bluuebunny/crossref_metadata_2025_split huggingface dataset:
Visualizing community pride: engaging community through photo- and video-voice methods
Authors: Li Eric Ping Hung , Prasad Ajnesh , Smith Cristalle , Gutierrez Ana , Lewis Emily , Brown Betty 
Published: December 2018

PurposeThe purpose of this paper is to consider the potential of visual (i.e. non-textual) research methods in community-based participatory research.Design/methodology/approachThe authors draw on a case illustration of a photo- and video-voice campaign involving rural communities in British Columbia, Canada.FindingsThe authors find that visual research methods, in the form of photo- and video-voice campaigns, allow participants to form ties between their community and the broader sociocultural, natural and political milieu in which their community is located. The authors highlight the benefits of using such methodological approaches to capture an emic perspective of community building.Originality/valueThe contribution of this study is twofold. First, this study uses a photo- and video-voice campaign to showcase the role of visuals in articulating community pride – that is, how locals construct identity – and a sense of belongingness. Second, by focusing its analytical gaze on the idea of “community,” this paper revisits the importance of active involvement of research participants in the execution of empirical studies. Ultimately, the authors urge organization and management studies scholars, as well as those working in the social sciences more broadly, to further explore the value of innovative community-based research approaches in future work.
Using hidden Markov models to model spatial dependence in a network
Authors: Kadhem Safaa. K. , Hewson Paul , Kaimi Irene 
Published: December 2018

SummaryThis study considers spatial dependence in the number of injury crashes reported on a road network. The aggregated crash counts are considered realisations of a Poisson random variable; thus, we model both over‐dispersion and serial correlation using the Poisson hidden Markov model (PHMM). PHMMs have typically been used for modelling temporal dependence, but they have rarely been used to model spatial dependence. Our interest, however, is specifically in relation to an underlying point process which is constrained to occur on a network. We illustrate the use of the PHMM with police‐reported data on injury road collisions on selected motorways in the United Kingdom over a 5‐year period (2010–2014). We use officially recorded estimates of traffic volume as an exposure variable. The aim is to identify highway segments which might have distinctly high crash rates. To do this, we first select an optimal model in terms of the number of latent states. As we use a Bayesian approach, we can assign a posterior classification probability to each segment in terms of membership of the various underlying risk states. Model fitting is conducted using the Markov chain Monte Carlo approach; we develop a new modified version of the Akaike Information Criterion and Bayesian Information Criterion, approximated from a Bayesian framework, to select the best model in terms of number of states.
Initiation of advance care planning in newly admitted nursing home residents in Flanders, Belgium: A prospective cohort study
Authors: Paque Kristel , Ivanova Ivana , Elseviers Monique , Stichele Robert Vander , Dilles Tinne , Pardon Koen , Deliens Luc , Christiaens Thierry 
Published: December 2018

AimTo describe (i) the timing of initiation of advance care planning (ACP) after nursing home admission; (ii) the association of dementia and physical health with ACP initiation; and (iii) if and how analgesic use and use of lipid modifying agents is related to ACP, in a cohort of newly admitted residents.MethodsA prospective, observational cohort study of nursing home residents was carried out. Data were collected 3 months, 15 months (year 1) and 27 months (year 2) after admission, using a structured questionnaire and validated measuring tools.ResultsACP was never initiated during the 2‐year stay for 38% of the residents, for 22% ACP was initiated at admission, for 21% during year 1 and for 19% during year 2 (n = 323). ACP initiation was strongly associated with dementia, but not with physical health. Residents without dementia were more likely to have ACP initiation at admission or not at all, whereas ACP initiation was postponed for residents with dementia. Between admission and year 2, analgesic use increased (from 34% to 42%), and the use of lipid‐modifying agents decreased (from 28% to 21%). Analgesic use increased more in residents with ACP initiation during year 1 and year 2. The use of lipid‐modifying agents was not associated with ACP.ConclusionsThe timing of ACP initiation differed significantly for residents with and without dementia, which highlights the importance of an early onset of ACP before residents lose their decision‐making capacity. ACP conversations might create opportunities to discuss adequate pain and other symptom treatment, and deprescribing at the end of life. Geriatr Gerontol Int 2019; 19: 141–146.
Policy mix and the U.S. trade balance
Authors: Adler Gustavo , Osorio Buitron Carolina 
Published: December 2018

