Some results on extensions and modifications of the Theil — Sen regression estimator

Many robust regression estimators have been proposed that have a high, finite‐sample breakdown point, roughly meaning that a large porportion of points must be altered to drive the value of an estimator to infinity. But despite this, many of them can be inordinately influenced by two properly placed outliers. With one predictor, an estimator that appears to correct this problem to a fair degree, and simultaneously maintain good efficiency when standard assumptions are met, consists of checking for outliers using a projection‐type method, removing any that are found, and applying the Theil — Sen estimator to the data that remain. When dealing with multiple predictors, there are two generalizations of the Theil — Sen estimator that might be used, but nothing is known about how their small‐sample properties compare. Also, there are no results on testing the hypothesis of zero slopes, and there is no information about the effect on efficiency when outliers are removed. In terms of hypothesis testing, using the more obvious percentile bootstrap method in conjunction with a slight modification of Mahalanobis distance was found to avoid Type I error probabilities above the nominal level, but in some situations the actual Type I error probabilities can be substantially smaller than intended when the sample size is small. An alternative method is found to be more satisfactory.     

Causal inferences with group based trajectory models

A central theme of research on human development and psychopathology is whether a therapeutic intervention or a turning-point event, such as a family break-up, alters the trajectory of the behavior under study. This paper lays out and applies a method for using observational longitudinal data to make more confident causal inferences about the impact of such events on developmental trajectories. The method draws upon two distinct lines of research: work on the use of finite mixture modeling to analyze developmental trajectories and work on propensity scores. The essence of the method is to use the posterior probabilities of trajectory group membership from a finite mixture modeling framework, to create balance on lagged outcomes and other covariates established prior to t for the purpose of inferring the impact of first-time treatment at t on the outcome of interest. The approach is demonstrated with an analysis of the impact of gang membership on violent delinquency based on data from a large longitudinal study conducted in Montreal. The research has been supported by the National Science Foundation (NSF) (SES-99113700) and the National Institute of Mental Health (RO1 MH65611-01A2). It also made heavy use of data collected with the support from Québec’s CQRS and FCAR funding agencies, Canada’s NHRDP and SSHRC funding agencies, and the Molson Foundation. We thank Stephen Fienberg, Susan Murphy, Paul Rosenbaum, the editor, Paul De Boeck, and two anonymous reviewers for their insightful suggestions.     

Abstract: A Comparison of the Factor Mixture Model and Taxometric Procedures

Taxometric procedures and the Factor Mixture Model (FMM) have a complimentary set of strengths and weaknesses. Both approaches purport to detect evidence of a latent class structure. Taxometric procedures, popular in psychiatric and psychopathology literature, make no assumptions beyond those needed to compute means and covariances. However, Taxometric procedures assume that observed items are uncorrelated within a class or taxon. This assumption is violated when there are individual differences in the trait underlying the items (i.e., severity differences within class). FMMs can model within-class covariance structures ranging from local independence to multidimensional within-class factor models and permits the specification of more than two classes. FMMs typically rely on normality assumptions for within-class factors and error terms. FMMs are highly parameterized and susceptible to misspecifications of the within-class covariance structure.

The current study compared the Taxometric procedures MAXEIG and the Base-Rate Classification Technique to the FMM in their respective abilities to (1) correctly detect the two-class structure in simulated data, and to (2) correctly assign subjects to classes. Two class data were simulated under conditions of balanced and imbalanced relative class size, high and low class separation, and 1-factor and 2-factor within-class covariance structures. For the 2-factor data, simple and cross-loaded factor loading structures, and positive and negative factor correlations were considered. For the FMM, both correct and incorrect within-class factor structures were fit to the data.

FMMs generally outperformed Taxometric procedures in terms of both class detection and in assigning subjects to classes. Imbalanced relative class size (e.g., a small minority class and a large majority class) negatively impacted both FMM and Taxometric performance while low class separation was much more problematic for Taxometric procedures than the FMM. Comparisons of alterative FMMs based on information criteria generally resulted in correct model choice but deteriorated when small class separation was combined with imbalanced relative class size.     

