Stochastic Optimization in Robust Statistic

2000 Mathematics Subject Classification: 62J05, 62G35

Assessing productive efficiency of banks using integrated Fuzzy-DEA and bootstrapping:a case of Mozambican banks

Performance analysis has become a vital part of the management practices in the banking industry. There are numerous applications using DEA models to estimate efficiency in banking, and most of them assume that inputs and outputs are known with absolute precision. Here, we propose new Fuzzy-DEA α-level models to assess underlying uncertainty. Further, bootstrap truncated regressions with fixed factors are used to measure the impact of each model on the efficiency scores and to identify the most relevant contextual variables on efficiency. The proposed models have been demonstrated using an application in Mozambican banks to handle the underlying uncertainty. Findings reveal that fuzziness is predominant over randomness in interpreting the results. In addition, fuzziness can be used by decision-makers to identify missing variables to help in interpreting the results. Price of labor, price of capital, and market-share were found to be the significant factors in measuring bank efficiency. Managerial implications are addressed.

The influence of alexithymia and mood on eating psychopathology in a non-clinical female sample

It has been demonstrated that clinical and subclinical disor- dered eating are associated with elevated levels of depression and the personality trait alexithymia (ALX). ALX means literally lack of words for emotion and is associated with a difficulty identifying and describing feelings, and with an externally oriented cognitive style. The aim of the current study was to examine the inter-relationships between mood and ALX in accounting for variations in non-clinical eating psychopathology. 124 females were assessed on the 20- item Toronto Alexithymia Scale (TAS-20), the Hospital Anxiety and Depression Scale (HADS) and the Eating Disorders Inventory (EDI). Results revealed that EDI scores were positively associated with scores on the TAS-20 and with scores on the depression and anxi- ety subscales of the HADS. A series of stepwise multiple regressions revealed that depression and ALX accounted for 53% of the variance in total EDI scores and 40% of the variance in scores on the drive- for-thinness subscale of the EDI. Scores on the bulimia and body dissatisfaction subscales were predicted by the mood scores only. In conclusion, ALX and mood may contribute, alone and in combi- nation, to the development of some forms of disordered eating.

The influence of alexithymia and mood on eating psychopathology in a non-clinical female sample

It has been demonstrated that clinical and subclinical disor- dered eating are associated with elevated levels of depression and the personality trait alexithymia (ALX). ALX means literally lack of words for emotion and is associated with a difficulty identifying and describing feelings, and with an externally oriented cognitive style. The aim of the current study was to examine the inter-relationships between mood and ALX in accounting for variations in non-clinical eating psychopathology. 124 females were assessed on the 20- item Toronto Alexithymia Scale (TAS-20), the Hospital Anxiety and Depression Scale (HADS) and the Eating Disorders Inventory (EDI). Results revealed that EDI scores were positively associated with scores on the TAS-20 and with scores on the depression and anxi- ety subscales of the HADS. A series of stepwise multiple regressions revealed that depression and ALX accounted for 53% of the variance in total EDI scores and 40% of the variance in scores on the drive- for-thinness subscale of the EDI. Scores on the bulimia and body dissatisfaction subscales were predicted by the mood scores only. In conclusion, ALX and mood may contribute, alone and in combi- nation, to the development of some forms of disordered eating.

Investigating the role of parent and child characteristics in healthy eating intervention outcomes

While numerous studies have investigated the efficacy of interventions at increasing children's vegetable consumption, little research has examined the effect of individual characteristics on intervention outcomes. In previous research, interventions consisting of modelling and rewards have been shown to increase children's vegetable intake, but differences were identified in terms of how much children respond to such interventions. With this in mind, the current study investigated the role of parental feeding practices, child temperament, and child eating behaviours as predictors of intervention success. Parents (N = 90) of children aged 2-4 years were recruited from toddler groups across Leicestershire, UK. Parents completed measures of feeding practices, child eating behaviours and child temperament, before participating in one of four conditions of a home-based, parent led 14 day intervention aimed at increasing their child's consumption of a disliked vegetable. Correlations and logistic regressions were performed to investigate the role of these factors in predicting intervention success. Parental feeding practices were not significantly associated with intervention success. However, child sociability and food fussiness significantly predicted intervention success, producing a regression model which could predict intervention success in 61% of cases. These findings suggest that future interventions could benefit from being tailored according to child temperament. Furthermore, interventions for children high in food fussiness may be better targeted at reducing fussiness in addition to increasing vegetable consumption.

