Confidence Corridors for Multivariate Generalized Quantile Regression

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest, which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theorem, and exponential tail inequalities for Gaussian random fields. As a byproduct we also obtain multivariate confidence corridors for the regression function in the classical mean regression. To deal with the problem of slowly decreasing error in coverage probability of the asymptotic confidence corridors, which results in meager coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur representation. The finite-sample properties of both procedures are investigated by means of a simulation study and it is demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a randomized employment enhancement program launched in the 1970s. This article has supplementary materials online.     

Forced Migration and Mortality in the Very Long Term: Did Perestroika Affect Death Rates Also in Finland?

In this article, we analyze mortality rates of Finns born in areas that were ceded to the Soviet Union after World War II and from which the entire population was evacuated. These internally displaced persons are observed during the period 1971-2004 and compared with people born in the same region but on the adjacent side of the new border. We find that in the 1970s and 1980s, the forced migrants had mortality rates that were on par with those of people in the comparison group. In the late 1980s, the mortality risk of internally displaced men increased by 20% in relation to the expected time trend. This deviation, which manifests particularly in cardiovascular mortality, coincides with perestroika and the demise of the Soviet Union, which were events that resulted in an intense debate in civil society about restitution of the ceded areas. Because state actors were reluctant to engage, the debate declined after some few years, and after the mid-1990s, the death risk again approached the long-term trend. Our findings indicate that when internally displaced persons must adjust to situations for which appropriate coping behaviors are unknown, psychosocial stress might arise several decades after their evacuation.     

Family engagement within the context of assessment in child protection practice: The case of Estonia

Engagement in the context of child protection is of significant international interest, as the participation of family is a central notion in child and family social work. Drawing on in‐depth, semistructured interviews with a sample of 26 child protection workers in 1 region in Estonia, this article reports the findings of the participants' perspectives on family engagement in the context of child protection assessment. Child protection workers perceive the engagement related to 3 aspects: first, it is associated to the acts of the worker; second, it is associated to parental part of actions—depending on parents themselves; and third, engagement was seen as “doing together” with the family, referring to partnership. The aim of the engagement was mainly considered in the terms of empowerment—empowering family to cope on their own and to take charge of their lives. The negative image of child protection was recognised as one of the main barriers to the family engagement. Understanding the family and their situation was seen as the basis for a trusting relationship, being the most crucial factor to promoting family engagement.     

Adjustment for nonresponse with variables from different sources: Bias correction and precision loss,with application to the Swiss European Social Survey 2012

ABSTRACT

Adjustment for nonresponse should reduce the nonresponse bias without decreasing the precision of the estimates. Adjustment for nonresponses are commonly based on socio-demographic variables, although these variables may be poorly correlated with response propensities and with variables of interest. Such variables nevertheless have the advantage of being available for all sample units, whether or not they are participating in the survey. Alternatively, adjustment for nonresponse can be obtained from a follow-up survey aimed at sample units which did not participate in the survey and from which the variables are designed to be correlated with response propensities. However, information collected through these follow-up surveys is not available for people in the sample who participated neither in the survey nor in its nonresponse follow-up. These two sets of variables when used in a nonresponse model for the Swiss European Social Survey 2012 differ only slightly with regard to their effect on bias correction and on the precision of estimates. The variables from the follow-up are performing slightly better. In both cases, the adjustment for nonresponse performs poorly.     

A new nonlinear asymmetric cointegration approach using error correction models

In this article, two new powerful tests for cointegration are proposed. The general idea is based on an intuitively appealing extension of the traditional, rather restrictive cointegration concept. In this article, we allow for a nonlinear, but most importantly a different, asymmetric convergence process to account for negative and positive changes in our cointegration approach. Using Monte Carlo simulations we verify, that the estimated size of the first test depends on the unknown value of a signal-to-noise ratio q. However, our second test—which is based on the original ideas of Kanioura and Turner—is more successful and robust in the sense that it works in all of the different evaluated situations. Furthermore it is shown to be more powerful than the traditional residual based Enders and Siklos method. The new optimal test is also applied in an empirical example in order to test for potential nonlinear asymmetric price transmission effects on the Swedish power market. We find that there is a higher propensity for power retailers to rapidly and systematically increase their retail electricity prices subsequent to increases in Nordpool's wholesale prices, than there is for them to reduce their prices subsequent to a drop in wholesale spot prices.     

VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity

In this study, we investigate linear regression having both heteroskedasticity and collinearity problems. We discuss the properties related to the perturbation method. Important observations are summarized as theorems. We then prove the main result that states the heteroskedasticity-robust variances can be improved and that the resulting bias is minimized by using the matrix perturbation method. We analyze a practical example for validation of the method.     

Socio-demographic Differences in Self-reported Psychological Distress Among 25- to 64-Year-Old Finns

Background Mental health problems are a major public health issue worldwide. The aim of this study was to assess the relative importance of socio-demographic characteristics associated with different domains of psychological distress in Finland. Methods Data source was a nationwide survey “Health Behaviour and Health among the Finnish Adult Population” (AVTK), from years 2002 to 2003 (N = 5425; response rate 66%). Psychological distress was measured by self-reported questions of general mental health (MHI-5), depression, insomnia and stress. Socio-demographic factors included education, employment status, partnership and children living in the household. Main analyses were conducted by multivariate logistic regression. Results Education, employment and partnership were associated with most of the psychological distress outcomes. Respondents with a lower educational level had poor mental health in both genders but less insomnia and stress in men. Those with an intermediate education had the least stress in women. The unemployed and retired were at a higher risk for poor mental health and depression. Moreover, employment status was associated with insomnia and stress in men. Respondents not having a partner showed a higher risk of psychological distress according to all measures. Not having children living in the household was associated with insomnia in women and with less stress in men. Conclusions Socio-demographic factors, such as having a partner and employment status, are associated with several measures of psychological distress indicating the importance of social and economic factors to psychological well-being. The association of education and of having children living at home varies by the domain of psychological distress measure.     

Religion,Religiosity, and the Attitudes Toward Homosexuality—A Multilevel Analysis of 79 Countries

Although attitudes toward homosexuality have become more liberal, particularly in industrialized Western countries, there is still a great deal of variance in terms of worldwide levels of homonegativity. Using data from the two most recent waves of the World Values Survey (1999–2004, 2005–2009), this article seeks to explain this variance by means of a multilevel analysis of 79 countries. We include characteristics on the individual level, as age or gender, as well as aggregate variables linked to specificities of the nation-states. In particular, we focus on the religious denomination of a person and her religiosity to explain her attitude toward homosexuality. We find clear differences in levels of homonegativity among the followers of the individual religions.