On the extension of sliced average variance estimation to multivariate regression

Many sufficient dimension reduction methods for univariate regression have been extended to multivariate regression. Sliced average variance estimation (SAVE) has the potential to recover more reductive information and recent development enables us to test the dimension and predictor effects with distributions commonly used in the literature. In this paper, we aim to extend the functionality of the SAVE to multivariate regression. Toward the goal, we propose three new methods. Numerical studies and real data analysis demonstrate that the proposed methods perform well.     

Perceptions of inequality and attitudes towards redistribution in four East Asian welfare states

This study examined the effects of perceived economic inequality and inequality of opportunity on individual preferences for redistributive policies among people in mainland China, Japan, South Korea and Taiwan. Using data from the 2009 International Social Survey Program, a series of regression analyses were performed. Results of the analyses indicate that perceived economic inequality is the most significant predictive factor of attitudes towards redistribution in all four states. Perceived inequality of opportunity was positively associated with favourable attitudes towards redistribution in mainland China and South Korea. Perceived socioeconomic status was not found to have a significant effect on attitudes towards redistribution in South Korea.     

Monitoring parameter shift with Poisson integer-valued GARCH models

This study examines the statistical process control chart used to detect a parameter shift with Poisson integer-valued GARCH (INGARCH) models and zero-inflated Poisson INGARCH models. INGARCH models have a conditional mean structure similar to GARCH models and are well known to be appropriate to analyzing count data that feature overdispersion. Special attention is paid in this study to conditional and general likelihood ratio-based (CLR and GLR) CUSUM charts and the score function-based CUSUM (SFCUSUM) chart. The performance of each of the proposed methods is evaluated through a simulation study, by calculating their average run length. Our findings show that the proposed methods perform adequately, and that the CLR chart outperforms the GLR chart when there is an increased shift of parameters. Moreover, the use of the SFCUSUM chart in particular is found to lead to a lower false alarm rate than the use of the CLR chart.     

A theoretical view of the envelope model for multivariate linear regression as response dimension reduction

The envelope model recently developed for the classical multivariate linear regression have potential gain in efficiency in estimating unknown parameters over usual maximum likelihood estimation. In this paper, we theoretically investigate the envelope model as dimension reduction for response variables and connect them to existing methods.     

Unstructured principal fitted response reduction in multivariate regression

In this paper, an unstructured principal fitted response reduction approach is proposed. The new approach is mainly different from two existing model-based approaches, because a required condition is assumed in a covariance matrix of the responses instead of that of a random error. Also, it is invariant under one of popular ways of standardizing responses with its sample covariance equal to the identity matrix. According to numerical studies, the proposed approach yields more robust estimation than the two existing methods, in the sense that its asymptotic performances are not severely sensitive to various situations. So, it can be recommended that the proposed method should be used as a default model-based method.     

Impact of Tuition-Free Education Policy on Child Marriage and Early Childbearing: Does Secondary Matter More?

Child marriage and early childbearing severely impact maternal and child health as well as long-term economic outcomes. Given their continued high incidence, analyzing the feasibility of effective national interventions remains crucial. While cross-sectional surveys and a few small-scale randomized experiments suggest delays in marriage and childbearing associated with secondary schooling, the impact of policies that advance secondary school at a national scale is largely unknown. Using a quasi-experimental research design, we examine whether making secondary school tuition-free delayed marriage and childbearing. We use a difference-in-differences strategy that exploits the natural variation in the timing of policy rollout in five sub-Saharan African countries. Using the Demographic and Health Surveys, we estimate the impact of the policy change by comparing changes in outcomes over the study period between girls who were exposed to the policy to those who were not. We find that tuition-free secondary reduced the probability of marriage and childbearing before 15 and 18 years of age. We observed significantly larger effects associated with tuition-free secondary over tuition-free primary for all outcomes. Our findings show it is important to support tuition-free secondary education as a policy instrument to delay marriage and childbirth, especially given current high rates and their long-term health and economic consequences.