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Abstract This article presents a theoretical case for replacement of conventional heteroskedasticity-consistent and cluster-robust variance estimators with jackknife variance estimators, in the context of linear regression with heteroskedastic and/or cluster-dependent observations. We examine the bias of variance estimation and the coverage probabilities of confidence intervals. Concerning bias, we show that conventional variance estimators have full downward worst-case…

未记录有效投票选票的重新计票AI 解读

The vote recount in the 2000 Presidential election (Broward, Miami-Dade and Palm Beach Counties, Florida) is examined for evidence of bias. A precinct-level dataset is constructed, incorporating the machine-vote tally, the recount vote tally, voter registration demographics, and the ballot review by media sources. A new multivariate beta-logit model is introduced that allows joint modeling of multivariate unobserved latent probabilities. A simple two-step estimator is…

广义矩方法与宏观经济学AI 解读

We consider the contribution to the analysis of economic time series of the generalized method-of-moments estimator introduced by Hansen. We outline the theoretical contribution, conduct a small-scale literature survey, and discuss some ongoing theoretical research.