bluuebunny/crossref_metadata_2025 huggingface dataset:
Standards and Emerging Linguistic Realities in the Malaysian Workplace
Authors: Gill Saran Kaur
Published: March 2003

Malaysia, like many other countries belonging to the Outer Circle, is in a position where she has to grapple with notions of English language standards. With the medium of education having been Bahasa Malaysia since 1970, there has emerged in the workforce educated speakers who speak sub‐varieties of formal Malaysian English. These make up the executives who contribute to various organisations, whose businesses depend on both intranational and international connections. One of the essential skills required of these executives is that of delivering business presentations both internally to colleagues and superiors and externally to customers of the organisation.

This research investigates: how Malaysian linguists perceive and categorise the sub‐varieties of Malaysian English, as spoken by select speakers, along the lectal continuum; whether gatekeepers (those who possess decision‐making powers in the respective organisations) regard the same select speakers acceptable for delivering business presentations to different audiences, both internal and external to the organisation.

The dynamics of the perspectives of both the linguists and the gatekeepers will throw essential light on what is acceptable and what is not acceptable in relation to standards and the emerging linguistic realities in the workplace.
The social significance of English in Malawi
Authors: Matiki Alfred J.
Published: March 2003

This paper demonstrates how the language policy in Malawi has entrenched the hegemony of English over Chichewa and other indigenous languages, especially as it pertains to the official domains of national life. Although both English and Chichewa are official languages, the language policy has created an asymmetrical coexistence between these two languages by favoring English over the latter. The paper presents the current role of English, vis‐a`‐vis Chichewa, based on its functions, range, and depth. The paper further shows that the exclusive use of English in the legislature, the judiciary, and mass media, among other domains, alienates the majority of Malawians who have no facility in this language and consequently limits their political rights in many respects. It is important, therefore, to institute a language plan that can guide the country in sustaining democracy, promoting the vitality, versatility, and stability of indigenous languages, and the rights of their speakers to participate in the national community more effectively.
East and Southern African English accents
Authors: Bobda Augustin Simo
Published: March 2003

This paper discusses English pronunciation features in the anglophone countries of East and Southern Africa. The focus is on the restructuring of the STRUT vowel to /a/, /i/ and /ε/ epenthesis, and short tone groups. More importantly, the features which associate with some countries or groups of countries are shown. For example, rhoticity is a feature of Sudanese and Somalian Englishes; the restructuring of the NURSE vowel to /a/ across the board applies to Kenyan and Ugandan Englishes; L‐Vocalisation is associated with Kenya, Uganda, Tanzania, Malawi and Zambia; the systematic rendering of the NURSE vowel as /ε/ is a feature of Southern African English covering Zimbabwe and the other countries to the south; Sudan shares the restructuring of the TRAP vowel to /ε/ with Southern Africa. The paper offers a contribution to the linguistic atlas of the region examined which, in many respects, drastically differs from previous assumptions. For example, it shows more exhaustively in what aspects East African English pronunciation differs from Southern African English, indicates the geographical demarcation between the two accents, and clearly defines the transition zone.
Chinese Englishes: from Canton jargon to global English
Authors: Bolton Kingsley
Published: March 2003

This paper argues that one approach to the notion of ‘Chinese Englishes’ may involve the critical re–examination of a rich history of cultural and linguistic contact and language learning and teaching that runs from the early seventeenth century to the present. From a period of ‘first contact’ in 1637, this history includes the era of Chinese pidgin English from the mid–eighteenth century to the recent past, the impact of missionary schools and universities, Nationalist intiatives before 1949, and the Open Door policies of the last two decades. It also involves the consideration of the recent popularity of Li Yang, a celebrity English teacher, whose method of ‘Crazy English’ has recently been marketed to millions of followers throughout the PRC. Li Yang’s message of ‘Make money internationally’ serves to remind us that ‘pidgin’ English (typically glossed as ‘business’ English) arose during an earlier but no less crucial era of world trade and globalisation.
Malaysian English, normativity and workplace interactions
Authors: Nair–Venugopal Shanta
Published: March 2003

It has been contended that in the context of the globalized workplace the widespread use of English will exert pressure towards global uniformity yet result in the emergence of a large number of local varieties of English and hybrids. This paper examines such contradictory sociolinguistic tensions between the phenomenon of homogeneity and normativity on the one hand, and fragmentation and variability on the other, by exploring the nexus of normativity and language choice and use in the situated discourse of Malaysian business contexts. The proclaimed universality of English as the international language of the globalized workplace is compared and contrasted with the particularity of localized interactions that challenge the traditional normative view of language choice and modelling in these contexts. The structural and lexical parsimony of localized speech variation together with its “un–English” intonation patterns and syllable timed rhythm, points not only to its versatility, but also to its communicative viability as an alternative to more standard variants of the old heritage in these non–native speaking bastions of normative English language use.
A Repeated Interactions Model of Tax Competition
Authors: Cardarelli Roberto , Taugourdeau Emmanuelle , Vidal Jean‐Pierre
Published: March 2003

