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滞后结构误设下分布滞后估计量的小样本性质AI 解读

The small sample properties of several distributed lag estimators are examined under conditions of misspecified lag structure, such as fitting a geometric estimator to a second order lag distribution. Evaluation includes analyses of the estimated average lags and the adjustment rates. Lag structure misspecification is found to yield large biases in the average lag and adjustment rate, especially compared to the biases resulting from a correctly specified but poorly designed…

滞后结构误设下分布滞后估计量的小样本性质AI 解读

The small sample properties of several distributed lag estimators are examined under conditions of misspecified lag structure, such as fitting a geometric estimator to a second order lag distribution. Evaluation includes analyses of the estimated average lags and the adjustment rates. Lag structure misspecification is found to yield large biases in the average lag and adjustment rate, especially compared to the biases resulting from a correctly specified but poorly designed…