Little Bayesians or little Einsteins? Probability and explanatory virtue in children's inferences

Like scientists, children seek ways to explain causal systems in the world. But are children scientists in the strict Bayesian tradition of maximizing posterior probability? Or do they attend to other explanatory considerations, as laypeople and scientists – such as Einstein – do? Four experiments support the latter possibility. In particular, we demonstrate in four experiments that 4‐ to 8‐year‐old children, like adults, have a robust latent scope bias that leads to inferences that do not maximize posterior probability. When faced with two explanations equally consistent with observed data, where one explanation makes an unverified prediction, children consistently preferred the explanation that does not make this prediction (Experiment 1), even if the prior probabilities are identical (Experiment 3). Additional evidence suggests that this latent scope bias may result from the same explanatory strategies used by adults (Experiments 1 and 2), and can be attenuated by strong prior odds (Experiment 4). We argue that children, like adults, rely on ‘explanatory virtues’ in inference – a strategy that often leads to normative responses, but can also lead to systematic error.     

Small samples do not cause greater accuracy--but clear data may cause small samples: comment on Fiedler and Kareev (2006)

Fiedler and Kareev (2006) have claimed that taking a small sample of information (as opposed to a large one) can, in certain specific situations, lead to greater accuracy--beyond that gained by avoiding fatigue or overload. Specifically, they have argued that the propensity of small samples to provide more extreme evidence is sufficient to create an accuracy advantage in situations of high caution and uncertainty. However, a close examination of Fiedler and Kareev's experimental results does not reveal any strong reason to conclude that small samples can cause greater accuracy. We argue that the negative correlation between sample size and accuracy that they reported (found only for the second half of Experiment 1) is also consistent with mental fatigue and that their data in general are consistent with the causal structure opposite to the one they suggest: Rather than small samples causing clear data, early clear data may cause participants to stop sampling. More importantly, Experiment 2 provides unequivocal evidence that large samples result in greater accuracy; Fiedler and Kareev only found a small sample advantage here when they artificially reduced the data set. Finally, we examine the model that Fiedler and Kareev used; they surmised that decision makers operate with a fixed threshold independent of sample size. We discuss evidence for an alternative (better performing) model that incorporates a dynamic threshold that lowers with sample size. We conclude that there is no evidence currently to suggest that humans benefit from taking a small sample, other than as a tactic for avoiding fatigue, overload, and/or opportunity cost-that is, there is no accuracy advantage inherent to small samples.     

Confidence Intervals for the Probability of Superiority Effect Size Measure and the Area Under a Receiver Operating Characteristic Curve

It is good scientific practice to the report an appropriate estimate of effect size and a confidence interval (CI) to indicate the precision with which a population effect was estimated. For comparisons of 2 independent groups, a probability-based effect size estimator (A) that is equal to the area under a receiver operating characteristic curve and closely related to the popular Wilcoxon-Mann-Whitney nonparametric statistical tests has many appealing properties (e.g., easy to understand, robust to violations of parametric assumptions, insensitive to outliers). We performed a simulation study to compare 9 analytic and 3 empirical (bootstrap) methods for constructing a CI for A that can yield very different CIs for the same data. The experimental design crossed 6 factors to yield a total of 324 cells representing challenging but realistic data conditions. Results were examined using several criteria, with emphasis placed on the extent to which observed CI coverage probabilities approximated nominal levels. Based on the simulation study results, the bias-corrected and accelerated bootstrap method is recommended for constructing a CI for the A statistic; bootstrap methods also provided the least biased and most accurate standard error of A. An empirical illustration examining score differences on a citation-based index of scholarly impact across faculty at low-ranked versus high-ranked research universities underscores the importance of choosing an appropriate CI method.     

Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models

The common maximum likelihood (ML) estimator for structural equation models (SEMs) has optimal asymptotic properties under ideal conditions (e.g., correct structure, no excess kurtosis, etc.) that are rarely met in practice. This paper proposes model-implied instrumental variable – generalized method of moments (MIIV-GMM) estimators for latent variable SEMs that are more robust than ML to violations of both the model structure and distributional assumptions. Under less demanding assumptions, the MIIV-GMM estimators are consistent, asymptotically unbiased, asymptotically normal, and have an asymptotic covariance matrix. They are “distribution-free,” robust to heteroscedasticity, and have overidentification goodness-of-fit J-tests with asymptotic chi-square distributions. In addition, MIIV-GMM estimators are “scalable” in that they can estimate and test the full model or any subset of equations, and hence allow better pinpointing of those parts of the model that fit and do not fit the data. An empirical example illustrates MIIV-GMM estimators. Two simulation studies explore their finite sample properties and find that they perform well across a range of sample sizes.     