Models of tax competition usually assume a single‐period framework. This paper sets up a repeated interactions model of tax competition and establishes conditions under which fiscal policy harmonization can result from repeated interactions between governments. It is shown that fiscal policy harmonization cannot prevail when regional asymmetries are too strong. In such a case, the only way to achieve fiscal policy harmonization is to set up a central fiscal authority.
Hub‐and‐Spoke Networks in Air Transportation: An Analytical Review
Authors: Bryan Deborah L. , O'Kelly Morton E.
Published: March 2003

In this review we survey advances in analysis of the hub location problem and its variants. In the course of the review opportunities for enhanced analysis become apparent. We emphasize the most pressing areas for further work. We found that first, research needs to be devoted to developing more reliable heuristics for the multiple assignment model and its extensions and second, that additional research is needed to understand the conditions under which the model will tend to have integer solutions. Research in this area will contribute to the solution of a longstanding puzzle in economics about the allocation of indivisible resources.
Mind the Gaps: The Evolution of Regional Earnings Inequalities in the U.K., 1982–1997
Authors: Duranton Gilles , Monastiriotis Vassilis
Published: March 2003

In this paper we apply earnings equations for U.K. regions over 1982–1997. We find evidence of rapid convergence across regions regarding the determinants of individual wages (i.e., regional fixed‐effects, gender gaps, and returns to education and experience). In contrast, data on average regional earnings point to a worsening of U.K. regional inequalities and a rise in the North‐South gap. Education accounts for most of the discrepancy between aggregate divergence and disaggregated convergence. First, London gained because its workforce became relatively more educated over the period. Second, returns to education increased nationwide, which favored the most educated regions (i.e., London). Third, returns to education were initially lower in London but they (partially) caught up with the rest of the country. Had returns to education and their distribution across U.K. regions remained stable over the period, the U.K. North‐South divide would have decreased.
Cereals, Cities and the Birth of Europe: R.I. Moore’s First European Revolution c.970–1215: A Review
Authors: Ward John O.
Published: March 2003

The First European Revolution c.970–1215 by R. I. Moore, Professor of History at the University of Newcastle upon Tyne, challenges traditional understandings of the twelfth century, which have accorded perhaps undue significance to religious developments. Placing the period under study in a global chronological and geographical context, the book is very up to date but presents a generally difficult line of argument, an oblique rather than a descriptive reference to key events and developments, and displays a tendency to overemphasise French socioeconomic and political circumstances. Moore’s book is nevertheless a landmark contribution, and no one will be able to say anything about European development in the timespan chosen without taking into account everything its author has argued. If convinced, the reader will go away satisfied that the period 970–1215 in European history was a decisive one, if not the most decisive one.
The Need for Cross–Cultural Considerations in Reading Theory: The Effects of Arabic Sentence Context in Skilled and Poor Readers
Authors: Abu–Rabia Salim
Published: March 2003

This study was designed to investigate whether Arabic orthography differs from the Latin orthography of English texts regarding context effects among poor and normal readers. Usually, Arabic texts are presented without vowels for normal readers, and with vowels for younger and beginning readers. The Arabic vowels are mostly not alphabetic letters, but strokes above and/or below the letters. The subjects were 60 native Arab eighth graders, 20 poor readers and 40 normal readers of Arabic. Subjects were required to read vowelled and unvowelled words with and without context in Arabic. The results showed that normal as well as poor readers significantly improved their reading accuracy when they read vowelled and unvowelled words in context. Further, normal readers significantly improved their reading of vowelled and unvowelled words in context more than did the poor readers. The findings of this study illustrated the significance of cross‐cultural linguistic considerations for the development of comprehensive reading theory.
Missing Data in the Forensic Context
Authors: Kadane J. B. , Terrin N.
Published: March 2003

Missing survey data are difficult to present in court. This paper reflects testimony prepared and given by the authors in a case alleging that the New Jersey State Police were differentially stopping and arresting blacks at the southern end of the New Jersey turnpike. A Bayesian technique with informative priors is used to examine the sensitivity of the inference to the missing data.
Building Multivariable Prognostic and Diagnostic Models: Transformation of the Predictors by Using Fractional Polynomials
Authors: Sauerbrei W. , Royston P.
Published: March 2003

