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依赖删失下基于重复测量的治疗差异秩估计AI 解读

In comparing the effectiveness of two treatments, suppose that for each patient repeated measurements of an outcome variable are taken at prespecified time points, but some observations may be missing due to the patient's dependent right censoring. In this article, a simple rank estimation procedure, constructed based on an artificial censoring technique, is proposed for the treatment differences over time without imposing a parametric structure on the dependence between the…

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非平稳面板数据的线性回归极限理论AI 解读

This paper develops a regression limit theory for nonstationary panel data with large numbers of cross section and time series observations. The limit theory allows for both sequential limits and joins limits, and the relationship between these multidimensional limits is explored. The panel structures considered allow for no time series cointegration, heterogeneous cointegration, homogeneous cointegration, and near-homogeneous cointegration. The paper explores the existence…

基于经验似然的多重分位数图置信管AI 解读

The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for multiple quantile plots based on $k$ independent (possibly right-censored) samples. These tubes are asymptotically distribution free, except when both $k \geq 3$ and censoring is present. Pointwise versions of the confidence tubes, however, are asymptotically distribution free in all cases. The various confidence tubes are valid under minimal conditions. The proposed methods…

解释美国制造业投资动态：广义（S，s）方法AI 解读

In this paper, the authors derive a model of aggregate investment that builds from the lumpy microeconomic behavior of firms facing stochastic fixed adjustment costs. Instead of the standard sharp (S, s) bands, firms' adjustment policies take the form of a probability of adjustment (adjustment hazard) that responds smoothly to changes in firms' capacity gap. The model has appealing aggregation properties, and yields nonlinear aggregate time series processes. The passivity of…

从当前居住时长推断家庭总居住时长的分布AI 解读

Estimates of households' expected duration of residence are important to private and public decisionmakers. The common methods of estimation have been shown to be unreliable. This article presents a measurement framework for estimating total time of residence using five large sets of published government census data on the housing market. By developing a moving-behavior model, the distribution of total residence duration can be estimated from the census data on the age of…

离散选择数据的广义可加模型AI 解读

The usual assumption of a linear-in-parameters utility function in a multinomial logit model is relaxed by a sum of one-dimensional nonparametric functions of the explanatory variables. The model generalizes the logistic regression of the generalized additive model for a binary response to a qualitative variable that can assume more than two values. Simulation studies show that the proposed method can recover underlying nonlinearity in utility of various shapes. The model is…

能否从市场制度生成的数据中恢复供给与需求参数？AI 解读

The relative accuracy of estimators in recovering supply and demand parameters can depend on the market institutions that generate the data. The parameters of known supply and demand functions are estimated with data from laboratory market experiments with human buyers and sellers. Single-equation estimators dominate simultaneous-equations estimators in recovering supply and demand parameters from posted-offer market data. The inaccuracy of simultaneous-equations estimators…

双重异方差随机前沿成本函数的估计AI 解读

This article extends the results obtained by S. B. Caudill, J. M. Ford, and D. M. Gropper (1995) in estimating and testing stochastic frontier cost functions in the presence of heteroskedastic inefficiency using cross-section data. It suggests the estimation of the model under the assumption of heteroskedasticity in both random terms. This avoids any possible misspecification bias and the use of incorrect tests. The same data as used by Caudill, Ford, and Gropper supports…

随机面板前沿的半参数方法及其银行业应用AI 解读

This article introduces new modeling and estimation methods designed to help mitigate problems of endogeneity and misspecification. The authors use an output distance function to model the technology of a multioutput firm. They also use results from B. U. Park and L. Simar (1995) and B. U. Park, R. C. Sickles, and L. Simar (1998) on semiparametric efficient estimation of panel models to estimate multioutput stochastic distance frontiers for which the distribution of the…

纵向数据广义线性模型中回归估计量的效率AI 解读

Liang & Zeger (1986) introduced a generalised estimating equations approach based on a 'working' correlation matrix to obtain consistent and efficient estimators of regression parameters in the class of generalised linear models for repeated measures data. As demonstrated by Crowder (1995), because of the uncertainty of definition of the working correlation matrix, the Lian-Zeger approach may in some cases lead to a complete breakdown of the estimation of the regression…

