VOCATIONAL INTERESTS: CONSTRUCT VALIDITY AND MEASUREMENT

This dissertation addressed several questions relevant to vocational interests and personality characteristics, examining (a) the roles of personality, vocational interests, and sexual fantasies in defining a general factor of Masculinity/Femininity (M/F) (Study 1), (b) the validity of a new measure of vocational interests (Study 2), and (c) the individual difference characteristics that discriminate between students in various academic majors, and that predict academic outcomes (Study 3). In Study 1, vocational interests, personality, and sexual fantasies were examined to find whether these variables would yield a general Masculinity/Femininity (M/F) factor, and whether that factor would still emerge when controlling for participant sex. The results of Study 1 revealed that a general factor of M/F did emerge. When sex was removed, the loadings of vocational interests decreased from high to very low, suggesting that the link of vocational interests with other indicators of M/F is mainly due to sex differences in these variables. The purpose of Study 2 was to validate the Oregon Vocational Interest Scales (ORVIS), a new public domain vocational interests questionnaire designed to measure eight vocational interest scales. ORVIS scores obtained in a college and community sample were compared with those of two personality measures and two cognitive ability tests. Results from this study showed that the ORVIS scales were reliable and showed good construct validity. The purpose of Study 3, using the ORVIS along with the HEXACO-PI and tests of cognitive ability, was to examine the individual difference characteristics of students in different academic majors, and to use the congruence between a student's academic major and vocational interests as a predictor of academic outcomes, such as GPA, academic major change, and satisfaction with major. The results of Study 3 revealed that students in different academic majors show theoretically meaningful differences in personality, abilities, and interests. Conscientiousness and math ability were found to be the best predictors of academic outcomes. However, congruence between major and interests did not add significant predictive validity to any of these outcomes beyond personality and ability. Together, these three studies show the role of vocational interests in defming MlF and in predicting various academic outcomes.

Using Effective Teaching Strategies and Personality Type to Enhance the Mathematics Classroom: A Handbook for Intermediate Math Teachers

This project addressed the need for more insightful, current, and applicable resources for intermediate math teachers in Canadian classrooms. A need for a handbook in this division seemed warranted by a lack of government resource support. Throughout an extensive review of the literature, themes and topics for the handbook emerged. The handbook was designed to not only provide educators with examples of effective teaching strategies within the mathematics classroom but to also inform them about the ways in which their personal characteristics and personality type could affect their students and their own pedagogical practices. Three teaching professionals who had each taught in an intermediate math class within the past year evaluated the handbook. The feedback received from these educators was directly applied to the first draft of the handbook in order to make it more accessible and applicable to other math teachers. Although the handbook was written with teachers in mind, the language and format used throughout the manual also make it accessible to parents, tutors, preservice education students, and educational administrators. Essentially, any individual who is hoping to inspire and educate intermediate math students could make use of the content within the handbook.

Players and Avatars: The Connections between Player Personality, Avatar Personality, and Behavior in Video Games

The increasing variety and complexity of video games allows players to choose how to behave and represent themselves within these virtual environments. The focus of this dissertation was to examine the connections between the personality traits (specifically, HEXACO traits and psychopathic traits) of video game players and player-created and controlled game-characters (i.e., avatars), and the link between traits and behavior in video games. In Study 1 (n = 198), the connections between player personality traits and behavior in a Massively Multiplayer Online Roleplaying Game (World of Warcraft) were examined. Six behavior components were found (i.e., Player-versus-Player, Social Player-versus-Environment, Working, Helping, Immersion, and Core Content), and each was related to relevant personality traits. For example, Player-versus-Player behaviors were negatively related to Honesty-Humility and positively related to psychopathic traits, and Immersion behaviors (i.e., exploring, role-playing) were positively related to Openness to Experience. In Study 2 (n = 219), the connections between player personality traits and in-game behavior in video games were examined in university students. Four behavior components were found (i.e., Aggressing, Winning, Creating, and Helping), and each was related to at least one personality trait. For example, Aggressing was negatively related to Honesty-Humility and positively related to psychopathic traits. In Study 3 (n = 90), the connections between player personality traits and avatar personality traits were examined in World of Warcraft. Positive player-avatar correlations were observed for all personality traits except Extraversion. Significant mean differences between players and avatars were observed for all traits except Conscientiousness; avatars had higher mean scores on Extraversion and psychopathic traits, but lower mean scores on the remaining traits. In Study 4, the connections between player personality traits, avatar traits, and observed behaviors in a life-simulation video game (The Sims 3) were examined in university students (n = 93). Participants created two avatars and used these avatars to play The Sims 3. Results showed that the selection of certain avatar traits was related to relevant player personality traits (e.g., participants who chose the Friendly avatar trait were higher in Honesty-Humility, Emotionality, and Agreeableness, and lower in psychopathic traits). Selection of certain character-interaction behaviors was related to relevant player personality traits (e.g., participants with higher levels of psychopathic traits used more Mean and fewer Friendly interactions). Together, the results of the four studies suggest that individuals generally behave and represent themselves in video games in ways that are consistent with their real-world tendencies.

