A description of a system of subroutines to compute solutions to the iteratively reweighted least squares problem is presented. The weights are determined from the data and linear fit and are computed as functions of the scaled residuals. Iteratively reweighted least squares is a part of robust...

We introduce the concept of a triad census of a digraph arid show how it can be used to enumerate various types of subgraph configurations. We give the basic probabilities needed for computing means and variances for a triad census under the U-MAN distribution for digraphs. These concepts are...

We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across...

This paper gives the formulas for and derivation of ridge regression methods when there are weights associated with each observation. A Bayesian motivation is used and various choices of k are discussed. A suggestion is made as to how to combine ridge regression with robust regression methods.

A general or omnibus test of structure in social network data is proposed. The test exploits all of the information contained in the triad census. Analogous to the classical F-test for contrasts among means, the proposed test involves finding a weighting vector which maximizes a test statistic,...

The problem of drawing causal inferences from retrospective case-control studies is considered. A model for causal inference in prospective studies is reviewed and then applied to retrospective studies. The limitations of case-control studies are formulated in terms of the level of causally...

Bayesian estimation of the cell probabilities for the multinomial distribution (under a symmetric Dirichlet prior) leads to the use of a flattening constant [alpha] to smooth the raw cell proportions. The unsmoothed estimator corresponds to [alpha] = 0. The risk functions (under quadratic loss)...

This paper assesses whether responses to information about risk impact estimates of the relationship between ozone and asthma in Southern California. Using a regression discontinuity design, I find smog alerts significantly reduces daily attendance at two major outdoor facilities. Using daily...

Patent protection spurs innovation by raising the rewards for research, but it usually results in less desirable allocations after the innovation has been discovered. In effect, patents reward inventors with inefficient monopoly power. However, previous analysis of intellectual property has...

Strong bequest motives can explain low retirement spending, but so equally can strong precautionary motives. Given this identification problem, the recent tradition has been largely to ignore bequest motives. We develop a rich model of spending in retirement that allows for both motives, and...