To be useful to clinicians, prognostic and diagnostic indices must be derived from accurate models developed by using appropriate data sets. We show that fractional polynomials, which extend ordinary polynomials by including non-positive and fractional powers, may be used as the basis of such models. We describe how to fit fractional polynomials in several continuous covariates simultaneously, and we propose ways of ensuring that the resulting models are parsimonious and consistent with basic medical knowledge. The methods are applied to two breast cancer data sets, one from a prognostic factors study in patients with positive lymph nodes and the other from a study to diagnose malignant or benign tumours by using colour Doppler blood flow mapping. We investigate the problems of biased parameter estimates in the final model and overfitting using cross-validation calibration to estimate shrinkage factors. We adopt bootstrap resampling to assess model stability. We compare our new approach with conventional modelling methods which apply stepwise variables selection to categorized covariates. We conclude that fractional polynomial methodology can be very successful in generating simple and appropriate models.
Fatal Train Accidents on Britain’s Mainline Railways
Authors: Evans Andrew W.
Published: March 2003

This paper investigates trends in the frequencies and numbers of fatalities in fatal train collisions, derailments and buffer overruns on the national railway system of Great Britain. The main part of the paper is based on the 31-year period 1967–1997. After the paper had been completed, but before it was due to be published, the most serious train accident for more than a decade occurred on October 5th, 1999, at Ladbroke Grove in London, in which 30 people lost their lives. That accident was by far the most severe ever to have occurred in Great Britain with modern rolling-stock; it leads to an upward revision in the estimates of current and future fatalities in train accidents. To provide a context for the statistical interpretation of the Ladbroke Grove accident, and to avoid the temptation of being wise after the event, the main part of the paper (Sections 1–5) is presented exactly as it was finalized before the accident; a postscript (Section 6) is then added to update the conclusions in the light of the accident. Railway safety has improved over the long term: even after including the Ladbroke Grove accident in the data, the paper estimates that the current mean frequency of fatal train accidents from all causes is just over 1 per year, and the mean number of fatalities in such accidents is just under 4 per year. It is an indication of the exceptional severity of the Ladbroke Grove accident that the number of people who lost their lives was so much larger than this.
Estimating the Underlying Change in Unemployment in the UK
Authors: Harvey Andrew , Chung Chia-Hui
Published: March 2003

By setting up a suitable time series model in state space form, the latest estimate of the underlying current change in a series may be computed by the Kalman filter. This may be done even if the observations are only available in a time-aggregated form subject to survey sampling error. A related series, possibly observed more frequently, may be used to improve the estimate of change further. The paper applies these techniques to the important problem of estimating the underlying monthly change in unemployment in the UK measured according to the definition of the International Labour Organisation by the Labour Force Survey. The fitted models suggest a reduction in root-mean-squared error of around 10% over a simple estimate based on differences if a univariate model is used and a further reduction of 50% if information on claimant counts is taken into account. With seasonally unadjusted data, the bivariate model offers a gain of roughly 40% over the use of annual differences. For both adjusted and unadjusted data, there is a further gain of around 10% if the next month’s figure on claimant counts is used. The method preferred is based on a bivariate model with unadjusted data. If the next month’s claimant count is known, the root-mean-squared error for the estimate of change is just over 10000.
Improved Estimation Procedures for Multilevel Models with Binary Response: A Case-Study
Authors: Rodríguez Germán , Goldman Noreen
Published: March 2003

During recent years, analysts have been relying on approximate methods of inference to estimate multilevel models for binary or count data. In an earlier study of random-intercept models for binary outcomes we used simulated data to demonstrate that one such approximation, known as marginal quasi-likelihood, leads to a substantial attenuation bias in the estimates of both fixed and random effects whenever the random effects are non-trivial. In this paper, we fit three-level random-intercept models to actual data for two binary outcomes, to assess whether refined approximation procedures, namely penalized quasi-likelihood and second-order improvements to marginal and penalized quasi-likelihood, also underestimate the underlying parameters. The extent of the bias is assessed by two standards of comparison: exact maximum likelihood estimates, based on a Gauss–Hermite numerical quadrature procedure, and a set of Bayesian estimates, obtained from Gibbs sampling with diffuse priors. We also examine the effectiveness of a parametric bootstrap procedure for reducing the bias. The results indicate that second-order penalized quasi-likelihood estimates provide a considerable improvement over the other approximations, but all the methods of approximate inference result in a substantial underestimation of the fixed and random effects when the random effects are sizable. We also find that the parametric bootstrap method can eliminate the bias but is computationally very intensive.
Procrustes Shape Analysis of Planar Point Subsets
Authors: Dryden Ian L. , Faghihi Mohammad Reza , Taylor Charles C.
Published: March 2003

