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贝叶斯半参数中位数回归建模AI 解读

Median regression models become an attractive alternative to mean regression models when employing flexible families of distributions for the errors. Classical approaches are typically algorithmic with desirable properties emerging asymptotically. However, nonparametric error models may be most attractive in the case of smaller sample sizes where parametric specifications are difficult to justify. Hence, a Bayesian approach, enabling exact inference given the observed data,…

半参数非线性混合效应模型及其应用AI 解读

Nonlinear mixed effects models (NLMMs) and self-modeling nonlinear regression (SEMOR) models are often used to fit repeated measures data. They use a common function shared by all subjects to model variation within each subject and some fixed and/or random parameters to model variation between subjects. The parametric NLMM may be too restrictive, and the semiparametric SEMOR model ignores correlations within each subject. In this article we propose a class of semiparametric…

存在样本流失时的矩估计AI 解读

We study the effects of the attrition of firms from longitudinal samples on the estimates of dynamic labor demand models. The reasons for attrition from business-based longitudinal samples are extremely varied and are related to both the economic activity of the business and the methods of acquiring sampling frame information for those businesses. We do an exhaustive study of the available information regarding the attrition of French firms from our analysis sample. We…

群组随机试验分析的最优置换检验AI 解读

Two facts complicate the comparison of interventions in group randomized trials (GRT's), a family of clinical trials in which each member of a particular group receives the same treatment assignment. First, individual outcomes within each group are often correlated. Second, the number of groups in a GRT is often not sufficient to make asymptotic approximations possible. Therefore, the tests used with methods, such as generalized estimating equations (GEE) and penalized quasi…

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检测非线性个体曲线急剧变化的贝叶斯模型AI 解读

We propose a model for longitudinal data with random effects that includes model-based smoothing of measurements over time. This research is motivated by experiments evaluating the hemodynamic effects of various agents in tumor-bearing rats. In one set of experiments, the rats breathed room air, followed by carbogen (a mixture of pure oxygen and carbon dioxide). The experimental responses are longitudinal measurements of oxygen pressure measured in tissue, tumor blood flow,…

选择性偏差的局部敏感性近似AI 解读

Summary Observational data analysis is often based on tacit assumptions of ignorability or randomness. The paper develops a general approach to local sensitivity analysis for selectivity bias, which aims to study the sensitivity of inference to small departures from such assumptions. If M is a model assuming ignorability, we surround M by a small neighbourhood N defined in the sense of Kullback–Leibler divergence and then compare the inference for models in N with that for…

利用已实现效应的信息界定前瞻性因果效应AI 解读

Summary The potential outcomes approach to causal inference postulates that each individual has a number of possibly latent outcomes, each of which would be observed under a different treatment. For any individual, some of these outcomes will be unobservable or counterfactual. Information about post-treatment characteristics sometimes allows statements about what would have happened if an individual or group with these characteristics had received a different treatment.…

模型误设对 Cox 比例风险模型中无随机治疗效应检验的影响AI 解读

Summary We examine the asymptotic and small sample properties of model-based and robust tests of the null hypothesis of no randomized treatment effect based on the partial likelihood arising from an arbitrarily misspecified Cox proportional hazards model. When the distribution of the censoring variable is either conditionally independent of the treatment group given covariates or conditionally independent of covariates given the treatment group, the numerators of the partial…

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跨期劳动供给模型工具变量估计的有限样本偏误：跨期替代弹性真的很小吗？AI 解读

The empirical literature on intertemporal labor supply behavior documents that the intertemporal elasticity of substitution of labor supply is very low, with a plausible range of zero to 0.2. Drawing upon the literature on the distribution of instrumental variables (IV) estimators, this paper demonstrates that this conventional wisdom is erroneous because it does not take into account the severe finite sample bias in these estimates that arise from weak instruments. This…

跨辖区居民分选与多数决：实证分析AI 解读

The goal of this paper is to provide a comprehensive empirical analysis of majority rule and Tiebout sorting within a system of local jurisdictions. The idea behind the estimation procedure is to investigate whether observed levels of public expenditures satisfy necessary conditions implied by majority rule in a general equilibrium model of residential choice. The estimator controls for observed and unobserved heterogeneity among households, observed and unobserved…

企业与时间变化的等式及不等式约束下的经济关系估计AI 解读

Abstract Applied econometricians often fail to impose economic regularity constraints in the exact form economic theory prescribes. We show how the Singular Value Decomposition (SVD) Theorem and Markov Chain Monte Carlo (MCMC) methods can be used to rigorously impose time‐ and firm‐varying equality and inequality constraints. To illustrate the technique we estimate a system of translog input demand functions subject to all the constraints implied by economic theory,…

