Global and local statistical properties of fixed-length nonparametric smoothers

The main purpose of this study is to analyze the global and local statistical properties of nonparametric smoothers subject to a priori fixed length restriction. In order to do so, we introduce a set of local statistical measures based on their weighting system shapes and weight values. In this way, the local statistical measures of bias, variance and mean square error are intrinsic to the smoothers and independent of the data to which they will be applied on. One major advantage of the statistical measures relative to the classical spectral ones is their easiness of calculation. However, in this paper we use both in a complementary manner. The smoothers studied are based on two broad classes of weighting generating functions, local polynomials and probability distributions. We consider within the first class, the locally weighted regression smoother (loess) of degree 1 and 2 (L1 and L2), the cubic smoothing spline (CSS), and the Henderson smoothing linear filter (H); and in the second class, the Gaussian kernel (GK). The weighting systems of these estimators depend on a smoothing parameter that traditionally, is estimated by means of data dependent optimization criteria. However, by imposing to all of them the condition of an equal number of weights, it will be shown that some of their optimal statistical properties are no longer valid. Without any loss of generality, the analysis is carried out for 13- and 9-term lengths because these are the most often selected for the Henderson filters in the context of monthly time series decomposition. We would like to thank an Associate Editor and an anonymous referee for their valuable comments on an earlier version of this paper. Financing from MURST is also gratefully acknowledged.     

A non-linear time series approach to modelling asymmetry in stock market indexes

In this paper we analyse the performances of a novel approach to modelling non-linear conditionally heteroscedastic time series characterised by asymmetries in both the conditional mean and variance. This is based on the combination of a TAR model for the conditional mean with a Constrained Changing Parameters Volatility (CPV-C) model for the conditional variance. Empirical results are given for the daily returns of the S&P 500, NASDAQ composite and FTSE 100 stock market indexes.     

Gender-Egalitarian Attitudes and Assortative Mating by Age and Education

European Journal of Population - In the last decades, conventional patterns of assortative mating have been challenged by changes in the gender-gap in education. In many countries, educationally...     

Quality of Life in Europe: Objective and Subjective Indicators A Spatial Analysis Using Classification Techniques

Social Indicators Research -     

A computer algebra package for approximate conditional inference

This paper presents a set of REDUCE procedures that make a number of existing higher-order asymptotic results available for both theoretical and practical research. Attention has been restricted to the context of exact and approximate inference for a parameter of interest conditionally either on an ancillary statistic or on a statistic partially sufficient for the nuisance parameter. In particular, the procedures apply to regression-scale models and multiparameter exponential families. Most of them support algebraic computation as well as numerical calculation for a given data set. Examples illustrate the code.     

Childhood Maltreatment and Difficulties in Emotion Regulation: Associations with Sexual and Relationship Satisfaction among Young Adult Women

This study examined relations among childhood maltreatment, difficulties in emotion regulation, and sexual and relationship satisfaction among young adult women reporting current involvement in committed, romantic relationships. A sample of 192 women (ages 18–25) completed self-report questionnaires as part of an Internet-based survey. It was hypothesized that severity of childhood maltreatment and difficulties in emotion regulation would each independently and negatively predict (a) sexual satisfaction, (b) relationship intimacy, and (c) expression of affection within the context of the relationship. Furthermore, it was hypothesized that greater emotion regulation difficulties would moderate the effects of childhood maltreatment on these sexual and relationship variables (i.e., sexual satisfaction, relationship intimacy, and expression of affection). Findings suggest that difficulties in emotion regulation demonstrated an incremental effect with regard to sexual satisfaction, but not with intimacy and affection expression. In contrast to predictions, no significant interactive effects were documented. Clinical implications and future directions related to this line of inquiry are discussed.     

Gender-sensitive data: the state of the art in Europe*

Gender statistics play a crucial role in social research and in the creation of gender sensitive policies. Gender statistics document the situation of women and men around the world, making it easier to raise awareness about inequalities between them, to monitor gender equality and promote actionable change. There is thus a need to encourage awareness about gender statistics and their usefulness in gender mainstreaming. The paper has different aims: (1) to discuss the role of gender statistics and gender sensitive indicators; (2) to give an overview of the main gender sensitive European databases; (3) to present the European Commission Strategy on Gender Equality; (4) to display information collected by the European Institute for Gender Equality (Eige) database; (5) to promote proposal for increasing the gender sensitivity of social indicators.     

Projecting Long-Term Care Expenditure in Four European Union Member States: The Influence of Demographic Scenarios

This study examines the sensitivity of future long-term care demand and expenditure estimates to official demographic projections in four selected European countries: Germany, Spain, Italy and the United Kingdom. It uses standardised methodology in the form of a macro-simulation exercise and finds evidence for significant differences in assumptions about demographic change and its effect on the demand for long-term care, and on relative and absolute long-term care expenditure. It concludes that mortality-rate assumptions can have a considerable influence on welfare policy planning. Relative dispersion between country-specific and Eurostat official estimates was found to be higher for the United Kingdom and Germany than for Italy and Spain, suggesting that demographic projections had a greater influence in those countries.

Estimating and using propensity score in presence of missing background data: an application to assess the impact of childbearing on wellbeing

Propensity score methods are an increasingly popular technique for causal inference. To estimate propensity scores, we must model the distribution of the treatment indicator given a vector of covariates. Much work has been done in the case where the covariates are fully observed. Unfortunately, many large scale and complex surveys, such as longitudinal surveys, suffer from missing covariate values. In this paper, we compare three different approaches and their underlying assumptions of handling missing background data in the estimation and use of propensity scores: a complete-case analysis, a pattern-mixture model based approach developed by Rosenbaum and Rubin (J Am Stat Assoc79:516–524, 1984), and a multiple imputation approach. We apply these methods to assess the impact of childbearing events on individuals’ wellbeing in Indonesia, using a sample of women from the Indonesia Family Life Survey. I am grateful to all the participants at the project “Poverty Dynamics and Fertility in Developing Countries” for their support and encouragement. Special thanks are due to Fabrizia Mealli for her insightful suggestions and discussions. I also thank Jungho Kim, who is the main author of the STATA code to produce Indonesia consumption expenditure. Finally, I thank Arnstein Aassve, and Letizia Mencarini for help working with the data and their very useful discussions, and Alexia Fuernkranz-Prskawetz, and Henriette Engelhardt for detailed comments and suggestions which have improved the paper. Financial support from CNR-EFS and COFIN 2005 is gratefully acknowledged.     

Serials Control for the Italian Union Catalog of Serials

Abstract

European and Italian libraries are strongly involved in efforts to facilitate access to European information resources. The Italian union catalogue of serials has evolved from a traditional catalog to a sophisticated resource that provides access to serials services. Serials control is the most recent service of the union catalog with features for end users and professional staff. The software is BASIS Techlib by ID Technology (Italy), affinity partner of Open Text (USA). The ability to customize features presents a very satisfactory, easy-to-use product that might be considered interesting for union catalogs in other countries. Serials Review 2003; 29:169–178.