A logistic regression approach to estimating customer profit loss due to lapses in insurance

This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. Using data from a European insurance company, customer behaviour over time is analyzed in order to estimate the probability of policy cancelation and the resulting potential profit loss due to cancellation. Customers may have up to two different lines of business contracts: motor insurance and other diverse insurance (such as, home contents, life or accident insurance). Implications for understanding customer cancellation behaviour as the core of business risk management are outlined.

Validation procedures in radiological diagnostic models. Neural network and logistic regression

The objective of this paper is to compare the performance of twopredictive radiological models, logistic regression (LR) and neural network (NN), with five different resampling methods. One hundred and sixty-seven patients with proven calvarial lesions as the only known disease were enrolled. Clinical and CT data were used for LR and NN models. Both models were developed with cross validation, leave-one-out and three different bootstrap algorithms. The final results of each model were compared with error rate and the area under receiver operating characteristic curves (Az). The neural network obtained statistically higher Az than LR with cross validation. The remaining resampling validation methods did not reveal statistically significant differences between LR and NN rules. The neural network classifier performs better than the one based on logistic regression. This advantage is well detected by three-fold cross-validation, but remains unnoticed when leave-one-out or bootstrap algorithms are used.

Adapting football to the child: an application of the logistic regression model in observational mewthodology.

Logistic regression is included into the analysis techniques which are valid for observationalmethodology. However, its presence at the heart of thismethodology, and more specifically in physical activity and sports studies, is scarce. With a view to highlighting the possibilities this technique offers within the scope of observational methodology applied to physical activity and sports, an application of the logistic regression model is presented. The model is applied in the context of an observational design which aims to determine, from the analysis of use of the playing area, which football discipline (7 a side football, 9 a side football or 11 a side football) is best adapted to the child"s possibilities. A multiple logistic regression model can provide an effective prognosis regarding the probability of a move being successful (reaching the opposing goal area) depending on the sector in which the move commenced and the football discipline which is being played.

A Hierarchical Approach for Multi-task Logistic Regression

Peer-reviewed

Association between Long-Term Exposure to Traffic-Related Air Pollution and Subclinical Atherosclerosis: The REGICOR Study

Background: Epidemiological evidence of the effects of long-term exposure to air pollu tion on the chronic processes of athero genesis is limited. Objective: We investigated the association of long-term exposure to traffic-related air pollu tion with subclinical atherosclerosis, measured by carotid intima media thickness (IMT) and ankle–brachial index (ABI). Methods: We performed a cross-sectional analysis using data collected during the reexamination (2007–2010) of 2,780 participants in the REGICOR (Registre Gironí del Cor: the Gerona Heart Register) study, a population-based prospective cohort in Girona, Spain. Long-term exposure across residences was calculated as the last 10 years’ time-weighted average of residential nitrogen dioxide (NO2) estimates (based on a local-scale land-use regression model), traffic intensity in the nearest street, and traffic intensity in a 100 m buffer. Associations with IMT and ABI were estimated using linear regression and multinomial logistic regression, respectively, controlling for sex, age, smoking status, education, marital status, and several other potential confounders or intermediates. Results: Exposure contrasts between the 5th and 95th percentiles for NO2 (25 μg/m), traffic intensity in the nearest street (15,000 vehicles/day), and traffic load within 100 m (7,200,000 vehicle-m/day) were associated with differences of 0.56% (95% CI: –1.5, 2.6%), 2.32% (95% CI: 0.48, 4.17%), and 1.91% (95% CI: –0.24, 4.06) percent difference in IMT, respectively. Exposures were positively associated with an ABI of > 1.3, but not an ABI of < 0.9. Stronger associations were observed among those with a high level of education and in men ≥ 60 years of age. Conclusions: Long-term traffic-related exposures were associated with subclinical markers of atherosclerosis. Prospective studies are needed to confirm associations and further examine differences among population subgroups.key words: ankle–brachial index, average daily traffic, cardiovascular disease, exposure assessment, exposure to tailpipe emissions, intima media thickness, land use regression model, Mediterranean diet, nitrogen dioxide

Assessing the structural change of strategic mobility: determinants under hypercompetitive environments