AbstractThe strong policy response of the United States to the 2008–2009 financial crisis raised concerns about its spillovers on other countries. The effects of the monetary stimulus received significant attention, while those of fiscal policy were largely overlooked, despite the combined deployment of these two policy instruments. This paper studies the trade spillovers of the post‐crisis policy mix. We find that overall effects were positive in the immediate aftermath of the crisis, reflecting positive spillovers of fiscal policy that outweighed the negative impact of monetary policy. More generally, our results highlight (i) the importance of studying fiscal and monetary policy spillovers jointly, as models with both instruments produce very different (and arguably more accurate) estimates of the effects of fiscal and monetary policy shocks, and (ii) that exchange rate regimes of trading partners are first‐order determinants of the extent of policy spillovers.
The electric vehicle routing problem with shared charging stations
Authors: Koç Çağrı , Jabali Ola , Mendoza Jorge E. , Laporte Gilbert 
Published: December 2018

AbstractWe introduce the electric vehicle routing problem with shared charging stations (E‐VRP‐SCS). The E‐VRP‐SCS extends the electric vehicle routing problem with nonlinear charging function (E‐VRP‐NL) by considering several companies that jointly invest in charging stations (CSs). The objective is to minimize the sum of the fixed opening cost of CSs and the drivers cost. The problem consists of deciding the location and technology of the CSs and building the routes for each company. It is solved by means of a multistart heuristic that performs an adaptive large neighborhood search coupled with the solution of mixed integer linear programs. It also contains a number of advanced efficient procedures tailored to handle specific components of the E‐VRP‐SCS. We perform extensive computational experiments on benchmark instances. We assess the competitiveness of the heuristic on the E‐VRP‐NL and derive 38 new best known solutions. New benchmark results on the E‐VRP‐SCS are presented, solved, and analyzed.
A Comparison of Gaussian and Logistic Categorical Opinion Distribution Models
Authors: McKenzie John 
Published: December 2018

Summary
Four models for the analysis of categorical opinion data are described and compared. These include the Successive Intervals model of Guilford (1954) and the SLOLT model of Allnatt (1973), and utilize an underlying continuous opinion distribution which is either Gaussian or logistic. Efficient and semi-efficient estimation schemes are presented. The fits of the models to two sets of data are compared, and the hypothesis of “equal underlying variances” is investigated.
On Least Squares Fitting by Orthonormal Polynomials Using the Choleski Method
Authors: Rushton S. 
Published: December 2018

Summary
If a set of normal equations, derived from the least squares fitting of a linear representation to a set of observations, is solved by the Choleski method of solving a system of linear simultaneous algebraic equations involving a symmetric matrix, a certain vector is obtained as an intermediate step in the solution. The squares of the elements of this vector are the components in the resolution of the total sum of squares of the observations into squares corresponding to individual degrees of freedom. Each such square represents the contribution corresponding to one of a certain set of orthonormal vectors.
The theory is applied to the fitting of a polynomial to a set of observations, not necessarily equidistant. The appropriate orthonormal polynomials can be derived explicitly and the total sum of squares can be resolved into individual squares corresponding to each of these. A practical computation scheme for this case is given and illustrated by a numerical example.
The Interpretation of Interaction in Contingency Tables
Authors: Simpson E. H. 
Published: December 2018

