Washington Statistical Society - Seminar Archive 1997

Washington Statistical Society Seminar Archive: 1997

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January
7	Tues.	Reviewing the Disclosure Review Process for the Survey of Consumer Finances
29	Wed.	Multivariate Allocation of Stratum Sample Sizes and Poisson Sampling Probabilities
February
11	Tues.	Changing to a Team-Based Federal Government: Team Leaders and Self-Directed Work Teams
26	Wed.	An Application of Mathematical Programming to Sample Allocation
March
5	Wed.	The Convex Hull Test for Ordered Trichotomous Data
26	Wed.	Given that Congress Must be Involved With Federal Statistical Issues, When Should Congress Leave Statistics to the Statisticians?
April
3	Thur.	The Responses of Prices at Different Stages of Production to Monetary Policy Shocks
8	Tues.	Improving Customer Service at the National Center for Education Statistics
24	Thur.	The History and Development of Computer-Assisted Survey Information Collection
30	Wed.	Frequency Valid Multiple Imputation for Surveys with a Complex Design
May
7	Wed.	Interactive Data Analysis Systems for Agricultural Surveys
8	Thur.	General Methods and Software for Editing Continuous and Discrete Data
4	Wed.	Stability of Variance Estimators under Complex Sampling Designs
22	Thur.	Development and Implementation of CASIC in Government Agencies
28	Wed.	Effect of Unknown Nuisance Parameters on Estimates of Primary Parameters
June
3	Tues.	Presidential Invited Address Maintaining Statistical Objectivity in Times of Stress (or How Not to Lie with Statistics)
September
16	Tue.	Mail and Self-Administered Surveys at the Beginning of the 21st Century
25	Thur.	Weighting for Unequal Selection Probabilities in Multilevel Models
30	Tues.	Presidential Invited Address Enhancing Communication and Collaboration: Pathways to Improving Federal Statistical Programs
October
16	Wed.	Recommendations Concerning Changes to the Standards for the Classification of Federal Data on Race and Ethnicity
15	Wed.	Freeware for Statisticians, the General Public License, and R, a GPL Implementation of S(-plus)
22	Wed.	NAICS is here: What Is It and What Does It Mean?
22	Wed.	Statistics in the Information Age (Annual Morris Hansen Lecture)
27	Mon.	Trading Volume, Price Volatility and Bid-Ask Spreads in Futures Markets
29	Wed.	Sample Allocation Methods for Oversampling Subpopulations
November
3	Mon.	Drawing Inferences for Use-effectiveness from Randomized Experiments with Noncompliance
6	Thur.	Statistical Policy and Health Risk Assessment
12	Wed.	A Computer Algebra for Survey Sampling
13	Thur.	Economic Statistics and the Transmission of Monetary Policy to the Real Economy
18	Tues.	The Outlook for Interdisciplinary Research on the Cognitive Aspects of Survey Methods
18	Tues.	Using the Reports Review Process for Quality Assurance in Federal Agencies
20	Thur.	On the Performance of Replication-Based Variance Estimation Methods with Small Numbers of PSUs
December
1	Mon.	Joint Estimation of the Mean and Overdispersion Parameters of an Overdispersed Poisson Distribution Using Quasi-likelihood
3	Wed.	Examining the Confidentiality of Analytically Valid, Public-use Microdata
9	Tues.	The Short- and Long-Term Economic Outlook: Inflation, Unemployment, and Demographics
10	Wed.	An Overview of the Dataplot Graphics & EDA Software System
11	Thurs.	Meanings of Data Quality in Assessments of New Data Collection Technologies
17	Wed.	Visual Exploratory Data Analysis with MANET

Topic: Multivariate Allocation of Stratum Sample Sizes and Poisson Sampling Probabilities

Topic: Changing to a Team-Based Federal Government: Team Leaders and Self-Directed Work Teams

Topic: An Application of Mathematical Programming to Sample Allocation

Topic: The Convex Hull Test for Ordered Trichotomous Data

Topic: Given that Congress Must be Involved With Federal Statistical Issues, When Should Congress Leave Statistics to the Statisticians?

