Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment

This article investigates the properties of the estimators of the cointegrating vector when the cointegration error has a nonlinear adjustment. We investigate the properties of three estimators, namely, ordinary least squares (OLS), dynamic OLS (DOLS), and autoregressive distributed lag (ADL) models. Monte Carlo simulation results demonstrate that although all the estimators have consistency under cointegration with a nonlinear adjustment, they suffer from severe size distortions for the t-statistics of the cointegrating vector when the cointegration error has a highly persistent nonlinear adjustment and endogeneity. The results imply that the use of DOLS and ADL for cointegration with nonlinear adjustment cannot sufficiently improve the estimates and size performances.     

On constructing T 2 control charts for retrospective examination

In this paper we consider the issue of constructing retrospective T ² control chart limits so as to control the overall probability of a false alarm at a specified value. We describe an exact method for constructing the control limits for retrospective examination. We then consider Bonferroni-adjustments to Alt's control limit and to the standard x ² control limit as alternatives to the exact limit since it is computationally cumbersome to find the exact limit. We present the results of some simulation experiments that are carried out to compare the performance of these control limits. The results indicate that the Bonferroni-adjusted Alt's control limit performs better that the Bonferroni-adjusted x ² control limit. Furthermore, it appears that the Bonferroni-adjusted Alt's control limit is more than adequate for controlling the overall false alarm probability at a specified value.     

Estimation of the additive hazards model with interval-censored data and missing covariates

The additive hazards model is one of the most commonly used regression models in the analysis of failure time data and many methods have been developed for its inference in various situations. However, no established estimation procedure exists when there are covariates with missing values and the observed responses are interval-censored; both types of complications arise in various settings including demographic, epidemiological, financial, medical and sociological studies. To address this deficiency, we propose several inverse probability weight-based and reweighting-based estimation procedures for the situation where covariate values are missing at random. The resulting estimators of regression model parameters are shown to be consistent and asymptotically normal. The numerical results that we report from a simulation study suggest that the proposed methods work well in practical situations. An application to a childhood cancer survival study is provided. The Canadian Journal of Statistics 48: 499–517; 2020 © 2020 Statistical Society of Canada     

Authenticity in friendships and well‐being in adolescence

Only a handful of studies have focused on understanding how authenticity in close relationships may be related to individuals’ well‐being. In this study we examined whether authenticity in a friendship was related to greater adjustment during adolescence. Participants were 318 sixth‐ and ninth‐grade students (155 boys; M _age = 13.46, SD _age = 1.51). Our results show that adolescents who feel more authentic have more positive self‐views, are less lonely at school, and more satisfied with their relationship. Importantly, authenticity–adjustment associations remained significant after controlling for positive friendship quality and conflict. These findings suggest that authenticity should be more often incorporated into the study of different friendship processes.     

Regression analysis of case-cohort studies in the presence of dependent interval censoring

The case-cohort design is widely used as a means of reducing the cost in large cohort studies, especially when the disease rate is low and covariate measurements may be expensive, and has been discussed by many authors. In this paper, we discuss regression analysis of case-cohort studies that produce interval-censored failure time with dependent censoring, a situation for which there does not seem to exist an established approach. For inference, a sieve inverse probability weighting estimation procedure is developed with the use of Bernstein polynomials to approximate the unknown baseline cumulative hazard functions. The proposed estimators are shown to be consistent and the asymptotic normality of the resulting regression parameter estimators is established. A simulation study is conducted to assess the finite sample properties of the proposed approach and indicates that it works well in practical situations. The proposed method is applied to an HIV/AIDS case-cohort study that motivated this investigation.     

