bluuebunny/crossref_metadata_2025 huggingface dataset:
ESTIMATION OF REALIZED SIGNAL TO NOISE RATIO FOR A PAIR OF MULTIVARIATE SIGNALS
Authors: Khattree Ravindra , Gupta Rameshwar D.
Published: February 2008

Consider the case of classifying an incoming message as one of two known p‐dimension signals or as a pure noise. Let the noise co‐variance matrix (assumed to be same in all the three cases) be unknown. We consider the problem of estimation of “realized signal to noise ratio matrix”, which is an index of discriminatory power, under various loss functions. Optimum estimators are obtained under these loss functions. Finally, an attempt is made to provide a lower confidence bound for the realized signal to noise ratio matrix. In the process, the probability distribution of the smaller eigenvalue of a 2 × 2 confluent hypergeometric random matrix is obtained.
CORRECTING FOR MEASUREMENT ERROR IN AN EXPOSURE‐RESPONSE RELATIONSHIP BASED ON DICHOTOMISING A CONTINUOUS DEPENDENT VARIABLE
Authors: Irwig Les M. , Groeneveld Hennie T. , Simpson Judy M.
Published: February 2008

Random error in a continuous outcome variable does not affect its regression on a predictor. However, when a continuous outcome variable is dichotomised, random measurement error results in a flatter exposure‐response relationship with a higher intercept. Although this consequence is similar to the effect of misclassification in a binary outcome variable, it cannot be corrected using techniques appropriate for binary data. Conditional distributions of the measurements of the continuous outcome variable can be corrected if the reliability coefficient of the measurements can be estimated. An unbiased estimate of the exposure‐response relationship is then easily calculated. This procedure is demonstrated using data on the relationship between smoking and the development of airway obstruction.
NOTE ON POINT AND INTERVAL ESTIMATION AND PREDICTION FOR NORMAL EQUICORRELATED DATA
Authors: Konijn H.S.
Published: February 2008

For normal homoscedastic equicorrelated data the parameters μ, σ and p are identifiable, but it is shown that no consistent estimators exist. Confidence intervals for μ and prediction intervals with known confidence coefficients can, however, be obtained.
ON INCOMPLETE BLOCK DESIGNS FOR SYMMETRIC PARALLEL LINE ASSAYS
Authors: Gupta Sudhir , Mukerjee Rahul
Published: February 2008

Incomplete block designs for symmetric parallel line assays, which estimate Lp, L1and L1/1 with full efficiency, are constructed in a unified manner. Necessary and sufficient conditions are given for existence. A complete solution is presented when the number of doses is even. A general systematic method of construction is given when the number of doses is odd, and all possible designs for up to 15 doses of each preparation are tabulated.
IS THE ASSUMPTION OF UNIFORM INTRA‐CLASS CORRELATION EVER NEEDED?
Authors: Brewer K.R.W. , Tam S.M.
Published: February 2008

When modelling a finite population it is sometimes assumed that the residuals from the regression model expectations are distributed with a uniform non‐zero intra‐class correlation. It is shown that if a certain vector is spanned by the columns of the design matrix (in the homoskedastic case this vector corresponds to the inclusion of a constant term) then such a model is underidentified and the assumption of a known non‐zero correlation has almost no impact on the results of the regression analysis. When this vector is not spanned by the columns of the design matrix, a simpler alternative model can usually be fitted equally well to observations from any single population. The only exception occurs when the the intra‐class correlation required is negative in sign.
ON THE ANALYSIS AND APPLICATION OF MEASURES OF LINKAGE DISEQUILIBRIUM
Authors: Lo Sing Kai
Published: February 2008

The maximum likelihood, jackknife and bootstrap estimators of linkage disequilibrium, a measure of association in population genetics, are derived and compared. It is found that for point estimation, the resampling methods generate almost identical mean square errors. The maximum likelihood estimator could have bigger or smaller mean square errors depending on the parameters of the underlying population. However the bootstrap confidence interval is superior to the other two as the length of the intervals is shorter or the probability that the 95% confidence intervals include the true parameter is closer to 0.95. Although the standardised measure of linkage disequilibrium has a range from ‐1 to 1 regardless of marginal frequencies, it is shown that the distribution of this standardised measure is still not allele frequency independent under the multinomial sampling scheme.
AN EXACT CONDITIONAL TEST FOR COVARIANCE SELECTION MODELS
Authors: Davison A.C. , Smith P.W.F. , Whittaker J.
Published: February 2008

An exact conditional test is developed for testing the absence of an edge in a graphical covariance selection model and is shown to be equivalent to a test based on the partial correlation coefficient. An example is given.
ROBUST RIDGE REGRESSION BASED ON AN M‐ESTIMATOR
Authors: SILVAPULLE MERVYN J.
Published: February 2008

Consider the linear regression model y=β01 +Xβ+ in the usual notation. It is argued that the class of ordinary ridge estimators obtained by shrinking the least squares estimator by the matrix (X1X + kI)‐1X'X is sensitive to outliers in the ^variable. To overcome this problem, we propose a new class of ridge‐type M‐estimators, obtained by shrinking an M‐estimator (instead of the least squares estimator) by the same matrix. Since the optimal value of the ridge parameter k is unknown, we suggest a procedure for choosing it adaptively. In a reasonably large scale simulation study with a particular M‐estimator, we found that if the conditions are such that the M‐estimator is more efficient than the least squares estimator then the corresponding ridge‐type M‐estimator proposed here is better, in terms of a Mean Squared Error criteria, than the ordinary ridge estimator with k chosen suitably. An example illustrates that the estimators proposed here are less sensitive to outliers in the y‐variable than ordinary ridge estimators.
THE GROUPING PROBLEM IN DISTRIBUTION‐FREE PLANAR REGRESSION
Authors: Brown B.M. , Pella M.J.
Published: February 2008

