Tag Archives: marriage

What is the optimal strategy to marry the best one ?

Valentine’s day is a nice opportunity to post on hot and sexy topics… Well, it’s also an important day that I should not miss, probably as much as Saint Patrick’smy wife’s birthday. And as I mentioned last week (here), it is difficult to get the distribution of the age of marriage on the internet… So maybe we can build up a small model, to understand when do girls decide to get married… Consider a young girl who knows that he will not meet thousands of men willing to marry her (actually, one can consider the opposite point of view, with young man who can find only http://freakonometrics.hypotheses.org/files/2015/12/mariage01.png girls willing to marry him, the problem can be assumed as symmetric, especially if I do not want to get feminist leagues on my back).

Assume that http://freakonometrics.hypotheses.org/files/2015/12/mariage01.png men agree to marry her. Of course, among those http://freakonometrics.hypotheses.org/files/2015/12/mariage01.png men, our girl wants to marry the “best” one (assume that men can be ranked objectively). Of course, she cannot meet the “best” guy immediately, so men are met randomly, and after each “interview“, either she reject him (forever, we assume she cannot get back and admit she made a mistake), or agree to marry him. An important assumption is that rejected men cannot be recalled.

From a mathematical point of view, we need to find the optimal stopping time. Here, the problem is slightly different compared with that one (with optimal time to get a bonus) or this one (with the optimal time to sit in a bar and have a beer). Here, we do not give “grades” to guy. The only thing that is observed is their relative ranks. Our girl cannot know if she’s meting the best of all men (out of http://freakonometrics.hypotheses.org/files/2015/12/mariage01.png), but she knows if this one is better than the ones she already met. From a mathematical point of view, at time http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png, she knows the relative rank of http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png (compared with the first http://freakonometrics.hypotheses.org/files/2015/12/mariage04.png), not his absolute rank. We also assume that http://freakonometrics.hypotheses.org/files/2015/12/mariage01.png is known.

The optimal strategy is that she has to reject automatically the first http://freakonometrics.hypotheses.org/files/2015/12/mariage04.png (some kind of calibration period), and then, starting at time http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png, she will marry the best over the ones she has already met.
So assume that our girl already met http://freakonometrics.hypotheses.org/files/2015/12/mariage04.png guys, and decided to reject all of them. So now she’s trying to see if the http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png can be the optimal time to stop, and start looking seriously ….For an arbitrary cut-off http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png, the probability that the best applicant will show up at some time http://freakonometrics.hypotheses.org/files/2015/12/wedd01.gif is http://freakonometrics.hypotheses.org/files/2015/12/wedding01.gif




The http://freakonometrics.hypotheses.org/files/2015/12/wedd02.gif term is because there is only one “best” guy, and the http://freakonometrics.hypotheses.org/files/2015/12/wedd03.gifis the probability that he shows up at time http://freakonometrics.hypotheses.org/files/2015/12/wedd01.gif (this can be visualized below)

Thus, we can write




Thus, since the minimum of http://freakonometrics.hypotheses.org/files/2015/12/mariage18.png is obtained when http://freakonometrics.hypotheses.org/files/2015/12/mariage19.png, which is the optimal time to stop (or here to start seeking), i.e. 36.7%.

Hence, the best strategy is to reject automatically the first http://freakonometrics.hypotheses.org/files/2015/12/mariage20.png=37% of the candidates (which is the maximum value of the function above), and then to select the first one (if possible) that is better than all previous candidates.

Consider the following Monte Carlo procedure: assume that she rejects – automatically – the first http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png (we consider a loop with all possible values for http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png) and then gets married with the first one who is the best one she’s seen during the calibration period (or overall, which is the same),

for(m in 2:(n-1)){
WHICH=rep(NA,ns); MARIAGE=rep(0,ns)
for(s in 1:ns){
for(k in (m+1):n){

If we run it over all possible http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png we get


The “distribution” (in green) can be seen as the probability to marry the guy of level http://freakonometrics.hypotheses.org/files/2015/12/mariage06.png, given that the first http://freakonometrics.hypotheses.org/files/2015/12/mariage02.png were rejected. The sum is not one since there is a non null probability to marry no one. Actually, the probability to get married is the following

