Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure

In this article, we consider a nonparametric regression model with replicated observations based on the dependent error’s structure, for exhibiting dependence among the units. The wavelet procedures are developed to estimate the regression function. The moment consistency, the strong consistency, strong convergence rate and asymptotic normality of wavelet estimator are established under suitable conditions. A simulation study is undertaken to assess the finite sample performance of the proposed method.     

Cultural metaphors as means to contextualised understanding of child and childhood

The conceptualizations about children and childhoods enrich our understanding of adult–child interactions, educational practice, policy and child-welfare interventions. This study explored 42 cultural metaphors drawn from diverse socio-economic, geographical and linguistic settings to construct Indian childhoods. The paper reports an interpretative analysis of reconstructions leading to a typology of metaphors-in-use. The conceptual-analytical exercise helped unpack nuances and contextual meanings of metaphors. The paper argues for richness and subtlety in theorising childhoods, which is multilayered, situated and intertwined with contextual issues and tensions. The study offers methodological, pedagogical and conceptual insights and proposes possibilities for using cultural tools into inquiring childhoods.     

Composite quantile regression for massive datasets

Analysis of massive datasets is challenging owing to limitations of computer primary memory. Composite quantile regression (CQR) is a robust and efficient estimation method. In this paper, we extend CQR to massive datasets and propose a divide-and-conquer CQR method. The basic idea is to split the entire dataset into several blocks, applying the CQR method for data in each block, and finally combining these regression results via weighted average. The proposed approach significantly reduces the required amount of primary memory, and the resulting estimate will be as efficient as if the entire data set is analysed simultaneously. Moreover, to improve the efficiency of CQR, we propose a weighted CQR estimation approach. To achieve sparsity with high-dimensional covariates, we develop a variable selection procedure to select significant parametric components and prove the method possessing the oracle property. Both simulations and data analysis are conducted to illustrate the finite sample performance of the proposed methods.     

Multivariate normal estimation: the case (n < p)

Estimation in the multivariate context when the number of observations available is less than the number of variables is a classical theoretical problem. In order to ensure estimability, one has to assume certain constraints on the parameters. A method for maximum likelihood estimation under constraints is proposed to solve this problem. Even in the extreme case where only a single multivariate observation is available, this may provide a feasible solution. It simultaneously provides a simple, straightforward methodology to allow for specific structures within and between covariance matrices of several populations. This methodology yields exact maximum likelihood estimates.     

CEOs’ temporal focus,firm strategic change,and performance: Insights from a paradox perspective

Recent research indicates that CEOs’ temporal focus (the degree to which individuals attend to the past, present, and future) is a critical predictor for strategic outcomes. Building on paradox theory and the attention-based view, we examine the implications of CEOs’ past and future focus for strategic change. Results from polynomial regression analysis reveal that CEOs who cognitively embrace both the past and the future at the same time engage more in strategic change. In addition, our results reveal that the positive strategic change−firm performance relationship is enhanced when CEOs’ past focus is high, whereas CEOs’ future focus mitigates the translation of strategic change into firm performance (when their past focus is low at the same time). In addition, supplemental analyses indicate that the impact of CEOs’ temporal focus turns out differently in stable and dynamic environments. Our study thus extends the literature on both individual’s temporal focus and strategic change.     

On regression modelling with dummy variables versus separate regressions per group: Comment on Holgersson et al.

In a recent issue of this journal, Holgersson et al. [Dummy variables vs. category-wise models, J. Appl. Stat. 41(2) (2014), pp. 233–241, doi:10.1080/02664763.2013.838665] compared the use of dummy coding in regression analysis to the use of category-wise models (i.e. estimating separate regression models for each group) with respect to estimating and testing group differences in intercept and in slope. They presented three objections against the use of dummy variables in a single regression equation, which could be overcome by the category-wise approach. In this note, I first comment on each of these three objections and next draw attention to some other issues in comparing these two approaches. This commentary further clarifies the differences and similarities between dummy variable and category-wise approaches.     

Simultaneous edit-imputation and disclosure limitation for business establishment data

Business establishment microdata typically are required to satisfy agency-specified edit rules, such as balance equations and linear inequalities. Inevitably some establishments' reported data violate the edit rules. Statistical agencies correct faulty values using a process known as edit-imputation. Business establishment data also must be heavily redacted before being shared with the public; indeed, confidentiality concerns lead many agencies not to share establishment microdata as unrestricted access files. When microdata must be heavily redacted, one approach is to create synthetic data, as done in the U.S. Longitudinal Business Database and the German IAB Establishment Panel. This article presents the first implementation of a fully integrated approach to edit-imputation and data synthesis. We illustrate the approach on data from the U.S. Census of Manufactures and present a variety of evaluations of the utility of the synthetic data. The paper also presents assessments of disclosure risks for several intruder attacks. We find that the synthetic data preserve important distributional features from the post-editing confidential microdata, and have low risks for the various attacks.     

Mixtures of regression models with incomplete and noisy data

The estimation of the mixtures of regression models is usually based on the normal assumption of components and maximum likelihood estimation of the normal components is sensitive to noise, outliers, or high-leverage points. Missing values are inevitable in many situations and parameter estimates could be biased if the missing values are not handled properly. In this article, we propose the mixtures of regression models for contaminated incomplete heterogeneous data. The proposed models provide robust estimates of regression coefficients varying across latent subgroups even under the presence of missing values. The methodology is illustrated through simulation studies and a real data analysis.     

Conditional Akaike Information Criteria for a Class of Poisson Mixture Models with Random Effects

Focusing on the model selection problems in the family of Poisson mixture models (including the Poisson mixture regression model with random effects and zero‐inflated Poisson regression model with random effects), the current paper derives two conditional Akaike information criteria. The criteria are the unbiased estimators of the conditional Akaike information based on the conditional log‐likelihood and the conditional Akaike information based on the joint log‐likelihood, respectively. The derivation is free from the specific parametric assumptions about the conditional mean of the true data‐generating model and applies to different types of estimation methods. Additionally, the derivation is not based on the asymptotic argument. Simulations show that the proposed criteria have promising estimation accuracy. In addition, it is found that the criterion based on the conditional log‐likelihood demonstrates good model selection performance under different scenarios. Two sets of real data are used to illustrate the proposed method.     

A robust test for autocorrelation in the presence of a structural break in variance

It has been known that when there is a break in the variance (unconditional heteroskedasticity) of the error term in linear regression models, a routine application of the Lagrange multiplier (LM) test for autocorrelation can cause potentially significant size distortions. We propose a new test for autocorrelation that is robust in the presence of a break in variance. The proposed test is a modified LM test based on a generalized least squares regression. Monte Carlo simulations show that the new test performs well in finite samples and it is especially comparable to other existing heteroskedasticity-robust tests in terms of size, and much better in terms of power.