Consider a set of points in the plane randomly perturbed about a mean configuration by Gaussian errors. In this paper a Procrustes statistic based on the shapes of subsets of the points is studied, and its approximate distribution is found for small variations. We derive various properties of the distribution including the first two moments, a central limit result and a scaled χ2–-approximation. We concentrate on the independent isotropic Gaussian error case, although the results are valid for general covariance structures. We investigate triangle subsets in detail and in particular the situation where the population mean is regular (i.e. a Delaunay triangulation of the mean of the process is comprised of equilateral triangles of the same size). We examine the variance of the statistic for differently shaped regions and provide an asymptotic result for general shaped regions. The results are applied to an investigation of regularity in human muscle fibre cross-sections.
Fractal Function Estimation via Wavelet Shrinkage
Authors: Wang Y.
Published: March 2003

In scientific studies objects are often very rough. Mathematically these rough objects are modelled by fractal functions, and the fractal dimension is usually used to measure their roughness. This paper investigates fractal function estimation by wavelet shrinkage. It is shown that wavelet shrinkage can estimate fractal functions with their fractal dimensions virtually preserved.
Semiparametric Likelihood-Based Inference for Biased and Truncated Data When the Total Sample Size is Known
Authors: Li Gang , Qin Jing
Published: March 2003

Biased and truncated data arise in many practical areas. Many efficient statistical methods have been studied in the literature. This paper discusses likelihood-based inferences for the two types of data in the presence of auxiliary information of known total sample size. It is shown that this information improves inference about the underlying distribution and its parameters in which we are interested. A semiparametric likelihood ratio confidence interval technique is employed. Also some simulation results are reported.
On the Time to Extinction in Recurrent Epidemics
Authors: Nåsell I.
Published: March 2003

An approximation is derived for the expected time to extinction in a stochastic model for recurrent epidemics. Numerical illustrations indicate that the approximation is crude but that it has the correct order of magnitude. The quasi-stationary distribution plays an important role in the derivation. Approximations for the critical community size and of the persistence threshold are derived. Comments are made on the classical study by Bartlell (1956–1960).
Bayesian Nonparametric Inference for Random Distributions and Related Functions
Authors: Walker Stephen G. , Damien Paul , Laud Purushottam W. , Smith Adrian F. M.
Published: March 2003

In recent years, Bayesian nonparametric inference, both theoretical and computational, has witnessed considerable advances. However, these advances have not received a full critical and comparative analysis of their scope, impact and limitations in statistical modelling; many aspects of the theory and methods remain a mystery to practitioners and many open questions remain. In this paper, we discuss and illustrate the rich modelling and analytic possibilities that are available to the statistician within the Bayesian nonparametric and/or semiparametric framework.
Upper Probabilities Based Only on the Likelihood Function
Authors: Walley Peter , Moral Serafín
Published: March 2003

In the problem of parametric statistical inference with a finite parameter space, we propose some simple rules for defining posterior upper and lower probabilities directly from the observed likelihood function, without using any prior information. The rules satisfy the likelihood principle and a basic consistency principle (‘avoiding sure loss’), they produce vacuous inferences when the likelihood function is constant, and they have other symmetry, monotonicity and continuity properties. One of the rules also satisfies fundamental frequentist principles. The rules can be used to eliminate nuisance parameters, and to interpret the likelihood function and to use it in making decisions. To compare the rules, they are applied to the problem of sampling from a finite population. Our results indicate that there are objective statistical methods which can reconcile three general approaches to statistical inference: likelihood inference, coherent inference and frequentist inference.
Rank Statistics Expressible as Integrals Under P–P-plots and Receiver Operating Characteristic Curves
Authors: Girling A. J.
Published: March 2003

Given a probability measure on the unit square, the measure of the region under an empirical P–P-plot defines a two-sample rank statistic. Instances include trimmed and censored versions of the Mann–Whitney–Wilcoxon statistic and a class of statistics with applications in the analysis of receiver operating characteristic (ROC) curves. A large sample distribution for such a statistic is obtained, which is valid under sampling from general populations. Explicit results are presented for comparing arbitrary quantile segments of two populations. The results are not restricted to continuous data and incorporate adjustments for tied values in the discrete case. A multivariate version of the large sample distribution extends the class of tractable statistics in ROC analysis and facilitates the use of methods based on partial areas when the data are discrete.
Flexible Empirical Bayes Estimation for Wavelets
Authors: Clyde Merlise , George Edward I.
Published: March 2003

Wavelet shrinkage estimation is an increasingly popular method for signal denoising and compression. Although Bayes estimators can provide excellent mean-squared error (MSE) properties, the selection of an effective prior is a difficult task. To address this problem, we propose empirical Bayes (EB) prior selection methods for various error distributions including the normal and the heavier-tailed Student t-distributions. Under such EB prior distributions, we obtain threshold shrinkage estimators based on model selection, and multiple-shrinkage estimators based on model averaging. These EB estimators are seen to be computationally competitive with standard classical thresholding methods, and to be robust to outliers in both the data and wavelet domains. Simulated and real examples are used to illustrate the flexibility and improved MSE performance of these methods in a wide variety of settings.
Count Data and Treatment Heterogeneity in 2×2 Crossover Trials
Authors: Longford N. T.
Published: March 2003