In the planar regression model having two slope parameters and identically distributed errors, exact distribution‐free inference about one parameter may be carried out by grouping the observations, eliminating the nuisance parameter and reducing the model to simple linear regression, allowing exact distribution‐free methods for slope to be employed. This model reduction involves a loss of efficiency: the choice of an optimal grouping to minimize efficiency loss is discussed.
EXPERIMENTAL SEARCH FOR SEXUAL ISOLATION IN FLIES
Authors: Lewgoy Flavio , Stark Alan E.
Published: February 2008

Incipient sexual isolation between two strains of D. metanogaster was tested by male choice experiments. During ten years (150 generations) one strain, named Se, was reared in a food medium containing 10‐‐4 M sodium selenite, while the other, named Co, was kept under normal conditions. Both strains were derived from the same natural population. There was no evidence of preference for a mate of the same strain. There was an interaction between type of female and duration of time available for mating. Se males inseminated fewer females and fewer Se females were inseminated overall.
ESTIMATION OF A DISTRIBUTION FUNCTION DOMINATING STOCHASTICALLY A KNOWN DISTRIBUTION FUNCTION
Authors: Puri Prem S. , Singh Harshinder
Published: February 2008

This paper considers the problem of estimating a cumulative distribution function (cdf), when it is known a priori to dominate a known cdf. The estimator considered is obtained by adjusting the empirical cdf using the prior information. This adjusted estimator is shown to be consistent, its limiting distribution is found, and its mean squared error (MSE) is shown to be smaller than the MSE of the empirical cdf. Its asymptotic efficiency (compared to the empirical cdf) is also found.
UNBIASED ESTIMATION OF PARAMETRE FUNCTIONS IN SAMPLING FROM ONE‐ AND TWO‐TRUNCATION PARAMETER FAMILIES
Authors: Patel S.R. , Bhatt M.B.
Published: February 2008

We consider the problem of uniformly minimum variance unbiased (UMVU) estimation of U‐estimable functions of three unknown truncation parameters based on two independent random samples: one from a two‐truncation parameter family and the other from a one‐truncation parameter family. In particular, we obtain the UMVU estimator of the functional Pr{Y > X} and the shortest confidence intervals for some parametric functions.
ON THE FOURTH ROOT TRANSFORMATION OF CHI‐SQUARE
Authors: Goria M.N.
Published: February 2008

We show that, within the family of power transformations of a Chisquare variable, the square and fourth roots minimize Pearson's index of kurtosis. Two new transtormations of the fourth root, a symmetrized‐truncated version and its linear combination with the square root are also studied. The first transformation shows a considerable improvement over the fourth root while the second one turns out to be even more accurate than Hilferty‐Wilson's cube root transformation.
CONVERSATIONS WITH EDWIN J.G. PITMAN
Authors: Brown Bruce M. , Williams Evan J.
Published: February 2008

Edwin Pitman was born on 29th October, 1897, in Melbourne, Victoria. He was Professor of Mathematics at the University of Tasmania from 1926 until his retirement in 1962. His publications on distribution‐free methods in Statistics established a sound basis for the development of these methods. His theoretical papers gave a sound mathematical treatment of the concepts of intrinsic accuracy and sufficiency, and a definitive treatment of estimation problems for location and scale parameters. The concept of asymptotic relative efficiency is due to him. He was elected a Fellow of the Australian Academy of Science (FAA) in 1954, a Fellow of the Institute of Mathematical Statistics in 1948, President of the Australian Mathematical Society in 1958 and 1959, and Vice‐President of the International Statistical Institute in 1960. He was elected an Honorary Life Member of the Statistical Society of Australia in 1966, an Honorary Fellow of the Royal Statistical Society in 1965, and an Honorary Life Member of the Australian Mathematical Society in 1968.

In 1977, in honour of his eightieth birthday, the University of Tasmania conferred on him an Honorary Doctorate of Science, and the Statistical Society of Australia instituted the Pitman Medal (1979), to be awarded to a member of the Society for high distinction in Statistics.

The conversations recorded here took place in May, 1991, at Pitman's home in Hobart, Tasmania.
ASYMPTOTIC MINIMAX PROPERTIES OF L‐ESTIMATORS OF SCALE
Authors: Wu Eden K.H. , Leung Denis H.Y.
Published: February 2008

This paper asks whether or not the efficient L‐estimator of scale corresponding to the least informative distribution in ε‐contamination and Kol‐mogorov neighbourhoods of certain distributions possesses the saddlepoint property. This is of interest since the saddlepoint property implies the mini‐max property, namely, that the supremum of the relative asymptotic variance of an L‐estimator is minimized by the efficient estimator corresponding to that member of the distributional class with minimum Fisher information for scale. Our findings are negative in all cases investigated.
TESTING SPHERICITY UNDER A MIXTURE MODEL
Authors: Amey Alphonse K.A. , Gupta A.K.
Published: February 2008

