Optimum designs for parameter estimation in a mixture experiment with two correlated responses

In this paper, we investigate a mixture problem with two responses, which are functions of the mixing proportions, and are correlated with known dispersion matrix. We obtain D- and A-optimal designs for estimating the parameters of the response functions, when none or some of the regression coefficients of the two functions are the same. It is shown that when no prior knowledge about the regression coefficients is available, the D-optimal design is independent of the dispersion matrix, while the A-optimal design depends on it, provided the response functions are of different degree. On the other hand, when some of the regression coefficients are known to be the same for both the functions, the D-optimal design depends on the dispersion matrix when the two response functions are not of the same degree.     

An evaluation of the reconstructed coefficient of determination and potential adjustments

Previously, a method was proposed for calculating a reconstructed coefficient of determination in the case of right-censored regression using the expectation–maximization (EM) algorithm. This measure is assessed via simulation study for the purpose of evaluating the utility of model fit. Further, several reconstructed adjusted coefficients of determination are proposed and compared via simulation study for the purpose of model selection. The application of these proposed measures is illustrated on a real dataset.     

On the estimation of a sensitive quantitative mean using blank cards

In this article, we introduce for the first time, the blank card methods for estimation of finite population mean of a sensitive variable. Two generic randomization devices are suggested, and for each device we identify the choices of special models. We introduce additive, multiplicative, and combination of both additive and multiplicative scrambling models that require use of a non sensitive variable. We derive the basic statistical properties of each model. It is interesting to note that various existing estimators can be viewed as the special cases of those presented here. The statistical efficiency of proposed techniques is compared with Greenberg et al. (1971 Greenberg, B.G., Kuebler Jr, R.R., Abernathy, J.R., Horvitz, D.G. (1971). Application of the randomized response technique in obtaining quantitative data. J. Am. Stat. Assoc. 66(334):243–250.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]) and modified Perri (2008 Perri, P.F. (2008). Modified randomized devices for Simmons’ model. Model Assisted Stat. Appl. 3(3):233–239. [Google Scholar]) model. The proposed devices can easily be adjusted to achieve the required efficiency level by making suitable choices of different design parameters.     

A general long-term aging model with different underlying activation mechanisms: Modeling,Bayesian estimation,and case influence diagnostics

In this paper we propose a general cure rate aging model. Our approach enables different underlying activation mechanisms which lead to the event of interest. The number of competing causes of the event of interest is assumed to follow a logarithmic distribution. The model is parameterized in terms of the cured fraction which is then linked to covariates. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis for the proposed model. Moreover, some discussions on the model selection to compare the fitted models are given, as well as case deletion influence diagnostics are developed for the joint posterior distribution based on the ψ-divergence, which has several divergence measures as particular cases, such as the Kullback–Leibler (K-L), J-distance, L₁ norm, and χ²-square divergence measures. Simulation studies are performed and experimental results are illustrated based on a real malignant melanoma data.     

Monitoring means and covariances of multivariate non linear time series with heavy tails

In this paper, the focus is on sequential analysis of multivariate financial time series with heavy tails. The mean vector and the covariance matrix of multivariate non linear models are simultaneously monitored by modifying conventional control charts to identify structural changes in the data. The considered target process is a constant conditional correlation model (cf. Bollerslev, 1990 Bollerslev, T. (1990). Modeling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH model. Rev. Econ. Stat. 72:498–505.[Crossref], [Web of Science ®] , [Google Scholar]), an extended constant conditional correlation model (cf. He and Teräsvirta, 2004 He, C., Teräsvirta, T. (2004). An extended constant conditional correlation GARCH model and its fourth-moment structure. Economet. Theory 20:904–926.[Crossref], [Web of Science ®] , [Google Scholar]), a dynamic conditional correlation model (cf. Engle, 2002 Engle, R.F. (2002). Dynamic conditional correlation: A simple class of multivariate GARCH models. J. Bus. Econ. Stat. 20(3):339–350.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]), or a generalized dynamic conditional correlation model (cf. Capiello et al., 2006 Capiello, L., Engle, R., Sheppard, K. (2006). Asymmetric correlations in the dynamics of global equity and bond returns. J. Financial Economet. 4(4):537–572.[Crossref] , [Google Scholar]). For statistical surveillance we use control charts based on residuals. Further, the procedures are constructed for t-distribution. The detection speed of these charts is compared via Monte Carlo simulation. In the empirical study, the procedure with the best performance is applied to log-returns of the stock market indices FTSE and CAC.     

