Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Variation in mortality rates in Australia: correlation with Indigenous status, remoteness and socio-economic deprivation

Background The aim of this study was to study ecological correlations between age-adjusted all-cause mortality rates in Australian statistical divisions and (1) the proportion of residents that self-identify as Indigenous, (2) remoteness, and (3) socio-economic deprivation. Methods All-cause mortality rates for 57 statistical divisions were calculated and directly standardized to the 1997 Australian population in 5-year age groups using Australian Bureau of Statistics (ABS) data. The proportion of residents who self-identified as Indigenous was obtained from the 1996 Census. Remoteness was measured using ARIA (Accessibility and Remoteness Index for Australia) values. Socioeconomic deprivation was measured using SEIFA (Socio-Economic index for Australia) values from the ABS. Results Age-standardized all-cause mortality varies twofold from 5.7 to 11.3 per 1000 across Australian statistical divisions. Strongest correlation was between Indigenous status and mortality (r = 0.69, p < 0.001). correlation between remoteness and mortality was modest (r = 0.39, p = 0.002) as was correlation between socio-economic deprivation and mortality (r = -0.42, p = 0.001). Excluding the three divisions with the highest mortality, a multiple regression model using the logarithm of the adjusted mortality rate as the dependent variable showed that the partial correlation (and hence proportion of the variance explained) for Indigenous status was 0.03 (9 per cent; p = 0.03), for SEIFA score was -0.17 (3 per cent; p = 0.22); and for remoteness was -0.22 (5 per cent; p = 0.13). Collectively, the three variables studied explain 13 per cent of the variability in mortality. Conclusions Ecological correlation exists between all-cause mortality, Indigenous status, remoteness and disadvantage across Australia. The strongest correlation is with indigenous status, and correlation with all three characteristics is weak when the three statistical divisions with the highest mortality rates are excluded. intervention targeted at these three statistical divisions could reduce much of the variability in mortality in Australia.

Corporate stadium sponsorships, signaling theory, agency conflicts, and shareholder wealth

Contrary to the plethora of critical articles recently appearing in both the popular and business press, this carefully controlled investigation of 49 stadium- and arena-naming-rights agreement announcements provides striking evidence that such sponsorships can significantly enhance the stock prices of sponsoring companies. Indeed, the results of the study show that the average stadium sponsor's stock prices increased by 1.65 percent at the time of announcement of the programs-a result considerably in excess of the returns associated with other major marketing programs such as the signing of Olympic sponsorships and celebrity endorsers. A multiple regression analysis employing firm-specific changes in stock prices as the dependent variable and quantifiable corporate and sponsorship-related attributes as independent variables is also presented. Variables positively and significantly correlated with perceived sponsorship success include team-winning percentages, contract length, and high technology and locally based companies. Overall, the findings of the study are consistent with the novel hypothesis that, for some firms, the real value-added of a stadium sponsorship may lie in its ability to serve as an effective or honest signal of managerial confidence in the future of the company.

The impact of target board recommendations in Australian takeovers

This paper examines the impact of targe board recommendations on the probability of the bid being successful in the Australian takeovers context. Specifically, we model the success rate of the bid as a binary dependent variable and target board recommendations or the board hostility as our key independent variable by using logistic regression framework. Our model also includes bid structures and conditions variables (such as initial bid premium, bid conditions, toehold, and interlocking relationship) and bid events (such as panel and bid duration) as our control variables. Overall, we find board hostility has statistically significant negative effect on the success rate of the bid and almost all control variables (except for the initial bid premium) are statistically significant with the correct sign. That is, we find toehold, the percentage of share required to make the bid becomes successful, and the unconditional bid have positive impact on the success rate of the bid, at least as predictive determinants prior to the release of any hostile recommendation. Consistent with Craswell (2004), we also find the negative relation between interlocking relationship and the success rate of the bid. Our finding supports that from target investors’ point of view, interlock is consistent with the negative story of self interest by directors. Finally, like Walking (1985), we find that the initial bid premium does not have influence on the success rate of the bid. Hence our results reinstate Walking’s bid premium puzzle in Australian context.

A wavelet-based adaptive technique for adsorption problems involving steep gradients

A general, fast wavelet-based adaptive collocation method is formulated for heat and mass transfer problems involving a steep moving profile of the dependent variable. The technique of grid adaptation is based on sparse point representation (SPR). The method is applied and tested for the case of a gas–solid non-catalytic reaction in a porous solid at high Thiele modulus. Accurate and convergent steep profiles are obtained for Thiele modulus as large as 100 for the case of slab and found to match the analytical solution.