The robustness of Mauchly's sphericity test criterion when sampling from a mixture of two multivariate normal distributions is studied. The distribution of the sphericity test criterion when the sample covariance matrix has a non‐central Wishart density of rank one is derived in terms of Meijer's G‐functions; its distribution under the mixture model is then deduced. The robustness is studied by computing actual significance levels of the test under the mixture model using the critical values under the usual normal model.
OPERATOR METHODS IN ORDER STATISTICS
Authors: Balasubramanian K. , Balakrishnan N. , Malik H.J.
Published: February 2008

This paper presents operator methods, based on difference and differential operators, for establishing identities satisfied by distributions of order statistics. In addition to deducing many known identities, these operator methods may also be used to derive several new identities for distributions of order statistics.
ESTIMATION OF SPATIAL ARMA MODELS
Authors: Huang D. , Anh V.V.
Published: February 2008

Spatial ARMA models are considered using the nonsymmetric half plane ordering on a lattice of data. A method is given for the estimation of the orders and the coefficients of such models under an identifiability condition and the condition that the beat linear predictor is the best predictor in the mean square sense. Under these conditions, the strong consistency of the estimators ia established. The usual methods for ARMA modelling in Time Series Analysis require estimation of the innovations. The method of this paper introduces an inveree model complementary to the original model so that the estimation of the innovations is avoided. This leads to a substantial reduction in the computational complexity in the two‐dimensional case.
AN EXACT FORMULA FOR THE SYMMETRICAL INCOMPLETE BETA FUNCTION WHERE THE PARAMETER IS AN INTEGER OR HALF‐INTEGER
Authors: Saunders L.R.
Published: February 2008

A finite series for computing the symmetrical incomplete beta function with parameter q= 0.5, 1, 1.5, is derived. It is more efficient than existing algorithms for the general case, and obviates reference to the Pearson‐Johnson tables and subsequent interpolation. This is advantageous in applications to statistical quality assurance, especially in computer simulations of acceptance schemes.
TESTING HYPOTHESES ABOUT THE COMMON MEAN OF TWO NORMAL POPULATIONS
Authors: Weerakkody Govinda J.
Published: February 2008

Three tests are considered concerning the common mean of two normal populations: (1) an F test based on a sample from one population, (2) a test based on the addition of the F statistics from independent samples from two popultions (proposed), and (3) a test based on the maximum of the F statistics from two independent samples from two populations. A condition under which test (2) is locally more powerful than test (1) is given. As the test statistic in test (2) does not follow a standard distribution, a formula for approximating the observed significance level is provided. A simulation study is used to compare the power of these tests.
ASYMPTOTIC INFERENCE FOR A CLASS OF CHAIN BINOMIAL MODELS
Authors: Huggins R.M.
Published: February 2008

Chain binomial models axe commonly used to model the spread of an epidemic through a population. This paper shows that for a flexible class of chain binomial models an approximate maximum likelihood estimator of the infection rate, derived from a Poisson approximation to the binomial distribution, has an asymptotically normal distribution, as do some other related'estimators.
THE OPTIMAL CLASSIFICATION RULE FOR EXPONENTIAL POPULATIONS
Authors: Adegboye O. Sola
Published: February 2008

Let π1 and π2 be two exponential populations with location parameters α and β respectively. It is shown that the probability of misclassification for the optimal rule, RE, depends on α and β only through their ratio α/β=r, and that the smaller the ratio r (i.e. the smaller α is compared to β), the greater the superiority of the optimal rule RE over the commonly used rule RN. When α and β are unknown, the sample‐based version RE(s) of RE exhibits the same pattern of superiority over the sample‐based RN(s) of RN.
CONSTRUCTION OF RESOLVABLE ROW‐COLUMN DESIGNS USING SIMULATED ANNEALING
Authors: John J.A. , Whitaker D.
Published: February 2008

The paper describes an algorithm which constructs optimal or near optimal resolvable row‐column designs. Its performance is assessed against available tables of two‐replicate designs.
EXTENDED ANALYSIS FOR RANKED DATA
Authors: Best D.J.
Published: February 2008

Standard analyses for ranked data or data which are analyzed using ranks are extended to give better comparisons. The new analysis allows detection of significant quadratic or dispersion effects.
CANONICAL VARIATE ANALYSIS WITH SPATIALLY‐CORRELATED DATA
Authors: Campbell N.A. , Kiiveri H.T.
Published: February 2008

A general canonical variate model is derived when the observations are spatially correlated. For spatial covariance structures resulting from dependence of a pixel on its nearest neighbours, the solution reduces to an analysis of neighbour‐corrected values. The usual analysis, in which spatial correlation is ignored, gives similar canonical vectors but over‐estimates the canonical roots. A formula for approximating the reduction in the canonical roots to adjust for the spatial correlation is given.
RANDOMIZED SEARCH STRATEGIES FOR FINDING OPTIMAL OR NEAR OPTIMAL BLOCK AND ROW‐COLUMN DESIGNS
Authors: Venables W.N. , Eccleston J.A.
Published: February 2008

