Finite sample weighting of recursive forecast errors

This paper proposes and tests a new framework for weighting recursive out-of-sample prediction errors according to their corresponding levels of in-sample estimation uncertainty. In essence, we show how to use the maximum possible amount of information from the sample in the evaluation of the prediction accuracy, by commencing the forecasts at the earliest opportunity and weighting the prediction errors. Via a Monte Carlo study, we demonstrate that the proposed framework selects the correct model from a set of candidate models considerably more often than the existing standard approach when only a small sample is available. We also show that the proposed weighting approaches result in tests of equal predictive accuracy that have much better sizes than the standard approach. An application to an exchange rate dataset highlights relevant differences in the results of tests of predictive accuracy based on the standard approach versus the framework proposed in this paper.

Regionally coupled atmosphere-ocean-sea ice-marine biogeochemistry model ROM: 1. Description and validation

The general circulation models used to simulate global climate typically feature resolution too coarse to reproduce many smaller-scale processes, which are crucial to determining the regional responses to climate change. A novel approach to downscale climate change scenarios is presented which includes the interactions between the North Atlantic Ocean and the European shelves as well as their impact on the North Atlantic and European climate. The goal of this paper is to introduce the global ocean-regional atmosphere coupling concept and to show the potential benefits of this model system to simulate present-day climate. A global ocean-sea ice-marine biogeochemistry model (MPIOM/HAMOCC) with regionally high horizontal resolution is coupled to an atmospheric regional model (REMO) and global terrestrial hydrology model (HD) via the OASIS coupler. Moreover, results obtained with ROM using NCEP/NCAR reanalysis and ECHAM5/MPIOM CMIP3 historical simulations as boundary conditions are presented and discussed for the North Atlantic and North European region. The validation of all the model components, i.e., ocean, atmosphere, terrestrial hydrology, and ocean biogeochemistry is performed and discussed. The careful and detailed validation of ROM provides evidence that the proposed model system improves the simulation of many aspects of the regional climate, remarkably the ocean, even though some biases persist in other model components, thus leaving potential for future improvement. We conclude that ROM is a powerful tool to estimate possible impacts of climate change on the regional scale.

Psychometric properties of the parent-infant caregiving touch scale

Recent work in animals suggests that the extent of early tactile stimulation by parents of offspring is an important element in early caregiving. We evaluate the psychometric properties of a new parent-report measure designed to assess frequency of tactile stimulation across multiple caregiving domains in infancy. We describe the full item set of the Parent-Infant Caregiving Touch Scale (PICTS) and, using data from a UK longitudinal Child Health and Development Study, the response frequencies and factor structure and whether it was invariant over two time points in early development (5 and 9 weeks). When their infant was 9 weeks old, 838 mothers responded on the PICTS while a stratified subsample of 268 mothers completed PICTS at an earlier 5 week old assessment (229 responded on both occasions). Three PICTS factors were identified reflecting stroking, holding and affective communication. These were moderately to strongly correlated at each of the two time points of interest and were unrelated to, and therefore distinct from, a traditional measure of maternal sensitivity at 7-months. A wholly stable psychometry over 5 and 9-week assessments was not identified which suggests that behavior profiles differ slightly for younger and older infants. Tests of measurement invariance demonstrated that all three factors are characterized by full configural and metric invariance, as well as a moderate degree of evidence of scalar invariance for the stroking factor. We propose the PICTS as a valuable new measure of important aspects of caregiving in infancy.

Breaking the double-edged sword of effort/trying hard: developmental equilibrium and Longitudinal relations among effort, achievement, and academic self-concept

Ever since the classic research of Nicholls (1976) and others, effort has been recognized as a double-edged sword: whilst it might enhance achievement, it undermines academic self-concept (ASC). However, there has not been a thorough evaluation of the longitudinal reciprocal effects of effort, ASC and achievement,in the context of modern self-concept theory and statistical methodology. Nor have there been developmental equilibrium tests of whether these effects are consistent across the potentially volatile early-to-middle adolescence. Hence, focusing on mathematics, we evaluate reciprocal effects models over the first four years of secondary school, relating effort, achievement (test scores and school grades), ASC, and ASCxEffort interactions for a representative sample of 3,421 German students (Mn age = 11.75 years at Wave 1). ASC, effort and achievement were positively correlated at each wave, and there was a clear pattern of positive reciprocal positive effects among ASC, test scores and school grades—each contributing to the other, after controlling for the prior effects of all others. There was an asymmetrical pattern of effects for effort that is consistent with the double-edged sword premise: prior school grades had positive effects on subsequent effort, but prior effort had non-significant or negative effects on subsequent grades and ASC. However, on the basis of a synergistic application of new theory and methodology, we predicted and found a significant ASC-by-effort interaction, such that prior effort had more positive effects on subsequent ASC and school grades when prior ASC was high—thus providing a key to breaking the double-edged sword.

Long-term positive effects of repeating a year in school: Six-year longitudinal study of self-beliefs, anxiety, social relations, school grades, and test scores

Consistently with a priori predictions, school retention (repeating a year in school) had largely positive effects for a diverse range of 10 outcomes (e.g., math self-concept, self-efficacy, anxiety, relations with teachers, parents and peers, school grades, and standardized achievement test scores). The design, based on a large, representative sample of German students (N = 1,325, M age = 11.75 years) measured each year during the first five years of secondary school, was particularly strong. It featured four independent retention groups (different groups of students, each repeating one of the four first years of secondary school, total N = 103), with multiple post-test waves to evaluate short- and long-term effects, controlling for covariates (gender, age, SES, primary school grades, IQ) and one or more sets of 10 outcomes realised prior to retention. Tests of developmental invariance demonstrated that the effects of retention (controlling for covariates and pre-retention outcomes) were highly consistent across this potentially volatile early-to-middle adolescent period; largely positive effects in the first year following retention were maintained in subsequent school years following retention. Particularly considering that these results are contrary to at least some of the accepted wisdom about school retention, the findings have important implications for educational researchers, policymakers and parents.