Count data are routinely assumed to have a Poisson distribution, especially when there are no straightforward diagnostic procedures for checking this assumption. We reanalyse two data sets from crossover trials of treatments for angina pectoris, in which the outcomes are counts of anginal attacks. Standard analyses focus on treatment effects, averaged over subjects; we are also interested in the dispersion of these effects (treatment heterogeneity). We set up a log-Poisson model with random coefficients to estimate the distribution of the treatment effects and show that the analysis is very sensitive to the distributional assumption; the population variance of the treatment effects is confounded with the (variance) function that relates the conditional variance of the outcomes, given the subject’s rate of attacks, to the conditional mean. Diagnostic model checks based on resampling from the fitted distribution indicate that the default choice of the Poisson distribution for the analysed data sets is poorly supported. We propose to augment the data sets with observations of the counts, made possibly outside the clinical setting, so that the conditional distribution of the counts could be established.
Exact Group Comparisons Using Irregular Longitudinal Data
Authors: Maritz J. S. , Lombard C. J. , Morrell C. H.
Published: March 2003

Longitudinal data on an experimental subject arise when observations of a dependent variable are made at several successive values of an indexing variable x; often the indexing variable is time. When such data are recorded for a number of subjects, typically animal or human, the x-configuration may vary from subject to subject, producing irregular longitudinal data. Exact permutation methods are considered for comparing two or more groups of subjects. This approach entails choosing appropriate descriptive and test statistics and generating their exact distributions. The method is applied to two data sets, one relating to pigs and one to baboons. The second of these data sets involves a co-variate and the results are compared with those yielded by fitting a parametric mixed effects model. In the first example differences between groups were clearly established, and the graphical representations proposed were useful for describing the differences. In the second example the agreement between the results of the two methods of analysis was found to be very close.
Bayesian Projection of the Acquired Immune Deficiency Syndrome Epidemic
Authors: De Angelis D. , Gilks W. R. , Day N. E.
Published: March 2003

Short-term projections of the acquired immune deficiency syndrome (AIDS) epidemic in England and Wales have been regularly updated since the publication of the Cox report in 1988. The key approach for those updates has been the back-calculation method, which has been informally adapted to acknowledge various sources of uncertainty as well as to incorporate increasingly available information on the spread of the human immunodeficiency virus (HIV) in the population. We propose a Bayesian formulation of the back-calculation method which allows a formal treatment of uncertainty and the inclusion of extra information, within a single coherent composite model. Estimation of the variably dimensioned model is carried out by using reversible-jump Markov chain Monte Carlo methods. Application of the model to data for homosexual and bisexual males in England and Wales is presented, and the role of the various sources of information and model assumptions is appraised. Our results show a massive peak in HIV infections around 1983 and suggest that the incidence of AIDS has now reached a plateau, although there is still substantial uncertainty about the future.
A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence
Authors: Hughes James P. , Guttorp Peter , Charles Stephen P.
Published: March 2003

A non-homogeneous hidden Markov model is proposed for relating precipitation occurrences at multiple rain-gauge stations to broad scale atmospheric circulation patterns (the so-called ‘downscaling problem’). We model a 15-year sequence of winter data from 30 rain stations in south-western Australia. The first 10 years of data are used for model development and the remaining 5 years are used for model evaluation. The fitted model accurately reproduces the observed rainfall statistics in the reserved data despite a shift in atmospheric circulation (and, consequently, rainfall) between the two periods. The fitted model also provides some useful insights into the processes driving rainfall in this region.
A Discrete Variable Chain Graph for Applicants for Credit
Authors: Stanghellini E. , McConway K. J. , Hand D. J.
Published: March 2003

A bank offering unsecured personal loans may be interested in several related outcome variables, including defaulting on the repayments, early repayment or failing to take up an offered loan. Current predictive models used by banks typically consider such variables individually. However, the fact that they are related to each other, and to many interrelated potential predictor variables, suggests that graphical models may provide an attractive alternative solution. We developed such a model for a data set of 15 variables measured on a set of 14 000 applications for unsecured personal loans. The resulting global model of behaviour enabled us to identify several previously unsuspected relationships of considerable interest to the bank. For example, we discovered important but obscure relationships between taking out insurance, prior delinquency with a credit card and delinquency with the loan.
The Analysis of Designed Experiments and Longitudinal Data by Using Smoothing Splines
Authors: Verbyla Arũnas P. , Cullis Brian R. , Kenward Michael G. , Welham Sue J.
Published: March 2003

