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.     

Sequential Hypothesis Tests for Identifying the Minimum Dose with a Threshold Effect

We propose a procedure to identify a lowest dose having greater effect than a threshold dose under the assumption of monotonicity of dose mean response in dose response test. So, we use statistics based on contrasts among sample means and apply a group sequential procedure to our procedure to identify effectively the dose. If we can identify the dose at an early step in the sequential test, since we can terminate the procedure with a few observations, the procedure is useful from an economical point of view. In a simulation studies, we compare the superiority among these procedures based on three contrasts.     

Production and changeover control policies of a class of failure prone buffered flow-shops

This article deals with a stochastic optimal control problem for a class of buffered multi-parts flow-shops manufacturing system. The involved machines are subject to random breakdowns and repairs. The flow-shop under consideration is not completely flexible and hence requires setup time and cost in order to switch the production from a part type to another, this changeover is carried on the whole line. Our objective is to find the production plan and the sequence of setups that minimise the cost function, which penalises inventories/backlogs and setups. A continuous dynamic programming formulation of the problem is presented. Then, a numerical scheme is adopted to solve the obtained optimality conditions equations for a two buffered serial machines two parts case. A complete heuristic policy, based on the numerical observations which describe the optimal policies in system states, is developed. It will be shown that the obtained policy is a combination of a KANBAN/CONWIP and a modified hedging corridor policy. Moreover, based on our observations and existent research studies extension to cover more complex flow-shops is henceforth possible. The robustness of such a policy is illustrated through sensitivity analysis.     

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.     

Editors' Introduction

Population Research and Policy Review -