Calibration estimation in dual-frame surveys

Survey statisticians make use of auxiliary information to improve estimates. One important example is calibration estimation, which constructs new weights that match benchmark constraints on auxiliary variables while remaining “close” to the design weights. Multiple-frame surveys are increasingly used by statistical agencies and private organizations to reduce sampling costs and/or avoid frame undercoverage errors. Several ways of combining estimates derived from such frames have been proposed elsewhere; in this paper, we extend the calibration paradigm, previously used for single-frame surveys, to calculate the total value of a variable of interest in a dual-frame survey. Calibration is a general tool that allows to include auxiliary information from two frames. It also incorporates, as a special case, certain dual-frame estimators that have been proposed previously. The theoretical properties of our class of estimators are derived and discussed, and simulation studies conducted to compare the efficiency of the procedure, using different sets of auxiliary variables. Finally, the proposed methodology is applied to real data obtained from the Barometer of Culture of Andalusia survey.     

Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics

We propose an influence diagnostic methodology for linear regression models with stochastic restrictions and errors following elliptically contoured distributions. We study how a perturbation may impact on the mixed estimation procedure of parameters in the model. Normal curvatures and slopes for assessing influence under usual schemes are derived, including perturbations of case-weight, response variable, and explanatory variable. Simulations are conducted to evaluate the performance of the proposed methodology. An example with real-world economy data is presented as an illustration.     

Assessing the relevance of higher education courses

The establishment of the European Higher Education Area has involved specifying lists of professional competencies that programs are expected to develop, and with this the need for procedures to measure how every course within a higher education program is aligned with the program's competencies. We propose an instrument for characterizing this alignment, a process that we call assessing the relevance of a course. Using information from the course syllabus (objectives, contents and assessment scheme), our instrument produces indicators for characterizing the syllabus in terms of a competence list and for assessing its coherence. Because assessment involves quality, the results obtained can also be used to revise and improve the course syllabus. We illustrate this process with an example of a methods course from a mathematics teacher education program at a Spanish university.     

Semi-structured interview protocol for constructing logic models

This paper details a semi-structured interview protocol that evaluators can use to develop a logic model of a program's services and outcomes. The protocol presents a series of questions, which evaluators can ask of specific program informants, that are designed to: (1) identify key informants basic background and contextual information, (2) generate logic model elements, (3) model program inputs, activities, outputs, and outcomes, (4) build a rational theory, (5) develop a program theory, (6) prioritize logic model elements, and (7) build a graphical or tabular logic model. The paper will also provide an example of how this approach was used to develop a logic model for a youth mentoring program. It is our hope and belief that with this interview protocol, novice evaluators will be able to generate comprehensive logic models like seasoned professional evaluators.     

How Satisfied are Spouses with their Leisure Time? Evidence from Europe

This paper first identifies the determinants of spouses’ satisfaction levels within the household with respect to their leisure time and, secondly, characterizes whether their preferences have some degree of altruistic or egoistic character in regard to this particular satisfaction. To that end, it formulates a theoretical framework from the collective family model whose stochastic formulations are estimated for 14 EU countries. The general empirical results first reveal that the presence of children has a significantly negative impact on the leisure satisfaction of both spouses. Then, increases in individual incomes lead to lower own leisure satisfaction levels. Both husbands and wives show egoistic behavior with respect to the labor and non-labor incomes (wage rate) of their respective spouses’ satisfaction levels.

Factors Preventing Gridlock in Chilean Couples’ Relationships Based on the Discourse of Couples Therapists and Highly Adjusted Couples

The term gridlock describes the occurrence of rigid patterns in couples’ conflict. This study aimed to describe strategies of conflict resolution and gridlock prevention from the perspectives of couples and couple therapists. Participants were couple therapists and highly adjusted couples scored by the dyadic adjustment scale (DAS), distributed according to traditional and non‐traditional position in life and duration of relationships. Conflict gridlock scenarios were used to create video stimulus that were presented to participants. A qualitative methodology was used to analyse couples’ and therapists’ commentaries on the scenarios. Results showed differences in preventing conflict gridlock among sub‐groups of couples. Long‐term traditional couples focused on loyalty to a common project and value sacrificing to a higher good; long‐term non‐traditional couples prioritised caring and validating the bond in the relationship. Short‐term traditional couples focused on mutual love and the relief of hurt while short‐term non‐traditional couples supported the value of equity.     

Robust bootstrap forecast densities for GARCH returns and volatilities

Bootstrap procedures are useful to obtain forecast densities for both returns and volatilities in the context of generalized autoregressive conditional heteroscedasticity models. In this paper, we analyse the effect of additive outliers on the finite sample properties of these bootstrap densities and show that, when obtained using maximum likelihood estimates of the parameters and standard filters for the volatilities, they are badly affected with dramatic consequences on the estimation of Value-at-Risk. We propose constructing bootstrap densities for returns and volatilities using a robust parameter estimator based on variance targeting implemented together with an adequate modification of the volatility filter. We show that the performance of the proposed procedure is adequate when compared with available robust alternatives. The results are illustrated with both simulated and real data.     

Homicide Rates in a Cross‐Section of Countries: Evidence and Interpretations

This study uses a regression analysis to explore the cross‐country variation in homicide rates for a large sample of countries. It starts by identifying seven significant regional variables, to which traditional socioeconomic, cultural, and institutional variables are added and tested. The importance of institutions, culture, and other factors affecting homicide rates is discussed. One unexpected finding is a curious relationship between the level of education and homicide rates: while an increase in male education tends to reduce homicide rates, an increase in female education tends to increase homicides. Several possible interpretations for this phenomenon are proposed. The study points to relatively unexplored areas of research in order to better understand homicide variation around the world.     

Social and Economic Wellbeing in Europe and the Mediterranean Basin: Building an Enlarged Human Development Indicator

This paper calculates a human Wellbeing Composite Index (WCI) for 42 countries, belonging to the European Economic Space, North Africa and the Middle East, as an alternative to the shortcomings of other well-known measures of socio-economic development (i.e. Gross Domestic Product per head and Human Development Index). To attain this goal, different data envelopment analysis (DEA) models are used as an aggregation tool for seven selected socio-economic variables which correspond to the following wellbeing dimensions: income per capita, environmental burden of disease, income inequality, gender gap, education, life expectancy at birth and government effectiveness. The use of DEA allows avoiding the subjectivity that would be involved in the exogenous determination of weights for the variables included in WCI. The aim is to establish a complete ranking of all countries in the sample, using a three-step process, with the last step consisting in the use of a model that combines DEA and compromise programming, and permits to obtain a set of common weights for all countries in the analysis. The results highlight the distance that still separates Southern Mediterranean countries from the benchmark levels established by some European countries, and also point to the main weaknesses in individual countries’ performance. Nordic countries, plus Switzerland, top the list of best performers, while Mauritania, Libya and Syria appear at the bottom.     

Skew-normal alpha-power model

In this paper, authors study properties and inference for the newly introduced skew-normal alpha-power model, generalizing both, the power-normal and skew-normal models. Inference is approached via maximum likelihood. Fisher information matrix is derived and shown to be nonsingular at the whole parametric space. Special emphasis is placed on the special case of the power–skew-normal model. Studies with real data illustrate the fact that the model can be very useful in applications, being able to overfit less general models entertained in the literature.