Working Papers del Dipartimento di Statistica precedente al DiSIA: abstract 2005
Popolazione del pianeta e bisogni alimentari
Letizia Mencarini
A growing population needs inevitably a growing total quantity of food. The question is whether food production and natural resources will be able to feed the population and in sustainable way. In the first part of this paper the relationship between population growth and agricultural production is analysed, in the second the “demographic trap” is investigated taking into account also the issues of food and resources distribution and environmental sustainability.
Working Papers del Dipartimento di Statistica precedente al DiSIA
The economic well being of older Europeans
Gustavo De Santis, Chiara Seghieri, M. Letizia Tanturri
Population ageing is a wide reaching phenomenon, with implications both at the macro and at the micro level, both considered here, albeit briefly, for selected European countries (Belgium, Germany, Spain, France, Italy, the Netherlands, Portugal, and the United-Kingdom). Personal incomes are lower for a few groups (e.g. the elderly and the young, women, etc.), but most comparative disadvantages virtually disappear when household incomes are considered instead. Social protection systems are very pervasive in Europe, but not everywhere as effective in sheltering from poverty: differences between social groups, and between countries, are considered descriptively in the initial part of this paper, and highlighted with multiple regressions at the end of it.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Childless by choice or constraint? Profiles of childless women in selected Italian cities
Letizia Mencarini, M. Letizia Tanturri
This paper is aimed at obtaining insights into childlessness in Italy. After addressing theoretical issues and presenting the prevalence of childlessness, we outline different profiles of childless women, using data from an ad-hoc survey carried out in five Italian cities in 2002. Subsequently we examine individual characteristics and reasons associated with childlessness. We find that as many as a third of the interviewees, who live with a partner and do not suffer from any particular physical impediment, never tried to have children. These “voluntarily” childless women, in contrast to mothers, appear to be less religious and to have less religious partners; they tend to come from smaller families of origin; to have cohabitated at least once in life; to have entered their first union later; to have had, in the initial period of their union, unstable occupations and flexible work schedules, and little leisure time, both for themselves and for their partner. In several other cases, childlessness is the unintended outcome of delayed decision to have a child or the result of adverse external circumstances, particularly fragility of partnership.
Working Papers del Dipartimento di Statistica precedente al DiSIA
La fecondità a Firenze. 1981-2000. Un’analisi dei dati anagrafici
Claudia Magherini, Letizia Mencarini
The fertility of the town of Florence, from 1981 to 2000, has been reconstructed based on registered data with the “own children” method. The urban Fiorentine context has been considered of particular interest for not only the absolute level of fertility and nuptiality, but also for the lower levels compared to the rest of Fiorentine province. This analysis shows, at least at aggregate level, a trend to homogenisation of fertility rates within Florentine province.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Children and standard of living in old age
Gustavo De Santis, Chiara Seghieri, M. Letizia Tanturri
A cross sectional data source, the Bank of Italy Survey on Household Income and Weatlh (SHIW) of the years 2000 and 2002, is used to asses the association between the economic conditions in one's old age and a few covariates, among which past fertility, marital status and living arrangements. For an elderly, having had children does not have any clear impact on current economic performance, except that it is associated with fewer assets. However, ceteris paribus, having (adult) co-residing children corresponds to worse economic conditions, both objectively (equivalent income, poverty, assets) and subjectively. In short, own children do not seem to protect from poverty in old age (and may make things worse). Prospects are better when there are other grown-up members in the household (especially if they are males), when education is high, and when the household resides in the North of Italy.
