Showing papers on "Weak consistency published in 1982"

Beyond déjà vu in the search for cross-situational consistency.

Abstract: Recent efforts to resolve the debate regarding the consistency of social behavior are critically analyzed and reviewed in the light of new data. Even with reliable measures, based on multiple behavior observations aggregated over occasions, mean cross-situational consistency coefficients were of modest magnitude; in contrast, impressive temporal stability was found. Although aggregation of measures over occasions is a useful step in establishing reliability, aggregation of measures over situations bypasses rather than resolves the problem of cross-situational consistency. The Bem-Funder (1978) template-matching approach did not enhance the search for cross-situational consistency either in their original data or in an extended replication presented here. The Bern-Allen (1974) moderator-variable approach also was not found to yield greater cross-situational consistency in the behavior of "some of the people some of the time" either in their original data or in the present study of conscientiousness. Congruent with a cognitive prototype approach, it was proposed and demonstrated that the judgment of trait consistency is strongly related to the temporal stability of highly prototypic behaviors. In contrast, the global impression of consistency may not be strongly related to highly generalized cross-situational consistency, even in prototypic behaviors. Thus, the perception and organization of personality consistencies seems to depend more on the temporal stability of key features than on the observation of cross-situational behavioral consistency, and the former may be easily interpreted as if it were the latter.

A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation

Abstract: In Bierens (1981) we have derived a uniform weak law of large numbers for stochastically stable processes with respect to a finite-dependent base. In this paper we show that this uniform weak law carries over to stochastically stable processes with respect to a, more general, φ-mixing base. This generalization will be used for relaxing the conditions for weak consistency and asymptotic normality of nonlinear least squares estimators.

Strong and Weak Consistency of Instrumental Variable Estimates and Application to Dynamic Models

Abstract: In recent contributions, Anderson/Taylor and Cristopeit/Helmes gave conditions for the strong consistency of least squares estimates in linear regression with stochastic re-gressors. Willers considered the weak consistency in this model setup. In all these papers autoregressive or the mixed autoregressive (AREX-) models are studied. Willers’ assumptions are the weakest known so far.