Estimation and Probabilistic Linkage in Sample Surveys of Anonymous Organisations

<p>Drug use takes on many forms, normally this will be just the occasional alcoholic drink, certain individuals drug use develops into habitual use, or more extreme drugs, and then into full addiction. Some of these addicted individuals realise the harmful nature of their addition and join the anonymous support group, Narcotics Anonymous. This study focus' on the creation of population size estimates, and an estimate of the size of the persistent population between two survey years. These estimates are created from the 2004 and 2008 surveys run by the Narcotics Anonymous Fellowship, as this is an anonymous organisation with no register of the membership database maintained. Population size estimation for an anonymous organisation is established using simulation methods. The bootstrap estimation was used to estimate characteristics about the two populations. Probabilistic matching was used to identify individuals who were in both the 2004, and 2008 surveys. Once identi ed, a logistic regression model was used to establish what impacts an individual to remain in the programme. Factors that impacted an individual being persistent in the population included the individual education, employment status, and if they had worked through all the 12 steps of Narcotics Anonymous.</p>

Estimation and Probabilistic Linkage in Sample Surveys of Anonymous Organisations

<p>Drug use takes on many forms, normally this will be just the occasional alcoholic drink, certain individuals drug use develops into habitual use, or more extreme drugs, and then into full addiction. Some of these addicted individuals realise the harmful nature of their addition and join the anonymous support group, Narcotics Anonymous. This study focus' on the creation of population size estimates, and an estimate of the size of the persistent population between two survey years. These estimates are created from the 2004 and 2008 surveys run by the Narcotics Anonymous Fellowship, as this is an anonymous organisation with no register of the membership database maintained. Population size estimation for an anonymous organisation is established using simulation methods. The bootstrap estimation was used to estimate characteristics about the two populations. Probabilistic matching was used to identify individuals who were in both the 2004, and 2008 surveys. Once identi ed, a logistic regression model was used to establish what impacts an individual to remain in the programme. Factors that impacted an individual being persistent in the population included the individual education, employment status, and if they had worked through all the 12 steps of Narcotics Anonymous.</p>

Marshall-Olkin Alpha Power Rayleigh Distribution: Properties, Characterizations, Estimation and Engineering applications

In this paper, we introduce a new there-parameter Rayleigh distribution, called the Marshall-Olkin alpha power Rayleigh (MOAPR) distribution. Some statistical properties of the MOAPR distribution are obtained. The proposed model is characterized based on truncated moments and reverse hazard function. The maximum likelihood and bootstrap estimation methods are considered to estimate the MOPAR parameters. A Monte Carlo simulation study is performed to compare the maximum likelihood and bootstrap estimation methods. Superiority of the MOAPR distribution over some well-known distributions is illustrated by means of two real data sets.

655 The Role of Insomnia Symptoms in the Relation between Perceived Vulnerability to Disease and COVID-19 Anxiety

Introduction Individuals who report greater perceived vulnerability to disease (e.g., experience emotional discomfort to situations where pathogen transmission is likely) also have the tendency to endorse more anxiety. Insomnia is also associated with greater anxiety. This study assessed (1) whether perceived vulnerability to disease was associated with increased anxiety related to COVID-19 and (2) whether this association was moderated or mediated by insomnia symptoms. Methods 1199 primarily female (n = 845), white (n = 982) participants (mage = 30.52) completed an online survey including the Sleep Disorder Symptom Checklist- 25 (SDS-CL-25), Perceived Vulnerability to Disease (PVD) scale, and a rating of COVID-19 anxiety (scale = 0–100; m = 55.81, sd = 25.39). Insomnia symptoms were calculated using the sum of SDS-CL-25 items 3–6 (m = 7.55, sd = 3.58). The PVD subscales germ aversion (GA; m = 4.18, sd = 1.22) and perceived vulnerability to infection (PVI; m = 3.69, sd = 1.39) were also computed. Results Regressions were used to test if insomnia mediated the impact of GA and PVI on COVID-19 anxiety. The relations between COVID-19 anxiety and insomnia (b = 1.30, t(1197) = 6.47), GA (b =3.60, t(1197) = 6.09), and PVI (b =3.73, t(1197) = 7.20) were significant (p’s &lt; .001). Mediation analyses using the mediation package in R (bootstrap estimation = 1000 samples) showed direct effects of GA (b = 3.26, 95% CI = 2.04 – 4.42, p &lt; .001) and PVI (b = 3.16, 95% CI = 2.00 – 4.22, p &lt; .001) and mediation effects of insomnia (b =.44, 95% CI = .19 - .73, p &lt; .001; b =.58, 95% CI = .33 - .86, p &lt; .001, respectively). According to the moderation analyses, the association between PVD and COVID-19 anxiety did not significantly vary at different levels of insomnia. Conclusion Results suggest insomnia symptoms partially mediate the relationship between perceived vulnerability to disease and COVID-19 anxiety. These associations are likely bidirectional, and therefore, more work in this area is needed, especially with regard to how improved sleep may attenuate risk factors for anxiety. Support (if any) K23HL141581 (PI: Vargas)

‘Manna from heaven’: does the presence of central banks make technical analysis profitable?

