Estimation of a Copula when a Covariate Affects only Marginal Distributions

This paper is concerned with studying the dependence structure between two random variables Y₁ and Y₂ in the presence of a covariate X, which affects both marginal distributions but not the dependence structure. This is reflected in the property that the conditional copula of Y₁ and Y₂ given X, does not depend on the value of X. This latter independence often appears as a simplifying assumption in pair‐copula constructions. We introduce a general estimator for the copula in this specific setting and establish its consistency. Moreover, we consider some special cases, such as parametric or nonparametric location‐scale models for the effect of the covariate X on the marginals of Y₁ and Y₂ and show that in these cases, weak convergence of the estimator, at ‐rate, holds. The theoretical results are illustrated by simulations and a real data example.     

Replik Auf Den Diskussionsbeitrag Von Rolf Becker

In a previous article in this journal (Fuchs/Sixt 2007) based on an analysis with the Socio-Economic Panel (SOEP) we have argued that children of educational climbers do not have educational opportunities similar to the typical educational opportunities of children on the newly achieved educational level. Even though we could demonstrate that the climbers’ children are subject to an increase of their educational opportunities compared to the level from which their parents originate, they do not reach the average of the destination level. Based on the theoretical reasoning provided by Bourdieu we argue that this educational disadvantage is caused by the lower furnishing of their families with social, cultural, and economic capital, by climbers’ employment position which is less advantageous, and also by the lower educational level of the climbers’ partners. In his detailed discussion of our analysis Rolf Becker has identified conflicting findings compared to his previous analysis based on the data of the German Lebensverlaufsstudie. In response to his critical discussion we will solve this ostensible caveat. Using again data from the SOEP we demonstrate that his seemingly contradictious findings are due to the specifics of his analytical approach. While Becker shows that the climbers’ children reach educational opportunities that are higher compared to the opportunities of children from the climbers’ level or origin (positive effect of climbing), our results indicate that their educational opportunities do not reach the level that is typically seen on the higher level of education that the educational climbers have reached for the first time (negative effect of climbing).     

Age and social gradients in the intensity of aging males' symptoms in Poland

Background. We performed the study in order to describe the age-related changes and social gradients in the intensity of aging males' symptoms in healthy men in Poland.

Methods. We examined 405 men aged 32–79, healthy inhabitants of Poland. Severity of aging males' symptoms was assessed using the Polish version of AMS scale. The social position was expressed using their educational level, commonly accepted as a reliable and specific index of social status in Poland.

Results. Male aging in Poland was accompanied by an increase in the intensity of all groups of evaluated symptoms (psychological, sexual and somato-vegetative symptoms, respectively: r = 0.36, r = 0.72, r = 0.59, all p < 0.0001). The results of ANOVA revealed the independent effects of both age and social status on the intensity of psychological symptoms (F = 17.89, p < 0.0001 and F = 9.51, p < 0.0001 for age and educational level, respectively), sexual (F = 114.70, p < 0.0001 and F = 5.90, p < 0.01), and somato-vegetative symptoms (F = 52.86, p < 0.0001 and F = 3.85, p < 0.05). The better the education of Polish men, the less intense the aging males' symptoms, irrespective of their age.

Conclusions. Age and social position constitute major determinants of the intensity of aging males' symptoms in Poland.     

Facing arrhythmia. Reconstructing time in the pandemic by the metropolitan creative classes in Poland

This paper shows how the metropolitan creative classes in Poland reacted to the changes in the organization of everyday life caused by the COVID-19 pandemic, especially its temporality and rhythmicity. The pandemic and lockdowns reorganized previous ways of experiencing and managing time. Based on our empirical research and research by other scholars, we have identified some of the most common disruptions of pandemic temporality. However, a vital element of the article is to specify how the social category we studied dealt with these disruptions. In doing so, we show that the response to the breakdown of the previous order of everyday life was to restore a sense of stability actively. We were also interested in the possible, also negative consequences of the findings for the social category under study. The empirical basis for the article are in-depth interviews conducted during the fourth phase of the ongoing research project [title anonymized], which began during the first weeks of the lockdown in Poland.     

