Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8

This paper considers an important practical problem in testing time-series data for nonlinearity in mean. Most popular tests reject the null hypothesis of linearity too frequently if the the data are heteroskedastic. Two approaches to redressing this size distortion are considered, both of which have been proposed previously in the literature although not in relation to this particular problem. These are the heteroskedasticity-robust-auxiliary-regression approach and the wild bootstrap. Simulation results indicate that both approaches are effective in reducing the size distortion and that the wild bootstrap others better performance in smaller samples. Two practical examples are then used to illustrate the procedures and demonstrate the potential pitfalls encountered when using non-robust tests.nonlinearity in mean, heteroskedasticity, wild bootstrap, empirical size and power

The crossover between life expectancies at birth and at age one: The imbalance in the life table

The single most used demographic measure to describe population health is life expectancy at birth, but life expectancies at ages other than zero are also used in the study of human longevity. Our intuition tells us that the longest life expectancy is that of a newborn. However, historically, the expectation of life at age one (e1) has exceeded the expectation of life at birth (e0). The crossover between e0 and e1 only occurred in the developed world in the second half of the twentieth century. Life tables for populations that have not achieved this crossing between life expectancy at birth and at age one are referred to here as imbalanced. This crossover occurs when infant mortality is equal to the inverse of life expectancy at age one. This simple relation between mortality at age zero and mortality after age one divides the world into countries that have achieved the crossover in life expectancies and those that have not. It is a within-population comparison of mortality at infancy and after age one. However, results of these within-population comparisons can be used for comparison between populations. For countries that have already achieved this crossing in life expectancies, the sex differential in the timing of the crossing is marked: Females attain the crossing before males for every single population and in some cases by up to 18 years earlier. However, for most developing countries, life expectancy at age one is still higher than life expectancy at birth, in some cases by several years. Subpopulation comparisons for the US show how black Americans are near to transitioning out of the imbalanced life table situation while the white population has already done so.cross-over, demographic transition, infant mortality, life expectancy, life tables

Testing for Time Dependence in Parameters

This paper proposes a new test based on a Fourier series expansion to approximate the unknown functional form of a nonlinear time-series model. The test specifically allows for structural breaks, seasonal parameters and time-varying parameters. The test is shown to have evry good size and power properties. However, it is not especially good in detecting nonlinearity in variables. As such, the test can help determine whether an observed rejection of the joint null hypothesis of linearity and time invariant parameters is due to time-varying coefficients of a nonliearity in variables.time varying parameters; fourier-series; nuisance parameters

Evaluating multivariate volatility forecasts

The performance of techniques for evaluating univariate volatility forecasts are well understood. In the multivariate setting however, the efficacy of the evaluation techniques is not developed. Multivariate forecasts are often evaluated within an economic application such as portfolio optimisation context. This paper aims to evaluate the efficacy of such techniques, along with traditional statistical based methods. It is found that utility based methods perform poorly in terms of identifying optimal forecasts whereas statistical methods are more effective.Multivariate volatility, forecasts, forecast evaluation, Model confidence set

Socioeconomic factors differentiating maternal and child health-seeking behavior in rural Bangladesh: A cross-sectional analysis

BACKGROUND: There has been an increasing availability and accessibility of modern health services in rural Bangladesh over the past decades. However, previous studies on the socioeconomic differentials in the utilization of these services were based on a limited number of factors, focusing either on preventive or on curative modern health services. These studies failed to collect data from remote rural areas of the different regions to examine the socioeconomic differentials in health-seeking behavior. METHODS: Data from 3,498 randomly selected currently married women from three strata of households within 128 purposively chosen remote villages in three divisions of Bangladesh were collected in 2006. This study used bivariate and multivariate logistic analyses to examine both curative and preventive health-seeking behaviors in seven areas of maternal and child health care: antenatal care, postnatal care, child delivery care, mother's receipt of Vitamin A postpartum, newborn baby care, care during recent child fever/cough episodes, and maternal coverageby tetanus toxoid (TT). RESULTS: A principal finding was that a household's relative poverty status, as reflected by wealth quintiles, was a major determinant in health-seeking behavior. Mothers in the highest wealth quintile were significantly more likely to use modern trained providers for antenatal care, birth attendance, post natal care and child health care than those in the poorest quintile (χ(2), p < 0.01). The differentials were less pronounced for other factors examined, such as education, age, and the relative decision-making power of a woman, in both bivariate and multivariate analyses. CONCLUSION: Within rural areas of Bangladesh, where overall poverty is greater and access to health care more difficult, wealth differentials in utilization remain pronounced. Those programs with high international visibility and dedicated funding (e.g., Immunization and Vitamin A delivery) have higher overall prevalence and a more equitable distribution of beneficiaries than the use of modern trained providers for basic essential health care services. Implications of these findings and recommendations are provided

Wager on Global Food Prices 2001–2020: Who Won and What Does it Mean?