The Reluctance of Cattle to Change a Learned Choice May Confound Preference Tests

The conclusion of the article states "it appears that previously learned choices may affect future choices in Y-mazes for cattle. Another area that needs to be researched is the effects of a mildly aversive treatment versus a severely aversive treatment on the tendency of a bovine to resist changing a learned choice".

Investigating the Contribution of Personality and Neurological Disruption to Postinjury Outcome in Athletes with Mild Head Injury

Despite the increase in research regarding mild head injury (MHI), relatively little has investigated whether, or the extent to which, premorbid factors (i.e., personality traits) influence, or otherwise account for, outcomes post-MHI. The current study examined the extent to which postinjury outcome after MHI is analogous to the outcome post-moderate or- severe traumatic brain injury (by comparing the current results to previous literature pertaining to individuals with more severe brain injuries) and whether these changes in function and behaviour are solely, or primarily, due to the injury, or reflect, and are possibly a consequence of, one’s preinjury status. In a quasi-experimental, test-retest design, physiological indices, cognitive abilities, and personality characteristics of university students were measured. Since the incidence of MHI is elevated in high-risk activities (including high-risk sports, compared to other etiologies of MHI; see Laker, 2011) and it has been found that high-risk athletes present with unique, risk-taking behaviours (in terms of personality; similar to what has been observed post-MHI) compared to low-risk and non-athletes. Seventy-seven individuals (42% with a history of MHI) of various athletic statuses (non-athletes, low-risk athletes, and high-risk athletes) were recruited. Consistent with earlier studies (e.g., Baker & Good, 2014), it was found that individuals with a history of MHI displayed decreased physiological arousal (i.e., electrodermal activation) and, also, endorsed elevated levels of sensation seeking and physical/reactive aggression compared to individuals without a history of MHI. These traits were directly associated with decreased physiological arousal. Moreover, athletic status did not account for this pattern of performance, since low- and high-risk athletes did not differ in terms of personality characteristics. It was concluded that changes in behaviour post-MHI are associated, at least in part, with the neurological and physiological compromise of the injury itself (i.e., physiological underarousal and possible subtle OFC dysfunction) above and beyond influences of premorbid characteristics.

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

Économétrie, théorie des tests et philosophie des sciences

Dans ce texte, nous revoyons certains développements récents de l’économétrie qui peuvent être intéressants pour des chercheurs dans des domaines autres que l’économie et nous soulignons l’éclairage particulier que l’économétrie peut jeter sur certains thèmes généraux de méthodologie et de philosophie des sciences, tels la falsifiabilité comme critère du caractère scientifique d’une théorie (Popper), la sous-détermination des théories par les données (Quine) et l’instrumentalisme. En particulier, nous soulignons le contraste entre deux styles de modélisation - l’approche parcimonieuse et l’approche statistico-descriptive - et nous discutons les liens entre la théorie des tests statistiques et la philosophie des sciences.

