Avoiding 'data snooping' in multilevel and mixed effects models

Summary.  Multilevel or mixed effects models are commonly applied to hierarchical data. The level 2 residuals, which are otherwise known as random effects, are often of both substantive and diagnostic interest. Substantively, they are frequently used for institutional comparisons or rankings. Diagnostically, they are used to assess the model assumptions at the group level. Inference on the level 2 residuals, however, typically does not account for 'data snooping', i.e. for the harmful effects of carrying out a multitude of hypothesis tests at the same time. We provide a very general framework that encompasses both of the following inference problems: inference on the 'absolute' level 2 residuals to determine which are significantly different from 0, and inference on any prespecified number of pairwise comparisons. Thus, the user has the choice of testing the comparisons of interest. As our methods are flexible with respect to the estimation method that is invoked, the user may choose the desired estimation method accordingly. We demonstrate the methods with the London education authority data, the wafer data and the National Educational Longitudinal Study data.     

Situational Crime Prevention and its Discontents: Rational Choice Theory versus the 'Culture of Now'

The rational choice theory of crime and its cognate field of study, situational crime prevention, have exerted a considerable influence in criminal justice policy and criminology. This article argues that, while undeniably useful as a means of reducing property or acquisitive crime, rational choice‐inspired situational crime prevention initiatives are limited when it comes to offering protection against a growing number of so‐called ‘expressive crimes’. Developing this critique, the article will criticize the sociologically hollow narrative associated with rational choice theories of crime by drawing on recent research in social theory and consumer studies. It argues that the growing tendency among many young individuals to engage in certain forms of criminal decision‐making ‘strategies’ may simply be the by‐product of a series of subjectivities and emotions that reflect the material values and cultural logic associated with late modern consumerism.     

A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity

Testing for the equality of regression coefficients across two regressions is a problem considered by analysts in a variety of fields. If the variances of the errors of the two regressions are not equal, then it is known that the standard large sample F-test used to test the equality of the coefficients is compromised by the fact that its actual size can differ substantially from the stated level of significance in small samples. This article addresses this problem and borrows from the literature on the Behrens-Fisher problem to provide some simple modifications of the large sample test which allows one to better control the probability of committing a Type I error. Empirical evidence is presented which indicates that the suggested modifications provide tests which are superior to well-known alternative tests over a wide range of the parameter space.     

Empirical assessment of the applicability of shrinkage predictors in regression when past and future data differ

Jones and Copas (1986) present theoretical and simulation results on the relative merits of a Stein predictor (Copas, 1983) and the ordinary least squares predictor in the usual linear multiple regression model, when certain distributional properties of the regressor variables arising in the past differ from those for which predictions are to be made. Here, extension is made to the practical situation where the true regression parameters are unknown. A hypothesis testing procedure is developed to help determine which of shrinkage and least squares is preferable in any given instance. This approach is applied to explain some empirical evidence on the comparative merits of the two procedures, recently given by Berk (1984).     

克拉申的输入假设对外语教学的影响

语言学习包括输入、吸收和输出三个环节。输入是基础，也是语言教学的关键。本文通过分析克拉申输入假说的特点和核心要素，提出将这一假说融入到英语教学中去，结合实际情况，以学生为中心，以提高英语教学效率和学生语言运用的能力。     

Situational Crime Prevention and Its Discontents: Rational Choice and Harm Reduction versus 'Cultural Criminology'

In this journal, in 2007, Keith Hayward criticized situational crime prevention (SCP) and rational choice. The main thesis was that SCP cannot tackle expressive crimes of anger, hostility and excitement. The secondary thesis was that this was because the rational choice perspective cannot account for intangible aspects of offender decision-making. Hayward's cultural criminology was offered as better explaining expressive and other crimes. The present article suggests fundamental issues may have been overlooked. Some of the many ways SCP applies to expressive and irrational crimes, and how readily they fit into the choice framework, are outlined, and a preliminary critique of Hayward's cultural criminology is offered.     

Inference for the Generalized Normal Laplace Distribution

The generalized normal Laplace distribution has been used in financial modeling because of its skewness and excess kurtosis. To estimate its parameters, we use a method based on minimizing the quadratic distance between the real and imaginary parts of the empirical and theoretical characteristic functions. The quadratic distance estimator (QDE) obtained is shown to be robust, consistent, and with an asymptotically normal distribution. The goodness-of-fit test statistics presented follow an asymptotic chi-square distribution. The performance of the QDE is illustrated by simulation results and an application to financial data.     

Testing for pairwise serial independence via the empirical distribution function

Built on Skaug and Tjøstheim's approach, this paper proposes a new test for serial independence by comparing the pairwise empirical distribution functions of a time series with the products of its marginals for various lags, where the number of lags increases with the sample size and different lags are assigned different weights. Typically, the more recent information receives a larger weight. The test has some appealing attributes. It is consistent against all pairwise dependences and is powerful against alternatives whose dependence decays to zero as the lag increases. Although the test statistic is a weighted sum of degenerate Cramér–von Mises statistics, it has a null asymptotic N (0, 1) distribution. The test statistic and its limit distribution are invariant to any order preserving transformation. The test applies to time series whose distributions can be discrete or continuous, with possibly infinite moments. Finally, the test statistic only involves ranking the observations and is computationally simple. It has the advantage of avoiding smoothed nonparametric estimation. A simulation experiment is conducted to study the finite sample performance of the proposed test in comparison with some related tests.     

Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables

In this article, the multivariate linear regression model is studied under the assumptions that the error term of this model is described by the elliptically contoured distribution and the observations on the response variables are of a monotone missing pattern. It is primarily concerned with estimation of the model parameters, as well as with the development of the likelihood ratio test in order to examine the existence of linear constraints on the regression coefficients. An illustrative example is presented for the explanation of the results.     

关键期假说与儿童第二语言学习

第二语言关键期是否绝对存在学界尚未形成定论，国内上有大量学者从不同角度研究证明或反证明了这一假说的存在，但是反对派的观点并未否认儿童学习第二语言的种种优势；同时，通过与成人的比较也可说明儿童学习第二语言的优势所在，从而得出儿童学习第二语言完全可行的结论。