Osa-aikaeläkeläisten työuran pituus vertailussa kokoaikatyössä jatkaneisiin

Peer reviewe

Osa-aikaeläkeläisten työuran pituus vertailussa kokoaikatyössä jatkaneisiin

Peer reviewe

Using sequence analysis to visualize and validate model transitions

Peer reviewe

Modelling old-age retirement : An adaptive multi-outcome LAD-lasso regression approach

Using unique administrative register data, we investigate old-age retirement under the statutory pension scheme in Finland. The analysis is based on multi-outcome modelling of pensions and working lives together with a range of explanatory variables. An adaptive multi-outcome LAD-lasso regression method is applied to obtain estimates of earnings and socioeconomic factors affecting old-age retirement and to decide which of these variables should be included in our model. The proposed statistical technique produces robust and less biased regression coefficient estimates in the context of skewed outcome distributions and an excess number of zeros in some of the explanatory variables. The results underline the importance of late life course earnings and employment to the final amount of pension and reveal differences in pension outcomes across socioeconomic groups. We conclude that adaptive LAD-lasso regression is a promising statistical technique that could be usefully employed in studying various topics in the pension industry.Peer reviewe

Finite Mixture Modelling of Survival Data : With Applications to Pensioner Lifetime

Peer reviewe

Multivariate generalized spatial signed-rank methods

by National Science Foundation Grants DMS-0103698 and CCF–0430366 is gratefully acknowledged. New multivariate generalized signed-rank tests for the one sample location model having favorable efficiency and robustness properties are introduced and studied. Limiting distributions of the tests and related estimates as well as formulae for asymptotic relative efficiencies are found. Relative efficiencies with respect to the classical Hotelling T 2 test (and the mean vector) are evaluated for the multivariate normal, t, and Tukey models. While the tests (estimates) are only rotation invariant (equivariant), versions that are affine invariant (equivariant) are discussed as well

A spatial rank test and corresponding estimators for several samples

In the several samples location problem, it is usually of interest to present estimates of treatment effects along with the test. The spatial Hodges-Lehmann estimators of the differences between treatments i and j are apparent companions to a multivariate Kruskal-Wallis test. However, these estimators generally fail to satisfy the property , making them incompatible with each other. In this paper we consider adjusted estimators possessing this property. A simulation study is carried out in order to study their finite sample efficiencies. Limiting distributions and efficiencies are presented as well.Kruskal-Wallis test Multivariate several samples rank test Spatial Hodges-Lehmann estimator Spatial rank

OjaNP: Multivariate Methods Based on the Oja Median and Related Concepts

Functions to calculate the Oja median, Oja signs and ranks and methods based upon them.201