Published as GENUS, Volume 64, Issue 1-2, pp. 75-99, 2008, published.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Progettazione e applicazione della Conjoint Analysis opportunamente modificata per la valutazione dell'offerta formativa di un corso di laurea
Rossella Berni
This paper is focused on the application of the conjoint analysis method in order to analyze and to improve a degree course. With this respect, we suggest a modified conjoint analysis to overcome some critical points of this method, as the use of a fractional factorial design in a not technological system and the reduced number of trials
Published as Statistica applicata, Volume 19, Issue 1, pp. 17, 2007, published.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Influences on fertility: assets, women's autonomy or both? An analysis of fertility in rural areas of India, Botswana and South Africa
Gustavo De Santis, Simona Drovandi, Letizia Mencarini, Silvana Salvini
In 1999-2002, Michael Lipton, Research Professor at Sussex University's Poverty Research Unit, co-ordinated a EU-funded research project by the title "The impact of land and asset size and distribution on rural fertility, migration, and environment in drylands of Botswana, South Africa (Northern Province) and India (Rajasthan)". Interested readers can find all the relevant details about this research at the website: http://www.sussex.ac.uk/Units/PRU/demography.html. The Department of Statistics of the University of Florence, too, under the supervision of Professor Massimo Livi Bacci, took part in the research. This is the final report that we prepared on that occasion on fertility in rural areas of India, Botswana and South Africa.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Independence in multi-way contingency tables: S.N. Roy's breakthroughs and later developments
Alan Agresti, Anna Gottard
In the mid 1950s S. N. Roy and his students contributed two landmark articles to the contingency table literature (Roy and Kastenbaum 1956, Roy and Mitra 1956). The first article generalized concepts of interaction from 2×2×2 contingency tables to three-way tables of arbitrary size and to larger tables. In the second article, which is the source of our primary focus, various notions of independence were clarified for three-way contingency tables, Roy's union-intersection test was applied to construct chi-squared tests of hypotheses about the structure of such tables, and the chi-squared statistics were shown not to depend on the distinction between response and explanatory variables. This work pre-dates by many years later developments that expressed such results in the context of loglinear models. It pre-dates by a quarter century the development of graphical models. We summarize the main results in these key articles and discuss the connection between them and the later developments of loglinear modeling and of graphical modeling. We also mention ways in which these later developments have themselves been further generalized.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Application of the Principal Stratification Approach to the Faenza Randomized Experiment on Breast Self-Examination
Alessandra Mattei, Fabrizia Mealli
Many scientific problems require that treatment comparisons be adjusted for posttreatment variables, such as treatment noncompliance, missing outcomes following treatment noncompliance, and "truncation by death". In the last years, there has been substantial progress in the analysis of randomized experiment suffering from noncompliance and missing outcome data, and recent work has addressed the problem of truncation by death; but, we are not aware of any previous work that addresses all these complications jointly. We present an extended framework for the analysis of data from randomized experiments which suffer from treatment noncompliance, missing outcomes following treatment noncompliance, and "truncation by death". There are two key feature of this framework: we use the principal stratification (Frangakis and Rubin, 2002) approach for comparing treatments adjusting for posttreatment variables, and we adopt a Bayesian approach for inference and sensitivity analysis. This framework is illustrated in the context of a randomized trial of Breast Self-Examination.
Published as Biometrics, Volume 63, Issue 2, pp. 437-446, 2007, published.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Volatility Transmission in Financial Markets: A New Approach
Giampiero M. Gallo, Edoardo Otranto
In this paper we suggest ways to characterize the transmission mechanisms of volatility between markets by making use of a new Markov Switching bivariate model where the state of one variable feeds into the transition probability of the state of the other. The comparison between this model and other Markov Switching models allows us to derive statistical tests stressing the role of one market relative to another (contagion, interdependence, comovement, independence, Granger causality). We estimate the model on the weekly high--low range of several Asian markets, with a specific interest in the role of Hong Kong.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models
Giovanni De Luca, Giampiero M. Gallo
Financial market price formation and exchange activity can be investigated by means of ultra-high frequency data. In this paper we investigate an extension of the Autoregressive Conditional Duration (ACD) model of Engle and Russell (1998) by adopting a mixture of distribution approach with time varying weights. Empirical estimation of the Mixture ACD model shows that the limitations of the standard base model and its inadequacy of modelling the behavior in the tail of the distribution are suitably solved by our model. When the weights are made dependent on some market activity data, the model lends itself to some structural interpretation related to price formation and information diffusion in the market.