This paper presents the results of a 2011 wager between Stan Becker and David Lam about the trajectory of world food prices for the period 2011–2020 versus the period 2002–2010. The wager was a response to Lam’s 2011 presidential address to the Population Association of America, which showed that many health and socio-demographic indicators had improved over the previous fifty years, in spite of the addition of four billion people to the world’s population. Lam lost the wager, with the Food and Agriculture Organization’s price index for five food groups averaging about twenty per cent higher for 2011–2020 than for 2001–2010. Becker and Lam discuss the background of the wager, give their differing interpretations of the outcome and discuss future trends in population, food production and food prices. Lam gives a more optimistic perspective on future trends, while Becker raises concerns about rapid degradation of planetary ecosystems, species loss and global warming

Accuracy of wives' proxy reports of husbands' fertility preferences in sub-Saharan Africa

Background: Demographic researchers have recognized the importance of male partners in reproductive behavior and decision-making. Yet much of the existing literature still relies on female respondents reporting on behalf of their spouses. Objective: The objective of this study is to estimate the accuracy of wives' reports of husbands' fertility preferences in 32 countries in sub-Saharan Africa. Methods: We used couple-level data from Demographic and Health Surveys to evaluate the accuracy of wives' reports of their husbands' fertility preferences in 32 countries in sub-Saharan Africa. We created a measure of accuracy based on each partner's response to a set of fertility preference questions. We examined the overall percentages of wives who were accurate, inaccurate, or uncertain across countries. Results: Despite the fact that most couples were concordant in wanting more children, we found variation in the percentages of wives who were accurate in their proxy reports, ranging from 26Š in Chad to 58Š in Rwanda. By contrast, percentages of wives who were inaccurate were similar; approximately one-third of wives across all countries gave proxy responses that were at odds with their husbands' responses. Large percentages of wives were uncertain of their husbands' fertility preferences, reaching 50Š in Comoros. Conclusions: These findings indicate low levels of spousal discussion of fertility preferences. We encourage survey organizations to invest in collecting data from males directly. Contribution: By demonstrating that majorities of wives across countries either inaccurately perceive or are uncertain of their husband's fertility preferences, the current study justifies collecting data from male partners directly

The validity of birth and pregnancy histories in rural Bangladesh

Background: Maternity histories provide a means of estimating fertility and mortality from surveys. Methods: The present analysis compares two types of maternity histories\u2014birth histories and pregnancy histories\u2014in three respects: (1) completeness of live birth and infant death reporting; (2) accuracy of the time placement of live births and infant deaths; and (3) the degree to which reported versus actual total fertility measures differ. The analysis covers a 15-year time span and is based on two data sources from Matlab, Bangladesh: the 1994 Matlab Demographic and Health Survey and, as gold standard, the vital events data from Matlab\u2019s Demographic Surveillance System. Results: Both histories are near perfect in live-birth completeness; however, pregnancy histories do better in the completeness and time accuracy of deaths during the first year of life. Conclusions: Birth or pregnancy histories can be used for fertility estimation, but pregnancy histories are advised for estimating infant mortality

Population and food systems: what does the future hold?

The ability of food systems to feed the world’s population will continue to be constrained in the face of global warming and other global challenges. Often missing from the literature on future food security are different scenarios of population growth. Also, most climate models use given population projections and consider neither major increases in mortality nor rapid declines in fertility. In this paper, we present the current global food system challenge and consider both relatively high and relatively low fertility trajectories and their impacts for food policy and systems. Two futures are proposed. The first is a “stormy future” which is an extension of the “business as usual” scenario. The population would be hit hard by conflict, global warming, and/or other calamities and shocks (e.g., potentially another pandemic). These factors would strain food production and wreak havoc on both human and planetary health. Potential increases in mortality (from war, famine, and/or infectious diseases) cannot be easily modeled because the time, location, and magnitude of such events are unknowable, but a challenged future is foreseen for food security. The second trajectory considered is the “brighter future,” in which there would be increased access to education for girls and to reproductive health services and rapid adoption of the small family norm. World average fertility would decline to 1.6 births per woman by 2040, resulting in a population of 8.4 billion in 2075. This would put less pressure on increasing food production and allow greater scope for preservation of natural ecosystems. These two trajectories demonstrate why alternative population growth scenarios need to be investigated when considering future food system transitions. Demographers need to be involved in teams working on projections of climate and food security

A Model of Child Morbidity, Mortality and Health Interventions

A macro model of morbidity and mortality in children under five years of age is presented. Monthly disease-specific incidence and case fatality rates form the basis of the model and the efficacy and coverage of disease-specific interventions alter these values. In addition, frailty is modeled via relative risks of mortality based on five groups, determined in the first month by the birthweight distribution and at later ages by the proportion of children surviving a given illness who become more frail and the proportion not ill and with adequate nutrition who become less frail. A validation of the model was carried out using data from the comparison and treatment areas of the Demographic Surveillance System in Matlab, Bangladesh. The model very closely predicts the observed mortality level. Scenarios for improvements in coverage of specific interventions in settings in South Asia, West Africa and Andean South America are modeled and their effects on mortality gauged. The model provides a useful tool for those wishing to know the mortality impact of specified mixes of interventions in a given setting. Limitations of the model are considered and possible extensions to address these are discussed