Leadership and organisational outcomes in healthcare

This research examined to what extent and how leadership is related to organisational outcomes in healthcare. Based on the Job Demands-Resource model, a set of hypotheses was developed, which predicted that the effect of leadership on healthcare outcomes would be mediated by job design, employee engagement, work pressure, opportunity for involvement, and work-life balance. The research focused on the National Health Service (NHS) in England, and examined the relationships between senior leadership, first line supervisory leadership and outcomes. Three years of data (2008 – 2010) were gathered from four data sources: the NHS National Staff Survey, the NHS Inpatient Survey, the NHS Electronic Record, and the NHS Information Centre. The data were drawn from 390 healthcare organisations and over 285,000 staff annually for each of the three years. Parallel mediation regressions modelled both cross sectional and longitudinal designs. The findings revealed strong relationships between senior leadership and supervisor support respectively and job design, engagement, opportunity for involvement, and work-life balance, while senior leadership was also associated with work pressure. Except for job design, there were significant relationships between the mediating variables and the outcomes of patient satisfaction, employee job satisfaction, absenteeism, and turnover. Relative importance analysis showed that senior leadership accounted for significantly more variance in relationships with outcomes than supervisor support in the majority of models tested. Results are discussed in relation to theoretical and practical contributions. They suggest that leadership plays a significant role in organisational outcomes in healthcare and that previous research may have underestimated how influential senior leaders may be in relation to these outcomes. Moreover, the research suggests that leaders in healthcare may influence outcomes by the way they manage the work pressure, engagement, opportunity for involvement and work-life balance of those they lead.

Beyond the crisis: prospects for emerging Europe

This paper assesses the impact of the 2008-09 global financial and economic crisis on the medium-term growth prospects of the countries of central and eastern Europe, the Caucasus and Central Asia, which began an economic transition about two decades ago. We use crosscountry growth regressions, putting special emphasis on a proper consideration of the crisis and robustness. We find that the crisis has had a major impact on the within-sample fit of the models used and that the positive impact of EU enlargement on growth is smaller than previous research has shown. The crisis has also altered the future growth prospects of the countries studied, even in the optimistic but unrealistic case of a return to pre-crisis capital inflows and credit booms.

Are Democratizing Countries ‘Rewarded’ with Higher Levels of Foreign Aid?

The paper examines how flows of foreign aid have reacted to events of democratization in developing countries. Using a panel dataset of 136 aid receiving countries between 1980 and 2009, aid allocation regressions reveal that donors in general have tended to react to visible, major democratic transitions by increasing aid to the partner country, but no significant increases can be identified in case of countries introducing smaller democratic reforms. The increases in aid flows are not sustained over time, implying that donors do not provide long term support to nascent democracies. Also, democratizations in Sub-Saharan Africa do not seem to have been rewarded with higher levels of aid.

The effects of required/sequenced preparatory courses on academic success and retention at a community college

This dissertation had two purposes: first, to analyze how required sequenced college preparatory courses in mathematics, reading, and writing affect students' academic success and, second, to add to a theoretical model for predicting student retention at a community college. Grade point average, number of degree credits earned, and re-enrollment rate were measured as determinants of academic success. The treatment group had a significantly higher grade point average than the control group. There was no significant difference in the number of degree credits earned or re-enrollment rate for the groups. A series of logistic regressions used the independent variables E-ASSET scores in math, reading, and writing; number of college prep areas required; credits earned; grade point average; students' status; academic restrictions/required course sequencing; sex; race; and socio-economic status to determine the predictor variables for retention. The academic variable that showed the greatest potential as a predictor for retention was grade point average. Overall, receiving financial aid was the greatest predictor for re-enrollment. For a financial aid recipient the odds of re-enrollment were 2.70 times more likely than if no financial aid was received.