In designed experiments and in particular longitudinal studies, the aim may be to assess the effect of a quantitative variable such as time on treatment effects. Modelling treatment effects can be complex in the presence of other sources of variation. Three examples are presented to illustrate an approach to analysis in such cases. The first example is a longitudinal experiment on the growth of cows under a factorial treatment structure where serial correlation and variance heterogeneity complicate the analysis. The second example involves the calibration of optical density and the concentration of a protein DNase in the presence of sampling variation and variance heterogeneity. The final example is a multienvironment agricultural field experiment in which a yield–seeding rate relationship is required for several varieties of lupins. Spatial variation within environments, heterogeneity between environments and variation between varieties all need to be incorporated in the analysis. In this paper, the cubic smoothing spline is used in conjunction with fixed and random effects, random coefficients and variance modelling to provide simultaneous modelling of trends and covariance structure. The key result that allows coherent and flexible empirical model building in complex situations is the linear mixed model representation of the cubic smoothing spline. An extension is proposed in which trend is partitioned into smooth and non-smooth components. Estimation and inference, the analysis of the three examples and a discussion of extensions and unresolved issues are also presented.
Analysing Financial Returns by Using Regression Models Based on Non-Symmetric Stable Distributions
Authors: Lambert Phillipe , Lindsey J. K.
Published: March 2003

The daily evolution of the price of Abbey National shares over a 10-week period is analysed by using regression models based on possibly non-symmetric stable distributions. These distributions, which are only known through their characteristic function, can be used in practice for interactive modelling of heavy-tailed processes. A regression model for the location parameter is proposed and shown to induce a similar model for the mode. Finally, regression models for the other three parameters of the stable distribution are introduced. The model found to fit best allows the skewness of the distribution, rather than the location or scale parameters, to vary over time. The most likely share return is thus changing over time although the region where most returns are observed is stationary.
Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children
Authors: Heagerty Patrick J. , Pepe Margaret S.
Published: March 2003

The appropriate interpretation of measurements often requires standardization for concomitant factors. For example, standardization of weight for both height and age is important in obesity research and in failure-to-thrive research in children. Regression quantiles from a reference population afford one intuitive and popular approach to standardization. Current methods for the estimation of regression quantiles can be classified as nonparametric with respect to distributional assumptions or as fully parametric. We propose a semiparametric method where we model the mean and variance as flexible regression spline functions and allow the unspecified distribution to vary smoothly as a function of covariates. Similarly to Cole and Green, our approach provides separate estimates and summaries for location, scale and distribution. However, similarly to Koenker and Bassett, we do not assume any parametric form for the distribution. Estimation for either cross-sectional or longitudinal samples is obtained by using estimating equations for the location and scale functions and through local kernel smoothing of the empirical distribution function for standardized residuals. Using this technique with data on weight, height and age for females under 3 years of age, we find that there is a close relationship between quantiles of weight for height and age and quantiles of body mass index (BMI=weight/height2) for age in this cohort.
Consistent Estimation of Linear and Non‐linear Autoregressive Models with Markov Regime
Authors: Krishnamurthy Vikram , Ryden Tobias
Published: March 2003

An autoregressive process with Markov regime is an autoregressive process for which the regression function at each time‐point is given by a (non‐observable) Markov chain. We examine maximum likelihood estimation for such models and show consistency of a conditional maximum likelihood estimator. Also identifiability issues are discussed
Change‐Point Estimation of Fractionally Integrated Processes
Authors: Kuan Chung‐Ming , Hsu Chih‐Chiang
Published: March 2003

In this paper we analyze the least‐squares estimator of the change point for fractionally integrated processes with fractionally differencing parameter −0.5 < d < 0.5. When there is a one‐time change, we show that the least‐squares estimator is consistent and that the rate of convergence depends on d. When there is no change, we find that the least‐squares estimator converges in probability to the set {0, 1} for −0.5 < d≤ 0 but is likely to suggest a spurious change for 0 < d < 0.5. Simulations are also used to illustrate the asymptotic analysis.
On the Definitions of (Co‐)integration
Authors: Abadir Karim M. , Taylor A. M. Robert
Published: March 2003

Two problems exist in testing for (co‐)integration. One is that current definitions of fractional integration in the time domain can be incomplete. The other is that disregarding fractional orders of integration can cause incorrectly sized inference about cointegration. This paper completes the time‐domain definition of fractional integration, and defines cointegration in a general setting. As a by‐product of the latter, testing for cointegration in models without a pre‐specified functional form is shown to avoid a common inferential problem. Finally, we analyse the effects of using incomplete definitions of integration and/or cointegration. For the latter, incomplete I(1)‐null procedures make cointegration seem more likely than it actually is, while incomplete I(0)‐null procedures reject cointegration too often.
Specification Tests for the Variance of a Diffusion
Authors: Corradi Valentina , White Halbert
Published: March 2003

