Likelihood procedure for testing changes in skew normal model with applications to stock returns

The skew normal distribution family is an attractive distribution family due to its mathematical tractability and inclusion of the normal distribution as the special case. It has wide applications in many applied fields such as finance, economics, and medical research. Such a distribution family has been studied extensively since it was introduced by Azzalini in 1985 Azzalini, A. (1985). A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 12:171–178. [Google Scholar] for the first time. Yet, few work has been done on the study of change point problem related to this distribution family. In this article, we propose the likelihood ratio test (LRT) to detect changes in the parameters of the skew normal distribution associated with some asymptotic results of the test statistic. Simulations have been conducted under different scenarios to investigate the performance of the proposed method. Comparisons to some other existing method indicate the comparable power of the method in detecting changes in parameters of the skew normal distribution model. Applications on two real data: Brazilian and Tanzanian stock returns illustrate the detection procedure.     

Standing Up for the Victim,Siding with the Bully or Standing by? Bystander Responses in Bullying Situations

In this study we examined children's self‐efficacy, outcome expectations, and outcome values in relation to bystander responses in bullying situations. We proposed that beyond the effect of self‐efficacy, the decision to defend the victim of bullying vs. remain passive vs. reinforce the bully depends on outcomes children expect from defending, and on the value they place on these outcomes. Our sample consisted of 6397 Finnish children (3232 girls and 3165 boys) from third, fourth, and fifth grades (mean ages 9–11 years). Results showed that the motivational underpinnings of defending the victim, remaining passive, and reinforcing the bully varied. Defending was associated with the expectation that the victim feels better as a result of defending as well as valuing such an outcome. Reinforcement of bullying was associated with negative expectations and not caring about the positive outcomes. Conflicting expectations and values were linked to remaining passive. Results are discussed in terms of their implications for anti‐bullying interventions.     

Back to basics: explaining sample size in outcome trials,are statisticians doing a thorough job?

Time to event outcome trials in clinical research are typically large, expensive and high‐profile affairs. Such trials are commonplace in oncology and cardiovascular therapeutic areas but are also seen in other areas such as respiratory in indications like chronic obstructive pulmonary disease. Their progress is closely monitored and results are often eagerly awaited. Once available, the top line result is often big news, at least within the therapeutic area in which it was conducted, and the data are subsequently fully scrutinized in a series of high‐profile publications. In such circumstances, the statistician has a vital role to play in the design, conduct, analysis and reporting of the trial. In particular, in drug development it is incumbent on the statistician to ensure at the outset that the sizing of the trial is fully appreciated by their medical, and other non‐statistical, drug development team colleagues and that the risk of delivering a statistically significant but clinically unpersuasive result is minimized. The statistician also has a key role in advising the team when, early in the life of an outcomes trial, a lower than anticipated event rate appears to be emerging. This paper highlights some of the important features relating to outcome trial sample sizing and makes a number of simple recommendations aimed at ensuring a better, common understanding of the interplay between sample size and power and the final result required to provide a statistically positive and clinically persuasive outcome. Copyright © 2009 John Wiley & Sons, Ltd.     

Mapping Invasive Species Risks with Stochastic Models: A Cross-Border United States-Canada Application for Sirex noctilio Fabricius

Nonindigenous species have caused significant impacts to North American forests despite past and present international phytosanitary efforts. Though broadly acknowledged, the risks of pest invasions are difficult to quantify as they involve interactions between many factors that operate across a range of spatial and temporal scales: the transmission of invading organisms via various pathways, their spread and establishment in new environments. Our study presents a stochastic simulation approach to quantify these risks and associated uncertainties through time in a unified fashion. We outline this approach with an example of a forest pest recently detected in North America, Sirex noctilio Fabricius. We simulate new potential entries of S. noctilio as a stochastic process, based on recent volumes of marine shipments of commodities from countries where S. noctilio is established, as well as the broad dynamics of foreign marine imports. The results are then linked with a spatial model that simulates the spread of S. noctilio within the geographical distribution of its hosts (pines) while incorporating existing knowledge about its behavior in North American landscapes. Through replications, this approach yields a spatial representation of S. noctilio risks and uncertainties in a single integrated product. The approach should also be appealing to decisionmakers, since it accounts for projected flows of commodities that may serve as conduits for pest entry. Our 30-year forecasts indicate high establishment probability in Ontario, Quebec, and the northeastern United States, but further southward expansion of S. noctilio is uncertain, ultimately depending on the impact of recent international treatment standards for wood packing materials.     