Temperament,mothers' reactions to children's emotional experiences,and emotion understanding predicting adjustment in preschool children

It is expected that both children and their parents contribute to children's development of emotion knowledge and adjustment. Bidirectional relations between child temperament (fear, frustration, executive control) and mothers' reactions to children's emotional experiences were examined to explore how these variables predict children's emotion understanding, social competence, and problem behaviors. Preschool‐aged children (N = 306) and their mothers were assessed across four‐time points. Children's temperament and mothers' non‐supportive reactions to children's emotional experiences were assessed when children were 36 and 45 months of age. Emotion understanding was assessed when the children were 54 months of age and teachers reported on children's problem behaviors and social competence when the children were 63 months of age. Covariates included family income, child cognitive ability, gender, and child adjustment at 36 months. Results from path analyses demonstrated that bidirectional relations between children's temperament and mothers' non‐supportive reactions were not significant. However, mother's non‐supportive reactions directly predicted fewer problem behaviors, and children's emotion understanding mediated the relation between children's executive control and their later social competence. As such, emotion understanding appears to be one mechanism through which executive control might impact social competence.     

Child Care Arrangements,Division of Household Labor and Other Employment Based Familial Predictors of Marital Adjustment Among Husbands of Employed Females in Pakistan

The primary purpose of the current study was to investigate the influence of division of household labor, child care arrangements, wife’s financial contribution, work-schedule of wife, perception of wife employment and wife’s work preference were contributing to marital adjustment of husbands of working married women. Additionally, it explored the role of wife’s financial contribution, perception of wife’s employment and wife’s work preference in formation of marital adjustment among husbands of working women. The data were collected through a self-structured questionnaire from 283 husbands of employed married women with one year of marital duration and at least one child. The data were collected from the city of Gujrat, province of Punjab, Pakistan. Factor analysis was run for reliability and validity analysis was executed to examine the validity of the existing scales used in the current study. Multiple linear regression analysis was used for model fit. Division of household labor, child care arrangements, wife’s financial contributions, wife’s work-schedule, the perception of wife’s employment, and wife’s work preferences contributed to the marital adjustment of husbands of working married women. Our results seemed to reflect fluctuating dimensions of gender role ideologies among families. Incorporating new predictors of marital adjustment into literature of marriage and family has been a sociological significance of the current study.     

Prosocial Behavior: Long‐term Trajectories and Psychosocial Outcomes

This study investigated developmental trajectories for prosocial behavior for a sample followed from the age of 10–18 and examined possible adjustment outcomes associated with membership in different trajectory groups. Participants were 136 boys and 148 girls, their teachers, and their parents (19.4 percent African‐American, 2.4 percent Asian, 51.9 percent Caucasian, 19.5 percent Hispanic, and 5.8 percent other). Teachers rated children's prosocial behavior yearly in grades 4–12. At the end of the 12th grade year, teachers, parents, and participants reported externalizing behaviors and participants reported internalizing symptoms, narcissism, and features of borderline personality disorder. Results suggested that prosocial behavior remained stable from middle childhood through late adolescence. Group‐based mixture modeling revealed three prosocial trajectory groups: low (18.7 percent), medium (52.8 percent), and high (29.6 percent). Membership in the high prosocial trajectory group predicted lower levels of externalizing behavior as compared with the low prosocial trajectory group, and for girls, lower levels of internalizing symptoms. Membership in the medium prosocial trajectory group also predicted being lower on externalizing behaviors. Membership in the high prosocial trajectory group predicted lower levels of borderline personality features for girls only.     

Probability weighting in different domains: The role of affect,fungibility, and stakes

This paper reports the results of a laboratory experiment in which probability weighting functions for risky gains were elicited non-parametrically in over 500 incentivized subjects. I compared probability weights for monetary rewards to two less fungible domains involving vouchers for different types of consumption, inducing stronger or weaker (positive) emotions. The level of stakes was also manipulated. I found that the probability to win monetary rewards was weighted almost linearly in the high stakes condition, the probability to win vouchers associated with stronger positive affect was underweighted and the probability to win affect-poor vouchers was strongly underweighted. Substantial underweighting also prevailed in all three domains in the low stakes condition.