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Invariance, Nonlinear Models, and Asymptotic Tests
不变性、非线性模型与渐近检验
The invariance properties of several asymptotic tests are studied: invariance to hypothesis representation, reparameterization, and rescaling. Noninvariant tests include Wald tests, variants of LM tests, and Neyman's C(" alpha") tests. For all these tests, simply changing measurement units can lead to vastly different results, e.g. in models with Box-Cox transformations. Various consistent estimators of the information matrix produce tests with different invariance…
Durbin-Watson tests for serial correlation in regressions with missing observations
The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models
线性与非线性联立方程模型中全信息极大似然估计的迭代广义最小二乘计算
THE PURPOSE OF THIS PAPER is threefold: (i) to provide a unified iterative generalized least squares approach for computing FIML estimates for both linear and nonlinear simultaneous equations models of medium size (containing about 50 parameters in the nonlinear case and 75 in the linear case); (ii) to suggest a useful procedure to determine the length of the step to be made at each iteration of the algorithm; (iii) to report on numerical results which illustrate the…
Incomplete observations and simultaneous-equations models
The use of incomplete observations in multiple regression analysis
Further Suggestions concerning the Utilization of Incomplete Observations in Regression Analysis
回归分析中利用不完整观测的进一步建议
The purpose of this article is to suggest a method of estimating parameters of linear regressions containing two independent variables, when data is missing among these variables. The problem envisaged concerns the case where: (1) the independent variables are considered as fixed numbers; (2) each observation contains the values of the dependent variable and at least one of the independent variables; (3) some observations are complete. In contrast with other approaches…
Further Suggestions Concerning the Utilization of Incomplete Observations in Regression Analysis
关于在回归分析中利用不完整观测的进一步建议
The purpose of this article is to suggest a method of estimating parameters of linear regressions containing two independent variables, when data is missing among these variables. The problem envisaged concerns the case where: (1) the independent variables are considered as fixed numbers; (2) each observation contains the values of the dependent variable and at least one of the independent variables; (3) some observations are complete. In contrast with other approaches…