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Measurement error in discrete health facility choice models: An example from urban Senegal

离散医疗设施选择模型中的测量误差:塞内加尔城市案例

Summary We use individual‐level health facility choice data from urban Senegal to estimate consumer preferences for facility characteristics related to maternal health services. We find that consumers consider a large number of quality‐related facility characteristics, as well as travel costs, when making their health facility choice. In contrast to the typical assumption in the literature, our findings indicate that individuals frequently bypass the facility nearest their…

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GMM with Multiple Missing Variables

多个变量缺失情形下的广义矩估计

We consider efficient estimation in moment conditions models with non-monotonically missing-at-random (MAR) variables. A version of MAR point-identifies the parameters of interest and gives a closed-form efficient influence function that can be used directly to obtain efficient semi-parametric generalized method of moments (GMM) estimators under standard regularity conditions. A small-scale Monte Carlo experiment with MAR instrumental variables demonstrates that the…

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Purposive Program Placement and the Estimation of Family Planning Program Effects in Tanzania

定向项目布点与坦桑尼亚计划生育项目效果估计

Most studies evaluating the impact of family planning on fertility treat the presence of family planning clinics as being “randomly” assigned among the areas included in the study. They tend to ignore the possibility that the distribution of services may be related to the fertility level observed in a particular area. In some cases the distribution of services may respond to a conscious effort by public authorities or funding agencies to target areas with observed higher…

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An Interpolation Test for a Unit Root in the Presence of Drift

存在漂移时单位根的插值检验

This paper considers tests of the null hypothesis of a unit root in an observed time series against the alternative that the series is level stationary. Interpolation tests whose critical values depend upon the value of the drift parameter are compared to the standard Dickey-Fuller tests in Monte Carlo simulations. The interpolation test performs quite well especially against one-sided alternatives.

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An interpolation test for a unit root in the presence of drift

This paper considers tests of the null hypothesis of a unit root in an observed time series against the alternative that the series is level stationary. Interpolation tests whose critical values depend upon the value of the drift parameter are compared to the standard Dickey-Fuller tests in Monte Carlo simulations. The interpolation test performs quite well especially against one-sided alternatives.

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Directed Ridge Regression Techniques in Cases of Multicollinearity

多重共线性情形下的定向岭回归技术

In the presence of multicollinearity ridge regression techniques result in estimated coefficients that are biased but have a smaller variance than ordinary least squares (OLS) estimators and may, therefore, have a smaller mean square error. The directed ridge estimator (DRE) suggested here alters only diagonal elements corresponding to relatively small eigenvalues. The advantage of our method is that the resulting estimates may be less biased than in other ridge regression…

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A Test for the Presence of First-Order Vector Autoregressive Errors when Lagged Endogenous Variables are Present

含滞后内生变量时一阶向量自回归误差的检验

This paper derives an asymptotically valid test for first-order autoregressive errors. The test is derived in a simultaneous system of equations context, and allows lagged endogenous variables to be present in the model.

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Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors

具有向量自回归误差的似乎不相关回归估计

We derive an asymptotically efficient method of estimating the coefficients of systems of seemingly unrelated regression equations when a first-order vector autoregressive error specification is hypothesized. This error specification is shown to contain several commonly used specifications as special cases. A Monte Carlo experiment was performed to examine the finite sample performance of our estimator in comparison with several other estimators. The general results were…

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Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors

向量自回归误差下的似不相关回归估计

We derive an asymptotically efficient method of estimating the coefficients of systems of seemingly unrelated regression equations when a first-order vector autoregressive error specification is hypothesized. This error specification is shown to contain several commonly used specifications as special cases. A Monte Carlo experiment was performed to examine the finite sample performance of our estimator in comparison with several other estimators. The general results were…

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