Topic: The Responses of Prices at Different Stages of Production to Monetary Policy Shocks

Topic: Improving Customer Service at the National Center for Education Statistics

Topic: The History and Development of Computer-Assisted Survey Information Collection

Topic: Frequency Valid Multiple Imputation for Surveys with a Complex Design

Topic: Interactive Data Analysis Systems for Agricultural Surveys

Topic: Development and Implementation of CASIC in Government Agencies

Topic: Effect of Unknown Nuisance Parameters on Estimates of Primary Parameters

Topic: Mail and Self-Administered Surveys at the Beginning of the 21st Century

Surveying has changed dramatically in the 60 plus years since it emerged as a significant feature of U.S. society, and more change is ahead of us. In this presentation I will look briefly at major survey developments of our century, and in more detail at what lies ahead. In particular I argue that the importance of self administered surveys is going to increase in relation to interview methods, and will describe the reasons why. I will also describe certain developments that undergird their greater use, and the challenges that provides to survey methodologists. An underlying theme of the presentation is that the feasibility of optical scanning, electronic mail questionnaires and WEB surveys are redefining the entire survey landscape.

Topic: Weighting for Unequal Selection Probabilities in Multilevel Models

When multilevel models are estimated from survey data derived using multistage sampling, unequal selection probabilities at any stage of sampling may induce bias in standard estimators, unless the sources of the unequal probabilities are fully controlled for in the covariates. This paper proposes alternative ways of weighting the estimation of a two-level model by using the reciprocals of the selections probabilities at each stage of sampling. Consistent estimators are obtained when both the sample number of level 2 units and the sample number of level 1 units within sampled level 2 units increase. Scaling of the weights is proposed to improve the properties of the estimators and to simplify computation. Variance estimators are also proposed. In a limited simulation study the scaled weighted estimators are found to perform well, although non-negligible bias starts to arise for informative designs when the sample number of level 1 units becomes small. The variance estimators perform extremely well. The procedures are illustrated using data from the survey of psychiatric morbidity.

Topic: Recommendations Concerning Changes to the Standards for the
Classification of Federal Data on Race and Ethnicity

Recommendations for changes to OMB's Statistical Policy Directive No. 15, Race and Ethnic Standards for Federal Statistics and Administrative Reporting were published in the Federal Register on July 9, 1997. These recommendations, given to OMB by the Interagency Committee for the Review of the Racial and Ethnic Standards, were the product of extensive research and consultation with the public over a four-year period. Among the many recommendations, perhaps the most controversial concerns allowing multiple responses to the race question. This session will discuss the process leading to the recommendations, the recommendations themselves, and the release of guidelines for the implementation of any of the recommendations that OMB may choose to accept.

Topic: Freeware for Statisticians, the General Public License,
and R, a GPL Implementation of S(-plus)

With the rise in popularity of Linux, there has occurred a concurrent rise in popularity of freeware. This popularity arises not necessarily because the software is free but because of the freeware's recognized reliability and utility. Calling freeware by the name freeware can be misleading. Some software is distributed free of charge but their source codes have been copyrighted to keep them secret. In essence, the software becomes a free proprietary product. Other software is "copyrighted" under the General Public License (GPL) which the Free Software Foundation has championed. Under this license, software may be sold or freely distributed, but, in either case, the source code must be made available to any user so that in effect the source code will always remain in the public domain. Consequently, anyone can see how the software works. More importantly, one can modify the code to suit his particular needs and, if the improvement is deemed a good one, he may communicate it to the authors of the software for their consideration to implement. This practice happens routinely in the Linux community where, from the tens of thousands of beta testers, many contribute improvements to the Linux kernel. It is a development team unsurpassed in size and talent.