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie

Dans ce texte, nous analysons les développements récents de l’économétrie à la lumière de la théorie des tests statistiques. Nous revoyons d’abord quelques principes fondamentaux de philosophie des sciences et de théorie statistique, en mettant l’accent sur la parcimonie et la falsifiabilité comme critères d’évaluation des modèles, sur le rôle de la théorie des tests comme formalisation du principe de falsification de modèles probabilistes, ainsi que sur la justification logique des notions de base de la théorie des tests (tel le niveau d’un test). Nous montrons ensuite que certaines des méthodes statistiques et économétriques les plus utilisées sont fondamentalement inappropriées pour les problèmes et modèles considérés, tandis que de nombreuses hypothèses, pour lesquelles des procédures de test sont communément proposées, ne sont en fait pas du tout testables. De telles situations conduisent à des problèmes statistiques mal posés. Nous analysons quelques cas particuliers de tels problèmes : (1) la construction d’intervalles de confiance dans le cadre de modèles structurels qui posent des problèmes d’identification; (2) la construction de tests pour des hypothèses non paramétriques, incluant la construction de procédures robustes à l’hétéroscédasticité, à la non-normalité ou à la spécification dynamique. Nous indiquons que ces difficultés proviennent souvent de l’ambition d’affaiblir les conditions de régularité nécessaires à toute analyse statistique ainsi que d’une utilisation inappropriée de résultats de théorie distributionnelle asymptotique. Enfin, nous soulignons l’importance de formuler des hypothèses et modèles testables, et de proposer des techniques économétriques dont les propriétés sont démontrables dans les échantillons finis.

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.

Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness

Ce Texte Presente Plusieurs Resultats Exacts Sur les Seconds Moments des Autocorrelations Echantillonnales, Pour des Series Gaussiennes Ou Non-Gaussiennes. Nous Donnons D'abord des Formules Generales Pour la Moyenne, la Variance et les Covariances des Autocorrelations Echantillonnales, Dans le Cas Ou les Variables de la Serie Sont Interchangeables. Nous Deduisons de Celles-Ci des Bornes Pour les Variances et les Covariances des Autocorrelations Echantillonnales. Ces Bornes Sont Utilisees Pour Obtenir des Limites Exactes Sur les Points Critiques Lorsqu'on Teste le Caractere Aleatoire D'une Serie Chronologique, Sans Qu'aucune Hypothese Soit Necessaire Sur la Forme de la Distribution Sous-Jacente. Nous Donnons des Formules Exactes et Explicites Pour les Variances et Covariances des Autocorrelations Dans le Cas Ou la Serie Est un Bruit Blanc Gaussien. Nous Montrons Que Ces Resultats Sont Aussi Valides Lorsque la Distribution de la Serie Est Spheriquement Symetrique. Nous Presentons les Resultats D'une Simulation Qui Indiquent Clairement Qu'on Approxime Beaucoup Mieux la Distribution des Autocorrelations Echantillonnales En Normalisant Celles-Ci Avec la Moyenne et la Variance Exactes et En Utilisant la Loi N(0,1) Asymptotique, Plutot Qu'en Employant les Seconds Moments Approximatifs Couramment En Usage. Nous Etudions Aussi les Variances et Covariances Exactes D'autocorrelations Basees Sur les Rangs des Observations.

Tests of Joint Hypotheses for Time Series Regression with a Unit Root

This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That \"Taste and Technology\" Parameters Are Uncovered. the Second Set of Specification Tests Are Var Encompassing Tests. It Is Assumed That the Dgp Has a Finite Var Representation. the Moment Restrictions Which Are Suggested by Economic Theory and Exploited in the Gmm Procedure Represent One Possible Characterization of the Dgp. the Var Is a Different But Compatible Characterization of the Same Dgp. the Idea of the Var Encompassing Tests Is to Compare Parameter Estimates of the Euler Conditions and Var Representations of the Dgp Obtained Separately with Parameter Estimates of the Euler Conditions and Var Representations Obtained Jointly. There Are Several Ways to Construct Joint Systems Which Are Discussed in the Paper. Several Applications Are Also Discussed.

Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.