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The Significance of Changes in the Gender Happiness Gap

Last week, Betsey Stevenson and I finished a paper highlighting “The Paradox of Declining Female Happiness”. In short, we show that women have become less happy, relative to men. You can read the paper here (and subsequent discussion by Alex Tabarrok, Steve Levitt, or the NY Times). The paper is about documenting the trends. Interpretation is for you, dear reader. And from the 700 comments generated at the NY Times, it appears that there is plenty of interpreting to do.

Additionally, we have upset the linguists. From Language Log:

OK, everybody, take a deep breath and listen: THERE IS NO HAPPINESS GAP!

Every year since 1972, the General Social Survey has been asking a big demographically-balanced sample of American men and women "Taken all together, how would you say things are these days? Are you a) very happy, b) pretty happy, c) not too happy."

Neither in 1972 nor in 2006 was there any statistically significant difference between men and women in the distribution of their responses! And in both 1972 and 2006, the proportion of women who said "very happy" was a little bit higher than the proportion of men who gave that response (though again, in neither year was the difference distinguishable from chance fluctuations).

So what is everyone talking about? Well, some economists fit a complicated statistical model (called an "ordered probit") to the whole sequence of survey results from 1972 to 2006, and this analysis suggests that women have become a little tiny bit less happy relative to men over that whole time period. But the effect is so small that you can't actually see it in the statistical analysis for any one year; the effect is much smaller than the amount of year-to-year jiggle. That's true even through the General Social Survey involves a huge sample, much bigger than is normally used for opinion polls: 4,500 people in 2006.

Read more of this criticism here, here and here. (Thanks to Mark Thoma and Steve Levitt for a heads-up.)

So what is going on here?

  • A misunderstanding. I suspect that the claim that happiness did not significantly change from 1972-2006 comes from the fact that we did not include stars when reporting the implied gender gaps in Table 1 of our paper. Thus, the claim that

the ordered probit analysis found that the "Gender happiness gap" was not statistically significant, either in 1972 or in 2006, even at the 0.10 level

is simply untrue. Here’s the relevant part of Table 1, which is an ordered probit regression, of happiness on time trends by gender:

New_picture
The right way to test for whether women were, on average, happier at the start of the sample is to look at the “Female dummy”, which is clearly significant. The right way to ask whether this gender gap has changed is to look at the difference in trends, which is also clearly significant. The last two rows are regression-based predicted values, so we didn’t think we should put stars next to these numbers.

  •  Statistical mischief: When you want to make a result go away, throw away enough data, and a result will become insignificant. For instance pooling all of the data gives us a useful 46,303 observations. Analyze any specific year, and you are left with only 1,500-3,000 data points. Even so, let’s analyze only data from 1972 and 2006:
    • %Very happy = 28.7 + 3.1*Female +1.6*(Year2006) – 2.4*(Female in 2006)
    • %Not too happy = 18.1 -3.2*Female – 5.5*(Year2006) + 4.1*(Female in 2006)

In the first case, no coefficients are statistically significant, and in the latter, all are. In both cases, the estimates say that women were once a fair bit happier than men, and this is no longer true. Comparing this regression with those in our paper, we simply learn that a smaller sample yields similar estimates, but they are less likely to be statistically significant.

  • Looking for a masterpiece, when we are doing collage. Sometimes studying social phenomena is hard, and one draws on many data sources to put together a collage of evidence. Our paper finds declining happiness among women relative to men in: the General Social Survey (n=46,303 from 1972-2006); the Virginia Slims Poll (n=26,701 from 1972-2000); among U.S. 12th graders (Monitoring the Future; n=433,906 from 1976-2005); in the United Kingdom (British Household Panel Study data from 1991-2004; n=121,135); in Europe (the Eurobarometer analysis has n=636,400 from 1973-2002, covering 15 countries), and across developed countries (the International Social Survey Program contains surveys 35 countries from 1991-2001 yielding n=97,462). The only dataset that does not yield clear results of a decline in women’s happiness relative to men’s is the World Values Survey, and even there, the data do not speak clearly.