At one time, S, a powerful language with which students of statistics and research institutions have come to embrace, was freely available but not anymore. A GPL implementation of S, called R, is currently underway in New Zealand under the leadership of Robert Gentleman and Ross Ihaka of the University of Auckland. Someone who is already familiar with S(-plus) will see little difference between S and R , even though they are structurally different. Although R is still in its infancy, it has developed to the extent that someone's S program will probably run "as is" in the R environment. R can be easily installed on the UNIX and Linux platforms. Versions for other operating systems are being developed.

This presentation will address the interests of those who wish to create a statistical workshop on their home or office PC.

Topic: NAICS is here: What Is It and What Does It Mean?

The Office of Management and Budget's (OMB) decision to adopt the North American Industry Classification System (NAICS) to replace the Standard Industrial Classification (SIC) system will have a profound affect on statistics measuring the U.S. economy. NAICS was developed by the Economic Classification Policy Committee (ECPC), on behalf of OMB, in cooperation with Statistics Canada and Mexico's Instituto Nacional de Estadistica, Geografia e Informatica (INEGI) to provide for comparable industrial statistics across the three countries.

NAICS is the first ever classification system to be constructed on a consistent conceptual framework. Economic units that have similar production processes are grouped together, forming industries that are based on a production-oriented basis. Such a framework will provide consistent statistics across the three countries that can be used for measuring productivity and unit labor costs, constructing input-output tables, and other uses that imply the analysis of production relationships in the economy. NAICS reflects advances in technology and the huge growth and diversification of service industries that have occurred over the past several years. Eight new service sectors and over 150 new service industries are recognized. These and other changes will require the restructuring of many of the statistical programs of the Census Bureau over the next few years. This presentation will focus on the major changes in NAICS and the implementation plans for the Census Bureau.

THE MORRIS HANSEN LECTURE

Topic: Statistics in the Information Age

Statistics are a major means of knowing about society. In democratic societies official statistics are available not only to politicians and government officials, but also to interest groups and ordinary citizens. They thus have a special role to play in the process of policy formation and implementation. Until recently, the use of official statistics in policy debates has been limited by the relative difficulty in accessing large data bases by ordinary citizens and interest groups. The advent of the Internet and the World Wide Web, however, has dramatically changed the situation and greatly increased availability of statistics to ordinary citizens. Future technological changes are likely to enhance the amount of data that the public can easily access.

Such a vast change in accessibility of statistical data about society presents many challenges to the federal statistical system. Three of the most pressing challenges concern the relevance, validity, and timeliness of official statistics. Relevance refers to the questions to which the statistics gathered are the answers. How do we decide what data to collect and to make publicly available? As more people can access data more easily, the demand for statistical data and controversy over what data to collect will grow. With limited budgets, the statistical agencies will come under increasing public scrutiny, and decisions about what data to collect will take on added importance. Validity refers to the relation of statistical measures to the concepts they are intended to measure. Do the statistical measures published by the statistical agencies have the meaning that is ascribed to them by the broader user community? How does the statistical system refine measures to account for changes in society that make existing statistics no longer reflect the realities they are supposed to measure? Timeliness refers not only to the gap between the time of data collection and their availability but also to the periodicity of data collection operations and to the revisions in the measures to reflect changes in society that affect validity. Technology may provide means for decreasing the amount of time necessary for data collection and processing, but may not be able to decrease it sufficiently to satisfy an audience that has almost instant access to whatever is available. Increased strains on statistical agency budgets because of broader federal budget cutbacks or the allocation of more resources to disseminating data may force a decease in the periodicity of some statistical series. Technology, however, may have little to contribute toward the decision of agencies to change measures to reflect social changes that underlie the construction of the measures.

While there are great strengths in our present system, a decentralized statistical system such as we have in the United States is not well situated to meet these challenges successfully. There needs to be a forum in which responses to the challenges of wider and easier accessibility to official statistics can be discussed, responses formulated, and then carried out. Perhaps the greatest challenge to the federal statistical system today is how to organize itself to meet the challenges brought about by the technological revolution in data accessibility.