We consider a family of effective and efficient strategies for generating experimental designs of several types with high efficiency. These strategies employ randomized search directions and at some stages allow the possibility of taking steps in a direction of decreasing efficiency in an effort to avoid local optima. Hence our strategies have some affinity with the simulated annealing algorithm of combinatorial optimization. The methods work well and compare favourably with other search strategies. We have implemented them for incomplete block designs, optionally resolvable, and for row‐column designs.
A CUSUM SCHEME BASED ON THE EXPONENTIAL DISTRIBUTION FOR SURVEDLLANCE OF RARE CONGENITAL MALFORMATIONS
Authors: MATHERS CD. , HARRIS R.S. , LANCASTER P.A.L.
Published: February 2008

A method of monitoring the incidence of malformations is described. It is suitable for systems where the number of births between successive malformations is known or can be estimated with reasonable accuracy. The method utilises a cusum technique based on the exponential distribution to detect an increase in the incidence of malformations above a baseline level. Adequate information to enable the implementation of the method is presented. The proposed method compares favourably with others such as the Poisson cusum and the modified sets technique.
EMPIRICAL EVIDENCE FOR ADAPTIVE CONFIDENCE INTERVALS AND IDENTIFICATION OF OUTLIERS USING METHODS OF TRIMMING
Authors: CLARKE BRENTON R.
Published: February 2008

In an attempt to apply robust procedures, conventional t‐tables are used to approximate critical values of a Studentized t‐statistic which is formed from the ratio of a trimmed mean to the square root of a suitably normed Winsorized sum of squared deviations. It is shown here that the approximation is poor if the proportion of trimming is chosen to depend on the data. Instead a data dependent alternative is given which uses adaptive trimming proportions and confidence intervals based on trimmed likelihood statistics. Resulting statistics have high efficiency at the normal model, proper coverage for confidence intervals, yet retain breakdown point one half. Average lengths of confidence intervals are competitive with those of recent Studentized confidence intervals based on the biweight over a range of underlying distributions. In addition, the adaptive trimming is used to identify potential outliers. Evidence in the form of simulations and data analysis support the new adaptive trimming approach.
ROBUST M‐ESTIMATION OF THE INTRACLASS CORRELATION COEFFICIENT
Authors: Bansal Naveen K. , Bhandary M.
Published: February 2008

Robust M‐estimators of intraclass correlation coefficient, location and scale parameters are defined for familial data. It is shown that these estimators are strongly consistent. Also the asymptotic distributions of these estimators are derived when the underlying distribution is elliptically and permutationally symmetric.
THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
Authors: Wan Alan T.K.
Published: February 2008

The literature on the sampling properties of the inequality restricted and pre‐test estimators typically assumes a properly specified model and focuses on the estimation of the regression coefficient vector. In this paper, we derive and evaluate the risk functions of these estimators for both the prediction vector and the disturbance variance in a model which is mis‐specified through the exclusion of relevant regressors. The results suggest that unrestricted estimation is generally preferable to pre‐testing or naively imposing restrictions.
AN ALGORITHM FOR THE CONSTRUCTION OF OPTIMAL OR NEAR‐OPTIMAL CHANGE‐OVER DESIGNS
Authors: Eccleston John A. , Street Deborah J.
Published: February 2008

This paper presents an algorithm for the construction of optimal or near optimal change‐over designs for arbitrary numbers of treatments, periods and units. Previous research on optimality has been either theoretical or has resulted in limited tabulations of small optimal designs. The algorithm consists of a number of steps:first find an optimal direct treatment effects design, ignoring residual effects, and then optimise this class of designs with respect to residual effects. Poor designs are avoided by judicious application of the (M, S)‐optimality criterion, and modifications of it, to appropriate matrices. The performance of the algorithm is illustrated by examples.
LOCATION OF PARTICULAR POINTS IN NON‐PARAMETRIC REGRESSION ANALYSIS
Authors: Boularan Joel , Ferre Louis , Vieu Philippe
Published: February 2008

In the random‐design non‐parametric regression model, the locations of particular values of the regression function or its derivatives are estimated. This paper investigates several stochastic modes of convergence and finds their rate of convergence under regularity assumptions, for a wide class of non‐parametric estimators. The approach finds two natural fields of application: estimation of zeros/extrema and non‐parametric absolute calibration.
LOG‐LINEAR MODELS FOR MEAN AND DISPERSION IN MIXED POISSON REGRESSION MODELS
Authors: Ven R. Van de , Weber N.C.
Published: February 2008

This paper is concerned with the analysis of repeated measures count data overdispersed relative to a Poisson distribution, with the overdispersion possibly heterogeneous. To accommodate the overdispersion, the Poisson random variable is compounded with a gamma random variable, and both the mean of the Poisson and the variance of the gamma are modelled using log linear models. Maximum likelihood estimates (MLE) are then obtained. The paper also gives extended quasi‐likelihood estimates for a more general class of compounding distributions which are shown to be approximations to the MLEs obtained for the gamma case. The theory is illustrated by modelling the determination of asbestos fibre intensity on membrane filters mounted on microscope slides.
COMPARISON OF QUASI‐LIKELIHOOD MODELS FOR OVERDISPERSION
Authors: III N. David Yanez , Wilson Jeffrey R.
Published: February 2008

