Correlation in a Bayesian framework

The authors consider the correlation between two arbitrary functions of the data and a parameter when the parameter is regarded as a random variable with given prior distribution. They show how to compute such a correlation and use closed form expressions to assess the dependence between parameters and various classical or robust estimators thereof, as well as between p‐values and posterior probabilities of the null hypothesis in the one‐sided testing problem. Other applications involve the Dirichlet process and stationary Gaussian processes. Using this approach, the authors also derive a general nonparametric upper bound on Bayes risks.     

Differential equation models for statistical functions

Differential equations have been used in statistics to define functions such as probability densities. But the idea of using differential equation formulations of stochastic models has a much wider scope. The author gives several examples, including simultaneous estimation of a regression model and residual density, monotone smoothing, specification of a link function, differential equation models of data, and smoothing over complicated multidimensional domains. This paper aims to stimulate interest in this approach to functional estimation problems, rather than provide carefully worked out methods.     

Bayesian prediction of waiting times in stochastic models

The authors show how saddlepoint techniques lead to highly accurate approximations for Bayesian predictive densities and cumulative distribution functions in stochastic model settings where the prior is tractable, but not necessarily the likelihood or the predictand distribution. They consider more specifically models involving predictions associated with waiting times for semi‐Markov processes whose distributions are indexed by an unknown parameter θ. Bayesian prediction for such processes when they are not stationary is also addressed and the inverse‐Gaussian based saddlepoint approximation of Wood, Booth & Butler (1993) is shown to accurately deal with the nonstationarity whereas the normal‐based Lugannani & Rice (1980) approximation cannot, Their methods are illustrated by predicting various waiting times associated with M/M/q and M/G/1 queues. They also discuss modifications to the matrix renewal theory needed for computing the moment generating functions that are used in the saddlepoint methods.     

A multivariate zero-inflated binomial model for the analysis of correlated proportional data

In this paper, a new multivariate zero-inflated binomial (MZIB) distribution is proposed to analyse the correlated proportional data with excessive zeros. The distributional properties of purposed model are studied. The Fisher scoring algorithm and EM algorithm are given for the computation of estimates of parameters in the proposed MZIB model with/without covariates. The score tests and the likelihood ratio tests are derived for assessing both the zero-inflation and the equality of multiple binomial probabilities in correlated proportional data. A limited simulation study is performed to evaluate the performance of derived EM algorithms for the estimation of parameters in the model with/without covariates and to compare the nominal levels and powers of both score tests and likelihood ratio tests. The whitefly data is used to illustrate the proposed methodologies.     

住房价格上涨与其影响因素之间的关系研究——基于VEC模型的实证分析

通过建立向量误差修正模型,对中国近年来住房价格持续上涨的原因进行了分析。结果表明,土地价格的快速上涨、金融对房地产业的过度支持以及在住房价格继续上涨预期刺激下的投机因素是中国住房价格上涨过快的主要原因。近年来中国住房价格的持续快速上涨在很大程度上是一种泡沫现象。     

Rate efficient estimation of realized Laplace transform of volatility with microstructure noise

In this paper, we consider the problem of estimating the Laplace transform of volatility within a fixed time interval [0,T] using high‐frequency sampling, where we assume that the discretized observations of the latent process are contaminated by microstructure noise. We use the pre‐averaging approach to deal with the effect of microstructure noise. Under the high‐frequency scenario, we obtain a consistent estimator whose convergence rate is , which is known as the optimal convergence rate of the estimation of integrated volatility functionals under the presence of microstructure noise. The related central limit theorem is established. The simulation studies justify the finite‐sample performance of the proposed estimator.     

Japanese and American Children's Reasoning about Accepting Credit for Prosocial Behavior

Children's reasoning about the appropriateness of accepting credit for one's own prosocial behavior was examined. Participants aged 7–11 years old in Japan and the USA (total N = 206) were presented with a series of stories in which a protagonist performs a good deed and is asked about it by another character. Across stories, the protagonist either truthfully acknowledges the deed or falsely denies it, in a statement that is made either in public or in private, and is addressed to either a teacher or to a peer. As predicted, Japanese children judged protagonists less favorably when they acknowledged the good deed in public rather than in private. Further, Japanese children tended to view modest lies more favorably overall than did children in the USA. These results point to the importance of modesty in Japan and to the ways in which Japanese children take into account the social context of communication when deciding whether it is appropriate for individuals to convey information about themselves.     

Effects of a Punitive Environment on Children's Executive Functioning: A Natural Experiment

Few studies have examined the influence of environmental factors on children's executive functioning (EF) performance. The present study examined the effects of a punitive vs. non‐punitive school environment on West African children's EF skills. Tasks included a ‘cool’ (relatively non‐affective) and ‘hot’ (relatively affective/motivational) version of three EF tasks: delay of gratification; gift delay; and dimensional change card sort. Children had more difficulties with the hot versions of the tasks than the cool versions, and older children outperformed younger children. After controlling for verbal ability (Peabody picture vocabulary test‐third edition), a consistent pattern of interaction between school and grade level emerged. Overall, kindergarten children in the punitive school performed no differently than their counterparts in the non‐punitive school. However, in grade 1, children in the punitive school performed significantly worse than their counterparts in the non‐punitive school. These results point to the need to consider interactions among discipline style, age, and internalization processes of self‐regulation to better understand environmental influences on EF development.     

A longitudinal study of depressiveness in children in public care

Rajhvajn Bulat L. A longitudinal study of depressiveness in children in public care Int J Soc Welfare 2010: 19: 412–423 © 2009 The Author, Journal compilation © 2009 Blackwell Publishing Ltd and the International Journal of Social Welfare. The aim of this article is to analyse the challenges involved when making longitudinal observations of depressiveness in children raised in public care. The first measurement comprised 375 children from children's homes and foster families; however, most of the results are based on an analysis of the 139 children who participated in both parts of the research. We used the Child Depression Inventory and the anxiety/depression subscales of Youth Self Report and Child Behaviour Checklist as measures of depressiveness. The comparison of results from the first and second measurements showed that depressiveness in children in public care decreased over time. Children who grew up in children homes were, in the first measurement, more depressed than those living in foster families, but after five years that difference had disappeared. Furthermore, decrease in depressiveness is predominantly associated with less frequent delinquent, aggressive or hyperactive behaviour, less withdrawal and better control over uncomfortable emotions.