Summary
The definition of second order interaction in a (2 × 2 × 2) table given by Bartlett is accepted, but it is shown by an example that the vanishing of this second order interaction does not necessarily justify the mechanical procedure of forming the three component 2 × 2 tables and testing each of these for significance by standard methods.
The Estimation of Parameters from Sequentially Sampled Data on a Discrete Distribution
Authors: Tweedie M. C. K. 
Published: December 2018

Summary
It is supposed that a constant finite discrete population (which may have arisen through grouping another population) is sampled, with replacement, until some linear function of the frequencies reaches a predetermined value. The generating function of the final frequencies is found exactly when each coefficient in the linear function is either 0 or +1, and the asymptotic means, variances and covariances in more general cases by using an extension of Wald’s identity. The approximate first and second moments of estimators of the parameters determining the population based on these final frequencies, can accordingly be found. The information matrix is considered, first as regards the effect on it of grouping, and then as regards the effect of the stop rule used. Different stop rules provide estimators whose second moments depend on the parameters in a variety of different ways, although the average sample size needed for a given minimum amount of information is almost independent of the stop rule. Some simple examples are given.
Goodness of Fit Tests for Simultaneous Autoregressive Series
Authors: Bartlett M. S. , Rajalakshman D. V. 
Published: December 2018

Summary
The simplified method of derivation of Quenouille’s (1947) goodness of fit test for an autoregressive stationary series with discrete time, given by Bartlett and Diananda (1950), is extended in the present paper to the case of simultaneous autoregressive series, for which some interesting new features arise. The general solution is applied to a particular first-order process in two variables, the detailed correlational theory of which is being given elsewhere by Rajalakshman (1953), and for which artificial series are available for test.
Some Properties of Estimates for the Standard Deviation Based on Deviations from the Mean and Variate Differences
Authors: Kamat A. R. 
Published: December 2018

Summary
In the first part the property of “minimum error”, proved by Fisher for the estimates based on the powers of the deviations from the mean, is extended to the estimates based on the powers of the absolute values of variate differences. Efficiencies of certain of these statistics are also compared for small samples. In the second part the bias and the variance is evaluated when there is a “slow moving” trend in the mean. Finally in the third part a proof is given of a property possessed by the moments of certain ratio statistics derived from these estimates.
On the Cumulative Effect of Chance Deviations
Authors: Berz F. 
Published: December 2018

Summary
The cumulative effect of chance deviations is investigated in the case when the components follow rectangular distributions of arbitrary width. The chief aim is to obtain an estimate of the percentage of cases for which the total deviation falls outside given limits, and corresponds to rejects in industrial practice.
The treatment is based on the use of characteristic functions. The results provide a useful quantitative addition to the well-known Central Limit theorem and can easily be applied.
Confidence Intervals for the Parameter of a Distribution Admitting a Sufficient Statistic When the Range Depends on the Parameter
Authors: Huzurbazar V. S. 
Published: December 2018

Summary
This paper gives the sampling distribution of a sufficient statistic (which is also the maximum likelihood statistic) for the parameter of a distribution when the range of the distribution depends upon the parameter. Confidence intervals for the parameter are obtained, based on the distribution of the sufficient statistic.
Economic Choice of the Amount of Experimentation
Authors: Grundy P. M. , Healy M. J. R. , Rees D. H. 
Published: December 2018

Summary
When a new process is suggested for use in agriculture or technology it is usually necessary to carry out experiments to estimate the increase in output that would result if the new process replaced that in current use. If the cost of experimentation and the scale of potential application of the new process are known, one method of arriving at an optimum amount of experimentation is to minimize the total risk given by the sum of the cost of the experiment plus the expected loss due to wrong decisions. The main difficulty is that the last quantity depends on the true increase in output due to introducing the new treatment, which can only be estimated from the results of the experiments. The paper discusses the case where an initial experiment is carried out, and it is required to decide whether to accept or reject the new treatment at once or else to carry out further experimentation. In the latter case the optimum amount of further experimentation has also to be decided. A solution is provided by minimizing the risk after eliminating the unknown parameter by averaging over its fiducial distribution based on the evidence from the initial experiment. Means for applying the resulting decision rule in practice are provided, and its performance under various circumstances is discussed.
A Test of Significance for an Unidentifiable Relation
Authors: Moran P. A. P. 
Published: December 2018