The influence of genetic and environmental factors in estimations of current body size, desired body size, and body dissatisfaction

The objective was to investigate the genetic epidemiology of figural stimuli. Standard figural stimuli were available from 5,325 complete twin pairs: 1,751 (32.9%) were monozygotic females, 1,068 (20.1%) were dizygotic females, 752 (14.1%) were monozygotic males, 495 (9.3%) were dizygotic males, and 1,259 (23.6%) were dizygotic male-female pairs. Univariate twin analyses were used to examine the influences on the individual variation in current body size and ideal body size. These data were analysed separately for men and women in each of five age groups. A factorial analysis of variance, with polychoric correlations between twin pairs as the dependent variable, and age, sex, zygosity, and the three interaction terms (age x sex, age x zygosity, sex x zygosity) as independent variables, was used to examine trends across the whole data set. Results showed genetic influences had the largest impact on the individual variation in current body size measures, whereas non-shared environmental influences were associated with the majority of individual variation in ideal body size. There was a significant main effect of zygosity (heritability) in predicting polychoric correlations for current body size and body dissatisfaction. There was a significant main effect of gender and zygosity in predicting ideal body size, with a gender x zygosity interaction. In common with BMI, heritability is important in influencing the estimation of current body size. Selection of desired body size for both men and women is more strongly influenced by environmental factors.

Illusions in advanced cancer: The effect of belief systems and attitudes on quality of life

Patients with advanced cancer frequently express positive attitudes and can be unduly optimistic about the potential benefits of treatment. In order to evaluate an illusory domain in the context of advanced cancer, we developed a scale of will to live and characterized the beliefs that patients held about the curability of their cancer, and how committed they were to using alternative treatments. A measure of quality of life was used as the dependent variable in order to assess the association between these attributes. After a preliminary exploration confirmed the presence of an illusory domain, these concepts were prospectively tested in 149 ambulant patients with advanced cancer who attended for palliative systemic treatment, radiation treatment or supportive care. The scale of global quality of life was reliable (Cronbach's alpha coefficient 0.72). The distribution of the scores of will to live was skewed, with no respondent scoring poorly, and the scale was reliable (Cronbach's alpha coefficient 0.82). The scale of belief in curability showed diverse beliefs. In some cases, there was a discrepancy between respondents' beliefs in curability and what they believed to be the report by their doctors. There was also an association between a committed use of alternative treatments and a belief in the curability of the cancer (p

Sagittal movement of the medial longitudinal arch is unchanged in plantar fasciitis

Background: Although a lowered medial longitudinal arch has been cited as a causal factor in plantar fasciitis, there is little experimental evidence linking arch motion to the pathogenesis of the condition. This study investigated the sagittal movement of the arch in subjects with and without plantar fasciitis during gait. Methods: Digital fluoroscopy was used to acquire dynamic lateral radiographs from 10 subjects with unilateral plantar fasciitis and 10 matched control subjects. The arch angle and the first metatarsophalangeal joint angle were digitized and their respective maxima recorded. Sagittal movement of the arch was defined as the angular change between heel strike and the maximum arch angle observed during the stance phase of gait. The-thickness of the proximal plantar fascia was determined from sagittal sonograms of both feet. ANOVA models were used to identify differences between limbs with respect to each dependent variable. Relationships between arch movement and fascial thickness were investigated using correlations. Results: There was no significant difference in either the movement or maximum arch angle between limbs. However, subjects with plantar fasciitis were found to have a larger metatarsophalangeal joint angle than controls (P < 0.05). Whereas the symptomatic and asymptomatic plantar fascia were thicker than those of control feet (P < 0.05), significant correlations were noted between fascial thickness and peak arch and metatarsophalangeal joint angles (P < 0.05) in the symptomatic limb only. Conclusions: Neither abnormal shape nor movement of the arch are associated with chronic plantar fasciitis. However, arch mechanics may influence the severity of plantar fasciitis once the condition is present. Digital flexion, in contrast, has a protective role in what might be a bilateral disease process.

