In this paper we investigate the dynamics of European government bond market contagion during the financial crisis and, subsequently, during the European sovereign debt crisis. Following Bae et al. (2003), we use the coexceedance variable—joint occurrences of extreme negative and positive returns in different countries on a given day—to measure contagion. We also analyze the underlying determin...

Absenteeism research has often been criticized for using inappropriate analysis. Characteristics of absence data, notably that it is usually truncated and skewed, violate assumptions of OLS regression; however, OLS and correlation analysis remain the dominant models of absenteeism research. This piece compares eight models that may be appropriate for analyzing absence data. Specifically, this p...

Many observational studies have shown an association between income and health. However, much less research has assessed how changes in income influence health over time. This could help illuminate the issue of whether income is causally related to health, if longitudinal survey data were analysed with methods to account for bias from both measured and unmeasured time-invariant confounders. The...

AMS 2000 subject classifications: 62N02 62G20 Keywords: Kaplan–Meier estimator Martingale Proportional hazards model Proportional odds model Right censoring U-statistic a b s t r a c t Recent advances in the transformation model have made it possible to use this model for analyzing a variety of censored survival data. For inference on the regression parameters, there are semiparametric procedur...

AIMS To examine alcohol use and related problems among a rural subset of the Indian population. METHODS The Alcohol Use Disorders Identification Test (AUDIT) was used as part of Health and Demographic Surveillance of 36,611 individuals aged ≥18 years. From this survey data on 3671 current alcohol users were analysed using bivariate and multivariate ordered logit regression. RESULTS Over 19%...

This paper explains how to calculate adjusted risk ratios and risk differences when reporting results from logit, probit, and related nonlinear models. Building on Stata’s margins command, we create a new post-estimation command adjrr that calculates adjusted risk ratios (ARR) and adjusted risk differences (ARD) after running logit or probit models with either binary, multinomial, or ordered ou...