Let me try to give a particularly transparent description of the data, simply splitting the GSS data into two periods, 1972-1989 v. 1990-2006. There was a clear gender happiness gap in the earlier period (34.3% of women were very happy v. 31.8% of men). This difference is clearly statistically significant (t=4.1). In the later period, 30.9% of women were very happy, compared with 31.1% of men. This recent gender happiness gap is insignificant (t=-0.3). The decline in the share of women who were very happy (34.3% v. 30.9%) is clearly significant (t=5.9), while the corresponding changes for men were not (t=-1.1). The decline in the share of women who were very happy relative to men is also significant (t=-3.1). Analyzing the share who are “not too happy” yields a roughly similar pattern (but in reverse): an insignificant “unhappiness gap” in the earlier period, but a significant gap emerged in the latter period. Interestingly, the “unhappiness gap” emerged because as men became less likely to be unhappy, as women’s unhappiness remained largely stable. The ordered probit is a regression technique that allows one to make these happiness and unhappiness comparisons all at the same time; these regressions tell us that there was a gender happiness gap favoring women in the earlier period, and it now favors men. For the regression-heads, if your library subscribes can download the GSS data from the ICPSR here. I’ll post some stata code in the comments.

This post only deals with whether the effects we describe in the paper are statistically significant. The other complaint is that our results are too small to matter. Later today, I’ll turn to how we think about whether these are large or small effects.

[Written jointly with my coauthor Betsey Stevenson]

UPDATE: See discussion of "economic significance" here.

Posted by Justin Wolfers on October 2, 2007 at 01:10 PM in Current Affairs, Data Source, Economics | Permalink

Comments

With apologies for jamming up the comments, I promised to post some Stata code for the regression-heads. (Feel free to ignore.)

cd "C:\Users\jwolfers\Desktop\" /* You will need to change this line to point to your data*/
clear
set mem 400m
set more off
use HAPPY SEX YEAR OVERSAMP using "04697-0001-Data.dta", clear
* Clean the data
replace HAPPY=. if HAPPY==0 | HAPPY==9
gen vhappy=1 if HAPPY==1
replace vhappy=0 if HAPPY==2 | HAPPY==3
gen unhappy=1 if HAPPY==3
replace unhappy=0 if HAPPY==1 | HAPPY==2
gen wt=OVERSAMP /* This is the weighting variable */

* Gender happiness gap at the beginning and end of the sample
oprobit HAPPY SEX [aw=wt] if YEAR==1972
oprobit HAPPY SEX [aw=wt] if YEAR==2006
* Changes in the gender happiness gap using only the first and last years
xi: reg vhappy i.SEX*i.YEAR[aw=wt] if YEAR==1972 | YEAR==2006
xi: reg unhappy i.SEX*i.YEAR [aw=wt] if YEAR==1972 | YEAR==2006
* Using more of the data: Simply split the data into two roughly equal periods
tab YEAR if HAPPY~=.
gen period=YEAR>1989
label define period 0 "1972-1989" 1 "1990-2006"
label values period period
* Analyze %very happy
table period SEX [aw=wt], c(m vhappy)
xi: reg vhappy i.SEX*i.period [aw=wt]
xi: reg vhappy i.SEX [aw=wt] if period==0
xi: reg vhappy i.SEX [aw=wt] if period==1
xi: reg vhappy period [aw=wt] if SEX==1
xi: reg vhappy period [aw=wt] if SEX==2
* Analyze %unhappy
table period SEX [aw=wt], c(m unhappy)
xi: reg unhappy i.SEX*i.period [aw=wt]
xi: reg unhappy i.SEX [aw=wt] if period==0
xi: reg unhappy i.SEX [aw=wt] if period==1
xi: reg unhappy period [aw=wt] if SEX==1
xi: reg unhappy period [aw=wt] if SEX==2
* Analyze whole distribution
xi: oprobit HAPPY i.SEX*i.period [aw=wt]
xi: oprobit HAPPY i.SEX [aw=wt] if period==0
xi: oprobit HAPPY i.SEX [aw=wt] if period==1
xi: oprobit HAPPY period [aw=wt] if SEX==1
xi: oprobit HAPPY period [aw=wt] if SEX==2

Posted by: Justin Wolfers at Oct 2, 2007 1:14:02 PM

They probably mistook the t-values for p-scores, which is why they made the "not even at 10%" claim.