The primary purpose of this exploratory empirical study is to examine the structural stability of a limited number of alternative explanatory factors of strategic change. On the basis of theoretical arguments and prior empirical evidence from two traditional perspectives, we propose an original empirical framework to analyse whether these potential explanatory factors have remained stable over time in a highly turbulent environment. This original question is explored in a particular setting: the population of Spanish private banks. The firms of this industry have experienced a high level of strategic mobility as a consequence of fundamental changes undergone in their environmental conditions over the last two decades (mainly changes related to the new banking and financial regulation process). Our results consistently support that the effect of most explanatory factors of strategic mobility considered did not remain stable over the whole period of analysis. From this point of view, the study sheds new light on major debates and dilemmas in the field of strategy regarding why firms change their competitive patterns over time and, hence, to what extent the "contextdependency" of alternative views of strategic change as their relative validation can vary over time for a given population. Methodologically, this research makes two major contributions to the study of potential determinants of strategic change. First, the definition and measurement of strategic change employing a new grouping method, the Model-based Cluster Method or MCLUST. Second, in order to asses the possible effect of determinants of strategic mobility we have controlled the non-observable heterogeneity using logistic regression models for panel data.

The Impacts of social networks on immigrants' employment prospect: the spanish case 1997-2007

This paper studies the extent to which social networks influence the employment stability and wages of immigrants in Spain. By doing so, I consider an aspect that has not been previously addressed in the empirical literature, namely the connection between immigrants' social networks and labor market outcomes in Spain. For this purpose, I use micro-data from the National Immigrant Survey carried out in 2007. The analysis is conducted in two stages. First, the impact of social networks on the probability of keeping the first job obtained in Spain is studied through a multinomial logit regression. Second, quantile regressions are used to estimate a wage equation. The empirical results suggest that once the endogeneity problem has been accounted for, immigrants' social networks influence their labor market outcomes. On arrival, immigrants experience a mismatch in the labor market. In addition, different effects of social networks on wages by gender and wage distribution are found. While contacts on arrival and informal job access mechanisms positively influence women's wages, a wage penalty is observed for men.

Health inequalities among the elderly in western Europe

Background: This paper analyses gender inequalities in health status and in social determinants of health among the elderly in Western Europe. Methods: Data came from the first wave of the “Survey of Health, Ageing and Retirement in Europe” (SHARE, 2004). For the purposes of this study a subsample of community-residing people aged 65-85 years with no paid work was selected (4218 men and 5007 women). Multiple logistic regression models separated by sex and adjusted for age and country were fitted. Results: Women were more likely to report poor health status, limitations in mobility and poor mental health. Whereas in both sexes educational attainment was associated with the three health indicators, household income was only related to poor self-rated health among women. The relationship between living arrangements and health differed by gender and was primarily associated with poor mental health. In both sexes, not living with the partner but living with other people and being the household head was related to poor mental health status (aOR=2.14; 95% CI=1.11-4.14 for men and aOR=1.75; 95% CI=1.12-2.72 for women). Additionally, women living with their partner and other(s) and those living alone were more likely to report poor mental health status (aOR=1.67; 95% CI=1.17-2.41 and aOR=1.58; 95% CI=1.26-1.97, respectively). Conclusions: Health inequalities persist among the elderly. Women have poorer health status than men and in both sexes the risk of poor health status increases among those with low educational attainment. Living arrangements are primarily associated with poor mental health status with patterns that differ by gender.

Gender inequality in health among elderly people in a combined framework of socioeconomic position, family characteristics and social support

This study analyses gender inequalities in health among elderly people in Catalonia (Spain) by adopting a conceptual framework that globally considers three dimensions of health determinants : socio-economic position, family characteristics and social support. Data came from the 2006 Catalonian Health Survey. For the purposes of this study a sub-sample of people aged 65–85 years with no paid job was selected (1,113 men and 1,484 women). The health outcomes analysed were self-perceived health status, poor mental health status and long-standing limiting illness. Multiple logistic regression models separated by sex were fitted and a hierarchical model was fitted in three steps. Health status among elderly women was poorer than among the men for the three outcomes analysed. Whereas living with disabled people was positively related to the three health outcomes and confidant social support was negatively associated with all of them in both sexes, there were gender differences in other social determinants of health. Our results emphasise the importance of using an integrated approach for the analysis of health inequalities among elderly people, simultaneously considering socio-economic position, family characteristics and social support, as well as different health indicators, in order fully to understand the social determinants of the health status of older men and women.