Topic: Trading Volume, Price Volatility and Bid-Ask Spreads in Futures Markets

In this study the relations between trading volume, bid-ask spreads and price volatility in four financial and metal futures are examined in a three-equation structural model using the Generalized Method of Moments(GMM) procedure. Specifications tests confirm that trading volume, bid-ask spreads and price volatility are jointly determined. Results presented show that there exists a positive relationship between trading volume and intraday price volatility, while an inverse relationship between trading volume and bid-ask spreads, after controlling for other factors. Results also indicate that price volatility has a positive relationship with bid-ask spreads and a negative relationship with lagged trading volume. Furthermore, we demonstrate the OLS parameter estimates of each equation model are often severely underestimated in comparison with the estimates obtained by the GMM estimation. In addition, we provide reliable estimates of elasticities of trading volume with respect to transaction costs in future markets.

Topic: Sample Allocation Methods for Oversampling Subpopulations

Generally, in sample surveys the estimates for certain small subpopulations whose members cannot be identified in advance of sampling are not precise because the number of sampled units belonging to these subpopulations is small. Often, there is a need to improve the precision of these estimates or sometimes there is a requirement for a predetermined expected number of units belonging to a subpopulation in the overall sample for purposes of data analysis. Several techniques are available for increasing the expected sample size belonging to a subpopulation or subpopulations.

Some of the techniques used to achieve the desired sample size from the subpopulations might make the overall estimates very inefficient due to allocation or selection methods that are very different from the optimum methods needed to obtain precise overall estimates. Therefore, there is a need to balance the need for improving the precision of the subpopulation estimates with the loss in efficiency of the estimates for the general population which does not include the members of the subpopulation.

Some methods of sample allocation are proposed which attempt to keep the strata sample sizes close to the sample sizes which are considered optimum from the point of view of efficiency of the overall estimates. The stratification boundaries are the same as those created for maximizing the efficiency of the overall estimates. A method of revising the probabilities of selection of primary sampling units which maximizes the expected proportion of sampled units belonging to a subpopulation in the overall sample subject to certain constraints is also suggested.

Topic: Drawing Inferences for Use-effectiveness from Randomized Experiments with Noncompliance

Randomized experiments suffering from noncompliance often have as their estimand "use-effectiveness" (i.e., the effect of exposure to the treatment, not the effect of assignment to the treatment, the "intent-to-treat" effect). These types of studies can be viewed as bridges between uncontrolled observational studies and perfect randomized experiments. Developing methods of analysis for this situation, therefore, has importance beyond the setting of pure randomized experiments. The techniques that will be discussed combine extensions of instrumental variables ideas from economics and Bayesian posterior analysis implemented by MCMC methods. Despite their relative sophistication, the methods and resultant analyses are easily understood, and will be illustrated using an experiment in Indonesia on the effects of Vitamin A on mortality and an experiment in Indiana on the effects of flu shots on flu-related hospitalization.

Topic: Statistical Policy and Health Risk Assessment

One of the more difficult aspects of human health risk assessment is the characterization of uncertainty both in estimating human exposure to toxic pollutants and estimating the risk resulting from such exposure. It is essential that the public policy decision maker have an understanding of the uncertainty associated with the different stages of risk estimation in order to understand the impact of the actions taken based on the quantitative risk assessment.

The panelists will be raising some of the more important statistical issues relating to the use of risk assessment in public policy. Dr. Kopstein will weave the presentations together to create a forum for open discussion of the issues. Dr. Cothern will present issues that relate to the ethics of using quantitative risk assessments as a basis for regulatory and public policy actions. Dr. Barry will discuss monte carlo approaches to estimating uncertainty and the impact of these approaches on public policy. Dr. Putzrath will discuss the uncertainty problems associated with different risk assessment models and their impact on regulatory policy and decision making.