社会认知偏差:群体性事件生成的社会心理启动根源

社会认知偏差是群体性事件生成的深层次社会心理现象,通过对山东部分地区进行抽样调查,并结合近几年来全国群体性事件典型案例的分析发现,生成群体性事件的社会认知偏差,主要包括事件诱因责任归因偏差、行为模式结果预期偏差和行为结果价值偏差。因此,改善法的实施现状,消除社会认知偏差;提高公众法律意识,优化社会认知;建立心理危机干预队伍,合理引导社会认知,是群体性事件社会认知偏差的有效干预对策。     

Drug addiction as a lifestyle

Drug addict rehabilitation programs receive a small proportion of the funds made available through the social welfare system. Emphasis has traditionally been placed on the pathological rather than the salutogenic elements of an addicted lifestyle. A new test of a person's sense of coherence in life (Antonovsky's 9-item Sense of Coherence scale) may be of interest in rehabilitation work with drug addicts, and in focusing more attention on this aspect of addiction treatment. Thirty drug addicts in treatment and rehabilitation and 10 former drug addicts were interviewed using the 9-item Sense of Coherence scale. The results obtained were compared to a well known test of distress, the 24-item Symptom Checklist. Drug addicts in treatment facilities had significantly lower mean scores on the 9-item Sense of Coherence scale (2.3) and higher scores on the 24-item Symptom Checklist (2.3) than both drug addicts in rehabilitatively oriented institutions (3.3 and 1.6) and the long-term rehabilitated non-using former drug addicts (4.2 and 1.5 respectively). The differences between the group in rehabilitation and the former drug addicts were also statistically significant. The levels of the two psychometric tests suggested a gradual movement towards normal values and an increased sense of meaning in life among the former drug addicts, contrary to findings by other researchers. The length of time before these tests return to normal values may exceed the observation period often used in follow-up at treatment facilities. Increased social welfare may follow if a disclosure of salutogenic possibilities in drug addicts is obtained. Further prospective research is, however, necessary to confirm our findings.     

Inequality for equireplicated n-ary block designs with unequal block sizes

It is shown that certain inequalities known for binary, equireplicated, equiblock-sized block designs remain valid for equireplicated n-ary block designs with unequal block sizes. The approach used here is based on the spectral expansion of the C-matrix of the block design. The main theorems include some useful and combinatorially interesting results.     

Influence of human immunodeficiency virus infection on neurological impairment: an analysis of longitudinal binary data with informative drop-out

A study to investigate the human immunodeficiency virus (HIV) status on the course of neurological impairment, conducted by the HIV Center at Columbia University, followed a cohort of HIV positive and negative gay men for 5 years and assessed the presence or absence of neurological impairment every 6 months. Almost half of the subjects dropped out before the end of the study for reasons that might have been related to the missing neurological data. We propose likelihood-based methods for analysing such binary longitudinal data under informative and non-informative drop-out. A transition model is assumed for the binary response, and several models for the drop-out processes are considered which are functions of the response variable (neurological impairment). The likelihood ratio test is used to compare models with informative and non-informative drop-out mechanisms. Using simulations, we investigate the percentage bias and mean-squared error (MSE) of the parameter estimates in the transition model under various assumptions for the drop-out. We find evidence for informative drop-out in the study, and we illustrate that the bias and MSE for the parameters of the transition model are not directly related to the observed drop-out or missing data rates. The effect of HIV status on the neurological impairment is found to be statistically significant under each of the models considered for the drop-out, although the regression coefficient may be biased in certain cases. The presence and relative magnitude of the bias depend on factors such as the probability of drop-out conditional on the presence of neurological impairment and the prevalence of neurological impairment in the population under study.     

基于二值响应模型的房地产泡沫预警方法研究

 本文在总结国内外房地产泡沫预警研究的基础上，论述了二值响应模型在房地产泡沫预警研究中的应用，并以日本为例进行了实证研究。结果表明，二值响应模型在房地产泡沫预警中有比较准确的预测作用。另外，与徐滇庆(2000)的研究不同，有关股市价值的相关变量并不能对房地产泡沫起到明显的预警作用。