The more she waits, the smaller the probability of getting married. But on the other hand, the more she waits, the “better” the husband…. On the graph below is plotted the rank of the guy she marries, if she gets married (it was actually the vertical plain line in red on the animation)

So there is a trade-off. If not getting married gives a 0 satisfaction (lower than finally marrying anyone), and if marrying the guy with rank http://freakonometrics.hypotheses.org/files/2015/12/mariage06.png gives here satisfaction http://freakonometrics.hypotheses.org/files/2015/12/mariage06.png ,we have

(it was the vertical doted line in red on the animation). So it looks like it is optimal to test the first 35-38% men, and then to marry the best one she finds (if he is better than the best one she met during the “testing” procedure). So our previous analysis looks correct…

Now to go further, I have to admit that this model is known in academic literature as the secretary problem. In 1989, Thomas Ferguson wrote a nice paper inStatistical Science entitled who solved the secretary problem (here). Anthony Mucci published also an article in the Annals of Probability on possible extensions, in 1973 (here), or Thomas Lorenzen (there) in 1981. This problem is definitively an interesting one !

Open data might be a false good opportunity…

I am always surprised to see many people on Twitter tweeting about #opendata, e.g. @data4all, @usdatagov, @datapublicatwit, @ProPublica or @open3 among so many others… Initially, I was also very enthousiastic, but I have to admit thatopen data are rarely raw data. Which is what I am usually looking for, as a statistician…
Consider the following example: I was wondering (Valentine’s day is approaching)when will a man born in 1975 (say) get married – if he ever gets married ?More technically, I was looking for a distribution of the age of first marriage (given the year of birth), including the proportion of men that will never get married, for that specific cohort.

The only data I found on the internet is the following, on statistics.gov.uk/

Note that we can also focus on women (e.g. here). Is it possible to use that opendata to get an estimation of the distribution of first marriage for some specific cohort ? (and to answer the question I asked). Here, we have two dimensions: on line http://freakonometrics.free.fr/blog/latex/marriage01.gif, the year (of the marriage), and on column http://freakonometrics.free.fr/blog/latex/marriage02.gif, the age of the man when he gets married. Assume that those were rawdata, i.e. that we have the number of marriages of men of age http://freakonometrics.free.fr/blog/latex/marriage02.gif during the year http://freakonometrics.free.fr/blog/latex/marriage01.gif.

We are interested at a longitudinal lecture of the table, i.e. consider some man born year http://freakonometrics.free.fr/blog/latex/marriage03.gif, we want to estimate (or predict) the age he will get married, if he gets married. With raw data, we can do it… The first step is to build up triangles (to have a cohort vs. age lecture of the data), and then to consider a model, e.g.


where http://freakonometrics.free.fr/blog/latex/marriage05.gif is a year effect, and http://freakonometrics.free.fr/blog/latex/marriage06.gif is a cohort effect.

