Additive Density-on-Scalar Regression in Bayes Hilbert Spaces with an Application to Gender Economics

Fuente: arXiv
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Autores principales: Maier, Eva-Maria, Stöcker, Almond, Fitzenberger, Bernd, Greven, Sonja
Formato: Preprint
Publicado: 2021
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author Maier, Eva-Maria
Stöcker, Almond
Fitzenberger, Bernd
Greven, Sonja
author_facet Maier, Eva-Maria
Stöcker, Almond
Fitzenberger, Bernd
Greven, Sonja
contents Motivated by research on gender identity norms and the distribution of the woman's share in a couple's total labor income, we consider functional additive regression models for probability density functions as responses with scalar covariates. To preserve nonnegativity and integration to one under vector space operations, we formulate the model for densities in a Bayes Hilbert space, which allows to not only consider continuous densities, but also, e.g., discrete or mixed densities. Mixed ones occur in our application, as the woman's income share is a continuous variable having discrete point masses at zero and one for single-earner couples. Estimation is based on a gradient boosting algorithm, allowing for potentially numerous flexible covariate effects and model selection. We develop properties of Bayes Hilbert spaces related to subcompositional coherence, yielding (odds-ratio) interpretation of effect functions and simplified estimation for mixed densities via an orthogonal decomposition. Applying our approach to data from the German Socio-Economic Panel Study (SOEP) shows a more symmetric distribution in East German than in West German couples after reunification and a smaller child penalty comparing couples with and without minor children. These West-East differences become smaller, but are persistent over time.
format Preprint
id arxiv_https___arxiv_org_abs_2110_11771
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Additive Density-on-Scalar Regression in Bayes Hilbert Spaces with an Application to Gender Economics
Maier, Eva-Maria
Stöcker, Almond
Fitzenberger, Bernd
Greven, Sonja
Methodology
Applications
Motivated by research on gender identity norms and the distribution of the woman's share in a couple's total labor income, we consider functional additive regression models for probability density functions as responses with scalar covariates. To preserve nonnegativity and integration to one under vector space operations, we formulate the model for densities in a Bayes Hilbert space, which allows to not only consider continuous densities, but also, e.g., discrete or mixed densities. Mixed ones occur in our application, as the woman's income share is a continuous variable having discrete point masses at zero and one for single-earner couples. Estimation is based on a gradient boosting algorithm, allowing for potentially numerous flexible covariate effects and model selection. We develop properties of Bayes Hilbert spaces related to subcompositional coherence, yielding (odds-ratio) interpretation of effect functions and simplified estimation for mixed densities via an orthogonal decomposition. Applying our approach to data from the German Socio-Economic Panel Study (SOEP) shows a more symmetric distribution in East German than in West German couples after reunification and a smaller child penalty comparing couples with and without minor children. These West-East differences become smaller, but are persistent over time.
title Additive Density-on-Scalar Regression in Bayes Hilbert Spaces with an Application to Gender Economics
topic Methodology
Applications
url https://arxiv.org/abs/2110.11771