Maximum likelihood estimation of variance components in a completely random bib design

ABSTRACT

The purposes of this paper are to abstract from a number of articles variance component estimation procedures which can be used for completely random balanced incomplete block designs, to develop an iterated least squares (ITLS) computing algorithm for calculating maximum likelihood estimates, and to compare these procedures by use of simulated experiments. Based on the simulated experiments, the estimated mean square errors of the ITLS estimates are generally less than*those for previously proposed analysis of variance and symmetric sums estimators.     

A critical look at Lo's modified R/S statistic

We report on an empirical investigation of the modified rescaled adjusted range or R/S statistic that was proposed by Lo, 1991. Econometrica 59, 1279–1313, as a test for long-range dependence with good robustness properties under ‘extra’ short-range dependence. In contrast to the classical R/S statistic that uses the standard deviation S to normalize the rescaled range R, Lo's modified R/S-statistic V_q is normalized by a modified standard deviation S_q which takes into account the covariances of the first q lags, so as to discount the influence of the short-range dependence structure that might be present in the data. Depending on the value of the resulting test-statistic V_q, the null hypothesis of no long-range dependence is either rejected or accepted. By performing Monte-Carlo simulations with ‘truly’ long-range- and short-range dependent time series, we study the behavior of V_q, as a function of q, and uncover a number of serious drawbacks to using Lo's method in practice. For example, we show that as the truncation lag q increases, the test statistic V_q has a strong bias toward accepting the null hypothesis (i.e., no long-range dependence), even in ideal situations of ‘purely’ long-range dependent data.     

Social Area Analysis in Comparative Perspective: Moscow in 1897 as a Preindustrial City

Shevky-Bell social area analysis was a postwar attempt to isolate the essential dimensions delineating intraurban subareas in modern communities. The premise of the present paper is that the Shevky-Bell model has not been given adequate study through comparative research. The purpose of the study is to test the usefulness of the Shevky-Bell model in an analysis of prerevolutionary Moscow, a major city with a preindustrial urban structure. The basic finding reported in this paper is that the rotated factors that emerge in an analysis of prerevolutionary Moscow resemble the Shevky-Bell model. However, the rotated factor matrix more specifically fits a deviant case found earlier by Van Arsdol et al. of Kansas City and of Schwirian and Matre of Mayaguez, Puerto Rico, in which fertility appears more clearly as a dimension of social rank than of familism. The factors also tend to be complex, suggesting a less differentiated community system. These results suggest that an advanced stage of community development is a pre-condition of the Shevky-Bell model as it was originally formulated.     

Met needs and unmet needs, and satisfaction among Social HMO members

This article reports on a survey of 800 members of four Social HMO demonstration sites, who were receiving home-based, community-based, and short-term institutional services under the demonstration's expanded community care benefits. The survey asked whether members needed help in 11 areas, whether they received help in each area from an informal caregiver, whether they wanted more help from the Social HMO, and whether help provided by both was adequate. Satisfaction with the program and with service coordination was also assessed. The adequacy of informal care differed by problem area, as did the help desired from the Social HMO and its responsiveness. Members were less satisfied when they had weaker informal care, were African American, and when they received inadequate help from the plan with ADLs, transportation, medical access, and managing money. Members were more satisfied when they were professionals, home owners, knew their service coordinator's name (or how to contact her), and received help with their problems. The findings point to the importance of clarifying divisions of labor with informal caregivers, as well as possible expansions in responsibilities for service coordinators and benefits beyond traditional boundaries.     

Comparative Relationship Stability of Lesbian Mother and Heterosexual Mother Families: A Review of Evidence

It has been concluded from a review of the literature involving only one study that lesbian parents were more likely to have unstable relationships. Other scholars have struggled with considerable controversy over how much was or was not known about the stability of lesbian parent relationships as well as whether such relationships were more or less stable than heterosexual parent relationships. Arguments have been made on all sides of the issues. A careful review of the literature suggests that more is known about the stability of lesbian parent relationships than previously suspected and that, on average, such relationships tend to be less stable than those of married heterosexual parents. Less is understood about the factors that may influence relationship stability for gay or lesbian parents, creating a critical need for additional research, especially with different demographic subgroups of lesbian and gay parents.     

Cognitive-Affective Processing System Analysis of Reactions to the O. J. Simpson Criminal Trial Verdict

Reactions to the O. J. Simpson verdict were analyzed using the Cognitive-Affective Processing System (CAPS) model. Content analyses of participants' open-ended reactions to the verdict revealed that differences in the accessibility of cognitive-affective units and their subsequent activation pathways characterized respondents' reactions, but participants' race appeared to have no direct effect. The results were used to construct cognitive-affective domain maps that underlay elated, dismayed, and ambivalent reactions. By promoting a deeper understanding and appreciation of reactions to the verdict, we believe the domain maps facilitate overcoming the widespread tendency to attribute the cause of divergent reactions to an individual's race. The results have implications for the understanding of cultural differences.     

A Hausman test for Brownian motion

New tests are proposed for the specification of the intraday price process of a risky asset, based on open, high, low, and close prices. Under the null of a Brownian process we derive two stochastically independent, unbiased volatility estimators. For a Hausman specification test we prove its equivalence with an F-test, consider its robustness against variation in drift and volatility, and analyze the power against an Ornstein–Uhlenbeck process, as well as a random walk with alternative distributions.     

Morbidity measures in the presence of recurrent composite endpoints

The analysis of recurrent event data in clinical trials presents a number of difficulties. The statistician is faced with issues of event dependency, composite endpoints, unbalanced follow‐up times and informative dropout. It is not unusual, therefore, for statisticians charged with responsibility for providing reliable and valid analyses to need to derive new methods specific to the clinical indication under investigation. One method is proposed that appears to have possible advantages over those that are often used in the analysis of recurrent event data in clinical trials. Based on an approach that counts periods of time with events instead of single event counts, the proposed method makes an adjustment for patient time on study and incorporates heterogeneity by estimating an individual per‐patient risk of experiencing a morbid event. Monte Carlo simulations demonstrate that, with use of a real clinical study data, the proposed method consistently outperforms other measures of morbidity. Copyright © 2003 John Wiley & Sons, Ltd.