Simultaneous Analysis in S-PLUS: The SimultAn Package

In this paper we describe the SimultAn package dedicated to simultaneous analysis. Simultaneous analysis is a new factorial methodology developed for the joint treatment of a set of several data tables. Since the first stage of simultaneous analysis requires a correspondence analysis of each table the package comprises two parts, one for correspondence analysis and one for simultaneous analysis. The package can be used to perform classical correspondence analysis of frequency/contingency tables as well as to perform simultaneous analysis of a set of frequency/contingency tables. In this package, functions for computation, summaries and graphical visualization in two dimensions are provided, including options to display partial rows and supplementary points.

Economic Growth and Electricity Consumption in 12 European Countries: A Causality Analysis Using Panel Data

We apply recent panel methodology to investigate the relationship between electricity consumption and real GDP for a set of 12 European Union countries using annual data for the period 1970-2004. Recently developed tests for panel unit roots, cointegration in heterogeneous panels and panel causality are employed. The results show a long-run relationship between the series. We estimate this relationship and test for causality. We find no short-run causality in any direction. These results might help to design appropriate electricity consumption policies in the sample countries, as well as investment policies in interconnections to build a single European market for electricity.electricity consumption, economic growth, panel cointegration, panel causality

Reconstructing Chi-squared Intra-table Distances in the Analysis of a Set of Contingency Tables

To study similarities among the set of rows -and columns- of a contingency table, Correspondence Analysis uses chi-squared distances between row profiles -and column profiles- of that table. This article presents a factor analysis for the study of a set of contingency tables in which, unlike more classical methods such as the analysis of juxtaposition and Intra Analysis; the existing relationships within each table -defined across the chi-squared distances-, are not altered.contingency tables, simultaneous analysis, correspondence analysis, Chi-squared distance

A test of the mixture of distributions models

In this paper a direct test of the mixture of distributions model is conducted using daily stock return and trading volume of the Spanish continuous stock market for the period April 1990 to January 1996. Both the standard mixture of distributions model of Tauchen and Pitts (1983) and the modified version proposed by Andersen (1996) are estimated by the Generalized Method of Moments and tested using the overidentified restrictions. The results of the tests show the rejection of the restrictions that the standard and modified models impose on the data, that is, the dynamics of the Spanish returns and volume are not directed by a common factor, namely the flow of information, according to the specifications of the mixture models considered

Time-Varying Beta Estimators in the Mexican Emerging Market

This paper compares the performance of three different time-varying betas that have never previously been compared: the rolling OLS estimator, a nonparametric estimator and an estimator based on GARCH models. The study is conducted using returns from the Mexican stock market grouped into six portfolios for the period 2003-2009. The comparison, based on asset pricing perspective and mean-variance space returns, concludes that GARCH based beta estimators outperform the others when the comparison is in terms of time series while the nonparametric estimator is more appropriate in the cross-sectional context.time-varying beta, nonparametric estimator, GARCH based beta estimator

Simultaneous Analysis in S-PLUS: The SimultAn Package

In this paper we describe the SimultAn package dedicated to simultaneous analysis. Simultaneous analysis is a new factorial methodology developed for the joint treatment of a set of several data tables. Since the first stage of simultaneous analysis requires a correspondence analysis of each table the package comprises two parts, one for correspondence analysis and one for simultaneous analysis. The package can be used to perform classical correspondence analysis of frequency/contingency tables as well as to perform simultaneous analysis of a set of frequency/contingency tables. In this package, functions for computation, summaries and graphical visualization in two dimensions are provided, including options to display partial rows and supplementary points

