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基于二元删失数据的多元 M 估计推断AI 解读

Consider two random variables subject to random right censoring, for example, the survival times of twins or two recurrence times of a certain disease recorded on the same individual. Of interest is the estimation of a multivariate M functional of these two random variables. Asymptotic results for the proposed estimator are established under general conditions on the criterion function of the M estimator. The obtained results include the asymptotic normality of the…

工具变量模型中分布处理效应的自助法检验AI 解读

This article considers the problem of assessing the distributional consequences of a treatment on some outcome variable of interest when treatment intake is (possibly) nonrandomized, but there is a binaryinstrument available for the researcher. Such a scenario is common in observational studies and in randomized experiments with imperfect compliance. One possible approach to this problem is to compare the counterfactual cumulative distribution functions of the outcome with…

回顾性匹配下调整后的 Nelson–Aalen 估计AI 解读

In certain situations, randomized trials are not possible, but formal comparison of survival in two or more groups is still desirable. Although no substitute for randomization, application of the matched case-control design to survival studies may minimize the potential bias. Comparable estimates for each treatment group can be obtained by matching or stratifying according to prognostic variables, and weighting each individual to make stratum distributions the same over the…

随机先行约束下的分布非参数估计AI 解读

For any two random variables X and Y with distributions F and G defined on [0,∞), X is said to stochastically precede Y if P(X≤Y) ≥ 1/2. For independent X and Y, stochastic precedence (denoted by X≤spY) is equivalent to E[G(X–)] ≤ 1/2. The applicability of stochastic precedence in various statistical contexts, including reliability modeling, tests for distributional equality versus various alternatives, and the relative performance of comparable tolerance bounds, is…

含不可忽略退出和缺失协变量的多元纵向结果分析AI 解读

This article analyzes changes in treatment practices in outpatient methadone treatment units from a national panel study. The analysis of this dataset is challenging due to several difficulties, including multiple longitudinal outcomes, nonignorable nonresponses, and missing covariates. Specifically, the data included several variables that measure the effectiveness of methadone treatment practices for each unit. A substantial percentage of units (33%%) did not respond…

有序响应模型中的平移限制与半参数估计AI 解读

We develop a √n-consistent and asymptotically normal estimator of the parameters (regression coefficients and threshold points) of a semiparametric ordered response model under the assumption of independence of errors and regressors. The independence assumption implies shift restrictions allowing identification of threshold points up to location and scale. The estimator is useful in various applications, particularly in new product demand forecasting from survey data subject…

解释变量或结果具有区间数据时的回归推断AI 解读

This paper examines inference on regressions when interval data are available on one variable, the other variables being measured precisely. Let a population be characterized by a distribution P(y, x, v, v0, v1), where y∈R1, x∈Rk, and the real variables (v, v0, v1) satisfy v0≤v≤v1. Let a random sample be drawn from P and the realizations of (y, x, v0, v1) be observed, but not those of v. The problem of interest may be to infer E(y|x, v) or E(v|x). This analysis maintains…

含随机系数的随机前沿模型AI 解读

Abstract The paper proposes a stochastic frontier model with random coefficients to separate technical inefficiency from technological differences across firms, and free the frontier model from the restrictive assumption that all firms must share exactly the same technological possibilities. Inference procedures for the new model are developed based on Bayesian techniques, and computations are performed using Gibbs sampling with data augmentation to allow finite‐sample…

This paper considers causal inference and sample selection bias in nonexperimental settings in which (i) few units in the nonexperimental comparison group are comparable to the treatment units, and (ii) selecting a subset of comparison units similar to the treatment units is difficult because units must be compared across a high-dimensional set of pretreatment characteristics. We discuss the use of propensity score-matching methods, and implement them using data from the…

第二次世界大战与经济收敛AI 解读

Proxies that measure the effect of World War II on a country's capital stock are used as instruments for estimating standard cross-country growth regressions. The war's destruction should offer a natural experiment that allows us to consistently estimate the speed at which productivity growth converges to its long-run path. This paper presents evidence that convergence rates are approximately 4% to 6% per annum, substantially larger than conventional wisdom. © 2002 by the…