Summary
A linear relation between two variates, both of which are measured with error, cannot be identified, but it is possible to identify bounds for its position and slope. It is shown how it is possible to test whether the observed data show a significant divergence from the hypothesis that the linear relation passes through a specified point in the plane. This test is then applied to the relationship between rainfall and run-off.
Tests for Randomness in a Series of Events When the Alternative is a Trend
Authors: Bartholomew D. J. 
Published: December 2018

Summary
This paper deals with the properties of a test for randomness in a sequence of events occurring in time or space. It was suggested by Cox (1955) as being suitable when the alternative is a trend in the rate at which events occur. The power of the test is compared with that of two other tests which can be used for this purpose.
Sufficient Statistics, Similar Regions and Distribution-Free Tests
Authors: Watson G. S. 
Published: December 2018

Summary
This paper is mainly an elementary exposition (in §1) of the ideas of Lehmann and Scheffé (1950) concerning sufficient statistics and similar regions. One of the virtues of this elegant theory is the way in which it incorporates some distribution-free tests into the general body of tests based on similar regions—this is described in §3. In §2, its bearing on the Fisher-Behrens and related problems is discussed and a class of problems where it is of no use is suggested. In §4, several new distribution-free tests are given.
The Regression Analysis of Binary Sequences
Authors: Cox D. R. 
Published: December 2018

Summary
A sequence of 0’s and 1’s is observed and it is suspected that the chance that a particular trial is a 1 depends on the value of one or more independent variables. Tests and estimates for such situations are considered, dealing first with problems in which the independent variable is preassigned and then with independent variables that are functions of the sequence. There is a considerable amount of earlier work, which is reviewed.
On the Smoothing of Probability Density Functions
Authors: Whittle P. 
Published: December 2018

Summary
We consider the estimation of a probability density function by linear smoothing of the observed density. A basis for estimation is obtained by assuming that the ordinates of the true density function have a prior distribution such that adjacent ordinates are highly correlated. An equation determining the optimum weighting function under these circumstances is derived, and solved in special cases. The properties of the estimate are discussed and the asymptotic behaviour of its mean squared deviation D 2 given. It is shown that as the sample size N increases, D 2 cannot decrease faster than N –1.
The Interaction Algorithm and Practical Fourier Analysis
Authors: Good I. J. 
Published: December 2018

Summary
The interactions in a complete factorial experiment are linear functions of the observations. They can be calculated by means of a stream-lined algorithm, of which the first example was the adding-and-subtracting algorithm of Yates (1937). The relationship between the two methods of calculating the interactions is given a precise and succinct form, which surprisingly does not seem to have been given in the existing literature. The algorithm is logically simplest for the tn experiment. The inverse algorithm is specified and also the method of obtaining the divisors for the analysis of variance. Finally some analogous short cuts in practical Fourier analysis are described.
On the Distribution of Various Sums of Squares in an Analysis of Variance Table for Different Classifications with Correlated and Non-Homogeneous Errors
Authors: Bhat B. R. 
Published: December 2018

SUMMARY
The distributions of various sums of squares in an analysis of variance table for two-way classification have been obtained by Box (1954b), under the assumption that the row-vectors X.j(j = 1, 2, …, q) are independent vector observations from a p-variate normal population, where X.j consists of those p observations which correspond to the p levels of a factor A, for the j th level of another factor B. This paper gives the distributions of the various sums of squares for any n-way classification. It is noted that if the vector observations which correspond to the different levels of r factors for each of the fixed levels of the remaining n — r factors, follow the same multivariate normal law and are mutually independent, the 2n sums of squares (including the correction factor) of the n-way classification can be grouped into 2n—r sets, each of 2r sums of squares with the following properties : (i) the pattern of the null-distribution of the various sums of squares in each set is the same, (ii) the distributions of the various sums of squares within a set are dependent, the sets themselves however being independent.
Censored Observations in Randomized Block Experiments
Authors: Sampford M. R. , Taylor J. 
Published: December 2018