Por qué, qué y para qué investigamos: la trastienda de la investigación social

Methodological reasonings, problems and uses of a significant selection of the investigations directed by the author are analyzed and discussed, in first person. The selection includes quantitative investigations and qualitative ones and the article is centered, more than in the details of the methodology or the results of those studies, in the questions considered before initiating the technical work of the investigation or after making the analysis of their results: how the encounter between demand and offer takes place, the relation between investigator and client, the discussion of perspectives and interpretations as well as the uses of the results. The author selects for this purpose three very different research programs and the field in which he is developing the most recent investigations: (1) the Investigaciones Cualitativas Continuas (ICC) [Continuous Qualitative Investigations], in particular the ICC of the CIS [Center for Sociological Investigations] that was accomplished between 1979 and 1982; (2) the Surveys on Youth in Spain of 1984 and 1988; (3) The Socio-demographic Survey of the INE [National Institute of Statistics], complementary of the Census of Population of 1991; (4) the studies on Electoral Tendencies, focusing attention on some investigations, representative by its methodology, made between 1996 and the present time. It is concluded that the work of the investigating sociologist is not confined to the methodological design, the direction of the investigation processes and the analysis of the results, but that it is so important –as much practical as theoretically– the work of the project and the one of the investigation itself. Without a good approach one cannot arrive at any site– or does it at any other–; what it is not imagined in the starting planning –except for lucky serendipities– will not be in the result. Without a theoretical reflection on the object, the investigation does not do more than to accumulate empirical data without meaning.Se analizan y discuten, en primera persona, los planteamientos, problemas metodológicos y usos de una selección significativa de las investigaciones dirigidas por el autor. La selección incluye investigaciones cuantitativas y cualitativas y el artículo se centra, más que en los detalles de la metodología o los resultados de esos estudios, en las cuestiones que se plantean antes de iniciar el trabajo técnico de la investigación o después de realizar el análisis de sus resultados: cómo se produce el encuentro entre demanda y oferta, la relación entre investigador y demandante, la discusión de los planteamientos y de las interpretaciones y los usos de los resultados. El autor selecciona para ello tres programas de investigación muy distintos y el campo en el que está desarrollando las investigaciones más recientes: (1) Las Investigaciones Cualitativas Continuas (ICC), en particular la ICC del CIS que se realizó entre 1979 y 1982; (2) Las Encuestas sobre la Juventud en España de 1984 y 1988; (3) La Encuesta Sociodemográfica del INE, complementaria del Censo de Población de 1991; (4) Los estudios sobre Tendencias electorales, centrando la atención en algunas investigaciones, representativas por su metodología, realizadas entre 1996 y la actualidad. Se concluye que el trabajo del sociólogo investigador no se circunscribe al diseño metodológico, la dirección de los procesos de investigación y el análisis de los resultados, sino que es tan importante –tanto práctica como teóricamente- el trabajo del proyecto como el de la investigación propiamente dicha. Sin un buen planteamiento no se llega a ningún sitio –o se llega a cualquier otro–; lo que no está prefigurado en el planteamiento –salvo serendipias afortunadas– no estará en el resultado. Sin una reflexión teórica sobre el objeto, la investigación no hace más que acumular datos empíricos sin significado

Independencia entre las cuestiones en el análisis factorial de tablas disyuntivas incompletas con preguntas condicionadas

El análisis de correspondencias múltiples (ACM) estudia la relación entre varias variables cualitativas definidas sobre una misma población. Sin embargo, una de las principales fuentes de información son las encuestas donde es frecuente encontrar cierto número de datos ausentes y de preguntas condicionadas. Escofier (Escofier 1981) propone analizar la tabla disyuntiva incompleta sustituyendo la marginal real de la tabla sobre los individuos por una marginal impuesta constante. El análisis de la tabla disyuntiva incompleta está asociado a unas tasas de inercia pequeñas que no deben ser interpretadas como partes de información explicada por los ejes. Se estudiará el caso en el cual las cuestiones son independientes dos a dos y se propondrá una corrección a estas tasas de inercia en el análisis con marginal modificada de una tabla disyuntiva incompleta

Independencia entre las cuestiones en el análisis factorial de tablas disyuntivas incompletas con preguntas condicionadas

El análisis de correspondencias múltiples (ACM) estudia la relación entre varias variables cualitativas definidas sobre una misma población. Sin embargo, una de las principales fuentes de información son las encuestas donde es frecuente encontrar cierto número de datos ausentes y de preguntas condicionadas. Escofier (Escofier 1981) propone analizar la tabla disyuntiva incompleta sustituyendo la marginal real de la tabla sobre los individuos por una marginal impuesta constante. El análisis de la tabla disyuntiva incompleta está asociado a unas tasas de inercia pequeñas que no deben ser interpretadas como partes de información explicada por los ejes. Se estudiará el caso en el cual las cuestiones son independientes dos a dos y se propondrá una corrección a estas tasas de inercia en el análisis con marginal modificada de una tabla disyuntiva incompleta

Are High-Performance Work Systems always a valuable retention tool? The roles of workforce feminization and flexible work arrangements

High-Performance Work Systems (HPWS) are commonly related to higher rates of employee retention. However, variations in such rates arising from differences in workforce gender composition have hardly been studied, so the aim here is to address these issues based on a sample of British workplaces. It is hypothesized that HPWS have reduced retention outcomes in highly feminized workplaces as compared to less feminized ones. An exploration is also made of how HPWS operate in conjunction with the provision of Flexible Work Arrangements (FWAs) to affect retention across both types of workplaces. The results suggest that workforce gender composition does indeed matter when it comes to the relationship between HPWS and retention. Contrary to expectations, the provision of FWAs alongside HPWS appears to be a less-than-optimal approach to retain employees, particularly in highly feminized workplaces. (C) 2016 Elsevier Ltd. All rights reserved.The authors are grateful for the financial support provided by the Spanish Ministry of Science (ECO2012-37314). The authors acknowledge the Department for Business, Innovation and Skills, the Economic and Social Research Council, the UK Commission for Employment and Skills, the Advisory, Conciliation and Arbitration Service, and the National Institute of Economic and Social Research, as the originators of the 2011 Workplace Employment Relations Study data, and the UK Data Archive at the University of Essex as the distributor of the data