The return to schooling: Estimates from a sample of young Australian twins

This study uses a sample of young Australian twins to examine whether the findings reported in [Ashenfelter, Orley and Krueger, Alan, (1994). 'Estimates of the Economic Return to Schooling from a New Sample of Twins', American Economic Review, Vol. 84, No. 5, pp.1157-73] and [Miller, P.W., Mulvey, C and Martin, N., (1994). 'What Do Twins Studies Tell Us About the Economic Returns to Education?: A Comparison of Australian and US Findings', Western Australian Labour Market Research Centre Discussion Paper 94/4] are robust to choice of sample and dependent variable. The economic return to schooling in Australia is between 5 and 7 percent when account is taken of genetic and family effects using either fixed-effects models or the selection effects model of Ashenfelter and Krueger. Given the similarity of the findings in this and in related studies, it would appear that the models applied by [Ashenfelter, Orley and Krueger, Alan, (1994). 'Estimates of the Economic Return to Schooling from a New Sample of Twins', American Economic Review, Vol. 84, No. 5, pp. 1157-73] are robust. Moreover, viewing the OLS and IV estimators as lower and upper bounds in the manner of [Black, Dan A., Berger, Mark C., and Scott, Frank C., (2000). 'Bounding Parameter Estimates with Nonclassical Measurement Error', Journal of the American Statistical Association, Vol. 95, No.451, pp.739-748], it is shown that the bounds on the return to schooling in Australia are much tighter than in [Ashenfelter, Orley and Krueger, Alan, (1994). 'Estimates of the Economic Return to Schooling from a New Sample of Twins', American Economic Review, Vol. 84, No. 5, pp. 1157-73], and the return is bounded at a much lower level than in the US. (c) 2005 Elsevier B.V. All rights reserved.

Capacity limits for the detection of changing visual features

Capacity limits in visual attention have traditionally been studied using static arrays of elements from which an observer must detect a target defined by a certain visual feature or combination of features. In the current study we use this visual search paradigm, with accuracy as the dependent variable, to examine attentional capacity limits for different visual features undergoing change over time. In Experiment 1, detectability of a single changing target was measured under conditions where the type of change (size, speed, colour), the magnitude of change, the set size and homogeneity of the unchanging distractors were all systematically varied. Psychometric function slopes were calculated for different experimental conditions and ‘change thresholds’extracted from these slopes were used in Experiment 2, in which multiple supra-threshold changes were made, simultaneously, either to a single or to two or three different stimulus elements. These experiments give an objective psychometric paradigm for measuring changes in visual features over time. Results favour object-based accounts of visual attention, and show consistent differences in the allocation of attentional capacity to different perceptual dimensions.

Methods for Categorical Longitudinal Survey Data: Understanding Employment Status of Australian Women

Many variables that are of interest in social science research are nominal variables with two or more categories, such as employment status, occupation, political preference, or self-reported health status. With longitudinal survey data it is possible to analyse the transitions of individuals between different employment states or occupations (for example). In the statistical literature, models for analysing categorical dependent variables with repeated observations belong to the family of models known as generalized linear mixed models (GLMMs). The specific GLMM for a dependent variable with three or more categories is the multinomial logit random effects model. For these models, the marginal distribution of the response does not have a closed form solution and hence numerical integration must be used to obtain maximum likelihood estimates for the model parameters. Techniques for implementing the numerical integration are available but are computationally intensive requiring a large amount of computer processing time that increases with the number of clusters (or individuals) in the data and are not always readily accessible to the practitioner in standard software. For the purposes of analysing categorical response data from a longitudinal social survey, there is clearly a need to evaluate the existing procedures for estimating multinomial logit random effects model in terms of accuracy, efficiency and computing time. The computational time will have significant implications as to the preferred approach by researchers. In this paper we evaluate statistical software procedures that utilise adaptive Gaussian quadrature and MCMC methods, with specific application to modeling employment status of women using a GLMM, over three waves of the HILDA survey.

Diagnosis of diabetes mellitus: case of different cutoff values: A data mining approach

Objective: An estimation of cut-off points for the diagnosis of diabetes mellitus (DM) based on individual risk factors. Methods: A subset of the 1991 Oman National Diabetes Survey is used, including all patients with a 2h post glucose load >= 200 mg/dl (278 subjects) and a control group of 286 subjects. All subjects previously diagnosed as diabetic and all subjects with missing data values were excluded. The data set was analyzed by use of the SPSS Clementine data mining system. Decision Tree Learners (C5 and CART) and a method for mining association rules (the GRI algorithm) are used. The fasting plasma glucose (FPG), age, sex, family history of diabetes and body mass index (BMI) are input risk factors (independent variables), while diabetes onset (the 2h post glucose load >= 200 mg/dl) is the output (dependent variable). All three techniques used were tested by use of crossvalidation (89.8%). Results: Rules produced for diabetes diagnosis are: A- GRI algorithm (1) FPG>=108.9 mg/dl, (2) FPG>=107.1 and age>39.5 years. B- CART decision trees: FPG >=110.7 mg/dl. C- The C5 decision tree learner: (1) FPG>=95.5 and 54, (2) FPG>=106 and 25.2 kg/m2. (3) FPG>=106 and =133 mg/dl. The three techniques produced rules which cover a significant number of cases (82%), with confidence between 74 and 100%. Conclusion: Our approach supports the suggestion that the present cut-off value of fasting plasma glucose (126 mg/dl) for the diagnosis of diabetes mellitus needs revision, and the individual risk factors such as age and BMI should be considered in defining the new cut-off value.