We propose specification tests for the variance of a diffusion that do not require complete knowledge of the functional form under the null. We first propose a test for the constancy of the variance that, under the null of constancy, has a limiting normal distribution, while under the alternative of either unconditional or conditional heteroskedasticity it diverges at an appropriate rate. We then propose a test for the null of a parametric specification against the alternative of a more general functional form. Under the null, the test has a well‐defined limiting distribution, normal in the unconditional and mixed normal in the conditional heteroskedasticity case; under the alternative, it diverges.
Robust Estimation in Vector Autoregressive Moving‐Average Models
Authors: Ben Marta Garcia , Martinez Elena J. , Yohai Victor J.
Published: March 2003

Bustos and Yohai proposed a class of robust estimates for autoregressive moving‐average (ARMA) models based on residual autocovariances (RA estimates). In this paper an affine equivariant generalization of the RA estimates for vector ARMA processes is given. These estimates are asymptotically normal and, when the innovations have an elliptical distribution, their asymptotic covariance matrix differs only by a scalar factor from the covariance matrix corresponding to the maximum likelihood estimate. A Monte Carlo study confirms that the RA estimates are efficient under normal errors and robust when the sample contains outliers. A robust multivariate goodness‐of‐fit test based on the RA estimates is also obtained.
Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach
Authors: Leipus Remigijus , Viano Marie‐Claude
Published: March 2003

We present a class of generalized fractional filters which is stable with respect to series and parallel connection. This class extends the so‐called fractional ARUMA and fractional ARMA filters previously introduced by e.g. Goncalves (1987) and Robinson (1994) and recently studied by Giraitis and Leipus (1995) and Viano et al. (1995). Conditions for the existence of the induced stationary SαS and L2 processes are given. We describe the asymptotic dependence structure of these processes via the codifference and the covariance sequences respectively. In the L2 case, we prove the weak convergence of the normalized partial sums.
Testing for the Presence of Self‐Similarity of Gaussian Time Series Having Stationary Increments
Authors: Bardet Jean‐Marc
Published: March 2003

A method for testing for the presence of self‐similarity of a Gaussian time series with stationary increments is presented. The test is based on estimation of the distance between the time series and a set of time series containing all the fractional Brownian motions. This distance is constructed from two estimations of multiscale generalized quadratic variations expectations. The second one requires regression estimates of the self‐similarity index H. Two estimations of H are then introduced. They present good robustness and computing time properties compared with the Whittle approach, with nearly similar convergence rate. The test is applied on simulated and real data. The self‐similarity assumption is notably accepted for the famous Nile River data.
Second‐Order Noncausality in Multivariate GARCH Processes
Authors: Comte Fabienne , Lieberman Offer
Published: March 2003

Typical multivariate economic time series may exhibit co‐behavior patterns not only in the conditional means, but also in the conditional variances. In this paper we give two new definitions of variance noncausality in a multivariate setting a Granger‐type noncausality and a linear Granger noncausality through projections on Hilbert spaces. Both definitions are related to a previous second‐order noncausality concept defined by Granger et al. in a bivariate setting. The implications of second‐order noncausality on multivariate ARMA processes with GARCH‐type errors are investigated. We derive exact testable restrictions on the parameters of the processes considered, implied by this type of noncausality. Conditions for the finiteness of the fourth‐order moment of the multivariate GARCH process are derived and related to earlier results in the univariate framework. We include an illustration of second‐order noncausality in a trivariate model of daily financial returns.
Testing Linearity For Stationary Time Series Using the Sample Interquartile Range
Authors: Yuan J.
Published: March 2003

We consider the size and power of Hinich's linearity test and propose a modification. The modified test also uses the sample interquartile range, but it tests the equality of location parameters and the critical value does not depend on any unknown parameter. The limitation of the sample interquartile range as a measure of deviation from the null hypothesis is discussed.
A note on maximum autoregressive processes of order one
Authors: ZAREPOUR M. , BANJEVIC D.
Published: March 2003

We consider estimating the coefficient of a maximum autoregressive process of order one. Under a parametric assumption for innovations, the exact distribution of this estimate is calculated using a recursion method while, under the assumption that the distribution for the innovations has a regularly varying tail at infinity, we derive its limiting distribution.
Determinants of Foreign Workers’ Wages in Two Italian Regions with High Illegal Immigration
Authors: Baldacci Emanuele , Inglese Luca , Strozza Salvatore
Published: March 2003