Relatives in Residence: Relatedness of Household Members Drives Schooling Differentials in Mozambique

Children typically receive investments from their fathers, but absent fathers often invest at low levels. In a father's absence, what types of nonfathers invest heavily in children? This article investigates educational participation as a reflection of childhood investments on Ibo Island, Mozambique, where only one third of school‐aged children live with their biological fathers. Father‐present children generally attended school at the highest rates. Stepchildren and father‐absent relatives (e.g., grandchildren, nieces) attended school at comparably high rates if any coresiding children were father‐present. This may signal high altruism among present fathers toward some nonoffspring. Consistent with this result, a fixed effects model indicates that, within the same household, adult males invested equally in their own children, relatives, and stepchildren. Prejudicially lower investments were made in children who were unrelated to the household's adult males, however; this result has strong negative implications for the well‐being of African children fostered by nonrelatives.     

Clarifying the Association Between Mother–Father Relationship Aggression and Parenting

Although much research examines the association between fathers' relationship aggression and mothers' parenting, little attention is given to mothers' aggression, mutual aggression, or fathers' parenting. Using a sample of coresiding couples from the Fragile Families and Child Wellbeing Study (N = 973), the authors examine the association between mothers' and fathers' relationship aggression, measured as frequency and perpetration–victimization types (mutual, mother only, father only), and mothers' and fathers' parenting. Fixed effects regression models show that fathers' aggression is positively related to mothers' parenting stress, whereas father‐only or mother‐only aggression is related to fathers' stress. For both parents, aggression perpetration is negatively related to their own engagement with children. Mother‐only aggression is negatively related to mothers' spanking and positively related to fathers' spanking. These findings suggest the importance of examining both parents' aggression and perpetrators' as well as victims' parenting to better understand the link between relationship aggression and parenting.     

Institutionalized collective action and the relationship between beliefs about environmental problems and environmental actions: A cross-national analysis

How do institutions affect the relationship between an individual's beliefs and their actions? Institutionalized strategies are routine ways of addressing problems that become taken-for-granted in a society. Environmental problems constitute a collective action problem in that personal consumption often conflicts with collective interests. I test whether beliefs about environmental problems have a different impact on a person's pro-environmental behaviors, depending on how addressing collective action problems is institutionalized in their society. In particular, I use level of welfare targeting as an observable, organizational difference among societies that reflects different institutionalized strategies for addressing a prominent collective action problem. I use multilevel models on data from the 2010 International Social Survey Programme (ISSP) and measures of welfare targeting from the Organization for Economic Cooperation and Development (OECD) to answer this question. I find that in societies where the institutionalized strategy for dealing with inequality is highly targeted, individuals' beliefs that these problems are important, real, and whether they can do something about them have a greater impact on their actions. The results suggest individuals generalize taken-for-granted strategies of assuring collective welfare to implement their individual beliefs about the environment, making institutional environments important moderators of the strength of the belief-action relationship.     

Evolution of product quality in European,Japanese and US automotive firms: An exploratory longitudinal analysis

For years we have been hearing that US automobile manufacturers have been losing market share to their Japanese rivals who are reputed to make better quality vehicles. Most such reports are based on the initial quality surveys on new automobiles. In this paper we address two exploratory questions: (1) how does the quality of an automobile change with its age, and, (2) can firm level variables help explain differences quality. To answer these questions, we collected Consumer Reports’ reliability ratings on approximately 300 automobile models made by European, Japanese and US automotive firms during the 1998–2007; and approximately 240 models made by these firms over period of 2008–2015. For both periods we found that not only do automobiles made by Japanese firms have higher initial quality, but, as automobiles get older the difference in the product quality between Japanese versus European and US firms increases. We also found that the more generalist a European or US automobile firm, i.e., the wider is the firm׳s product offering in the marketplace, the lower its overall automobile quality during the 1998–2007 period. Conversely, Japanese generalist firms were found to have higher quality than specialist firms over the same period. The result is partly explained by the fact that Japanese firms have taken a different path to broadening their product variety – they have ensured a high level of quality of their initial offerings before entering newer market segments. The rate of reliability decline was found to be slower for all firms, and the differences in reliability across the 3 groups of firms were much less pronounced during the 2008–2015 period. This improvement may be as result of restructuring done by US automobile firms.     

Disaster response on September 11, 2001 through the lens of statistical network analysis

The rescue and relief operations triggered by the September 11, 2001 attacks on the World Trade Center in New York City demanded collaboration among hundreds of organisations. To shed light on the response to the September 11, 2001 attacks and help to plan and prepare the response to future disasters, we study the inter-organisational network that emerged in response to the attacks. Studying the inter-organisational network can help to shed light on (1) whether some organisations dominated the inter-organisational network and facilitated communication and coordination of the disaster response; (2) whether the dominating organisations were supposed to coordinate disaster response or emerged as coordinators in the wake of the disaster; and (3) the degree of network redundancy and sensitivity of the inter-organisational network to disturbances following the initial disaster. We introduce a Bayesian framework which can answer the substantive questions of interest while being as simple and parsimonious as possible. The framework allows organisations to have varying propensities to collaborate, while taking covariates into account, and allows to assess whether the inter-organisational network had network redundancy—in the form of transitivity—by using a test which may be regarded as a Bayesian score test. We discuss implications in terms of disaster management.