Determinants of resource development strategies in nonprofit organizations: An analysis of children, youth and family services

This study is an exploratory analysis of an operational measure for resource development strategies, and an exploratory analysis of internal organizational contingencies influencing choices of these strategies in charitable nonprofit organizations. The study provides conceptual guidance for advancing understanding about resource development in the nonprofit sector. The statistical findings are, however, inconclusive without further rigorous examination. A three category typology based on organization technology is initially presented to define the strategies. Three dimensions of internal organizational contingencies explored represent organization identity, professional staff, and boards of directors. Based on relevant literature and key informant interviews, an original survey was administered by mail to a national sample of nonprofit organizations. The survey collected data on indicators of the proposed strategy types and selected contingencies. Factor analysis extracted two of the initial categories in the typology. The Building Resource Development Infrastructure Strategy encompasses information technology, personnel, legal structures, and policies facilitating fund development. The Building Resource Development Infrastructure Strategy encompasses the mission, service niche, and type of service delivery forming the basis for seeking financial support. Linear regressions with each strategy type as the dependent variable identified distinct and common contingencies which may partly explain choices of strategies. Discriminant analysis suggests the potential predictive accuracy of the contingencies. Follow-up case studies with survey respondents provide additional criteria for operationalizing future measures of resource development strategies, and support and expand the analysis on contingencies. The typology offers a beginning framework for defining alternative approaches to resource development, and for exploring organization capacity specific to each approach. Contingencies that may be integral components of organization capacity are funding, leadership frame, background and experience, staff and volunteer effort, board member support, and relationships in the external environment. Based on these findings, management questions are offered for nonprofit organization stakeholders to consider in planning for resource development. Lessons learned in designing and conducting this study are also provided to enhance future related research. ^

Late adolescents in transition: The influence of support on post-transition adjustment

Points of transition, when major life roles undergo change, tend to be associated with an increased need for social support. The transition from adolescence to adulthood is ideal for the examination of the effect of normative stress on the development and functioning of social networks. A questionnaire was designed based on the convoy model to assess the influence of personal and situational characteristics on the utilization of support in the prediction of post-transition adjustment. Data were initially collected for a multi-ethnic sample of 741 sophomores and seniors in high school. Surveys were mailed to participants two years later, and one again the following year. The current study is based on data for 310 participants with complete data for all three time periods. A series of hierarchical regressions were conducted to compare three explanatory models of support: main effect, mediation, and moderation. A main effect model of support on post-transition adjustment was confirmed, a mediator model was not confirmed, and a moderator model was marginally confirmed. Family and friend support was related to significantly lower levels of loneliness, particularly for those with less adaptable temperaments. ^

The effects of government disability benefits, accessibility laws and rehabilitation on employment choices by individuals with spinal cord injuries

Greater inclusion of individuals with disabilities into mainstream society is an important goal for society. One of the best ways to include individuals is to actively promote and encourage their participation in the labor force. Of all disabilities, it is feasible to assume that individual with spinal cord injuries can be among the most easily mainstreamed into the labor force. However, less that fifty percent of individuals with spinal cord injuries work. ^ This study focuses on how disability benefit programs, such as Social Security Disability Insurance, and Worker's Compensation, the Americans with Disabilities Act and rehabilitation programs affect employment decisions. The questions were modeled using utility theory with an augmented expenditure function and indifference theory. Statically, Probit, Logit, predicted probability, and linear regressions were used to analyze these questions. Statistical analysis was done on the probability of working, ever attempting to work after injury, and on the number of years after injury that work was first attempted and the number of hours worked per week. The data utilized were from the National Spinal Cord Injury Database and the Spinal Cord Injuries and Labor Database. The Spinal Cord Injuries and Labor Database was created specifically for this study by the author. Receiving disability benefits decreased the probability of working, of ever attempting to work, increased the number of years after injury before the first work attempt was made, and decreased the number of hours worked per week for those individuals working. These results were all statistically significant. The Americans with Disabilities Act decrease the number of years before an individual made a work attempt. The decrease is statistically significant. The amount of rehabilitation had a significant positive effect for male individuals with low paraplegia, and significant negative effect for individuals with high tetraplegia. For women, there were significant negative effects for high tetraplegia and high paraplegia. ^ This study finds that the financial disincentives of receiving benefits are the major determinants of whether an individual with a spinal cord injury returns to the labor force. Policies are recommended that would decrease the disincentive. ^

Longitudinal effects of family factors on alcohol use and alcohol-related problems among males from pre-adolescence to adulthood