Methods for modelling overdispersed data are compared. These methods are considered to be of two kinds: a likelihood based approach and a method‐of‐moments based approach. The likelihood method facilitates computation of maximum likelihood estimates which can be obtained through the same algorithm as that of weighted least squares. The quasi‐likelihood or moment approaches seem to be appropriate when severe overdispersion may be present. The comparisons are made via analyses of the Ames Salmonella Reverse Mutagenicity Assay (Margolin et a/., 1981) and a seed dataset (Crow‐der, 1978).
QUALITY CONTROL METHODS IN LARGE‐SCALE ASSESSMENT PROCEDURES USING ‘DOUBLE‐MARKING’ OR ‘PARTIAL DOUBLE‐MARKING’
Authors: Sparks Ross , Ballantyne Roy
Published: February 2008

Ensuring a standard of assessment in situations where marking panels are used is fraught with difficulties, particularly where essay‐type responses are to be marked. This paper discusses statistical process control procedures, similar to those used in industry, to help moderate marking quality when ‘double‐marking’ or ‘partial double‐marking’ are used. When questions are assessed by the same two markers, the scores assigned to responses by each marker may be adjusted so that their assessments are on average equal in terms of location and scale. The paper also discusses methods of controlling sequential assessment, and demonstrates the application of these techniques in evaluating marker consistency, using data from school leaving examinations in geography.
ANALYSIS OF DOUBLY CENSORED DATA AND THE HIV INCUBATION PERIOD DISTRIBUTION IN WESTERN AUSTRALIA
Authors: James Ian R. , Hogan Stephen J. , Mallal Simon A.
Published: February 2008

The paper analyses the distribution of times from HIV seroconversion to the first AIDS defining illness for a subcohort of the Western Australian HIV Cohort Study for whom the seroconversion date is known to fall within a calendar time window. The analysis is based on a generalised gamma model for the incubation times and a piecewise constant distribution for the conditional times of seroconversion given the seroconversion windows. This allows flexible hazard shapes and also allows comparison of goodness of fit of the gamma and Weibull distributions which are often used for modelling incubation times. Computational issues are discussed. In these data, neither age at seroconversion, nor calendar time of seroconversion, nor the identification of a seroconversion illness appears to afFect incubation distributions. The Weibull distribution appears to provide a reasonable fit. The distribution of times from seroconversion to an HIV‐related death is also briefly considered.
ROBUST TESTS BASED ON THE SAMPLE CHARACTERISTIC FUNCTION
Authors: Lenth R.V. , Markatou M. , Tsimikas J.
Published: February 2008

A new method is described for robust analysis of variance in the balanced fixed effects case. The method uses the empirical characteristic function of the treatment samples, and has an interpretation in terms of S‐estimators. The test statistic, under the null hypothesis, asymptotically follows a central chi‐square distribution, and under contiguous alternatives a noncentral chi‐square distribution. A Monte Carlo study suggests that, for finite samples, this is reasonably well approximated by the usual F distribution used in analysis of variance. The test statistic has a bounded influence function. The new procedure competes well with Huber's and a Wald‐type procedure except in very heavy‐tailed cases.
ON A SHARED ALLELE TEST OF RANDOM MATING
Authors: Zhou S. , Maller R.A. , Speed T.P.
Published: February 2008

A simple random sample is observed from a population with a large number‘K’ of alleles, to test for random mating. Of n couples, nijkl have female genotype ij and male genotype kl (i, j, k, l{1,…, A‘}). The large contingency table is collapsed into three counts, n0, n1 and n2 where np is the number of couples with s alleles in common (s = 0,1, 2). The counts are estimated by np̂o where n0, is the estimated probability of a couple having s alleles in common under the hypothesis of random mating. The usual chi‐square goodness of fit statistic X2 compares observed (ns) with expected (np̂) over the three categories, s = 0,1,2. An empirical observation has suggested that X2 is close to having a chi‐square distribution with two degrees of freedom (X) despite a large number of parameters implicitly estimated in e. This paper gives two theorems which show that x is indeed the approximate distribution of X2 for large n and K1“, provided that no allele type over‐dominates the others.
A REGRESSION CHARACTERISATION OF THE MEIXNER HYPERGEOMETRIC DISTRIBUTION
Authors: Pusz J.
Published: February 2008

The paper describes the Meixner hypergeometric distribution, characterised by properties of the regression of products of linear transformations of random variables with respect to residuals.
CHARACTERISATIONS OF SOME INCOME DISTRIBUTIONS BASED ON MULTIPLICATIVE DAMAGE MODELS
Authors: Fosam E.B. , Sapatinas T.
Published: February 2008

This paper characterises the Pareto and scaled beta distributions within the context of multiplicative damage and generating models. The results obtained allow the destructive or generating mechanism to have more general distributions on (0,1) than the beta(e, l) distribution considered by several authors, thus generalising some recent results. Errors in earlier work are mentioned.
A TWO‐STAGE UNRELATED RANDOMISED RESPONSE PROCEDURE
Authors: JinhChang Horng , HsinLiang Der
Published: February 2008

In a sample survey, questions requiring personal or controversial assertions often give rise to resistance. A randomised response procedure can be used to help the researcher gather accurate data in this case. This paper describes a new two‐stage unrelated randomised response procedure that combines the use of two randomisation devices (Mangat & Singh, 1990) and an unrelated question (Horwitz et al. 1967). It examines the situation where the respondents are not completely truthful in their answers. The efficiency of this new method is compared with the original one‐stage procedure proposed by Horwitz et al. (1967), and guidelines for choosing the values of different parameters for the procedures are provided. Results from an empirical study which examines the efficiency and feasibility of the proposed method are given.
SURVIVAL ANALYSIS WITH TIME DEPENDENT FRAILTY USING A LONGITUDINAL MODEL
Authors: McGilchrist C.A. , Yau K.K.W.
Published: February 2008