Since the end of the 1970s Italy has moved from being an out‐migration country to being a foreign immigration country, but very few studies have addressed the factors determining the wages of immigrant workers, owing to the lack of available data. In this paper we analyse the determinants of the wages of immigrants in some areas of Latium and Campania, where the share of illegal immigration is relatively high, using the results of a set of sample surveys which collected information on several aspects of the immigration process in the years 1993–94. The purpose of the article is to shed some light on the factors underlying wage distribution among the immigrants using an estimation method that controls for sample selection problems. According to the empirical results, income differences seem to be relatively high among immigrants. Differences in labour market integration among sexes and area of origin clearly emerge from the results. Moreover, legal status plays an important role in the explanation of the wage gap between documented and undocumented immigrants, also because of the different occupational sector structure in the two groups.
Descrepancies between Supply and Demand and Adjustment Processes in the Labour Market
Authors: Wieling Myra , Borghans Lex
Published: March 2003

Changes in demand and supply in segments of the labour market will affect the labour market position of workers with an educational background in a related field of study. In one economic tradition such discrepancies between supply and demand are thought to lead to unemployment in the case of excess supply and to unfilled vacancies or skill shortages in the case of excess demand. The other neo‐classical oriented tradition expects wage adjustments to take fully account of these labour market imbalances, leading to higher wages for studies with excess demand and lower wages in case of excess supply. In practice the labour market might, on the one hand, be more flexible than suggested by the first approach, but on the other hand adjustment might be incomplete and not only wages but also other aspects of the employment relationship might be affected by a friction between supply and demand. This study examines the relationship between discrepancies between labour demand and supply on the one hand and manifestations of these tensions in the labour market experience of school‐leavers on the other hand. To investigate this relationship, a random coefficient model has been used, which allows for different adjustment processes for the various educational types, but still makes full use of all the information available in the data. The analyses provide insights about the importance of different adjustment processes and their complementarity and substitutability. We show that on average, supply surpluses lead to pressure to accept jobs at a level which is lower than the school‐leavers educational level, jobs with relatively low wages, and jobs with part‐time contracts. A direct link between supply surpluses and unemployment is only found for a few specific fields of study. Unemployment seems to occur mostly when school‐leavers do not take temporary jobs or jobs below their educational level in case of excess supply.
The Role of Family Ties in the Labour Market. An Interpretation Based on Efficiency Wage Theory
Authors: De Paola Maria , Scoppa Vincenzo
Published: March 2003

By casual empiricism, it seems that many firms take explicit account of the family ties connecting workers, often hiring individuals belonging to the same family or passing jobs on from parents to their children. This paper makes an attempt to explain this behaviour by introducing the assumption of altruism within the family and supposing that agents maximize a family utility function rather than an individual one. This hypothesis has been almost ignored in the analysis of the relationship between employers and employees. The implications of this assumption in the efficiency wage models are explored: by employing members of the same family, firms can use a (credible) harsher threat — involving a sanction for all the family’s members in case of one member’s shirking — that allows them to pay a lower efficiency wage. On the other hand, workers who accept this agreement exchange a reduction in wage with an increase in their probability of being employed: this can be optimal in a situation of high unemployment. Moreover, the link between parents and children allows the firm to follow a strategy that solves the problem of an individual’s finite time horizon by its making use of the family’s reputation.
Returns to Schooling in Spain: How Reliable are Instrumental Variable Estimates?
Authors: Pons Empar , Gonzalo Maria Teresa
Published: March 2003

This paper studies the ordinary least–squares (OLS) and instrumental variable (IV) estimates of the returns to schooling for male workers in Spain. OLS estimates are often biased due to the endogeneity of schooling, measurement errors or omitted variables. Proper IV estimates correct this bias. The reliability of family background, natural experiments (based on changes in the education system and season of birth) and the availability of a college in the province is checked using Spanish data. The results suggest that background and college availability are valid instruments and that the IV estimates of the returns to schooling are higher than OLS estimates. These results are in line with the majority of previous results in the literature.
Like Ships That Pass in the Night: AFDC Policy and Battered Women
Authors: Lennett Judith
Published: March 2003

Research confirms that significant numbers of AFDC‐eligible women are currently or formerly battered women. Policymakers intent on turning AFDC into a successful program of transitional assistance should not ignore this fact, for to do so would place battered women and their children at risk for serious harm, and insure the failure of welfare reform. AFDC policy re‐crafted in light of this data should prioritize safety for battered women and children; early assessment of the needs of applicants and recipients; recovery from the effects of violence; flexibility in setting program requirements; and integrated systems of service for battered women and their children. By responding in these ways, governments can empower battered women to move with integrity from lives gripped by violence and the aftermath of violence to lives of safety and independence.