Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach

A Markov chain Monte Carlo (MCMC) approach, called a reversible jump MCMC, is employed in model selection and parameter estimation for possibly non-stationary and non-linear time series data. The non-linear structure is modelled by the asymmetric momentum threshold autoregressive process (MTAR) of Enders & Granger (1998) or by the asymmetric self-exciting threshold autoregressive process (SETAR) of Tong (1990). The non-stationary and non-linear feature is represented by the MTAR (or SETAR) model in which one ( 𝜌 1 ) of the AR coefficients is greater than one, and the other ( 𝜌 2 ) is smaller than one. The other non-stationary and linear, stationary and nonlinear, and stationary and linear features, represented respectively by ( 𝜌 1 = 𝜌 2 = 1 ), ( 𝜌 1 p 𝜌 2 < 1 ) and ( 𝜌 1 = 𝜌 2 < 1 ), are also considered as possible models. The reversible jump MCMC provides estimates of posterior probabilities for these four different models as well as estimates of the AR coefficients 𝜌 1 and 𝜌 2 . The proposed method is illustrated by analysing six series of US interest rates in terms of model selection, parameter estimation, and forecasting.     

Dyadic Analyses of Preschool‐aged Children's Friendships: Convergence and Differences between Friendship Classifications from Peer Sociometric Data and Teacher's Reports

Peer sociometrics and teachers' friendship reports were compared in 2179 preschool dyads. One hundred twenty of 306 reciprocated friend dyads from peer sociometric data were also identified as good friends by their classroom teachers, and 301 of 600 of non‐reciprocated dyads in peer data were named as friends by one or both classroom teachers (overall kappa = .16). Friendship classifications from both peer and teacher data had significant relations with variables relevant to peer interactions, social skills, peer acceptance, and teacher‐rated scales (six of seven tests significant for peer data; five of eight significant for teacher data). Multilevel analyses indicated that friendship status effects were not qualified by classroom‐level differences. Findings suggest that sociometric tasks can identify preschoolers' peer friendships and that the range of correlates may be broader in peer‐choice data than in teachers' friendship evaluations.     

Measuring Social Tension from Income Class Segregation

We develop an index that effectively measures the level of social tension generated by income class segregation. We adopt the basic concepts of between-group difference (or alienation) and within-group similarity (or identification) from the income [bi]polarization literature; but we allow for asymmetric degrees of between-group antagonism in the alienation function, and construct a more effective identification function using both the relative degree of within-group clustering and the group size. To facilitate statistical inference, we derive the asymptotic distribution of the proposed measure using results from U-statistics. As the new measure is general enough to include existing income polarization indices as well as the Gini index as special cases, the asymptotic result can be readily applied to these popular indices. Evidence from the Panel Study of Income Dynamics data suggests that, while the level of social tension shows an upward trend over the sample period of 1981 to 2005, government’s taxes and transfers have been effective in reducing the level of social tension significantly.     

A qualitative case study of a Korean former addict’s existential self‐interpretation and identity transformation

This study explored the case of a former addict, focusing on his existential self‐interpretation and identity transformation process. This study began from the question of whether philosophical processes related to existential self‐interpretation could lead to the formation of the concept of bottoming out and of identity transformation. To answer this question, the study analyzed the case of a male in his mid‐forties who was addicted to drugs for approximately 30 years and has only recently maintained abstinence. The study used the phenomenological approach to determine the meaning drugs held for him in each stage, and what drug‐related identity he had in each stage. Further, this study identified the integrative implications of these meanings in terms of existential self‐interpretation and identity transformation. The four different identities the man identified for the four stages of his life were juvenile delinquent, gang member, half‐gangster, and breadwinner, and the associated meanings drugs had for him during each period were “glue,” “filthy,” “leeches,” and “abstinence,” respectively. Finally, this study elucidated the integration of these meanings through the hermeneutic circle, identified the social welfare implications of the findings, and developed educational recommendations.     

A phenomenological case study on immigrant workers' gambling addiction in Korea

This study explores the experiences that have led some of Korea's immigrant workers into gambling addiction and examines possible social welfare services that could support treatment. Immigrant workers' gambling experience as aliens in Korea was analyzed through the methodology of a phenomenological case study. The participants, who voluntarily consented to the study, were five immigrant workers addicted to gambling. Data were collected through one‐on‐one, in‐depth interviews over 6 months, starting in July 2018. The essential themes that emerged in the interviews were “changing strategies for survival,” “forgetting oneself without any sense of responsibility or shame,” “gambling as routine daily life,” “obsession with making a fortune in one go,” and “no home to return to.” Based on its results, this study makes suggestions for the prevention of gambling addiction in immigrant workers. Further, future research needs to be broadened to analyze nationwide cases of immigrant workers with more diverse demographic backgrounds.     

Family Communication and Adolescent Alcohol Use in Nicaragua,Central America: A Test of Primary Socialization Theory

ABSTRACT

Applying primary socialization theory to a sample of early adolescents from Nicaragua, this study examines direct and indirect associations between family bonding and adolescent alcohol use via substance specific prevention communication (SSPC) and adolescent efficacy. Early adolescents in 7th and 8th grades completed a self-report, cross-sectional survey. Structural equation modeling revealed that family expressiveness was significantly indirectly related to adolescent lifetime alcohol use through SSPC. Results are discussed in relation to primary socialization theory, family communication, and international substance use prevention efforts. This study provides supportive evidence for the important role of positive family communication as a protective factor for early adolescents in Nicaragua.     

A note on mixingale limit theorems and stable convergence in law

A gap in the proof of a non stationary mixingale invariance principle is identified and fixed by introducing a skipped subsampling of a partial sum process and letting the skipped interval vanish asymptotically at an appropriate rate as the sample size increases. The corrected proof produces a mixingale limit theorem in the form of a mixing convergence in law, occurring jointly with the stable convergence in law for the same σ-field relative to which they are stable and mixing. The applicability of established results to a high-frequency estimation of the quadratic variation of financial price process is discussed.     

Negotiating the Intersection of Racial Oppression and Heteronormativity

This qualitative study examines the narratives of seven heterosexual, cisgender individuals who identify both as persons of color and as positively disposed toward LGB and transgender-identified persons. Using psycho-discursive qualitative methodology, the authors will present the narrative strategies taken up by these positively disposed cisgender heterosexuals of color as they attempt to position themselves as supportive of LGB and transgender persons while negotiating the discourse of heteronormativity. The three narrative strategies have been titled differentiation, empathy, and coherence. In addition to mapping the three narrative strategies, the authors also explore why informants may choose certain strategies over others and argue that the intersection of social identities must be considered when attempting to understand social oppression. Implications for the human services fields will be discussed.