for(i in 1:16){
      [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
 [1,]   12  104  222  247  198  132   51   34
 [2,]    8   89  228  257  202  102   75   49
 [3,]    4   80  209  247  168  129   92   50
 [4,]    4   73  196  236  181  140   88   45
 [5,]    3   78  242  206  161  114   68   47
 [6,]   11  150  223  199  157  105   73   39
 [7,]   12  117  194  183  136   96   61   36
 [8,]   11  118  202  175  122   92   62   40
 [9,]   15  147  218  162  127   98   72   48
[10,]   20  185  204  171  138  112   82   NA
[11,]   31  197  240  209  172  138   NA   NA
[12,]   34  196  233  202  169   NA   NA   NA
[13,]   35  166  210  199   NA   NA   NA   NA
[14,]   26  139  210   NA   NA   NA   NA   NA
[15,]   18  104   NA   NA   NA   NA   NA   NA
[16,]   10   NA   NA   NA   NA   NA   NA   NA
glm(formula = Y ~ as.factor(X1) + as.factor(X2), family = "poisson")
Deviance Residuals: 
    Min       1Q   Median       3Q      Max  
-5.4502  -1.1611  -0.0603   1.0471   4.6214  
                    Estimate Std. Error z value Pr(>|z|)    
(Intercept)        2.8300461  0.0712160  39.739  < 2e-16 ***
as.factor(X1)1923  0.0099503  0.0446105   0.223 0.823497    
as.factor(X1)1928 -0.0212236  0.0449605  -0.472 0.636891    
as.factor(X1)1933 -0.0377019  0.0451489  -0.835 0.403686    
as.factor(X1)1938 -0.0844692  0.0456962  -1.848 0.064531 .  
as.factor(X1)1943 -0.0439519  0.0452209  -0.972 0.331082    
as.factor(X1)1948 -0.1803236  0.0468786  -3.847 0.000120 ***
as.factor(X1)1953 -0.1960149  0.0470802  -4.163 3.14e-05 ***
as.factor(X1)1958 -0.1199103  0.0461237  -2.600 0.009329 ** 
as.factor(X1)1963 -0.0446620  0.0458508  -0.974 0.330020    
as.factor(X1)1968  0.1192561  0.0450437   2.648 0.008107 ** 
as.factor(X1)1973  0.0985671  0.0472460   2.086 0.036956 *  
as.factor(X1)1978  0.0356199  0.0520094   0.685 0.493423    
as.factor(X1)1983  0.0004365  0.0617191   0.007 0.994357    
as.factor(X1)1988 -0.2191428  0.0981189  -2.233 0.025520 *  
as.factor(X1)1993 -0.5274610  0.3241477  -1.627 0.103689    
as.factor(X2)27    2.0748202  0.0679193  30.548  < 2e-16 ***
as.factor(X2)32    2.5768802  0.0667480  38.606  < 2e-16 ***
as.factor(X2)37    2.5350787  0.0671736  37.739  < 2e-16 ***
as.factor(X2)42    2.2883203  0.0683441  33.482  < 2e-16 ***
as.factor(X2)47    1.9601540  0.0704276  27.832  < 2e-16 ***
as.factor(X2)52    1.5216903  0.0745623  20.408  < 2e-16 ***
as.factor(X2)57    1.0060665  0.0822708  12.229  < 2e-16 ***
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 
(Dispersion parameter for poisson family taken to be 1)
    Null deviance: 5299.30  on 99  degrees of freedom
Residual deviance:  375.53  on 77  degrees of freedom
  (28 observations deleted due to missingness)
AIC: 1052.1
Number of Fisher Scoring iterations: 5

Here, we have been able to derive http://freakonometrics.free.fr/blog/latex/marriage12.gif and http://freakonometrics.free.fr/blog/latex/marriage13.gif, where now http://freakonometrics.free.fr/blog/latex/marriage14.gifdenotes the cohort.
We can now predict the number of marriages per year, and per cohort


Here, given the cohort http://freakonometrics.free.fr/blog/latex/marriage03.gif, the shape of http://freakonometrics.free.fr/blog/latex/marriage16.gif is the following

[1]  10.00000 222.94525 209.32773 159.87855 115.06971  42.59102
[7]  18.70168 148.92360
The errors (Pearson error) look like that

(where the darker the blue, the smaller the residuals, and the darker the red, the higher the residuals). Obviously, we are missing something here, like a diagonal effect. But this is not the main problem here…

I guess that study here is not valid. The problem is that we deal with open data, and numbers of marriages are not given here: what is given is a he proportion of marriage of men of age http://freakonometrics.free.fr/blog/latex/marriage02.gif during the year http://freakonometrics.free.fr/blog/latex/marriage01.gif, with a yearly normalization. There is a constraint on lines, i.e. we observe


so that


This is mentioned in the title

It is still possible to consider a Poisson regression on the http://freakonometrics.free.fr/blog/latex/marriage10.gif, but unfortunately, I do not think any interpretation is valid (unless demography did not change last century). For instance, the following sum


looks like that

 [1] 919.948 838.762 846.301 816.552 943.559 930.280 857.871 896.113
 [9] 905.086 948.087 895.862 853.738 826.003 816.192 813.974 927.437

i.e. if we look at the graph

But I do not think we can interpret that sum as the probability (if we divide by 1,000) that a man in that cohort gets married…. And more basically, I cannot do anything with that dataset…

So open data might be interesting. The problem is that most of the time, the data are somehow normalized (or aggregated). And then, it becomes difficult to use them…

So I will have to work further to be able to write something (mathematically valid) on marriage strategy before Valentine’s day…. to be continued.