论文检索

非参数加性分位数回归模型的估计AI 解读

This article is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of n−r/(2r+1) when the additive components are r-times continuously differentiable for some r ≥ 2. This result holds regardless of the dimension of the covariates, and thus the new estimator has no curse of dimensionality. In addition, the…

计数数据的分位数AI 解读

This article studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness must be artificially imposed on the problem. We show that it is possible to smooth the data in a way that allows inference to be performed using standard quantile regression techniques. The performance and implementation of the estimators are illustrated by simulations and an application.

利用随机图对结构化人群中的随机多类型传染病模型进行贝叶斯推断AI 解读

Summary The paper is concerned with new methodology for statistical inference for final outcome infectious disease data using certain structured population stochastic epidemic models. A major obstacle to inference for such models is that the likelihood is both analytically and numerically intractable. The approach that is taken here is to impute missing information in the form of a random graph that describes the potential infectious contacts between individuals. This level…

随机动态模型的模拟精度AI 解读

This paper is concerned with accuracy properties of simulations of approximate solutions for stochastic dynamic models. Our analysis rests upon a continuity property of invariant distributions and a generalized law of large numbers. We then show that the statistics generated by any sufficiently good numerical approximation are arbitrarily close to the set of expected values of the model's invariant distributions. Also, under a contractivity condition on the dynamics, we…

对福利退出者提供限时工资补贴的效应估计AI 解读

In the Self Sufficiency Project (SSP) welfare demonstration, members of a randomly assigned treatment group could receive a subsidy for full-time work. The subsidy was available for 3 years, but only to people who began working full time within 12 months of random assignment. A simple optimizing model suggests that the eligibility rules created an “establishment” incentive to find a job and leave welfare within a year of random assignment, and an “entitlement” incentive to…

重复测量与生存时间联合分析中极大似然估计的渐近结果AI 解读

Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood estimators. This paper intends to fill this gap. Specifically, we prove the consistency of the maximum likelihood estimators and derive their asymptotic distributions. The maximum likelihood estimators are shown to be semiparametrically efficient.

具有嵌套随机效应的受限与离散因变量模型的最大似然估计AI 解读

Gauss-Hermite quadrature is often used to evaluate and maximize the likelihood for random component probit models. Unfortunately, the estimates are biased for large cluster sizes and/or intraclass correlations. We show that adaptive quadrature largely overcomes these problems. We then extend the adaptive quadrature approach to general random coefficient models with limited and discrete dependent variables. The models can include several nested random effects (intercepts and…

This paper evaluates the importance of "property rights institutions," which protect citizens against expropriation by the government and powerful elites, and "contracting institutions," which enable private contracts between citizens. We exploit exogenous variation in both types of institutions driven by colonial history and document strong first‐stage relationships between property rights institutions and the determinants of European colonization strategy (settler…

随机系数品牌选择模型中的购买频率偏差AI 解读

Conventional random-coefficients models of conditional brand choice using panel data ignore the dependence of the random-coefficients distribution on the purchase frequencies. We show that this leads to biased estimates and propose a conditional likelihood approach to obtain unbiased estimates. Unlike alternative approaches that require observation of “no-purchase” occasions, our proposed method relies only on purchase data. Furthermore, our approach does not require that…

控制过多因素可能破坏处理可忽略性AI 解读

This problem shows how the key ignorability-of-treatment assumption used in estimating treatment effects can be violated when certain factors are included among the covariates. The case considered is when there are J + 1 treatment levels, treatment is randomized with respect to potential outcomes, but the distribution of included covariates differs across treatment levels.

Logistic 回归模型的最小距离估计AI 解读

It is well known that the maximum likelihood fit of the logistic regression parameters can be greatly affected by atypical observations. Several robust alternatives have been proposed. However, if we consider the model from the case-control viewpoint, it is clear that current techniques can exhibit poor behaviour in many common situations. A new robust class of estimation procedures is introduced. The estimators are constructed via a minimum distance approach after…

比较非正态连续分布的正交基方法AI 解读

We present an orthonormal bases approach for detecting general differences among continuous distributions. An unknown density function is represented by a finite vector of its estimated Fourier coefficients with respect to a suitable orthonormal basis. For a wide class of orthonormal bases, we establish asymptotic normality of the vector of estimated Fourier coefficients and propose an unbiased and consistent estimator of its asymptotic covariance matrix. Fourier coeffients…

