Likelihood-Based Inference for Semi-Competing Risks

Consider semi-competing risks data (two times to concurrent events are studied but only one of them is right-censored by the other one) where the link between the times Y and C to non-terminal and terminal events, respectively, is modeled by a family of Archimedean copulas. Moreover, both Y and C are submitted to an independent right censoring variable D. We propose to estimate the parameter of the copula and some resulting survival functions using a pseudo maximum likelihood approach. The main advantage of this procedure is that it extends to multidimensional parameters copulas. We perform simulations to study the behavior of our estimation procedure and its impact on other related estimators and we apply our method to real data coming from a study on the Hodgkin disease.     

De copulis non est disputandum

Normal distribution of residuals is a traditional assumption in multivariate models. It is, however, not very often consistent with real data. Copulae allow for an extension of dependency models to nonellipticity and for separation of margins from the dependency. This paper provides a survey of copulae where different copula classes, estimation and simulation techniques and goodness-of-fit tests are considered. In the empirical section we apply different copulae to the static and dynamic Value-at-Risk of portfolio returns and Profit-and-Loss function.     

Different development trends in working life and increasing occupational stress require new work environment strategies

This article has a two-fold purpose. First, it provides an explanation for the increase in occupational stress and sick leaves in Sweden in terms of the structural and organizational conditions. Second, it discusses measures that address these issues. Results of a study of 72 establishments are presented. The study investigated these establishments at both the organizational and individual employee level. It examined management strategies and working conditions in the establishments, classifying these elements by type of operations and company position. Both classifications point to differences in how work is organized and in working conditions. The results indicate that management technologies distribute risks between segments of the labor market, thus, also between different groups of the labor force. The developments were most favorable in high tech and knowledge-based operations. The situation was least favorable in labor-intensive services and, the most negative development had taken place in human services. Establishments serving as contractors appeared to organize their work differently from those with core activities. Working conditions in contracting businesses were particularly problematic. Since organizational changes work differently from one company to the next, there is a need to develop a variety of strategies for enacting change in the work environment. This article proposes strategies for different segments of the labor market. These strategies are adapted to the particular problems facing each segment.     

Differences in mortality by marital status in Finland from 1976 to 2000: analyses of changes in marital-status distributions, socio-demographic and household composition, and cause of death

Being currently not married is more common today than 25 years ago. Over this period relative differences in mortality by marital status have increased in several countries, mainly as a result of a sharp decline in mortality among the married. Using Finnish census data linked with death certificates, we show that these increases are not explained by the non-married population becoming more marginalized in socio-economic status or household composition. However, the increases in marital-status differences in mortality from accidental, violent, and alcohol-related causes of death in the 30-64 age group indicate that changes in the health-related behaviour of the non-married population may play a role. The public-health burden associated with not being married has also grown. At the end of the 1990s about 15 per cent of all deaths above the age of 30 would not have occurred if the non-married population had had the same age-specific mortality rates as the married population.     

Social networks, perceptions of risk, and changing attitudes towards HIV/AIDS: new evidence from a longitudinal study using fixed-effects analysis

The study presented here is an investigation of the importance of social interactions to perceptions of the risk of AIDS, and explores spousal communication about the AIDS epidemic in rural Malawi. A fixed-effects analysis based on longitudinal data collected in 1998 and 2001 shows that social interactions on the subject of HIV/AIDS have significant and substantial effects on respondents' perceptions of the risk of HIV/AIDS, even after controlling for unobserved factors that affect the selection of social networks. These effects are more complex than previously thought. The dominant mechanisms--social learning and social influence--are found to vary by sex and by region, because of regional variations in the marriage pattern and the resulting implications for the formation of local social networks. The conclusion of the study is that rather than fostering denial and inaction, social interactions are an important vector of change in the face of the HIV/AIDS epidemic.     

Racial differences in dimensions of neighborhood satisfaction

In our research we seek to determine whether black/white differences in neighborhood satisfaction, as reported in the literature, result from racial differences in satisfaction with specific dimensions of neighborhood characteristics. We find that there are racial differences in satisfaction with two dimensions of neighborhood characteristics but not in a third. These racial differences do not, however, translate into a racial difference in overall neighborhood satisfaction because the two dimensions of satisfaction related to race have no effect on overall neighborhood satisfaction while the dimension which is unrelated to race has a strong effect on it. The implications of these findings for urban policy and future research are discussed.     

Post-data evaluation of prior assessment

In this paper we present methods to verify whether a prior distribution coincides with a sample or not within Bayes statistics. We present methods to generalize well known classical tests to this problem and construct a new test. An additional method is based on comparison between prior and posterior distribution. We illustrate the theory with applications to the Exponential distribution.