Partial and inverse autocorrelations in portmanteau-type tests for time series

We present a decomposition of the correlation coefficient between x_t and x_t?k into three terms that include the partial and inverse autocorrelations. The first term accounts for the portion of the autocorrelation that is explained by the inner variables {x_t?1 , x_t?2 , …, x _{t? k+1}}, the second one measures the portion explained by the outer variables {x _t+1, x _t+2, } ∪ {x _t?k?1, x _t?k?2,…} and the third term measures the correlation between x _t and x_t?k given all other variables. These terms, squared and summed, can form the basis of three portmanteau-type tests that are able to detect both deviation from white noise and lack of fit of an entertained model. Quantiles of their asymptotic sample distributions are complicated to derive at an adequate level of accuracy, so they are approximated using the Monte Carlo method. A simulation experiment is carried out to investigate significance levels and power of each test, and compare them to the portmanteau test.     

Statistical and computational tradeoff in genetic algorithm-based estimation

When a genetic algorithm (GA) is employed in a statistical problem, the result is affected by both variability due to sampling and the stochastic elements of algorithm. Both of these components should be controlled in order to obtain reliable results. In the present work we analyze parametric estimation problems tackled by GAs, and pursue two objectives: the first one is related to a formal variability analysis of final estimates, showing that it can be easily decomposed in the two sources of variability. In the second one we introduce a framework of GA estimation with fixed computational resources, which is a form of statistical and the computational tradeoff question, crucial in recent problems. In this situation the result should be optimal from both the statistical and computational point of view, considering the two sources of variability and the constraints on resources. Simulation studies will be presented for illustrating the proposed method and the statistical and computational tradeoff question.     

Portmanteau tests based on quadratic forms in the autocorrelations

Many white noise and goodness-of-fit tests are (asymptotically) written as quadratic forms in the ordinary autocorrelation estimates. The properties of such tests are studied by investigating the structure of the matrix of the quadratic form. We suggest to choose the matrix of the quadratic form in such a way that the power is maximized according to the information available about the alternative hypothesis. A simulation study sheds some light on the behavior of the test in finite samples. It is generally found more powerful than the most popular portmanteau tests, i.e., the Box and Pierce and the Ljung and Box tests.     

A Comparison of Address-Based Sampling (ABS) Versus Random-Digit Dialing (RDD) for General Population Surveys

Valid and reliable public health data are becoming more difficultto obtain through random-digit dial (RDD) telephone surveys.As a result, researchers are evaluating different survey designs(i.e., sampling frame and survey mode combinations) as complementsor alternatives to RDD. Traditionally, mail surveys of the generalpublic have been limited due to a lack of a complete samplingframe of households. Recent advances in electronic record keeping,however, have allowed researchers to develop a sample from aframe of addresses (e.g., the U.S. Postal Service Delivery SequenceFile, which appears to provide coverage which rivals or possiblyexceeds that obtained through RDD sampling methods). To testthe use of this frame for surveying adults aged 18 years andolder across a wide geographic area, a pilot study was conductedas part of the 2005 Behavioral Risk Factor Surveillance System(BRFSS). The pilot compared use of a traditional, RDD telephonesurvey methodology to an approach using a mail version of thequestionnaire completed by a random sample of households drawnfrom an address-based frame. The findings indicate that themail survey approach can achieve higher response rates in low-response-ratestates (<40%) than RDD (particularly when two mailings aresent). Additionally, the address frame with mail survey designprovides access to cell phone only households and offers costsavings over the telephone approach. The resulting sample, however,significantly overrepresents non-Hispanic whites and peoplewith higher levels of education.     

Parsimonious periodic autoregressive models for time series with evolving trend and seasonality

Statistics and Computing - This paper proposes an extension of Periodic AutoRegressive (PAR) modelling for time series with evolving features. The large scale of modern datasets, in fact, implies...     

Family Planning and Child Health Care: Effect of the Peruvian Programa de Salud Reproductiva y Planificación Familiar, 1996–2000

Our study estimates the effects of exposure to a family planning program which promoted surgical contraception for the first time in Peru on women's use of birth control methods and their children's health. While a broad program, the Programa de Salud Reproductiva y Planificación Familiar forced many indigenous women to undergo sterilization. We compare provinces affected by the program earlier with provinces affected later, before and after the policy. Overall, the results indicate that women in treated areas were more likely to use both temporary and permanent contraceptive methods and their children were less likely to die within their first year of life, partly due to longer breastfeeding. However, we observe heterogeneity by ethnicity. In treated provinces, nonindigenous children benefited from the policy regardless of their mothers’ choice of contraceptive method, while there were few positive impacts for indigenous children whose mothers underwent sterilization. This suggests that coercive or aggressively implemented family planning programs may not confer health benefits on children.