A method of estimation for generalised mixed models is applied to the estimation of regression parameters in a proportional hazards model with time dependent frailty. A parameter representing change over time is introduced and is modelled in turn into a fixed effect, a normally distributed random effect and a longitudinal effect in which the random component relates to the patient characteristics. Both maximum likelihood and residual maximum likelihood estimators are given.
PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC
Authors: Henze Norbert , Klar Bernhard
Published: February 2008

The paper illustrates a typical pitfall associated with a conventional interpretation of components of smooth tests of fit, for example the first nonzero components of the smooth tests for Poissonity, exponentiality, normality and the geometric distribution. In order to achieve a directed diagnosis concerning the kind of departure from a hypothesised model, an appropriate rescaling of components is necessary.
VALID RANDOMISATION FOR THE FIRST‐DIFFERENCE ANALYSIS
Authors: Monod H. , Azaïs J‐M. , Bailey R.A.
Published: February 2008

A general method is presented for randomising a block design while preserving the neighbour relationships between treatments. The randomisation possesses validity properties for the first‐difference analysis introduced by Besag & Kempton (1986). The estimators of treatment differences are unbiased, and the paper shows how to calculate quadratic estimators of their variance, which are unbiased if treatment effects and plot effects are additive. Simplifications, which appear when the design is neighbour‐balanced, are described and illustrated.
√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
Authors: Schick Anton
Published: February 2008

This paper deals with √n‐consistent estimation of the parameter μ in the RCAR(l) model defined by the difference equation Xj=(μ+Uj)Xj‐l+ej (jε Z),

where {ej: jε Z} and {Uj: jε Z} are two independent sets of i.i.d. random variables with zero means, positive finite variances and E[(μ+U1)2] < 1. A class of asymptotically normal estimators of μ indexed by a family of bounded measurable functions is introduced. Then an estimator is constructed which is asymptotically equivalent to the best estimator in that class. This estimator, asymptotically equivalent to the quasi‐maximum likelihood estimator derived in Nicholls & Quinn (1982), is much simpler to calculate and is asymptotically normal without the additional moment conditions those authors impose.
EMPIRICAL INFLUENCE FOR ROBUST SMOOTHING
Authors: Manchester Lise
Published: February 2008

A simple graphical method is presented to display the sensitivity of a scatter plot smoother (e.g. loess, kernel smoothers) to perturbations in the data. This enables the robustness of smoothers which have been designed to be robust to be examined directly in particular examples. Graphs are shown of various robust smoothers on several standard datasets, so that the robustness of the smoothers can be compared. The method is found to be useful in revealing features of the smoothers. Related graphs for displaying the sensitivity of a smoother tok> 1 outliers are also presented.
GLOBAL LOG‐CONCAVITY OF THE LIKELIHOOD IN MODELS WITH GROUPED DISCRETE DATA
Authors: Moffatt Peter G.
Published: February 2008

summary

The paper considers the property of global log‐concavity of the likelihood function in discrete data models in which the data are observed in ‘grouped’ form, meaning that for some observations, while the actual value is unknown, the realisation of the discrete random variable is known to fall within a certain range of values. A typical likelihood contribution in this type of model is a sum of probabilities over a range of realisations. An important issue is whether the property of log‐concavity in the ungrouped case carries over to the grouped counterpart; the paper finds, by way of a simple but relevant counter‐example, that this is not always the case. However, in two cases of practical interest, namely the Poisson and geometric models, the property of log‐concavity is preserved under grouping.
SOME SECOND ORDER ASYMPTOTICS IN EXPONENTIAL FAMILY NON‐LINEAR REGRESSION MODELS (A GEOMETRIC APPROACH)
Authors: Wei Bo‐Cheng , Zhu Hong‐Tu
Published: February 2008

summary

The differential geometric framework of Amari (1982a, 1985) is applied to the study of some second order asymptotics related to the curvatures for exponential family nonlinear regression models, in which the observations are independent but not necessarily identically distributed. This paper presents a set of reasonable regularity conditions which are needed to study asymptotics from a geometric point of view in regression models. A new stochastic expansion of a first order efficient estimator is derived and used to study several asymptotic problems related to Fisher information in terms of curvatures. The bias and the covariance of the first order efficient estimator are also calculated according to the expansion.
TWO‐WAY CHANGE‐POINT MODEL AND ITS APPLICATION
Authors: Hirotsu Chihiro
Published: February 2008

summary

Exact null and alternative distributions of the two‐way maximally selected x2 for interaction between the ordered rows and columns are derived for each of the normal and Poisson models, respectively. The method is one of the multiple comparison procedures for ordered parameters and is useful for defining a block interaction or a two‐way change‐point model as a simple alternative to the two‐way additive model. The construction of a confidence region for the two‐way change‐point is then described. An important application is found in a dose‐response clinical trial with ordered categorical responses, where detecting the dose level which gives significantly higher responses than the lower doses can be formulated as a problem of detecting a change in the interaction effects.
CORRECTED SCORE FUNCTIONS IN CLASSICAL ERROR‐IN‐VARIABLES AND INCIDENTAL PARAMETER MODELS
Authors: Gimenez Patricia , Bolfarine Heleno
Published: February 2008