Posted by: Carl Marks at Oct 2, 2007 1:39:51 PM

This has nothing to do with the content of the post, but the weighting in the regressions made me want to ask this. I have heard different things from econometricians as to when it is and is not appropriate to weight a regression. Say that you have an (to make this concrete) individual-level panel survey dataset that oversamples blacks, and you want to look at mean difference in some outcome measure in which you interact a race dummy with some exogeneous variable. So, in other words, you think Blacks respond differently than Whites to some treatment, called z. All capital letters are parameters to be estimated, and x is a vector of exogeneous variables.

y=xB + z*rA + zC +rD + e

If I am controlling for race in the regression, then do I need to weight the regression with the person weight provided with teh survey? The survey oversamples blacks, for instance, and I am explicitly controlling for that in the regression.

Posted by: stupid person embarassed he doesn't know the answer at Oct 2, 2007 1:44:23 PM

My experience has been that whenever a weight is provided in survey whether to use it or not is a trade off between bias and variance -- at least that's what the statisticians say whenever I ask. Not using the weights might result in biased estimates. Using the weights usually increases the variance in the estimates. Controlling for race in the regression does not exclude using the weight although I have heard of attempts to incorporate the effects of stratified sampling into the analysis by including variables (such as race) that the analyst suspects may be part of the stratification procedure. The usual reason to do this adjustment is if the sample is stratified but the analyst does not have any way to adjust the standard error of the estimates by using replication weights or a variable on the survey that shows how the stratification was done.

Posted by: bccheah at Oct 2, 2007 2:37:42 PM

Remind me, briefly, how you'd use the available data to distinguish e.g. "women's happiness levels have changed" from
"women have used different criteria for what mental state counts as very happy, pretty happy, etc."

Posted by: Person at Oct 2, 2007 2:48:30 PM

"When you want to make a result go away, throw away enough data, and a result will become insignificant. For instance pooling all of the data gives us a useful 46,303 observations."

I think that when you need a five digit number to obtain a significant difference, the difference is not too interesting.

Posted by: LemmusLemmus at Oct 2, 2007 4:59:14 PM

Who uses Stata? Get with the times, move to R...

Posted by: RatChoicer at Oct 3, 2007 12:21:34 AM

RE: RatChoicer:

Here Here! R is King!

where i work, i'm stuck with excel and SAS (company stuff)... it is so horribly complicated to do stuff in excel that is trivial in R, and SAS is probably the least aesthetically pleasing software i have ever used... the graphs are crap, and the syntax is just so blah.

oh how i pine for the directness, clarity, and general usefulness of R...

Posted by: luke at Oct 3, 2007 10:22:31 AM

Personally, I'm still unconvinced of the economic importance. but I do have a statistical question.

When I look at the graph of these results (first graph here:)

http://itre.cis.upenn.edu/~myl/languagelog/archives/004965.html

(I know that's probably not your favorite URL at the moment.)

Well, in that graph there's an anomaly in the female scores in 1974: (1) Does the significance of the results disappear if this year is omitted? (2) What were "women very happy" about in 1974? Nixon quitting?

Posted by: ZBicyclist at Oct 3, 2007 2:06:00 PM

A couple of questions on the Stata code:

1) Isn't the proper weighting variable in GSS WTSSALL? OVERSAMP only reflects oversampling of blacks in 1982 and 1987 and is otherwise equal to 1.0 for all other years.

2) Shouldn't you use Stata's svy commands so that the weights can be used as probability weights (pweights in Stata) rather than your use of them as aweights (analytical weights). I believe that your standard errors are not correct if the weights are actually probability weights. Also, shouldn't the years be specified as strata since the weights are developed for each year?

Also a minor point: in several regressions you use the xi: prefix when there are no i. variables, so the prefix is superfluous.

Posted by: Energy Guy at Oct 4, 2007 12:00:58 PM

A quick follow up -- I just checked the impact of the OVERSAMP vs. WTSSALL weighting variable and the differences are fairly large and make the effect you found seem even larger (at least based on my quick 1972 vs. 2006 comparisons).

Comparing the not too happy category, the OVERSAMP weight yields men declining from 18.1% to 12.6% and women declining from 14.9% to 13.4% (1972 to 2006). Using the WTSSALL weight, the men declined from 19.0 to 10.9 while women declined from 15.2 to 12.4. The net change in Not Too Happy was 5.5% for men and 1.5% for women using your weighting, but I think it should be 8.1% for men and 2.8% for women.

I think you may need to re-do your analysis using the WTSSALL variable instead of OVERSAMP. WTSSALL is the default weight used by UC Berkeley SDA application for querying GSS.

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