Agents and Causes: Dispositional Intuitions As a Guide to Causal Structure

Currently, two frameworks of causal reasoning compete: Whereas dependency theories focus on dependencies between causes and effects, dispositional theories model causation as an interaction between agents and patients endowed with intrinsic dispositions. One important finding providing a bridge between these two frameworks is that failures of causes to generate their effects tend to be differentially attributed to agents and patients regardless of their location on either the cause or the effect side. To model different types of error attribution, we augmented a causal Bayes net model with separate error sources for causes and effects. In several experiments, we tested this new model using the size of Markov violations as the empirical indicator of differential assumptions about the sources of error. As predicted by the model, the size of Markov violations was influenced by the location of the agents and was moderated by the causal structure and the type of causal variables.     

The effect of unequal group size on Tukey's HSD procedure

A limitation of the Tukey HSD procedure for multiple comparison has been the requirement of equal number of observations for each group. Three approximation techniques have been suggested when the group sizes are unequal. Each of these techniques was empirically analyzed to determine its effect on TypeI error. Two of the considered variables, average group size and differences in group size, caused differing actual probabilities of TypeI error. One of the three techniques (Kramer's) consistently provided actual probabilities in close agreement with corresponding nominal probabilities.     

Tests for equality of several alpha coefficients when their sample estimates are dependent

In a variety of measurement situations, the researcher may wish to compare the reliabilities of several instruments administered to the same sample of subjects. This paper presents eleven statistical procedures which test the equality ofm coefficient alphas when the sample alpha coefficients are dependent. Several of the procedures are derived in detail, and numerical examples are given for two. Since all of the procedures depend on approximate asymptotic results, Monte Carlo methods are used to assess the accuracy of the procedures for sample sizes of 50, 100, and 200. Both control of Type I error and power are evaluated by computer simulation. Two of the procedures are unable to control Type I errors satisfactorily. The remaining nine procedures perform properly, but three are somewhat superior in power and Type I error control.A more detailed version of this paper is also available.     

Singular Clues to Causality and Their Use in Human Causal Judgment

It is argued that causal understanding originates in experiences of acting on objects. Such experiences have consistent features that can be used as clues to causal identification and judgment. These are singular clues, meaning that they can be detected in single instances. A catalog of 14 singular clues is proposed. The clues function as heuristics for generating causal judgments under uncertainty and are a pervasive source of bias in causal judgment. More sophisticated clues such as mechanism clues and repeated interventions are derived from the 14. Research on the use of empirical information and conditional probabilities to identify causes has used scenarios in which several of the clues are present, and the use of empirical association information for causal judgment depends on the presence of singular clues. It is the singular clues and their origin that are basic to causal understanding, not multiple instance clues such as empirical association, contingency, and conditional probabilities.     

Comparing one-step m-estimators of location corresponding to two independent groups

Experience with real data indicates that psychometric measures often have heavy-tailed distributions. This is known to be a serious problem when comparing the means of two independent groups because heavy-tailed distributions can have a serious effect on power. Another problem that is common in some areas is outliers. This paper suggests an approach to these problems based on the one-step M-estimator of location. Simulations indicate that the new procedure provides very good control over the probability of a Type I error even when distributions are skewed, have different shapes, and the variances are unequal. Moreover, the new procedure has considerably more power than Welch's method when distributions have heavy tails, and it compares well to Yuen's method for comparing trimmed means. Wilcox's median procedure has about the same power as the proposed procedure, but Wilcox's method is based on a statistic that has a finite sample breakdown point of only 1/n, wheren is the sample size. Comments on other methods for comparing groups are also included.     

