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广义线性模型中参数与半参数设定的检验AI 解读

We consider a generalized partially linear model E(Y|X, T) = G{X T β + m(T)}, where G is a known function, β is an unknown parameter vector, and m is an unknown function. We introduce a test statistic that allows one to decide between a parametric and a semiparametric model: (a) m is linear (i.e., m(t) = t T γ for a parameter vector γ), and (b) m is a smooth (nonlinear) function. Under linearity (a), we show that the test statistic is asymptotically normal. Moreover, we…

德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…

德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…