Self-reported social class in adolescents: validity and relationship with gradients in self-reported health

Background: Analyzing social differences in the health of adolescents is a challenge. The accuracy of adolescent's report on familial socio-economic position is unknown. The aims of the study were to examine the validity of measuring occupational social class and family level of education reported by adolescents aged 12 to 18, and the relationship between social position and self-reported health.Methods: A sample of 1453 Spanish adolescents 12 to 18 years old from urban and rural areas completed a self-administered questionnaire including the Child Health and Illness Profile-Adolescent Edition (CHIP-AE), and data on parental occupational social class (OSC) and level of education (LE). The responsible person for a sub-sample of teenagers (n = 91) were interviewed by phone. Kappa coefficients were estimated to analyze agreement between adolescents and proxy-respondents, and logistic regression models were adjusted to analyze factors associated with missing answers and disagreements. Effect size (ES) was calculated to analyze the relationship between OSC, LE and the CHIP-AE domain scores.Results: Missing answers were higher for father's (24.2%) and mother's (45.7%) occupational status than for parental education (8.4%, and 8.1% respectively), and belonging to a non-standard family was associated with more incomplete reporting of social position (OR = 4,98; 95%CI = 1,3–18,8) as was agreement between a parent and the adolescent. There were significant social class gradients, most notably for aspects of health related to resilience to threats to illness.ConclusionAdolescents can acceptably self-report on family occupation and level of education. Social class gradients are present in important aspects of health in adolescents.

Who benefits from parental leave in Spain? : a life course analysis

This paper analyses the extent to which individual and workplacecharacteristics and regional policies influence the use and duration ofparental leave in Spain. The research is based on a sample of 125,165people, and 6,959 parental leaves stemming from the ‘Sample ofWorking Life Histories’ (SWLH), 2006. The SWLH consists of administrative register data which include information from threedifferent sources: Social Security, Municipality and Income TaxRegisters. We adopt a simultaneous equations approach to analyse theuse (logistic regression) and duration (event history analysis) ofparental leave, which allows us to control for endogeneity and censoredobservations. We argue that the Spanish parental leave scheme increases gender and social inequalities insofar as reinforces genderrole specialization, and only encourages the reconciling of work andfamily life among workers with a good position in the labour market(educated employees with high and stable working status).

Unstable equilibrium: young adult women in family and career formation in Southern Europe

The paper examines the relationship between family formation (i.e., living with a partner and having children) and women’s occupational career in southern Europe (i.e., Greece, Italy, Portugal and Spain). The relationship is explored by analysing the impact that different family structures and male [nvolvement in caring activities have on women’s early occupational trajectories (i.e., remaining in the same occupational status, experiencing downward or upward mobility, or withdrawing from paid work). This research shows that male involvement in caring activities does not really push women ahead in their career, but the absolute lack of male support seems to negatively affect women’s permanence in paid work. These results apply to all southern European countries except Portugal, where the absolute absence of the partners’ support in caring activities does not seem to alter women’s determination to remain in paid work. The methodology applied consists of the estimation of multinomial logit regression models and the analysis is based on eight waves (1994-2001) of the European Community Household Panel (ECHP).

What made him change? an individual and national analysis of men's participation in housework in 26 countries

We offer new evidence on multi-level determinants of the gender division of housework. Using data from the 2004 European Social Survey (ESS) for 26 European, we study the micro and macro-level factors which increase the likelihood of men doing an equal or greater share of housework than their female partners. A sample of 11,915 young men and women is analysed with a multi-level logistic regression in order to test at individual level the classic relative-income, time-availability and gender-role values, and a new couple conflict hypothesis. At individual level we find significant relationships between relative resources, values, couple's disagreement, and the division of housework which support more economic dependency than "doing gender" perspectives. At the macro-level, we find important composition effects and also support for gender empowerment, family model and social stratification explanations of cross-country differences.

Pretreatment with statins improves early outcome in patients with first-ever ischaemic stroke: a pleiotropic effect of statins or a beneficial effect of hypercholesterolemia?

Background: Data from different studies suggest a favourable association between pretreatment with statins or hypercholesterolemia and outcome after ischaemic stroke. We examined whether there were differences in in-hospital mortality according to the presence or absence of statin therapy in a large population of first-ever ischaemic stroke patients and assessed the influence of statins upon early death and spontaneous neurological recovery. Methods: In 2,082 consecutive patients with first-ever ischaemic stroke collected from a prospective hospital-based stroke registry during a period of 19 years (1986-2004), statin use or hypercholesterolemia before stroke was documented in 381 patients. On the other hand, favourable outcome defined as grades 0-2 in the modified Rankin scale was recorded in 382 patients. Results: Early outcome was better in the presence of statin therapy or hypercholesterolemia (cholesterol levels were not measured) with significant differences between the groups with and without pretreatment with statins in in-hospital mortality (6% vs 13.3%, P = 0.001) and symptom-free (22% vs 17.5%, P = 0.025) and severe functional limitation (6.6% vs 11.5%, P = 0.002) at hospital discharge, as well as lower rates of infectious respiratory complications during hospitalization. In the logistic regression model, statin therapy was the only variable inversely associated with in-hospital death (odds ratio 0.57) and directly associated with favourable outcome (odds ratio 1.32).