Needs of homeless children in the Czech Republic

The needs of homeless children living in shelters and hostels in the Czech Republic have been not sufficiently explored yet. The paper therefore aims to analyse and describe the needs of homeless children living in shelters and hostels in the Czech Republic, thus creating a basis for social work with homeless children and their families. As part of a qualitative research strategy carried out through interviews with parents, children and their social workers, five categories of homeless children's needs (based on Matěj?ek's theory) were identified and described in detail based on a data analysis using Charmaz's Grounded Theory; these categories were the need for stimulation, the need for a meaningful world, the need for love and emotional safety, the need for identity and finding one's own place in society and the need for a life perspective and open future. Based on the identified needs, implications for social work with families were identified, strengthening a sensitive approach of helping professions to the needs of homeless children.     

Rainer Strobl und Wolfgang Kühnel: Dazugehörig und ausgegrenzt. Analysen zu Integrationschancen Junger Aussiedler

Ohne Zusammenfassung     

Bootstrapping the conditional copula

This paper is concerned with inference about the dependence or association between two random variables conditionally upon the given value of a covariate. A way to describe such a conditional dependence is via a conditional copula function. Nonparametric estimators for a conditional copula then lead to nonparametric estimates of conditional association measures such as a conditional Kendall's tau. The limiting distributions of nonparametric conditional copula estimators are rather involved. In this paper we propose a bootstrap procedure for approximating these distributions and their characteristics, and establish its consistency. We apply the proposed bootstrap procedure for constructing confidence intervals for conditional association measures, such as a conditional Blomqvist beta and a conditional Kendall's tau. The performances of the proposed methods are investigated via a simulation study involving a variety of models, ranging from models in which the dependence (weak or strong) on the covariate is only through the copula and not through the marginals, to models in which this dependence appears in both the copula and the marginal distributions. As a conclusion we provide practical recommendations for constructing bootstrap-based confidence intervals for the discussed conditional association measures.     

On Testing Changes in Autoregressive Parameters of a VAR Model

The article deals with the problem of testing a change in autoregressive matrices of the p-th order vector autoregressive process, VAR(p). The proposed test statistics are based on the likelihood ratio concept and are studied under the null hypothesis of no change in parameters. Their asymptotic behavior is derived under minimal moment assumptions in both cases where the time point of possible change is known a priori and is undefined. The Gumbel-type approximation of the test statistic is also developed, which previous papers on VAR(p) models do not cover.     

Understanding and Reducing Inconsistency in Seatbelt‐Use Decisions: Findings from a Cardinal Decision Issue Perspective

This article has two aims. The first is to present results that partly explain why some automobile drivers choose to use their seatbelts only part time, thereby exposing themselves to unnecessary risk. The second is to offer and illustrate the “cardinal decision issue perspective”⁽¹⁾ as a tool for guiding research and development efforts that focus on complex real‐life decision behaviors that can entail wide varieties of risk, including but not limited to inconsistent seatbelt use. Each of 24 young male participants drove an instrumented vehicle equipped to record continuously seatbelt use as well as other driving data. After all trips were finished, each participant completed an interview designed to reconstruct how he made randomly selected seatbelt‐use decisions under specified conditions. The interview also examined whether and how drivers established “decision policies” regarding seatbelt use. Such policies were good predictors of inconsistent seatbelt use. Drivers who had previously adopted policies calling for consistent seatbelt use were significantly more likely than others to actually drive belted. Meta‐decisions about seatbelt policy adoption appeared to rest on factors such as whether the driver had ever been asked to consider selecting a policy. Whether a driver made an ad hoc, on‐the‐spot seatbelt‐use decision was associated with a perceived need to make such a decision. Finally, participants with full‐time policies were especially likely to deploy their seatbelts by default, without recognizing the need to decide about belt use on a trip‐by‐trip basis. We end with recommendations for reducing inconsistencies in seatbelt use in actual practice.