Intervention,determinism, and the causal minimality condition

We clarify the status of the so-called causal minimality condition in the theory of causal Bayesian networks, which has received much attention in the recent literature on the epistemology of causation. In doing so, we argue that the condition is well motivated in the interventionist (or manipulability) account of causation, assuming the causal Markov condition which is essential to the semantics of causal Bayesian networks. Our argument has two parts. First, we show that the causal minimality condition, rather than an add-on methodological assumption of simplicity, necessarily follows from the substantive interventionist theses, provided that the actual probability distribution is strictly positive. Second, we demonstrate that the causal minimality condition can fail when the actual probability distribution is not positive, as is the case in the presence of deterministic relationships. But we argue that the interventionist account still entails a pragmatic justification of the causal minimality condition. Our argument in the second part exemplifies a general perspective that we think commendable: when evaluating methods for inferring causal structures and their underlying assumptions, it is relevant to consider how the inferred causal structure will be subsequently used for counterfactual reasoning.     

Hypothesis tests for population heterogeneity in meta‐analysis

Choice of the appropriate model in meta‐analysis is often treated as an empirical question which is answered by examining the amount of variability in the effect sizes. When all of the observed variability in the effect sizes can be accounted for based on sampling error alone, a set of effect sizes is said to be homogeneous and a fixed‐effects model is typically adopted. Whether a set of effect sizes is homogeneous or not is usually tested with the so‐called Q test. In this paper, a variety of alternative homogeneity tests – the likelihood ratio, Wald and score tests – are compared with the Q test in terms of their Type I error rate and power for four different effect size measures. Monte Carlo simulations show that the Q test kept the tightest control of the Type I error rate, although the results emphasize the importance of large sample sizes within the set of studies. The results also suggest under what conditions the power of the tests can be considered adequate.     

Direction of dependence in measurement error models

Methods to determine the direction of a regression line, that is, to determine the direction of dependence in reversible linear regression models (e.g., x→y vs. y→x), have experienced rapid development within the last decade. However, previous research largely rested on the assumption that the true predictor is measured without measurement error. The present paper extends the direction dependence principle to measurement error models. First, we discuss asymmetric representations of the reliability coefficient in terms of higher moments of variables and the attenuation of skewness and excess kurtosis due to measurement error. Second, we identify conditions where direction dependence decisions are biased due to measurement error and suggest method of moments (MOM) estimation as a remedy. Third, we address data situations in which the true outcome exhibits both regression and measurement error, and propose a sensitivity analysis approach to determining the robustness of direction dependence decisions against unreliably measured outcomes. Monte Carlo simulations were performed to assess the performance of MOM-based direction dependence measures and their robustness to violated measurement error assumptions (i.e., non-independence and non-normality). An empirical example from subjective well-being research is presented. The plausibility of model assumptions and links to modern causal inference methods for observational data are discussed.     

Explanation of Two Anomalous Results in Statistical Mediation Analysis

Previous studies of different methods of testing mediation models have consistently found two anomalous results. The first result is elevated Type I error rates for the bias-corrected and accelerated bias-corrected bootstrap tests not found in nonresampling tests or in resampling tests that did not include a bias correction. This is of special concern as the bias-corrected bootstrap is often recommended and used due to its higher statistical power compared with other tests. The second result is statistical power reaching an asymptote far below 1.0 and in some conditions even declining slightly as the size of the relationship between X and M, a, increased. Two computer simulations were conducted to examine these findings in greater detail. Results from the first simulation found that the increased Type I error rates for the bias-corrected and accelerated bias-corrected bootstrap are a function of an interaction between the size of the individual paths making up the mediated effect and the sample size, such that elevated Type I error rates occur when the sample size is small and the effect size of the nonzero path is medium or larger. Results from the second simulation found that stagnation and decreases in statistical power as a function of the effect size of the a path occurred primarily when the path between M and Y, b, was small. Two empirical mediation examples are provided using data from a steroid prevention and health promotion program aimed at high school football players (Athletes Training and Learning to Avoid Steroids; Goldberg et al., 1996), one to illustrate a possible Type I error for the bias-corrected bootstrap test and a second to illustrate a loss in power related to the size of a. Implications of these findings are discussed.     