理性成瘾的计量经济学AI 解读

This article reexamines the econometric estimation of rational-addiction models considered by Becker, Grossman, and Murphy (BGM) for cigarette consumption. The rational-addiction model poses a number of additional econometric difficulties including endogeneity due to the presence of leads and lags of the dependent variable and serial correlation in the disturbances. BGM considered a fixed-effects two-stage least squares (2SLS) estimator. It is well known that this estimator…

面板数据中含二元内生解释变量的二元选择模型AI 解读

This article considers the estimation of the causal effect of fertility on female-labor-force participation equations. My main concern is to examine two considerations, the endogeneity of fertility and the impact of controlling for unobserved heterogeneity and for predetermined existing children. Using PSID data, a switching binary panel-data model that accounts for selectivity bias as well as for other forms of time-invariant unobserved heterogeneity is estimated.…

含固定效应的动态面板 Logit 模型的信息界AI 解读

In this paper, I calculate the semiparametric information bound in two dynamic panel data logit models with individual specific effects. In such a model without any other regressors, it is well known that the conditional maximum likelihood estimator yields a √ n -consistent estimator. In the case where the model includes strictly exogenous continuous regressors, Honoré and Kyriazidou (2000, Econometrica 68, 839–874) suggest a consistent estimator whose rate of convergence is…

聚类二元与连续响应联合建模的相关Probit模型AI 解读

A difficulty in joint modeling of continuous and discrete response variables is the lack of a natural multivariate distribution. For joint modeling of clustered observations on binary and continuous responses, we study a correlated probit model that has an underlying normal latent variable for the binary responses. Catalano and Ryan have factored the model into a marginal and a conditional component and used generalized estimating equations methodology to estimate the…

随机块结构的估计与预测AI 解读

A statistical approach to a posteriori blockmodeling for digraphs and valued digraphs is proposed. The probability model assumes that the vertices of the digraph are partitioned into several unobserved (latent) classes and that the probability distribution of the relation between two vertices depends only on the classes to which they belong. A Bayesian estimator based on Gibbs sampling is proposed. The basic model is not identified, because class labels are arbitrary. The…

多项重复测量与双变量事件时间联合分析的潜变量模型AI 解读

This article presents a novel approach to analyzing a complex dataset from a prevention trial, where outcomes comprise multiple repeated mental health items and times to initiation of alcohol and tobacco use. The dataset has a nonnegligible portion of missing values and interval or left censored events. The substantive interest of the trial suggests a psychiatric distress latent variable that is reflected in the mental health items and potentially affects initiation of…

多原因无应答下纵向调查离散结局分析的边缘模型AI 解读

Techniques for analyzing categorical outcomes obtained from longitudinal survey samples, with outcomes subject to multiple-cause nonresponse, are developed within the framework of weighted generalized estimating equations. Development of these techniques was motivated by disability data obtained from the Longitudinal Study of Aging (LSOA), a longitudinal survey sample containing missing follow-up for many elderly participants. We posit a model that combines different…

估计教育回报：若干长期计量问题的研究进展AI 解读

This paper reviews a set of recent studies that have attempted to measure the causal effect of education on labor market earnings by using institutional features of the supply side of the education system as exogenous determinants of schooling outcomes. A simple theoretical model that highlights the role of comparative advantage in the optimal schooling decision is presented and used to motivate an extended discussion of econometric issues, including the properties of…

工具变量数量的选择AI 解读

Properties of instrumental variable estimators are sensitive to the choice of valid instruments, even in large cross-section applications. In this paper we address this problem by deriving simple mean-square error criteria that can be minimized to choose the instrument set. We develop these criteria for two-stage least squares (2SLS), limited information maximum likelihood (LIML), and a bias adjusted version of 2SLS (B2SLS). We give a theoretical derivation of the…

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未知形式异方差下的渐近有效中位数回归AI 解读

We consider a linear model with heteroskedasticity of unknown form. Using Stone's (1977, Annals of Statistics 5, 595–645) k nearest neighbors ( k -NN) estimation approach, the optimal weightings for efficient least absolute deviation regression are estimated consistently using residuals from preliminary estimation. The reweighted least absolute deviation or median regression estimator with the estimated weights is shown to be equivalent to the estimator using the true but…