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回归中遗漏变量与测量误差偏差的校正：铅暴露对智商影响的应用AI 解读

Ordinary least squares (OLS) regression estimates are biased, in general, when relevant variables are omitted from the regression equation or when included variables are measured with error. The errors-in-variables bias can be corrected using auxiliary information about unobservable measurement errors. In this article we demonstrate how auxiliary information can also be used to correct for omitted-variables bias. We illustrate our methods with an application to four…

校正回归中的遗漏变量与测量误差偏差：铅暴露对智商影响的应用AI 解读

Ordinary least squares (OLS) regression estimates are biased, in general, when relevant variables are omitted from the regression equation or when included variables are measured with error. The errors-in-variables bias can be corrected using auxiliary information about unobservable measurement errors. In this article we demonstrate how auxiliary information can also be used to correct for omitted-variables bias. We illustrate our methods with an application to four…

In this article, I suggest two approaches for assessing the accuracy of the Harvey-Fernandes model forecasts. First, I suggest using measures of forecast accuracy that were originally developed to assess and compare the accuracy of weather forecasters. Second, I suggest using a simple nonparametric forecasting model, originally developed for use with computerized inventory-control algorithms, as a benchmark against which to gauge the amount of improvement afforded by the…

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集体诉讼中的损害金额估计AI 解读

In a class action litigation, actual damages are not known exactly and must be estimated. Various estimators are proposed and assessed by using a model that identifies possible sources of error. Estimators that have been used in practice are shown to be seriously biased. An empirical Bayes estimator and an empirical minimal mean squared error estimator are found to be more satisfactory methods for estimating damages.

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《经济时间序列季节调整涉及的问题》评论：季调序列频谱中的凹陷AI 解读

Craig F. Ansley, William E. Wecker, [Issues Involved with the Seasonal Adjustment of Economic Time Series]: Comment: On Dips in the Spectrum of a Seasonally Adjusted Time Series, Journal of Business & Economic Statistics, Vol. 2, No. 4 (Oct., 1984), pp. 323-324

非线性回归与样条平滑的信号提取方法AI 解读

This article shows how to fit a smooth curve (polynomial spline) to pairs of data values (yi, xi ). Prior specification of a parametric functional form for the curve is not required. The resulting curve can be used to describe the pattern of the data, and to predict unknown values of y given x. Both point and interval estimates are produced. The method is easy to use, and the computational requirements are modest, even for large sample sizes. Our method is based on maximum…

大量时间序列的预测AI 解读

Principles for constructing estimators of the Stein type (shrinkage estimators) are discussed in general terms, with emphasis on underlying assumptions. The problem of parameter estimation and prediction for multiple time series is examined with these principles in mind, particularly for the case in which the number of time series is large and the number of observations from each series is small. Our results are applied to the problem of demand estimation in an inventory…

非对称时间序列AI 解读

Asymmetric time series respond to innovations with one of two different rules according to whether the innovation is positive or negative. Quoted industrial prices are apparently such a series. It has been observed that when market conditions change, quoted prices are not revised immediately. This delay operates more strongly against reductions in price quotations than against increases. A statistical model for such asymmetric times series is developed and analyzed. An…

多维随机游走吸收概率的界AI 解读

Simple procedures are given for computing an upper bound on the probability that an m-dimensional random walk has not been absorbed by step n. The increments of the walk are multivariate normal, independent, but not necessarily identical. The upper bound may be computed without knowledge of the means of the increment, the shapes of the nonabsorbing regions, or the starting point of the walk. The absorbing regions may also change with time. Under certain regularity conditions…

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