Parametric restrictions for the hypothesis of noncausality in conditional variances between two groups of variables, when there are other variables in the system as well, are derived. These novel conditions are convenient for the analysis of potentially large systems of economic variables. To evaluate hypotheses of noncausality, a Bayesian testing procedure is proposed. It avoids the singularity problem that may appear in the Wald test, and it relaxes the assumption of the existence of higher-order moments of the residuals required in classical tests.     

Uneven impacts of COVID-19 on the attendance rates of secondary school students from different socioeconomic backgrounds in Australia: A quasi-experimental analysis of administrative data

This paper contributes to the growing body of research that demonstrates uneven impacts of the COVID-19 pandemic on educational outcomes of students from different socioeconomic status (SES) backgrounds. We evaluate the early impacts of COVID-19 on student attendance in secondary school and show how these impacts depend on students' SES. We employ a quasi-experimental design, using difference-in-differences (DiD) estimation extended to incorporate third-order differences over time between low-SES and other students, and pre- versus during-COVID-19, leveraging robust administrative data extracted from the registers of the Tasmanian Department of Education. Using data from multiple cohorts of secondary school students in government schools in Tasmania (N = 14,135), we find that while the attendance rates were similar pre- and during-COVID-19 for high-SES students, there was a significant drop in attendance rates during COVID-19 among socioeconomically disadvantaged students, demonstrating the more pronounced impacts of COVID-19 for these students. The findings demonstrate that even “relatively short” lockdowns, as those in Tasmania in 2020 (30–40 days of home learning), can significantly affect the learning experiences of students from socioeconomically disadvantaged backgrounds. We discuss the implications of this for future pandemic planning in educational policy and practice and how this needs to be addressed in Australia's COVID-19 recovery.     

An asymmetric multivariate weibull distribution

Abstract

A class of multivariate laws as an extension of univariate Weibull distribution is presented. A well known representation of the asymmetric univariate Laplace distribution is used as the starting point. This new family of distributions exhibits some similarities to the multivariate normal distribution. Properties of this class of distributions are explored including moments, correlations, densities and simulation algorithms. The distribution is applied to model bivariate exchange rate data. The fit of the proposed model seems remarkably good. Parameters are estimated and a bootstrap study performed to assess the accuracy of the estimators.     

Optimal bounds on l-statistics based on samples drawn with replacement from finite populations

We describe a method of establishing optimal bounds on the expectations of arbitrary linear combinations of order statistics based on iid samples drawn with replacement from finite populations of a fixed size. The bounds are expressed in terms of the population size, mean, central absolute moments, and coefficients of the combination. The bounds are precisely determined for the trimmed means and their differences, and single order statistics and their differences in particular. We also show that with increase in population size, our bounds approach the respective universal ones for arbitrary iid samples.     

‘Another Europe is possible’? Labour and social movements at the European social forum

The first European Social Forum (ESF) held in Florence, Italy from 6 to 10 November 2002 brought together a diverse array of so-called ‘anti-capitalist’ movements including trade unions, new, radical unions and social movements to contest the agenda of neoliberalism as it is presented within and beyond processes of European integration. This article evaluates the ESF and the possibilities for cooperation between labour and social movements in forming joint strategies against neoliberalism. It is often assumed—rather than demonstrated—that established trade unions are an obstacle to more radical contestatory practices of direct-action social movement resistance. With detailed empirical analysis, the article assesses whether there was a continuation of reformist practices within unionist activities at the ESF allied with a focus on the often-contrary sensibilities of social movement opposition. The activities and joint strategies of labour and social movements at the ESF are therefore examined, not least their resistance to both neoliberalism and its ultimate extra-economic enforcement through military power as evidenced by the war on Iraq. Whilst conclusions about the efficacy of future cooperation are cautious it appears that the horizons of resistance are expanding not only within Europe but also at the global level.