Labour Force Participation of Married Women 1967-1971
1583 married women were surveyed over the years 1967-1971, recording whether or not they were employed in the labor force.
The data, originally from Heckman & Willis (1977) provide an example of modeling longitudinal categorical data, e.g., with markov chain models for dependence over time.
data(Heckman)
A 5-dimensional array resulting from cross-tabulating 5 variables for 1583 observations. The variable names and their levels are:
No | Name | Levels |
1 | e1971
|
"71Yes", "No"
|
2 | e1970
|
"70Yes", "No"
|
3 | e1969
|
"69Yes", "No"
|
4 | e1968
|
"68Yes", "No"
|
5 | e1967
|
"67Yes", "No"
|
Lindsey (1993) fits an initial set of logistic regression models examining the dependence of
employment in 1971 (e1971
) on successive subsets of the previous years,
e1970
, e1969
, ... e1967
.
Alternatively, one can examine markov chain models of first-order (dependence on previous year), second-order (dependence on previous two years), etc.
Lindsey, J. K. (1993). Models for Repeated Measurements Oxford, UK: Oxford University Press, p. 185.
Heckman, J.J. & Willis, R.J. (1977). "A beta-logistic model for the analysis of sequential labor force participation by married women." Journal of Political Economy, 85: 27-58
data(Heckman) # independence model mosaic(Heckman, shade=TRUE) # same, as a loglm() require(MASS) (heckman.mod0 <- loglm(~ e1971+e1970+e1969+e1968+e1967, data=Heckman)) mosaic(heckman.mod0, main="Independence model") # first-order markov chain: bad fit (heckman.mod1 <- loglm(~ e1971*e1970 + e1970*e1969 +e1969*e1968 + e1968*e1967, data=Heckman)) mosaic(heckman.mod1, main="1st order markov chain model") # second-order markov chain: bad fit (heckman.mod2 <- loglm(~ e1971*e1970*e1969 + e1970*e1969*e1968 +e1969*e1968*e1967, data=Heckman)) mosaic(heckman.mod2, main="2nd order markov chain model") # third-order markov chain: fits OK (heckman.mod3 <- loglm(~ e1971*e1970*e1969*e1968 + e1970*e1969*e1968*e1967, data=Heckman)) mosaic(heckman.mod2, main="3rd order markov chain model")
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