Causal Networks or Causal Islands? The Representation of Mechanisms and the Transitivity of Causal Judgment

Knowledge of mechanisms is critical for causal reasoning. We contrasted two possible organizations of causal knowledge—an interconnected causal network, where events are causally connected without any boundaries delineating discrete mechanisms; or a set of disparate mechanisms—causal islands—such that events in different mechanisms are not thought to be related even when they belong to the same causal chain. To distinguish these possibilities, we tested whether people make transitive judgments about causal chains by inferring, given A causes B and B causes C, that A causes C. Specifically, causal chains schematized as one chunk or mechanism in semantic memory (e.g., exercising, becoming thirsty, drinking water) led to transitive causal judgments. On the other hand, chains schematized as multiple chunks (e.g., having sex, becoming pregnant, becoming nauseous) led to intransitive judgments despite strong intermediate links ((Experiments 1–3). Normative accounts of causal intransitivity could not explain these intransitive judgments (Experiments 4 and 5).     

Robust interactive decision-analysis (RID): Behavioral results and implications

We have proposed a novel interactive procedure for performing decision analysis, called Robust Interactive Decision Analysis (RID), which permits a decision maker (DM) to voluntarily and interactively express strong (viz, sure) binary preferences for actions, partial decision functions, and full decision functions, and only imprecise probability and utility function assessments. These serve as INPUTS TO operators to prune the state probability space and decision space until an optimal choice strategy is obtained. The viability of the RID approach depends on a DM's ability to provide such information consistently and meaningfully. On a limited scale we experimentally investigate the behavioral implications of the RID method in order to ascertain its potential operational feasibility and viability. More specifically, we examine whether a DM can (1) express strong preferences between pairs of vectors of unconditional and conditional payoffs or utilities consistently; (2) provide imprecise (ordinal and interval) state probabilities that are individually as well as mutually consistent with the state probabilities imputed from the expressed strong preferences. The results show that a DM can provide strong individually and mutually consistent preference and ordinal probability information. Moreover, most individuals also appear to be able to provide interval probabilities that are individually and mutually consistent with their strong preference inputs. However, the several violations observed, our small sample size, and the limited scope of our investigation suggest that further experimentation is needed to determine whether and/or how such inputs should be elicited. Overall, the results indicate that the RID method is behaviorally viable.     

Scale of Unpredictability Beliefs: Reliability and Validity

Experiencing unpredictability in the environment has a variety of negative outcomes. However, these are difficult to ascertain due to the lack of a psychometrically sound measure of unpredictability beliefs. This article summarizes the development of the Scale of Unpredictability Beliefs (SUB), which assesses perceptions about unpredictability in one's life, in other people, and in the world. In Study I, college students (N = 305) responded to 68 potential items as well as other scales. Exploratory factor analysis yielded three internally consistent subscales (Self, People, and World; 16 items total). Higher SUB scores correlated with more childhood family unpredictability, greater likelihood of parental alcohol abuse, stronger causal uncertainty, and lower self-efficacy. In Study II, a confirmatory factor analysis supported the three-factor solution (N = 186 college students). SUB scores correlated with personality, childhood family unpredictability, and control beliefs. In most instances the SUB predicted family unpredictability and control beliefs beyond existing unpredictability measures. Study III confirmed the factor structure and replicated family unpredictability associations in an adult sample (N = 483). This article provides preliminary support for this new multi-dimensional, self-report assessment of unpredictability beliefs, and ideas for future research are discussed.     

Negative incremental bulk modulus in foams

Negative incremental stiffness is known to occur in structures such as post-buckled flexible tubes and single-cell models. A single foam cell under uniaxial loading buckles and exhibits a non-monotonic S-shaped deformation curve, which is indicative of negative incremental stiffness. Negative stiffness is not observed in bulk materials. For example, individual foam cells display negative stiffness but foams tested in uniaxial compression exhibit a plateau in the stress–strain curve because the buckled cells localize in bands. This behaviour is consistent with the continuum view in which strong ellipticity and, hence, a positive shear modulus G and positive C ₁₁ modulus are required for stability, even for a constrained object. It is hypothesized that a solid with negative bulk modulus can be stabilized by control of the surface displacement. Experimentally, foams were hydrostatically compressed by controlled injections of small volumes of water into a plastic chamber, causing volumetric deformation. A negative incremental bulk modulus was observed in a foam with 0.4-mm cell size beyond about 20% volumetric strain. A foam with large cells, 2.5–4?mm in size, was anisotropic and did not exhibit the cell buckling required for negative modulus.