Flexible Copula Density Estimation with Penalized Hierarchical B‐splines

The paper introduces a new method for flexible spline fitting for copula density estimation. Spline coefficients are penalized to achieve a smooth fit. To weaken the curse of dimensionality, instead of a full tensor spline basis, a reduced tensor product based on so called sparse grids (Notes Numer. Fluid Mech. Multidiscip. Des., 31, 1991, 241‐251) is used. To achieve uniform margins of the copula density, linear constraints are placed on the spline coefficients, and quadratic programming is used to fit the model. Simulations and practical examples accompany the presentation.     

Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population

Empirical studies of ambiguity aversion often use measures that are not grounded in theory. This paper shows how a theoretically-founded measure of ambiguity aversion can be derived from Hansen and Sargent’s theory of multiplier preferences. Multiplier preferences are used in macroeconomics to capture model uncertainty. At the micro level, they have not been applied yet, because they do not permit ambiguity seeking, which is usually observed for a substantial proportion of subjects. We give a preference foundation for (extended) multiplier preferences accommodating both ambiguity aversion and ambiguity seeking and we propose a simple method to measure them using matching probabilities. We illustrate our method in two large representative samples (Dutch and American) and obtain the first micro estimates of multiplier preferences.     

On perfect simulation for some mixtures of distributions

This paper studies the implementation of the coupling from the past (CFTP) method of Propp and Wilson (1996) in the set-up of two and three component mixtures with known components and unknown weights. We show that monotonicity structures can be exhibited in both cases, but that CFTP can still be costly for three component mixtures. We conclude with a simulation experiment exhibiting an almost perfect sampling scheme where we only consider a subset of the exhaustive set of starting values.     

Die Einstellung zur Einführung des „Doppelpasses“

In this study the attitude towards the new nationality law in Germany is explained by a value/expectancy theory of attitude. 215 standardized face-to-face-interviews were performed with a quota sample. The results of this survey show that the value and expectancy theory of attitude is extremely successful in explaining the attitude towards the new nationality law. Models explaining the predictor variable of the attitude theory and a feedback-model were tested.     

Ability, individual development and optimal selection decisions

The paper analyzes different selection policies in education and business. We show that incorrect self-perceptions combined with imperfect performance measurement may cause significant welfare losses in selective educational systems, in particular if selection starts too early. Of course, these welfare losses can be mitigated by an investment in better ability assessment. However, an affirmative action policy could serve the same purpose as such an investment. We apply our analysis also to diversity management in firms. Based on positive discrimination we establish an efficiency argument for diversity management.     

Homosexual role separation: Implications for analyzing and modeling the spread of HIV

The analysis of the spread of HIV in homosexual populations must be based on knowledge of all factors which promote or inhibit transmission. Recently, data were reported from the Amsterdam cohort study that imply that sexual role separation and the changes therein should be taken into account in analyzing and modeling the spread of HIV. In this paper, a role separation mixing model is described and linked to data from the Amsterdam cohort. The model allows one to study the impact of homosexual role separation on the spread of HIV. The homosexual men are classified into four sexual subgroups based on the preference for: 1) no anal intercourse; 2) anal insertive only; 3) anal receptive only; 4) both insertive and receptive. The analysis accounts for variability and change in homosexual role behavior and loss to follow up. The results support the conjecture that there are large differences between the risks of receptive and insertive anal intercourse, with the latter carrying only minimal risk. The analysis indicates that the spread of HIV is mostly restricted to subgroup 4, the largest and sexually most active subgroup. In this subgroup, the estimated probability of HIV transmission from an infected insertive partner (in subgroup 2 or 4) to a receptive susceptible (in subgroup 4) is between 1 and 5 percent (assuming a closed cohort).     

Perturbation Analysis of Indices of Lifespan Variability

A number of indices exist to calculate lifespan variation, each with different underlying properties. Here, we present new formulae for the response of seven of these indices to changes in the underlying mortality schedule (life disparity, Gini coefficient, standard deviation, variance, Theil’s index, mean logarithmic deviation, and interquartile range). We derive each of these indices from an absorbing Markov chain formulation of the life table, and use matrix calculus to obtain the sensitivity and the elasticity (i.e., the proportional sensitivity) to changes in age-specific mortality. Using empirical French and Russian male data, we compare the underlying sensitivities to mortality change under different mortality regimes to determine the conditions under which the indices might differ in their conclusions about the magnitude of lifespan variation. Finally, we demonstrate how the sensitivities can be used to decompose temporal changes in the indices into contributions of age-specific mortality changes. The result is an easily computable method for calculating the properties of this important class of longevity indices.     

Communication in Care and Coercion: Institutional Interactions between Family Supervisors and Parents

Summary In this study the interaction of 51 videotaped professionalcommunications between Dutch family supervisors and parentsof children under family supervision were analysed. Family supervisionlies at the interface of care and control. This is evident inthe communication of professional child welfare workers withtheir clients for whom they have to clarify their rights. Theanalysis shows some of the strategies used by Dutch family supervisorsin cases of formal decisions and other interactions where theyanticipate confrontation with the client. In this way, familysupervisors separate their caring from their repressive functions.Nevertheless care and control were found to be successfullyintegrated in some communications.     

Evaluating a project on Roma education

This research note is based on the evaluation of the Comenius project Teacher‐IN‐SErvice‐Training‐for‐Roma‐inclusion (INSETRom). The project represented an international effort that was undertaken to bridge the gap between Roma and non‐Roma communities and to improve the educational attainment of Roma children in the mainstream educational system. The evaluation of the project showed that such projects can impact a teacher's confidence and attitudes, but that implementing new insights poses many challenges.