全有或全无处理不依从与后续结果缺失下的意向治疗分析AI 解读

We study the combined impact that all-or-none compliance and subsequent missing outcomes can have on the estimation of the intention-to-treat effect of assignment in randomised studies. In this setting, a standard analysis, which drops subjects with missing outcomes and ignores compliance information, can be biased for the intention-to-treat effect. To address all-or-none compliance that is followed by missing outcomes, we construct a new estimation procedure for the…

Bradley–Terry 配对比较模型中参数个数趋于无穷时的渐近理论AI 解读

We are concerned here with establishing the consistency and asymptotic normality for the maximum likelihood estimator of a “merit vector” $(u_0,\dots,u_t)$, representing the merits of $t +1$ teams (players, treatments, objects), under the Bradley–Terry model, as $t \to \infty$. This situation contrasts with the well-known Neyman–Scott problem under which the number of parameters grows with $t$ (the amount of sampling), and for which the maximum likelihood estimator fails…

洛伦兹曲线排序的统计推断AI 解读

In this paper we consider the issue of performing statistical inference for Lorenz curve orderings. This involves testing for an ordered relationship in a multivariate context and making comparisons among more than two population distributions. Our approach is to frame the hypotheses of interest as sets of linear inequality constraints on the vector of Lorenz curve ordinates, and apply order-restricted statistical inference to derive test statistics and their sampling…

回归深度AI 解读

In this article we introduce a notion of depth in the regression setting. It provides the “rank” of any line (plane), rather than ranks of observations or residuals. In simple regression we can compute the depth of any line by a fast algorithm. For any bivariate dataset Z n of size n there exists a line with depth at least n/3. The largest depth in Z n can be used as a measure of linearity versus convexity. In both simple and multiple regression we introduce the deepest…

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含删失内生变量与选择偏差的面板模型两步估计AI 解读

This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous variables and sample selection bias. Our approach is to derive estimates of the unobserved heterogeneity responsible for the endogeneity/selection bias to include as additional explanatory variables in the primary equation. These are obtained through a decomposition of the reduced form residuals. The panel nature of the data allows adjustment, and testing,…

三角联立方程模型的非参数估计AI 解读

This paper presents a simple two-step nonparametric estimator for a triangular simultaneous equation model. The authors use series approximations that exploit the additive structure of the model. The first step comprises the nonparametric estimation of the reduced form and the corresponding residuals. The second step is the estimation of the primary equation via nonparametric regression with the reduced form residuals included as a regressor. The authors derive consistency…

大型细分需求系统的估计：条件线性系统估计量AI 解读

Empirical demand systems that do not impose unreasonable restrictions on preferences are typically non‐linear. We show, however, that all popular systems possess the property of conditional linearity. A computationally attractive iterated linear least squares estimator (ILLE) is proposed for large non‐linear simultaneous equation systems which are conditionally linear in unknown parameters. The estimator is shown to be consistent and its asymptotic efficiency properties are…

事件发生不规则且存在序列相关时的时间序列截面特征价格模型误差结构AI 解读

When estimating hedonic models of housing prices, the use of time series cross‐section repeat sales data can provide improvements in estimator efficiency and correct for unobserved characteristics. However, in cases where serial correlation is present, the irregular timing of sales should also be considered. In this paper we develop a model that uses information on the timing of events to account for the sporadic occurrence of events. The model presumes that the serial…

大型细分需求系统的估计：条件线性系统的估计量AI 解读

Empirical demand systems that do not impose unreasonable restrictions on preferences are typically non-linear. We show, however, that all popular systems possess the property of conditional linearity. A computationally attractive iterated linear least squares estimator (ILLE) is proposed for large non-linear simultaneous equation systems which are conditionally linear in unknown parameters. The estimator is shown to be consistent and its asymptotic efficiency properties are…

We present an econometrically tractable life cycle labor supply model for panel data including intertemporally progressive taxes on uncertai wage and nonwge incomes. Our two‐stage fixedeffects generalized method‐of‐moments approach first extimates intretemporal and then intertemporal preferences. Specification testing domonstrates the value of incorporating joint progressive taxation of labor and nonlabor incomes, Results for prime‐age men emphasize the roles played by…

偏好异质性与需求系统的秩AI 解读

This article examines the effect of preference heterogeneity on nonparametric and parametric tests of the rank of demand systems. Using samples of households drawn from the U.K. Family Expenditure Survey, the authors find that preference heterogeneity increases the rank of demand systems. When the effects of household characteristics on demand are removed by semiparametric techniques, a rank-three demand system appears to be an adequate empirical specification for all…