Published as Econometric Reviews, Volume 28, Issue 1, pp. 102-120, 2009; link, published.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Probabilistic expert systems for the Identification of the Victims of a Mass Disaster
David Cavallini, Fabio Corradi
In this paper the focus is on the coherent use of nuclear DNA traits to identify the victims of a mass disaster. We demonstrate how the methods proposed currently used do not consider the correct conditioning to the event of interest and a solution is provided representing the model as a Bayesian Network.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Encoding structural prior information to learn large Bayesian Networks
Massimiliano Mascherini, Federico M. Stefanini
Most of the approaches developed in the literature to elicit the a-priori distribution on Directed Acyclic Graphs (DAGs) require the full specification of graphs. Nevertheless, an expert may have just partial prior knowledge about relations existing among random variables, namely on some features of graph topology. This is the case, for example, of gene expression in which a small degree of graph connectivity is a priori plausible. The complete specification of a prior distribution on structures is NP-Hard [Chickering, 1995], making the elicitation of large networks often unfeasible. We propose an elicitation procedure using partial prior knowledge on DAG’s structure which is suited to large Bayesian Networks. Our learning procedure follows the score & search strategy which mimics a Bayesian score.
Working Papers del Dipartimento di Statistica precedente al DiSIA
Ricorso alla contraccezione in Egitto: tra scelte individuali ed eterogeneità regionali
Caterina Giusti, Daniele Vignoli
This study aims at analysing the determinants of contraceptive use in Egypt, with particular reference to the differentials due to the context and to the area of residence. The increasing use of family planning methods seems to be the intermediate determinant which mostly influences the fertility decline in developing countries, and in particular in those countries which are in an advanced phase of demographic transition. Egypt shows a widespread diffusion of fertility regulation, but the differences among social groups are still extremely marked. Moreover countries with a large territorial extension, like Egypt, are characterized by very different geographical realities and even by strong regional heterogeneities. The conceptualisation of the contextual social-economical factors, linked to the cultural norms typical of the communities to which women belong to and to the opportunities that their residential environment may offer, allow us to better understand the determinants of their choices. This theoretical approach implies the need of a statistical model in which, together with the mechanisms regulating individual choices (micro-dimension), the contextual factors (macro-dimension) may represent the interpretative key-stone. To estimate each individual and regional factors’ effect on contraceptive use, a logistic two-level random intercept model is fitted to EDHS 2000 data; in particular, the use of a multilevel analysis is suggested by the two-level data structure: the first level units are the women; the second level units are their residential regions.
Published as Statistical Methods & Applications, Volume 15, Issue 1, pp. 89-106, 2006; link, published.
Working Papers del Dipartimento di Statistica precedente al DiSIA
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes
Antonio Matas-Mir, Denise R. Osborn, Marco J. Lombardi
We study the impact of seasonal adjustment on the properties of business cycle expansion and recession regimes using analytical, simulation and empirical methods. Analytically, we show that the X-11 adjustment filter both reduces the magnitude of change at turning points and reduces the depth of recessions, with specific effects depending on the length of the recession. A simulation analysis using Markov switching models confirms these properties, with particularly undesirable effects in delaying the recognition of the end of a recession. However, seasonal adjustment can have desirable properties in clarifying the true regime when this is well underway. The empirical findings, based on four coincident US business cycle indicators, reinforce the analytical and simulation results by showing that seasonal adjustment leads to the identification of longer and shallower recessions than obtained using unadjusted data.
Published as Journal of Applied Econometrics, Volume 23, Issue 2, pp. 257-278, 2008; link, published.
Working Papers del Dipartimento di Statistica precedente al DiSIA