SIMEX method for censored quantile regression with measurement error

Censored quantile regression serves as an important supplement to the Cox proportional hazards model in survival analysis. In addition to being exposed to censoring, some covariates may subject to measurement error. This leads to substantially biased estimate without taking this error into account. The SIMulation-EXtrapolation (SIMEX) method is an effective tool to handle the measurement error issue. We extend the SIMEX approach to the censored quantile regression with covariate measurement error. The algorithm is assessed via extensive simulations. A lung cancer study is analyzed to verify the validation of the proposed method.     

Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error

We consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Two general methods are considered, with the methods differing in their assumptions about the distributions of the predictor and the measurement errors. Consistent parameter estimates and asymptotic standard errors are derived by using estimating equation theory. Diagnostics are presented for distinguishing additive and multiplicative measurement error. Data from a nutrition study are analysed by using the methods. The results from a simulation study are presented and the performances of the methods are compared.     

Cure Rate Model with Measurement Error

This simulation study focuses on the relative small sample properties of some widely applied predictors in regression with AR(1) errors where there errors are allowed to follow normal and non-normal distributions. The conclusions are: all predictors considered are significantly unbiased; the relative performances of predictors, from the efficiency point of view, seemed insensitive to the nature of the error distribution; and the standard errors of predictors computed from the asymptotic formulas are very useful for purposes of inference in small sample and under all assumed distributions.     

An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate

In this article, an estimate of a change point in variance of measurement errors (ME) is given in terms of characteristic functions when the variances are known. Its modification is also given for the case that the variances are unknown. In addition, the consistency and convergence rates of the estimator and its modification are investigated. The simulation study shows that the proposed estimators perform well.     

Modeling Heterogeneity and State Dependence in Consumer Choice Behavior

In frequently-purchased-consumer-goods markets, consumer brand choices exhibit substantial persistence across purchase occasions. In this article, I estimate a choice model that admits of both heterogeneity in preferences and true state dependence as sources of this persistence, using Nielsen scanner data on ketchup. I find evidence for true state dependence in the choice process, even after controlling for a rich heterogeneity structure. Simulation of the model indicates that the long-term effect of a promotion-induced purchase on future purchase probabilities is positive but small.     

Construction of neighbor designs of block size 4 for all values of v ≥ 5 by using the method of addition

In this article, a general method of construction of neighbor block designs is given. The designs are constructed using variation of a simple method which we refer to as the method of addition (renamed as the method of cyclic shifts). We give complete solution of neighbor balanced designs for k = 4 for any value of v. We also give many series of generalized neighbor designs (GNDs). In the last section, we have constructed GNDs in a sequential manner (as Did John 1981) for v ≤ 50 and r is multiple of k.     

Statistical estimation for a partially linear single-index model with errors in all variables

This article considers partially linear single-index models with errors in all variables. By using the Pseudo ? θ method (Liang, Härdle, and Carroll 1999), local linear regression and simulation-extrapolation (SIMEX) technique (Cook and Stefanski 1994), we propose an efficient methodology to estimate the current model. Under certain conditions the asymptotic properties of proposed estimators are obtained. Some simulation experiments and an application are conducted to illustrate our proposed method.     

Measuring economic competence of youth with a short scale

We present a 12-item scale measuring the cognitive component of economic competence and document the psychometric properties of the scale. Using a data set with >12,000 secondary school students in Germany, the scale shows high discriminatory power and covers a wide range of ability levels. Analyses of ‘Differential Item Functioninǵ show no item bias across key demographic characteristics, and scores show meaningful associations with scores obtained from adjacent test instruments. Student-level correlates mirror estimates documented in earlier literature as well as results relying on a more extensive version of the scale with 31 items. The presented short scale enables researchers and practitioners to efficiently measure economic competence of youth.     

An initial investigation on the use of ‘Return on Investment” in public relations practice

‘Return on Investment’ (ROI) is usually defined in management and marketing literature as a measure of financial effectiveness that is concerned with the returns on capital employed in business (profit-making) activities. In public relations practice, however, ROI appears to be used in a much looser form to indicate the results of activity. This quantitative research using an online survey instrument investigated practitioner understanding of the term, primarily in the UK, with the aim of preparing a benchmark on their understanding of the ROI concept and usage of ROI as a measurement of the effectiveness of public relations activity. These findings resulted: (1) two-thirds of PR practitioners regularly use the term ROI when planning and evaluating communication activity; (2) ROI is related mainly to communication objectives (66.7%) which are more widely used than financially related ROIs (12.8%); (3) there is a clear difference in ROI practices between consultants/freelances and in-house colleagues. Nearly three-quarters of consultants and freelances (73.1%) offered an ROI formula to clients but only 26.3% of in-house practitioners have one; and (4) on the oft-discussed question of an industry-wide ROI formula, only 35.6% supported the proposition with 64.4% opposed. The survey also found that practitioner concepts of ROI are very narrowly expressed, mainly in relation to media outputs.