The frisch-waugh theorem and generalized least squares

We discuss the standard linear regression model with nonspherical disturbances, where some regressors are annihilated by considering only the residuals from an auxiliary regression, and where, analogous to the Frisch-Waugh procedure, the original GLS procedure is applied to the transformed data. We call this procedure pseudo-GLS and give conditions for pseudo-GL5 to be equal to genuine GLS. We also show via examples that these conditions are often violated in empirical applications, and that the Frisch-Waugh Theorem still “works” with nonspherical disturbances if efficient estimation is applied to both the original and the transformed data.     

Probabilistic linear solvers: a unifying view

Statistics and Computing - Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian...     

Commentary: the forgotten older adult with serious mental illness: the final challenge in achieving the promise of Olmstead?

Older adults with serious mental illness disproportionately reside in nursing homes despite the U.S. Supreme Court Olmstead decision supporting the rights of persons with disabilities to benefit from integrated services in the community. This commentary addresses the neglected policy debate on implementing Olmstead for this rapidly growing, older population with special needs. First, the author describes research findings on older adults with serious mental illness living in nursing homes who might more appropriately reside and receive services in the community. Second, the author summarizes the evidence base for effective psychosocial rehabilitation interventions and services facilitating independent living in community settings for this subgroup. Finally, he concludes with seven policy recommendations aimed at advancing the promise of the Olmstead decision with respect to older adults with serious mental illness.     

Application of TQM Principles in the International Technology Transfer Process of Industrial Production Plants: A Conceptual Framework

This paper attempts to illustrate the application of the principles in Total Quality Management (TQM) to the International Technology Transfer (ITT) processes used in industrial production plants. Disaggregated analysis of the ‘technology transformation’ process is deployed to highlight the application of TQM. AT&T's ‘customer–supplier’ model of quality is introduced to explain the interactive roles of the parties involved. It argues that the existing literature deals inadequately with the issues raised and discussed in this paper. A conceptual ITT-TQM model is proposed. Such a model should ensure proper assimilation of imported technology and permit continuous improvement of the processes leading to the customer satisfaction. It is suggested that the success of the model depends on the ‘win-win-win’ strategies of the supplier, the process owner and the customer. Examples from various sources are presented to reinforce the argument. In addition, international standards such as the ISO 9000 standard and frameworks for TQM such as the US Malcolm Baldrige National Quality Award and the European Quality Award (European Foundation for Quality Management) are posited as necessary to ensure quality technology transfer.     

Nursing home admissions and long-stay conversions among persons with and without serious mental illness

The appropriateness of nursing homes for individuals with serious mental illness remains a controversial issue in long-term care policy more than a decade since the landmark U.S. Supreme Court Olmstead decision in 1999 , which affirmed the rights of persons with disabilities to live in their communities. Using national nursing home Minimum Data Set assessments from 2005, the authors compared the demographic, clinical, and functional characteristics of persons with and without serious mental illness newly admitted to nursing homes. They found that newly admitted people with serious mental illness were younger and more likely to become long-stay residents than those admitted with other conditions, despite a higher proportion of residents with serious mental illness, including the elderly, classified as low-care status. The most substantial and clinically significant difference for rates of low-care status 90 days after initial admission are for persons younger than 65 with serious mental illness versus those younger than 65 without serious mental illness (33% vs. 8.5%, or 3.9 times greater). There is a notable difference in low-care status between persons aged 65 and older with serious mental illness and those aged 65 and older without serious mental illness (14% vs. 6.6%, or 2.1 times greater). These results suggest that a substantial number of adults with serious mental illness residing in nursing homes may have the functional capacity to live in less restrictive environments.     

Class conflict and racist ideology in the formation of modern Guyanese society

Pendant toute l'histoire coloniale de la Guyane, la classe dirigeante a imposé de façon disproportionnée une politique de répartition de bénéfices et de charges économiques aux divers groupes ethniques subordonnés. Cette politique se justifiait en termes des stéréotypes raciales des indoguyanais et des afro-guyanais de la part de la classe dirigeante, ce qui avait comme résultat une disparité sociale et économique entre les deux groupes. Bien qu'une coöpération ait existé périodiquement entre les travailleurs indo-guyanais et afro-guyanais dans la lutte contre la classe dirigeante, ils se sont souvent servis des mêmes stéréotypes raciales que la classe dirigeante dans une tentative d'affermir leurs situations sociales et économiques les uns vis-à-vis des autres. Les études pluralistes et culturelles-écologiques de la société guyanaise tiennent rarement compte de ces procédés.
Throughout Guyanese colonial history, the ruling class applied a policy of disproportionate allocation of economic benefits and burdens to different subordinated ethnic groups. This policy was justified in terms of ruling-class racial sterotypes of Indo- and Afro-Guyanese, and resulted in social and economic disparities between these groups. Although there was periodic cooperation between Indo- and Afro-Guyanese workers in struggles against the ruling class, they often used ruling-class racial stereotypes in attempts to strengthen their social and economic positions vis-à-vis each other. Pluralist and cultural-ecological approaches to Guyanese society seldom take these processes into account.     

The rank von neumann test as a test for autocorrelation in regression models

The rank Von Neumann test, which performs extremely well as a test for serial correlation in raw data, is here compared with the Durbin-Watson and Geary tests as a test for autocorrelation in regression residuals. The test convincingly outperforms the Geary test but it is less robust than the Durbin-Watson test     

Inverse probability of censoring weighting for visual predictive checks of time-to-event models with time-varying covariates

When constructing models to summarize clinical data to be used for simulations, it is good practice to evaluate the models for their capacity to reproduce the data. This can be done by means of Visual Predictive Checks (VPC), which consist of several reproductions of the original study by simulation from the model under evaluation, calculating estimates of interest for each simulated study and comparing the distribution of those estimates with the estimate from the original study. This procedure is a generic method that is straightforward to apply, in general. Here we consider the application of the method to time-to-event data and consider the special case when a time-varying covariate is not known or cannot be approximated after event time. In this case, simulations cannot be conducted beyond the end of the follow-up time (event or censoring time) in the original study. Thus, the simulations must be censored at the end of the follow-up time. Since this censoring is not random, the standard KM estimates from the simulated studies and the resulting VPC will be biased. We propose to use inverse probability of censoring weighting (IPoC) method to correct the KM estimator for the simulated studies and obtain unbiased VPCs. For analyzing the Cantos study, the IPoC weighting as described here proved valuable and enabled the generation of VPCs to qualify PKPD models for simulations. Here, we use a generated data set, which allows illustration of the different situations and evaluation against the known truth.     

Identification in Econometrics

The concepts associated with the identification problem are related directly to the probability distribution generating the data. This approach suggests simple examples that can be used for illustrative purposes and avoids the need to introduce simultaneous-equation models before discussing identification.