The goal of this study was to examine the longitudinal effects of five family factors on alcohol use among adolescent males. The family factors included familism (family pride, loyalty, and cohesion), parent derogation (being put down by parents), parent/child communication, family alcohol problems and family drug problems. The study focused on the effects of the family factors reported by a sample of 451 White-non-Hispanic and African American males during early and mid-adolescence on (1) the intensity of alcohol use in mid-adolescence, and (2) the number of problems associated with alcohol use during the transition to young adulthood. The study also explored racial differences in the effects of the family factors. The data for this study were derived from a two-phase longitudinal epidemiologic cohort study of male and female adolescents enrolled in middle schools in Miami, FL. Data were collected at four points between 1990 and 2001. Linear and logistical regressions were used to analyze the effects of the family variables on the dependent variables. ^ The results of the analyses indicated that all of the family variables except family drug problems were statistically significant predictors of the level of alcohol use and alcohol-related problems. Familism had a moderate influence on both of the dependent variables at all data points, while parent derogation, parent/child communication and family alcohol problems were weak predictors. While the family factors varied by race, their impact on the dependent variables did not vary substantially. ^ This study had methodological shortcomings related to measurement and design that may have contributed to the weak influence of the variables. Future studies should explore possible mediating effects of these variables, and should employ more sensitive measures that are culturally appropriate. The results suggest that, since early family factors have long-term effects on children's substance-using behaviors, the family environment should be addressed in prevention and intervention efforts. ^

Essays on international macroeconomics and conflict analysis

This dissertation addressed two broad problems in international macroeconomics and conflict analysis. The first problem in the first chapter looked at the behavior of exchange rate and its interaction with industry-level tradable goods prices for three countries, USA, UK and Japan. This question has important monetary policy implications. Here, I computed to what extent changes in exchange rate affected prices of consumer, producer, and export goods. I also studied the timing of these changes in these prices. My results, based on thirty-four industrial prices for USA, UK and Japan, supported the view that changes in exchange rates significantly affect prices of industrial and consumer goods. It also provided an insight to the underlying economic process that led to changes in relative prices. ^ In the second chapter, I explored the predictability of future inflation by incorporating shocks to exchange rates and clearly specified the transmission mechanisms that link exchange rates to industry-level consumer and producer prices. Employing a variety of linear and state-of-the-art nonlinear models, I also predicted growth rates of future prices. Comparing levels of inflation obtained from the above approaches showed superiority of the structural model incorporating the exchange rate pass-through effect. ^ The second broad issue addressed in the third chapter of the dissertation investigated the economic motives for conflict, manifested by rebellion and civil war for seventeen Latin American countries. Based on the analytical framework of Garfinkel, Skaperdas and Syropoulos (2004), I employed ordinal regressions and Markov switching for a panel of seventeen countries to identify trade and openness factors responsible for conflict occurrence and intensity. The results suggested that increased trade openness reduced high intensity domestic conflicts but overdependence on agricultural exports, along with a lack of income earning opportunities lead to more conflicts. Thereafter, using the Cox Proportional Hazard model I studied “conflict duration” and found that over-reliance on agricultural exports explained a major part of the length of conflicts in addition to various socio-political factors. ^

Improving civil jury decision-making: Evidentiary and procedural issues

The civil jury has been under attack in recent years for being unreliable and incompetent. Considering the myriad causes for poor civil juror decision-making, the current investigation explores both procedural and evidentiary issues that impact juror's decisions. Specifically, the first phase of this dissertation examines how jurors (mis)use evidence pertaining to the litigants when determining liability and awarding damages. After investigating how jurors utilize evidence, the focus shifts to exploring the utility of procedural reforms designed to improve decision-making (specifically revising the instructions on the laws in the case and bifurcating the damage phases of the trial). Using the results from the first two phases of the research, the final study involves manipulating pieces of evidence related to the litigants while exploring the effects that revising the judicial instructions have on the utilization of evidence in particular and on decision-making in general. ^ This dissertation was run on-line, allowing participants to access the study materials at their convenience. After giving consent, participants read the scenario of a fictitious product liability case with the litigant manipulations incorporated into the summary. Participants answered several attitudinal, case-specific, and comprehension questions, and were instructed to find in favor of one side and award any damages they felt warranted. Exploratory factor analyses, Probit and linear regressions, and path analyses were used to analyze the data (M-plus and SPSS were the software packages used to conduct the analyses). Results indicated that misuse of evidence was fairly frequent, though the mock jurors also utilized evidence appropriately. Although the results did not support bifurcation as a viable procedural reform, revising the judicial instructions did significantly increase comprehension rates. Trends in the data suggested that better decision-making occurred when the revised instructions were used, thus providing empirical support for this procedural reform as a means of improving civil jury decision-making. Implications for actual trials and attorneys are discussed. ^