SUMMARY
Maximum likelihood methods are developed for the analysis of data from randomized block experiments, when some of the observations are censored. A modification of the maximum likelihood process, intended to produce approximately unbiased estimates of variance, is described, and the results of some numerical investigations into its efficacy are reported. Analogues of the t-test, using two alternative formulae for standard errors of differences, are considered, with some results of numerical investigations into the distribution of the t-values.
A Contribution to the Theory of Bulk Queues
Authors: Miller Rupert G. 
Published: December 2018

Summary
Two general models for a queue in which groups of entities arrive at a single service line and are serviced in groups are defined. Various equilibrium properties for both models are established in terms of the traffic intensity ρ. For the special case of Poisson arrivals the first model is analyzed with reference to the imbedded Markov chain, the waiting time, and the busy period. It is demonstrated that if the entities arrive in groups the stationary distribution of the imbedded Markov chain does not agree with the general equilibrium distribution obtained by letting time t → ∞. For the special case of exponential service the stationary distribution of the imbedded Markov chain for the second model is obtained and the waiting time problem is discussed briefly.
Bounds for the Expected Sample Size in a Sequential Probability Ratio Test
Authors: Ghosh M. N. 
Published: December 2018

SUMMARY
The expected sample size in a sequential probability ratio test has been given by Wald (1945, 1947). An approximate value of E(n) with a bound for the error of approximation has also been given by him in the same publication. This bound has been evaluated by Wald (1945) for the normal and binomial distributions and the error is shown to be small when the mean and variance of Z = log {f(x, θ1)/f(x, θ 0)} are small. Wald has mentioned that in general the error of approximation will be small, when the mean and variance of Z are small. An example is given here showing that the error in Wald’s approximate formula for E(n) is not small, even though the mean and variance of Z are small, so that no general statement about the validity of the approximation can be made. In this paper an expression for an upper bound of the error of approximation is given for the general case. For the case of the normal and a class of distributions with similar nature of tails, the random walk problem with variables z1, z2, … is considered where E(z) &lt; 0 and there is only one boundary – b &lt; 0. The expected value of the first passage time n, Zn = z1 + … + zn &lt; – b and Zi ≥ – b for i = 1, 2, …, n – 1, is shown to be bounded and upper bound of E(n) is obtained.
Approximate Solutions of Green's Type for Univariate Stochastic Processes
Authors: Daniels H. E. 
Published: December 2018

SUMMARY
A study is made of approximations of Green's type (often called W.K.B. approximations) to the solution of equations governing univariate stochastic processes. After considering some specific processes, the general homogeneous process in continuous time is discussed. A numerical comparison is made between the approximate and exact probabilities for the multiplicative birth and death process. Diffusion processes are briefly examined. The method is applied to the equations both for probabilities and for the moment generating function, and the duality between the approximate solutions is indicated. Finally, approximate formulae for the cumulants are obtained and the limitations of the method are pointed out.
Estimation of the Parameters of a Linear Functional Relation
Authors: Dorff Martin , Gurland John 
Published: December 2018

SUMMARY
A variety of consistent estimators of the parameters of a linear functional relation have been proposed over the years. Some find their basis in least-squares procedures, some in the methods of analysis of variance, some in the method of grouping, and some in diverse other methods. In this paper we generalize a class of estimators suggested originally by the method of grouping, and consider the asymptotic variance of a number of different types of estimators. As a result we are able to make specific recommendations regarding a choice among them.