The Causal Effects of the Number of Children on Female Employment - Do European Institutional and Gender Conditions Matter?

This paper contributes to the discussion on the effects of the number of children on female employment in Europe. Most previous research has either (1) compared these effects across countries, assuming an exogeneity of family size; or (2) used methods that dealt with endogeneity of family size, but that focused on single countries. We combine these two approaches by taking a cross-country comparative perspective and applying quasi-experimental methods. We use instrumental variable models, with multiple births as instruments, and the harmonized data from the European Survey on Income and Living Conditions (EU-SILC). We examine the cross-country variation in the effects of family size on maternal employment across groups of European countries with different welfare state regimes. This step gives us an opportunity to investigate whether the revealed cross-country differences in the magnitude of the effect of the family size on maternal employment can be attributed to the diversity of European institutional arrangements, as well as the cultural and the structural conditions for combining work and family duties.     

The Latent Dimensions of Poor Self-Rated Health: How Chronic Diseases,Functional and Emotional Dimensions Interact Influencing Self-Rated Health in Italian Elderly

Self-Rated Health (SRH) is becoming one of the most popular indicator of population health. Nevertheless, a limited understanding still remains about the elements to which individuals refer when evaluating their health and how those elements act and interact in the evaluation process. In this study we use a structural equation model with latent variables to identify direct and indirect influences of various health dimensions (chronic morbidity, functional abilities and emotional health) and socio-demographic covariates (age, gender and education) on poor SRH. The sample consists of 25,183 Italian elderly aged 65 years and over, interviewed in the 2005 National Health Interview Survey. The results have pointed out the higher direct effect of psychological and emotional health on SRH, while the higher total effect is caused by chronic morbidity, which influences SRH both directly and altering functional and emotional health. Growing older, being a woman and having a low education negatively impacts on SRH. However, this is almost completely the result of the indirect effect exerted by the covariates, while their direct effect is not significant (gender), negative (age) or very modest (education).     

Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method

Seasonal fractional ARIMA (ARFISMA) model with infinite variance innovations is used in the analysis of seasonal long-memory time series with large fluctuations (heavy-tailed distributions). Two methods, which are the empirical characteristic function (ECF) procedure developed by Knight and Yu [The empirical characteristic function in time series estimation. Econometric Theory. 2002;18:691–721] and the Two-Step method (TSM) are proposed to estimate the parameters of stable ARFISMA model. The ECF method estimates simultaneously all the parameters, while the TSM considers in the first step the Markov Chains Monte Carlo–Whittle approach introduced by Ndongo et al. [Estimation of long-memory parameters for seasonal fractional ARIMA with stable innovations. Stat Methodol. 2010;7:141–151], combined with the maximum likelihood estimation method developed by Alvarez and Olivares [Méthodes d'estimation pour des lois stables avec des applications en finance. Journal de la Société Française de Statistique. 2005;1(4):23–54] in the second step. Monte Carlo simulations are also used to evaluate the finite sample performance of these estimation techniques.     

Public education provision,private schooling and income redistribution

Availability of free public education induces a transfer in kind among households with school age children. We provide evidence of the redistributive character of public education provision. We estimate structural quantile treatment effects of household income on the distribution of expected educational transfers in kind. Under the assumption that education quality is a normal good, better services (ancillary to the core education mission) supplied by private schools increase quality therein and reduce the incentives for wealthy households to enroll in public education. Because of these incentives, rich families benefit less from educational transfers in kind and the public education system is redistributive. Using household survey data from Italy, we find that an increase in net income reduces the value of the expected educational in kind transfers for compulsory education.     

Happily ever after? Intrahousehold bargaining and the distribution of utility within marriage

Using a rich longitudinal data set of married couples from the Korean Labor and Income Panel Study, this article seeks to uncover the intramarital allocation of experienced utility and its drivers. We find both substantial gains from marriage and effects of relative predicted earnings outside of marriage on relative gains from marriage. These findings are consistent with cooperative bargaining models and with models viewing individuals as having a demand for household production services by a spouse, with market forces influencing the price of such services. In addition, we find that men benefit more from marriage than women and that this gender gap is more pronounced for older couples. This is likely to be due to social norms and prescribed gender roles which are more prevalent within the older generation.     

No free lunch,buddy: past housing transfers and informal care later in life

Previous empirical literature on the relation between intergenerational transfer of assets and services has mostly focused on contemporary exchanges. By contrast, we provide novel evidence showing that parents who helped their adult children in the past are rewarded by higher chances of receiving informal care later in life. To this end we use Italian data containing precise retrospective information about the help with housing that couples received from their parents when they got married, such as a real estate donation or down payment. Our estimates show that this type of past help is positively associated with the current provision of informal care to the parents. This result is robust to controlling for a large set of individual and family characteristics and is only partially due to increased geographical proximity. We suggest that this finding can be explained by mixed self-interest motives, related to theories based on either bilateral exchange or the presence of a third generation (grandchildren), such as the demonstration effect model or the family constitution model.     

A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach

The generalized linear model (GLM) is a class of regression models where the means of the response variables and the linear predictors are joined through a link function. Standard GLM assumes the link function is fixed, and one can form more flexible GLM by either estimating the flexible link function from a parametric family of link functions or estimating it nonparametically. In this paper, we propose a new algorithm that uses P-spline for nonparametrically estimating the link function which is guaranteed to be monotone. It is equivalent to fit the generalized single index model with monotonicity constraint. We also conduct extensive simulation studies to compare our nonparametric approach for estimating link function with various parametric approaches, including traditional logit, probit and robit link functions, and two recently developed link functions, the generalized extreme value link and the symmetric power logit link. The simulation study shows that the link function estimated nonparametrically by our proposed algorithm performs well under a wide range of different true link functions and outperforms parametric approaches when they are misspecified. A real data example is used to illustrate the results.     

Reweighted estimators for additive hazard model with censoring indicators missing at random

Survival data with missing censoring indicators are frequently encountered in biomedical studies. In this paper, we consider statistical inference for this type of data under the additive hazard model. Reweighting methods based on simple and augmented inverse probability are proposed. The asymptotic properties of the proposed estimators are established. Furthermore, we provide a numerical technique for checking adequacy of the fitted model with missing censoring indicators. Our simulation results show that the proposed estimators outperform the simple and augmented inverse probability weighted estimators without reweighting. The proposed methods are illustrated by analyzing a dataset from a breast cancer study.