Nakamura (1990) introduced an approach to estimation in measurement error models based on a corrected score function, and claimed that the estimators obtained are consistent for functional models. Proof of the claim essentially assumed the existence of a corrected log‐likelihood for which differentiation with respect to model parameters can be interchanged with conditional expectation taken with respect to the measurement error distributions, given the response variables and true covariates. This paper deals with simple yet practical models for which the above assumption is false, i.e. a corrected score function for the model may not be obtained through differentiating a corrected log‐likelihood although it exists. Alternative regularity conditions with no reference to log‐likelihood are given, under which the corrected score functions yield consistent and asymptotically normal estimators. Application to functional comparative calibration yields interesting results.
CASE‐DELETION DIAGNOSTICS FOR TEST STATISTICS IN MULTIVARIATE REGRESSION
Authors: Tang M.K. , Fung Wing K.
Published: February 2008

Influence measures in multivariate regression analysis have been widely developed, especially through use of the case‐deletion approach. However, there seem to be few accounts of the influence of observations on test statistics in hypothesis testing. This paper examines four common multivariate tests, namely the Wilks' ratio, Lawley‐Hotelling trace, Pillai's trace and Roy's greatest root for testing a general linear hypothesis of the regression coefficients in multivariate regression. The influence of observations is measured using the case‐deletion approach. The proposed diagnostic measures, except that of Roy's greatest root, can be expressed in terms of statistics without involving the actual deletion of observations. An illustrative example is given with satisfactory results.
The Relationship between Farm Succession and Farm Assets on Belgian Farms
Authors: Calus Mieke , Van Huylenbroeck Guido , Van Lierde Dirk
Published: February 2008

A major bottleneck in the farm life cycle is intergenerational farm transfer. At the end of the farm life cycle only a limited number of family farms is transferred to the next generation. The average economic farm size increases and this can entail a high financial burden for the successor. This article explores total farm assets as a potential tool to identify farms with a higher probability of transfer. The theory of asset fixity and transaction cost theory are used to explain why higher total farm assets should result in a higher intention to transfer the farm to the next generation, independent of farm type. Empirical results support this theory and show that lower total farm assets often result in farm discontinuation because the total farm value approaches the value of liquidation. Furthermore, our results show that farmers anticipate farm succession possibilities by adapting their farm management. The proposed indicator could therefore be a useful tool for targeting succession or retirement policies.
Interleukin‐6 and soluble intercellular adhesion molecule‐1 in acute brain ischaemia
Authors: Orion D. , Schwammenthal Y. , Reshef T. , Schwartz R. , Tsabari R. , Merzeliak O. , Chapman J. , Mekori Y. A. , Tanne D.
Published: February 2008

Inflammation plays a critical role in the pathogenesis of atherothrombosis. Our aim was to examine the association between plasma concentrations of inflammatory biomarkers and severity and outcome of acute brain ischaemia. Plasma samples were collected within 36 h of symptom onset in patients with acute brain ischaemia, and assessed by conventional ELISA kits for concentration of interleukin‐6 (IL‐6) and soluble intercellular adhesion molecule‐1 (sICAM‐1). Patients were assessed serially for stroke severity (National Institute of Health stroke scale) and outcome during follow‐up (modified Rankin Scale, mRS; and Stroke Impact Scale‐16, SIS). Patients (n = 113, 65% men, mean age 64 ± 12 years) had a mean IL‐6 concentrations of 5.1 ± 5.0 pg/ml and sICAM‐1 of 377 ± 145 ng/ml. IL‐6, but not sICAM‐1, concentrations were strongly associated with stroke severity (P < 0.01 at all serial assessments). Ln‐transformed IL‐6 levels (per 1 SD) were associated with disability (mRS ≥2, OR = 1.7; 95% CI 1.1–3.0) and poor physical function (SIS ≤85, OR = 1.7; 95% CI 1.0–2.8). Further adjustment for baseline stroke severity, however, eliminated these associations. Our results suggest that high plasma concentrations of the inflammatory biomarker IL‐6 but not sICAM‐1 are associated with stroke severity and poorer functional outcome. IL‐6 does not add, however, additional prognostic information for stroke outcome beyond that conveyed by the stroke severity.
Influence of intraventricular fibrinolytic therapy with rt‐PA on the long‐term outcome of treated patients with spontaneous basal ganglia hemorrhage: a case–control study
Authors: Huttner H. B. , Tognoni E. , Bardutzky J. , Hartmann M. , Köhrmann M. , Kanter I.‐C. , Jüttler E. , Schellinger P. D. , Schwab S.
Published: February 2008