时间序列的回归分位数AI 解读

In this paper we study nonparametric estimation of regression quantiles for time series data by inverting a weighted Nadaraya–Watson (WNW) estimator of conditional distribution function, which was first used by Hall, Wolff, and Yao (1999, Journal of the American Statistical Association 94, 154–163). First, under some regularity conditions, we establish the asymptotic normality and weak consistency of the WNW conditional distribution estimator for α-mixing time series at both…

多工具变量情形下的最优推断AI 解读

In this paper, I derive the efficiency bound of the structural parameter in a linear simultaneous equations model with many instruments. The bound is derived by applying a convolution theorem to Bekker's (1994, Econometrica 62, 657–681) asymptotic approximation, where the number of instruments grows to infinity at the same rate as the sample size. Usual instrumental variables estimators with a small number of instruments are heuristically argued to be efficient estimators in…

流行病学研究中的混杂因素判定标准AI 解读

Summary The paper addresses a formal definition of a confounder based on the qualitative definition that is commonly used in standard epidemiology text-books. To derive the criterion for a factor to be a confounder given by Miettinen and Cook and to clarify inconsistency between various criteria for a confounder, we introduce the concepts of an irrelevant factor, an occasional confounder and a uniformly irrelevant factor. We discuss criteria for checking these and show that…

补贴培训对受训者收入分位数影响的工具变量估计AI 解读

The effect of government programs on the distribution of participants' earnings is important for program evaluation and welfare comparisons.This paper reports es- timates of the effects of JTPA training programs on the distribution of earnings.The estimation uses a new instrumental variable (IV) method that measures program impacts on the quantiles of outcome variables.This quantile treatment effects (QTE) estimator accommodates exogenous covariates and reduces to quantile…

工具变量有效性的一种新规格检验AI 解读

We develop a new specification test for IV estimators adopting a particular second order approximation of Bekker. The new specification test compares the difference of the forward (conventional) 2SLS estimator of the coefficient of the right-hand side endogenous variable with the reverse 2SLS estimator of the same unknown parameter when the normalization is changed. Under the null hypothesis that conventional first order asymptotics provide a reliable guide to inference, the…

家庭购买时点决策的分群风险率方法AI 解读

Abstract The increasing availability of customer‐level data and the willingness of marketers to customize the timing of their offers to consumers makes the accurate segment‐level description of household purchase timing decisions a compelling issue. In this paper we employ a finite mixture accelerated failure time model to identify and characterize household segments in terms of their purchasing rates and their propensity to accelerate purchases due to marketing mix…

病例对照数据逻辑回归模型的信息矩阵检验AI 解读

We propose an information‐matrix‐based goodness‐of‐fit statistic to test the validity of the logistic regression model based on case‐control data by extending the information matrix test of White (1982) for detecting one‐sample parametric model misspecification to the semiparametric profile likelihood setting under a two‐sample semiparametric model, which is equivalent to the assumed logistic regression model. The proposed test statistic requires a high‐dimensional matrix…

用于有序响应变量正关联分析的边际回归模型AI 解读

Given a set of discrete response variables, some of which are ordinal, and an arbitrary set of discrete explanatory variables, we propose a simple matrix formulation for parameterising the saturated model as in Glonek (1996). This is such that, within a hierarchical structure, marginal logits and log‐odds ratios of various possible types, together with the remaining log‐linear interactions of high order, may be modelled by equality and inequality constraints. Inequality…

We extend Robins’ theory of causal inference for complex longitudinal data to the case of continuously varying as opposed to discrete covariates and treatments. In particular we establish versions of the key results of the discrete theory: the $g$-computation formula and a collection of powerful characterizations of the $g$-null hypothesis of no treatment effect. This is accomplished under natural continuity hypotheses concerning the conditional distributions of the outcome…

求职搜寻模型中的最优性检验AI 解读

Models of search in labor markets are potentially of great use for policy analy-sis since their parameters are structural. However, a common feature of these models is that an assumption of optimal behavior on the part of agents is necessary to achieve identifica-tion. From a classical econometric perspective, this means the assumption of optimality is untestable and, if optimality is not imposed, it is impossible to learn about the unidentified parameters. This paper argues…