Topic: Economic Statistics and the Transmission of Monetary Policy to the Real Economy

The purpose of this paper is to consider the ramifications for economic data linkages and the consequent characterization of the monetary policy transmission mechanism of recent developments in the national accounting treatment of financial business. We begin by briefly revisiting the conceptual framework for a financial firm considered in Hancock (1985) and Barnett (1987). We then consider producer price measurement, monetary and credit aggregation, and the 1993 System of National Accounts (SNA93) framework and current U.S. national accounting practice in the financial firm context. We discuss the implications for imputed interest flows in estimating the allocation of financial services sales across intermediate and final consumption sectors, and between the intermediate purchases of the business sector and payments to primary factors of production. We itemize the inconsistencies between current U.S. national accounting practice, SNA93 recommendations, and Divisia monetary and credit aggregation, and suggest changes producing a consistent measurement framework for monetary and credit aggregation. Finally, we examine the available annual historical data for the period 1961-1994 from the U.S. Flow of Funds and National Income and Product Accounts to get a rough assessment of the effects of our recommended changes to economic measurement practice for financial services in the monetary and real sectors.

Topic: The Outlook for Interdisciplinary Research on the Cognitive Aspects of Survey Methods

A robust interdisciplinary survey measurement research effort is vital to developing cost effective solutions to the complex issues faced by organizations in trying to meet expanding needs for relevant, accurate and timely statistics. The current needs for new thrusts of cross-disciplinary research, and for new directions in which to expand interdisciplinary survey research were examined recently at the Second Advanced Seminar on the Cognitive Aspects of Survey Methods (CASM II ). Panelists will discuss these issues from the perspectives of the CASM II sessions that they organized and chaired.

Topic: Using the Reports Review Process for Quality Assurance in Federal Agencies

Statistical agencies use a variety of means to assure that their reports meet high quality standards in terms of relevancy, accuracy, and objectivity. One key component in most statistical agencies, is the reports review process. Procedures for conducting these reviews vary considerably among agencies. Panel participants will describe the procedures used in their agencies and will discuss the implications of these procedures for report quality, staff morale, and timeliness.

Topic: On the Performance of Replication-Based Variance Estimation Methods with Small Numbers of PSUs

Burke and Rust (1995) compared two jackknife variance estimation methods through a simulation study conducted on a subset of the National Assessment of Educational Progress (NAEP) data. This paper studies the performance of six replication-based variance estimation methods: random group, simple and stratified jackknife, bootstrap, balanced repeated replication (BRR), and Fay's method, in cases when only a small number of primary sample units are available. These methods are compared through both simulation studies and some theoretical arguments. In our simulation studies, 182 private schools in 1993-94 Schools and Staffing Survey (SASS) were chosen to construct the artificial population, and we also tried to mimic the original sampling design used in SASS to draw our samples from the simulation population. Several software packages including VPLX (Fay, 1994) and Resampling Stat (V 4.0 for Windows) have been used to implement the simulation.

Topic: Joint Estimation of the Mean and Overdispersion Parameters of an Overdispersed Poisson Distribution Using Quasi-likelihood

U.S. BUREAU OF THE CENSUS
SATISTICAL RESEARCH DIVISION SEMINAR SERIES

Topic: Examining the Confidentiality of Analytically Valid, Public-use Microdata

Topic: The Short- and Long-Term Economic Outlook: Inflation, Unemployment, and Demographics

Where is the U.S. economy is headed over the next few months, few years, and few decades? At first blush, it appears we've reached macroeconomic nirvana, with low inflation, low unemployment, and moderate growth. Can we stay here? The central concern in the short-term outlook is when (or if) inflation-- thought by many to be simmering -- will boil over. But looking ahead more than a few years leads to concerns beyond inflation, and suggests that recent economic performance will be hard to maintain. How will the economy cope with the coming change in the age structure of the population? This talk gathers together evidence about these key issues and attempts to put them together in a consistent framework.