Over the recent years, fibrinolytic agents have been tested for intraventricular clot fibrinolysis (IVF). Compared with patients who did not receive IVF, administration of rt‐PA induces rapid resorption of intraventricular blood and normalization of cerebrospinal fluid (CSF) circulation resulting in a reduced 30‐day mortality and beneficial short‐term outcome after 3 months. Our objective was to analyze possible influences of IVF on the long‐term outcome after 12 months. Based on a prospective data base, patients with ganglionic supratentorial hematoma with additional intraventricular hemorrhage and occlusive hydrocephalus (n = 135) were isolated. Twenty‐seven patients received IVF. To design a case–control study, we carefully matched 22 controls without IVF with regard to hematoma volume, Graeb score, Glasgow Coma Scale on admission and age (five patients remained unmatchable). We determined clinical and imaging parameters by reviewing the medical records and CT scans of all included patients. Outcome after 12 months was evaluated using the modified Rankin scale (mRS). One multivariate regression analysis was performed to determine predisposing factors for outcome. IVF significantly reduced Graeb score during treatment (eight on admission, three after IVF, one prior to discharge in the treated group versus 8/6/2 in patients without IVF). In patients with IVF requirement, a second external ventricular drainage (EVD) and a ventriculoperitoneal (VP) shunt were reduced (P = 0.08) and the incidence of a lumbar drainage was significantly higher (P < 0.01), whilst the overall time of extra‐corporal CSF drainage was comparable. EVD associated complications were equal in both groups. Overall long‐term outcome was poor but no significant differences were found between patients with and without IVF (mRS 4–6: 12/22 (54%) in patients with and 13/22 (59%) in patients without IVF; P = 0.81). The five excluded patients with IVF were similar to the 22 included ones with respect to imaging findings and outcome. The multivariate analysis revealed age and baseline hematoma volume, but not IVF to significantly impact the outcome. In accordance with previous studies, IVF hastened clot lysis and reduced the need for repeated EVD exchanges and permanent shunting. However, despite these advantages, IVF did not influence long‐term outcome after 12 months. The results of the prospective randomized trial (Clot Lysis: Evaluating Accelerated Resolution of Intraventricular Hemorrhage) need to be awaited.
The post‐1994 transformation of social work in South Africa
Authors: Gray Mel , Lombard Antoinette
Published: February 2008

This article examines the transformation of social work in South Africa in response to the transition to a developmental welfare approach. Always moulding and shaping itself in response to its social context, social work in South Africa, as elsewhere, is a reflection of the broader political landscape. In South Africa the social work profession has struggled to assert its independence and become self‐regulating. It is unique in the Western world in that since 1978 it has been regulated by a legislatively constituted statutory council. While the profession has tried to transform itself in the new democracy, outside pressures have found it wanting and deeply divided. Thus, despite progress in other areas social workers have not yet been successful in forming a strong, united professional association and this severely limits its ability to lobby politicians and advocate on behalf of clients. It seems, however, that the tide is turning and social workers are gaining recognition but, once again, the challenge remains deciding on the extent to which the profession cooperates with the government's agenda for change. Social work educators took the lead in setting education standards in response to higher education policy and are also playing a part in devising practice standards through their involvement in the social work board which falls under the umbrella of the Council for Social Service Professions. However, education and practice are somewhat out of step and professional unity remains a pressing issue on social work's transformation agenda.
The Emperor's new clothes: South Africa's attempted transition to developmental social welfare and social work
Authors: Hölscher Dorothee
Published: February 2008

This article critically interrogates the depth and quality of change of post‐apartheid welfare policy and social work practice towards a social development paradigm against the background of inequality and poverty in South Africa. It asks several questions: what kind of welfare system has the current welfare dispensation created? How far has it moved from a residual, ameliorative system to an institutional developmental system, in keeping with the developmental welfare paradigm? To what extent can residual provisions be transformed into developmental processes? What conditions are necessary for this to happen? The answers to questions such as these provide the basis for assessing South Africa's new developmental processes. The article highlights the fundamental contradictions in social development policy imperatives, which call for a marriage of economic and social considerations, and the internal contradictions across and within various welfare policies. Further, it argues that the government does not have the political will to bear the costs of the substantive change that the move towards developmental social work requires, choosing instead limited, individually targeted and ameliorative measures, such as increased social security spending. Thus, it suggests that ideological critique, consciousness raising and participation in public policy debates remain crucial for those who seek long‐term solutions to inequality and poverty in South Africa.
Social work as art revisited
Authors: Gray Mel , Webb Stephen A.
Published: February 2008

In this article we revisit ‘social work as art’, noting that it is just over 20 years since England's book on the subject provided a direction for the profession's early defence against empiricism. Those who picked up the ball handed to them by England tended to focus discussions of social work's ‘art’ on its soft side, embedding it in notions of ‘creativity’, ‘meaning’, ‘self‐expression’, ‘intuition’ and ‘quality’, all of which were said to characterise the ‘aesthetic dimensions’ of social work practice as a counterpoint to the rising tide of hard empiricism, proceduralism and managerialism. Within these ‘aesthetic dimensions’, proponents of social work as art sought to resolve tensions through advocating a value‐based ‘artistic’ approach to care. Against this we argue that art is struggle and resolution, soft and hard, joy and grief. Further, we posit that social work's art lies not in the social worker as artist but rather in social work as the ‘work’ of art, which is implicitly a ‘non‐productivist’ endeavour. In a fundamental sense we argue that it is the art of social work and not the social worker that assembles what is practice, that provides bounds and lets everything stand in relation to everything else. This enables us to construct a speculative ‘radical agonistics’ for social work that draws attention to the relation between art, truth and event. In so doing, we substitute a subjectivist reading of social work as art with an ontological analysis drawing on Heidegger's phenomenology, supplemented by the work of Alain Badiou, to cast social work as art first, as artistic attunement, and second, as an art in the service of a politics of liberation.