Social capital in the field of power: the case of Norway

This paper analyses social capital structures in the field of power, based on data from the Norwegian Power and Democracy Survey on elites. Separating between objectified, institutionalised, embodied, and inherited social capital, and inspired by Bourdieu's approach, we analyse the relations between social capital and the other forms of capital by way of specific multiple correspondence analysis and ascending hierarchical cluster analysis. First, we find that the level of institutionalised social capital varies from one fraction of the Norwegian elite to another. Secondly, the range of networks established through previous work experiences is related to field seniority. Thirdly, the positions of highest endogamy are situated in the religious field, and to a lesser extent, in the scientific field, and in the juridical field. Finally, the ‘core of the core’ is defined by actors who are strongly interconnected inside what is called ‘the tripartite system’, with a high level of multipositionality and intersectorial connections.     

Atribuciones sobre el éxito y el fracaso: efectos del sexo y de la cultura

Resumen

Un total de 152 estudiantes universitarios de Bogotá, Colombia y el mismo número de una universidad en Chicago, Estados Unidos hicieron atribuciones sobre el éxito o el fracaso en la labores académicas de un individuo (hombre o mujer) que ellos desconocían. Posteriormente, estos mismos sujetos hicieron atribuciones para el éxito o el fracaso propio, de nuevo en una tarea académica. No se encontraron diferencias significativas debidas al sexo del sujeto en lo que concierne a las atribuciones del observador para el éxito o el fracaso del individuo que se evaluó. Los sujetos estadounidenses prefirieron hacer atribuciones internas para su propio comportamiento así como para el comportamiento de otros individuos mientras que los colombianos prefirieron hacer atribuciones con un locus de control externo. Las mujeres de ambos países consideraron las causas internas como más importantes para su propio éxito que los hombres aunque este patrón fue lo opuesto para una situación de fracaso.     

Apoyo social percibido: su efecto protector frente a los acontecimientos vitales estresantes

Resumen

Este estudio examina la relación entre apoyo social percibido, eventos vitales estresantes y depresión en una muestra (N = 74) perteneciente a la comunidad de Aranjuez. Como se hipotetizó, aparecen efectos directos significativos del apoyo social y de los eventos vitales sobre la depresión. Sin embargo no se obtuvieron efectos de interacción significativos, no apoyando nuestros resultados la hipótesis del efecto protector en el caso del apoyo social percibido. Este tipo de apoyo, en vez de simplemente proteger al individuo frente al impacto negativo del estrés, puede ser importante por sí mismo en la reducción de la sintomatologia depresiva.     

Identidad de género, ética protestante y atribución de causalidad

Resumen

El artículo analiza una doble problemática en tomo a la identidad de género: (a) los determinantes sociales de la identidad de género y (b) los sesgos preceptivos-cognitivos en la evaluación y explicación de acciones desarrolladas por un actor según su pertenencia sexual.

Se concluye que la génesis de las diferencias en las identidades sociales de hombres y mujeres esta ligada a la distribución social del trabajo en función del sexo. Igualmente se confirma la existencia de sesgos perceptivo-cognitivos en la evaluación de acciones sociales.     

Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation

A perturbative approach is used to derive approximations of arbitrary order to estimate high percentiles of sums of positive independent random variables that exhibit heavy tails. Closed-form expressions for the successive approximations are obtained both when the number of terms in the sum is deterministic and when it is random. The zeroth order approximation is the percentile of the maximum term in the sum. Higher orders in the perturbative series involve the right-truncated moments of the individual random variables that appear in the sum. These censored moments are always finite. As a result, and in contrast to previous approximations proposed in the literature, the perturbative series has the same form regardless of whether these random variables have a finite mean or not. For high percentiles, and specially for heavier tails, the quality of the estimate improves as more terms are included in the series, up to a certain order. Beyond that order the convergence of the series deteriorates. Nevertheless, the approximations obtained by truncating the perturbative series at intermediate orders are remarkably accurate for a variety of distributions in a wide range of parameters.     

Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator

Recently, various studies have used the Poisson Pseudo-Maximal Likehood (PML) to estimate gravity specifications of trade flows and non-count data models more generally. Some papers also report results based on the Negative Binomial Quasi-Generalised Pseudo-Maximum Likelihood (NB QGPML) estimator, which encompasses the Poisson assumption as a special case. This note shows that the NB QGPML estimators that have been used so far are unappealing when applied to a continuous dependent variable which unit choice is arbitrary, because estimates artificially depend on that choice. A new NB QGPML estimator is introduced to overcome this shortcoming.     

The “wrong skewness” problem in stochastic frontier models: A new approach

Stochastic frontier models are widely used to measure, e.g., technical efficiencies of firms. The classical stochastic frontier model often suffers from the empirical artefact that the residuals of the production function may have a positive skewness, whereas a negative one is expected under the model, which leads to estimated full efficiencies of all firms. We propose a new approach to the problem by generalizing the distribution used for the inefficiency variable. This generalized stochastic frontier model allows the sample data to have the wrong skewness while estimating well-defined and nondegenerate efficiency measures. We discuss the statistical properties of the model, and we discuss a test for the symmetry of the error term (no inefficiency). We provide a simulation study to show that our model delivers estimators of efficiency with smaller bias than those of the classical model even if the population skewness has the correct sign. Finally, we apply the model to data of the U.S. textile industry for 1958–2005 and show that for a number of years our model suggests technical efficiencies well below the frontier while the classical one estimates no inefficiency in those years.     

Variable selection in proportional hazards cure model with time-varying covariates,application to US bank failures*

From a survival analysis perspective, bank failure data are often characterized by small default rates and heavy censoring. This empirical evidence can be explained by the existence of a subpopulation of banks likely immune from bankruptcy. In this regard, we use a mixture cure model to separate the factors with an influence on the susceptibility to default from the ones affecting the survival time of susceptible banks. In this paper, we extend a semi-parametric proportional hazards cure model to time-varying covariates and we propose a variable selection technique based on its penalized likelihood. By means of a simulation study, we show how this technique performs reasonably well. Finally, we illustrate an application to commercial bank failures in the United States over the period 2006–2016.     

On the use of priors in goodness‐of‐fit tests

Priors are introduced into goodness‐of‐fit tests, both for unknown parameters in the tested distribution and on the alternative density. Neyman–Pearson theory leads to the test with the highest expected power. To make the test practical, we seek priors that make it likely a priori that the power will be larger than the level of the test but not too close to one. As a result, priors are sample size dependent. We explore this procedure in particular for priors that are defined via a Gaussian process approximation for the logarithm of the alternative density. In the case of testing for the uniform distribution, we show that the optimal test is of the U‐statistic type and establish limiting distributions for the optimal test statistic, both under the null hypothesis and averaged over the alternative hypotheses. The optimal test statistic is shown to be of the Cramér–von Mises type for specific choices of the Gaussian process involved. The methodology when parameters in the tested distribution are unknown is discussed and illustrated in the case of testing for the von Mises distribution. The Canadian Journal of Statistics 47: 560–579; 2019 © 2019 Statistical Society of Canada