Reputation spillover effects from grant‐providing institutions

There is a broad academic discussion about the impact of funding grants from a foundation or a government department on individual support intentions toward the nonprofit organization receiving the grant. However, the role of the grant provider's reputation has frequently been overlooked. In this study, we experimentally tested whether there is a reputation spillover effect of a grant‐providing organization. Based on a real‐life example, we asked citizens to rate their willingness to donate to a nonprofit organization, and we experimentally manipulated the available information on funding sources. We test this for both a government department and a foundation as a grant provider. Our results suggest that not the act of receiving a grant, but the citizens' awareness about the funding organization—at least in the case of a foundation—has an impact on support intentions. In contrast, for a prominent government department as a grant provider, we did not find support for a reputation spillover effect.     

Factors in the Transition to Homelessness in the Chronically Mentally III

Although there is a great deal of literature on homelessness and mental illness, few studies have examined the factors which may lead to homelessness in the mentally ill. The objective of this research was to examine the factors in the length of time between when a client of the Los Angeles County Department of Mental Health entered the system and when he or she was first homeless on admission to a service (time before homelessness, TBH). Past psychiatric records of 142 currently homeless clients were examined through the Automated Information System of LACDMH. Results showed that total admissions to any service and total admissions to prison services were predictors of shorter TBH; being younger and being both African-American and female were predictors of longer TBH. TBH shortened dramatically from 1973 to 1993; mental health funding levels for the previous year were significantly correlated with TBH Results show that demographic, clinical, and system variables all impact on homelessness in the chronically mentally ill.     

The Social Ecology of Race and Ethnicity School Achievement Gaps: Economic,Neighborhood, School,and Family Factors

This study used a nationally representative sample of middle and high school students to examine the degree to which economic, neighborhood, school, and family factors contributed to three points on a proposed school outcome continuum: (1)avoidance of problem behavior, (2)sense of school coherence, and (3)grades. Multilevel models were employed to account for the clustering of students inside schools. Results suggested that though family and neighborhood social factors contribute to variance in school outcomes, family and neighborhood economic factors revealed the largest potential to explain and therefore present leverage points to reduce race and ethnicity achievement gaps.     

Applications and asymptotic power of marginal-free tests of stochastic vectorial independence

Fully nonparametric tests for the independence between random vectors are studied in this paper. The test statistics are functionals of an empirical process defined as the difference between the joint empirical copula and the product of the empirical copulas associated to the vectors that are suspected to be independent. The validity of a weighted bootstrap procedure is established, which allows for a quick computation of p-values. A special attention is given to the asymptotic behavior of the tests under contiguous sequences of distributions. Finally, a characteristic of the copulas in the Archimedean class in terms of independence of vectors is exploited in order to propose a new goodness-of-fit procedure.     

On the existence of maximum likelihood estimates for weighted logistic regression

The problems of existence and uniqueness of maximum likelihood estimates for logistic regression were completely solved by Silvapulle in 1981 and Albert and Anderson in 1984. In this paper, we extend the well-known results by Silvapulle and by Albert and Anderson to weighted logistic regression. We analytically prove the equivalence between the overlap condition used by Albert and Anderson and that used by Silvapulle. We show that the maximum likelihood estimate of weighted logistic regression does not exist if there is a complete separation or a quasicomplete separation of the data points, and exists and is unique if there is an overlap of data points. Our proofs and results for weighted logistic apply to unweighted logistic regression.     

A class of weighted normal distributions and its variants useful for inequality constrained analysis

This article develops a class of the weighted normal distributions for which the probability density function has the form of a product of a normal density and a weight function. The class constitutes marginal distributions obtained from various kinds of doubly truncated bivariate normal distributions. This class of distributions strictly includes the normal, skew–normal and two-piece skew–normal and is useful for selection modelling and inequality constrained normal mean analysis. Some distributional properties and Bayesian perspectives of the class are given. Probabilistic representation of the distributions is also given. The representation is shown to be straightforward to specify distribution and to implement computation, with output readily adapted for required analysis. Necessary theories and illustrative examples are provided.     

A semiparametric maximum likelihood ratio test for the change point in copula models

In the present paper, a semiparametric maximum-likelihood-type test statistic is proposed and proved to have the same limit null distribution as the classical parametric likelihood one. Under some mild conditions, the limiting law of the proposed test statistic, suitably normalized and centralized, is shown to be double exponential, under the null hypothesis of no change in the parameter of copula models. We also discuss the Gaussian-type approximations for the semiparametric likelihood ratio. The asymptotic distribution of the proposed statistic under specified alternatives is shown to be normal, and an approximation to the power function is given. Simulation results are provided to illustrate the finite sample performance of the proposed statistical tests based on the double exponential and Gaussian-type approximations.     

Uniform Test for Predictive Regression With AR Errors

Testing predictability is of importance in economics and finance. Based on a predictive regression model with independent and identically distributed errors, some uniform tests have been proposed in the literature without distinguishing whether the predicting variable is stationary or nearly integrated. In this article, we extend the empirical likelihood methods of Zhu, Cai, and Peng with independent errors to the case of an AR error process. Again, the proposed new tests do not need to know whether the predicting variable is stationary or nearly integrated, and whether it has a finite variance or an infinite variance. A simulation study shows the new methodologies perform well in finite sample.     

GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS

ABSTRACT

A new class of weighted signed-rank-based estimates for estimating the parameter vector of an autoregressive time series is considered. The Wilcoxon signed-rank estimate and the GR-estimates of Terpstra et al. (GR-Estimates for an Autoregressive Time Series. Statistics and Probability Letters 2001, 51, 165–172; Generalized Rank Estimates for an Autoregressive Time Series: A U-Statistic Approach. Statistical Inference for Stochastic Processes 2001, 4, 155–179) can be viewed as special cases of the so-called GSR-estimates. Asymptotic linearity properties are derived for the GSR-estimates. Based on these properties, and a symmetry assumption, the GSR-estimates are shown to be asymptotically normal at rate n ^1/2. The theory of U-Statistics along with a characterization of weak dependence that is inherent in stationary AR(p) models are the primary tools used to obtain the results. Tests of hypotheses as well as standard errors for confidence interval procedures can be based on such results. An efficiency study indicates that, for an appropriately chosen set of weights, the GSR-estimate is more efficient than the GR-estimate. Furthermore, the GSR-estimate has an added advantage in that an intercept term can be estimated simultaneously; unlike the GR-estimate. Two examples and a small simulation study are used to illustrate the computational and robust aspects of the GSR-estimates.     

Combining Economic Forecasts

A method for combining forecasts may or may not account for dependence and differing precision among forecasts. In this article we test a variety of such methods in the context of combining forecasts of GNP from four major econometric models. The methods include one in which forecasting errors are jointly normally distributed and several variants of this model as well as some simpler procedures and a Bayesian approach with a prior distribution based on exchangeability of forecasters. The results indicate that a simple average, the normal model with an independence assumption, and the Bayesian model perform better than the other approaches that are studied here.