The critical power function is dependent on the duration of the predictive exercise tests chosen

The linear relationship between work accomplished (W-lim) and time to exhaustion (t(lim)) can be described by the equation: W-lim = a + CP.t(lim). Critical power (CP) is the slope of this line and is thought to represent a maximum rate of ATP synthesis without exhaustion, presumably an inherent characteristic of the aerobic energy system. The present investigation determined whether the choice of predictive tests would elicit significant differences in the estimated CP. Ten female physical education students completed, in random order and on consecutive days, five art-out predictive tests at preselected constant-power outputs. Predictive tests were performed on an electrically-braked cycle ergometer and power loadings were individually chosen so as to induce fatigue within approximately 1-10 mins. CP was derived by fitting the linear W-lim-t(lim) regression and calculated three ways: 1) using the first, third and fifth W-lim-t(lim) coordinates (I-135), 2) using coordinates from the three highest power outputs (I-123; mean t(lim) = 68-193 s) and 3) using coordinates from the lowest power outputs (I-345; mean t(lim) = 193-485 s). Repeated measures ANOVA revealed that CPI123 (201.0 +/- 37.9W) > CPI135 (176.1 +/- 27.6W) > CPI345 (164.0 +/- 22.8W) (P < 0.05). When the three sets of data were used to fit the hyperbolic Power-t(lim) regression, statistically significant differences between each CP were also found (P < 0.05). The shorter the predictive trials, the greater the slope of the W-lim-t(lim) regression; possibly because of the greater influence of 'aerobic inertia' on these trials. This may explain why CP has failed to represent a maximal, sustainable work rate. The present findings suggest that if CP is to represent the highest power output that an individual can maintain for a very long time without fatigue then CP should be calculated over a range of predictive tests in which the influence of aerobic inertia is minimised.

Morphine has a dual concentration-dependent effect on K+-evoked substance P release from rat peripheral airways

Our previous investigations of possible lung mechanisms underlying the effectiveness of nebulized morphine for the relief of dyspnoea, have shown a high density of non-conventional opioid binding sites in rat airways with similar binding characteristics (opioid alkaloid-sensitive, opioid peptide-insensitive) to that of putative mu(3)-opioid receptors on immune cells. To investigate whether these lung opioid binding sites are functional receptors, this study was designed to determine (using superfusion) whether morphine modulates the K+-evoked release of the pro-inflammatory neuropeptide, substance P (SP), from rat peripheral airways. Importantly, K+-evoked SP release was Ca2+-dependent, consistent with vesicular release. Submicromolar concentrations of morphine (1 and 200 nM) inhibited K+-evoked SP release from rat peripheral airways in a naloxone (1 mu M) reversible manner. By contrast, 1 mu M morphine enhanced K+-evoked SP release and this effect was not reversed by 1 mu M naloxone. However, 100 mu M naloxone not only antagonized the facilitatory effect of 1 mu M morphine on K+-evoked SP release from rat peripheral airways but it inhibited release to a similar extent as 200 nM morphine. It is possible that these latter effects are mediated by non-conventional opioid receptors located on mast cells, activation of which causes naloxone-reversible histamine release that in turn augments the release of SP from sensory nerve terminals in the peripheral airways. Clearly, further studies are required to investigate this possibility. (C) 1997 Academic Press Limited.

Outbreaks of pink wax scale, Ceroplastes rubens Maskell (Hemiptera : Coccidae), on umbrella trees in south-eastern Queensland: Patterns of parasitisation

The degree and distribution of parasitisation in relation to densities of pink wax scale, Ceroplastes rubens Maskell, on umbrella trees, Schefflera actinophylla (Endl.), in south-eastern Queensland were investigated to determine whether scale outbreaks could be attributed, in part, to low levels of parasitisation. Rates of parasitisation were independent of or inversely dependent on host density, and highly variable, especially at low densities. The absence of density dependent parasitisation may occur as a result of: (i) non-aggregation by parasitoids; (ii) aggregation by parasitoids where parasitisation is limited by intrinsic or extrinsic factors; and/or (iii) high rates of hyperparasitisation.