治疗时长可能右删失的观察性时长—响应研究中的半参数推断AI 解读

Once treatment is found to be effective in clinical studies, attention often focuses on optimum or efficacious treatment delivery. In treatment duration-response studies, the optimum treatment delivery refers to the treatment length that optimises the mean response. In many studies, the treatment length is often left to the discretion of an attending investigator or physician but may be abruptly terminated because of treatment-terminating events. Thus, a recommended…

平滑分位数比估计AI 解读

We propose a novel approach to estimating the mean difference between two highly skewed distributions. The method, which we call smooth quantile ratio estimation, smooths, over percentiles, the ratio of the quantiles of the two distributions. The method defines a large class of estimators, including the sample mean difference, the maximum likelihood estimator under log-normal samples and the L-estimator. We derive asymptotic properties such as consistency and asymptotic…

估计型估计方程：聚类与纵向数据的半参数推断AI 解读

Summary We introduce a flexible marginal modelling approach for statistical inference for clustered and longitudinal data under minimal assumptions. This estimated estimating equations approach is semiparametric and the proposed models are fitted by quasi-likelihood regression, where the unknown marginal means are a function of the fixed effects linear predictor with unknown smooth link, and variance–covariance is an unknown smooth function of the marginal means. We propose…

局部模型不确定性与不完整数据偏差（含讨论）AI 解读

Summary Problems of the analysis of data with incomplete observations are all too familiar in statistics. They are doubly difficult if we are also uncertain about the choice of model. We propose a general formulation for the discussion of such problems and develop approximations to the resulting bias of maximum likelihood estimates on the assumption that model departures are small. Loss of efficiency in parameter estimation due to incompleteness in the data has a dual…

层级图模型AI 解读

There is continued debate regarding the exact relation between lower cholesterol levels and increased respiratory disease mortality. One of the goals of this study is to reveal the relationship between subcomponents of cholesterol and pulmonary function. We consider the subcomponents of total cholesterol, namely high-density lipoprotein cholesterol and low-density lipoprotein cholesterol, to investigate the relationship of cholesterol levels with pulmonary function in a…

多元纵向数据的动态相关AI 解读

Nonparametric methodology for longitudinal data analysis is becoming increasingly popular. The analysis of multivariate longitudinal data, where data on several time courses are recorded for each subject, has received considerably less attention, despite its importance for practical data analysis. In particular, there is a need for measures and estimates to capture dependency between the components of vector-valued longitudinal data. We propose and analyze a simple and…

聚类数据的秩和检验AI 解读

The Wilcoxon rank-sum test is widely used to test the equality of two populations, because it makes fewer distributional assumptions than parametric procedures such as the t-test. However, the Wilcoxon rank-sum test can be used only if data are independent. When data are clustered, tests based on generalized estimating equations (GEEs) that generalize the t-test have been proposed. Here we develop a rank-sum test that can be used when data are clustered. As an application,…

增长混合模型的残差诊断AI 解读

Growth mixture modeling has become a prominent tool for studying the heterogeneity of developmental trajectories within a population. In this article we develop graphical diagnostics to detect misspecification in growth mixture models regarding the number of growth classes, growth trajectory means, and covariance structures. For each model misspecification, we propose a different type of empirical Bayes residual to quantify the departure. Our procedure begins by imputing…

技术无效率与配置无效率的联合测度AI 解读

This article estimates technical and allocative inefficiencies and increase in costs therefrom of individual firms using a translog cost system consisting of the cost function and the cost share equations. We call it a nonlinear random-effects system because technical and allocative inefficiencies are random (hence the term random effects) and are separated from the random noise terms appearing in each equation of the system, and because the inefficiency terms appear in the…

信息性观测时点下纵向数据的半参数回归分析AI 解读

Statistical analysis of longitudinal data has been discussed by many authors, and a number of methods have been proposed. Most of the research have focused on situations where observation times are independent of or carry no information about the response variable and therefore rely on conditional inference procedures given the observation times. This article considers a different situation, where the independence assumption may not hold; that is, the observation times may…

诅咒均衡AI 解读

There is evidence that people do not fully take into account how other people's actions depend on these other people's information. This paper defines and applies a new equilibrium concept in games with private information, cursed equilibrium, which assumes that each player correctly predicts the distribution of other players' actions, but underestimates the degree to which these actions are correlated with other players' information. We apply the concept to common-values…

离散变化下的非参数识别AI 解读

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function that depends on a discrete endogenous variable and is nonseparable in latent variates. The function delivers values of a discrete or continuous outcome and instruments may be discrete valued. Application of the analog principle leads to quantile regression based interval estimators of values and partial differences of structural functions.…