Profitability of technical-analysis strategies has been explained with reference to central-bank intervention in markets (Neely 1998; LeBaron 1999; Saacke 2002). I argue that central-bank intervention is a market shock which leads to a generation of trends, making technical analysis profitable. Looking at empirical evidence from the Indian foreign-exchange market, I find returns calculated for the entire period are consistently and substantially higher than when intervention periods are removed. Thirteen out of the 15 strategies demonstrate higher returns with intervention periods included, compared to without intervention periods. The Kolmogorov–Smirnov sample tests show statistically significant differences in the returns between the entire period and the without-intervention period for four strategies, which is confirmed by bootstrap estimation. The paper contributes first by including actual trading strategies in the empirical testing of profitability of technical analysis and second by emphasizing the efficacy of technical analysis rather than the action of the central bank itself in explaining profitability, in a departure from the existing literature.

A-040 Shift as Mediator Between ADHD Status and Internalizing Symptoms

Objective Individuals with ADHD are at a higher risk for internalizing disorders such as anxiety (APA, 2013). Some internalizing symptoms are associated with problems in shift (Ajilchi & Nejati, 2017). Individuals with ADHD also often have poor shift (Martel et al., 2007; Shuai et al., 2011). Hence, this project hypothesized shift to be a statistical mediator in the relationship between ADHD status and internalizing symptoms. Method Participants included 257 children from a pre-existing, grant-funded database (R03HD048752, R15HD065627), which is from a community sample. The mean age of participants is 9.54 years, with this sample being 53.7% male and 87.9% Caucasian. Participants included children with ADHD (n = 89), Reading Disorder (RD; n = 47), comorbid RD/ADHD (n = 47), and controls (n = 74). Parents completed several questionnaires on their child, including the Behavior Rating Inventory of Executive Function (BRIEF) and the Behavior Assessment System for Children-Second Edition (BASC-2). The BRIEF Shift and BASC-2 Internalizing Problems subscales were used for this project. Results Mediation analysis was run in PROCESS using ADHD status as the predictor variable, BRIEF Shift as the statistical mediator, and BASC Internalizing Problems as the outcome variable. ADHD status was no longer significant when including Shift in the model (from p = .01 to p = .59). Bootstrap estimation with 5,000 samples indicated a significant indirect effect, as the 95% confidence interval did not contain zero [2.66, 6.61]. Conclusions Problems with shift may be a mediator contributing to the higher risk for internalizing problems in children with ADHD. However, this needs to be verified in a longitudinal study.

Bootstrap Estimation of Expected Risk and Return of Strategy Equity Indices

The aim of this article is to present the results of research associated with the ex-post estimation of expected risk, return and other characteristics of strategy equity indices and capital-weighted equity indices partially and to determine credible methods for a transparent comparison. The data sources are the MSCI and STOXX equity index providers. Suitable statistical methods and a computation-intensive method for estimating selected characteristics have been used and compared to one another.For the measurement of excess return per unit of risk a modified Sortino ratio was used, which takes into account only the downside size and frequency of returns, measuring the return to negative volatility trade-off. Based on our results, it is apparent that some strategic equity indices outperform capital-weighted equity indices in a long-term investment perspective (1997-2018).A suitable combination of strategic equity indices, namely the mix of dividend strategy and momentum strategy may lead to the highest yield / risk ratio expressed by the Sortino ratio. The outperformance path of a mix of dividends and momentum strategy indices is much more stable than either the performance of the individual strategy equity indices or capital-weighted equity indices alone.

Bootstrap Logistic Regression on Determining Factors Affecting the Level of Entrepreneurial Capability

The purpose of this study is to determine the factors that affect the level of entrepreneurial capability in tourism of rural area in Nagari Salayo of West Sumatra. The level of entrepreneurial capability is the response variable in this study with an ordinal scale consisting of four categories, they are lower, middle, high, or very high. Whereas the predictor variables consist of 4 socio-demographic factor variables, they are gender, education level, age group and occupation, and also 5 entrepreneurial motivation variables. To determine the predictor variables that are significantly affecting response variables, an ordinal logistic regression with a bootstrap estimation is executed. The study’s result shows two predictor variables that affect the response variable significantly, they are the entrepreneurial motive and social motive with the hit ratio of 61,667%. With that result, the model formed by bootstrapping logistic regression is able to determine the level of entrepreneurial capability in tourism of the rural area.