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德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…

从家庭总量推断个人需求：膳食构成的时间与年龄变化AI 解读

This paper uses non-parametric regression with smoothness induced by imposition of a roughness penalty to estimate time-dependent relationships between age and intakes of energy, total fat and saturated fatty acids employing data on household food acquisitions from a continuous survey covering the period 1975-94. A discrete analogue of the bivariate thin plate spline smoother is used to smooth the estimates across age and time. With age and calendar time-specific estimated…

检验主观劳动供给数据的预测价值AI 解读

Empirical implementation of labour supply theories is usually based on actual hours of work. This requires strong assumptions on the impact of labour demand. To avoid these assumptions, subjective data on desired labour supply can be used. In this paper we investigate whether respondents' answers to survey questions on the desired number of working hours contain additional information on the respondents' preferences. Using panel data for the Netherlands, we analyse whether…

从家庭总量恢复个人需求：膳食构成的时间与年龄变化AI 解读

This paper uses non-parametric regression with smoothness induced by imposition of a roughness penalty to estimate time-dependent relationships between age and intakes of energy, total fat and saturated fatty acids employing data on household food acquisitions from a continuous survey covering the period 1975-94. A discrete analogue of the bivariate thin plate spline smoother is used to smooth the estimates across age and time. With age and calendar time-specific estimated…

德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…

纵向数据回归模型的累积回归函数检验AI 解读

The longitudinal regression model $Y_{i,j} = m(V_\tau_{i,j}^i) + \varepsilon_{i,j}$ where $Y_{i,j}$, is the $j$th measurement of the $i$th subject at random time $\tau_{i,j}$, $m$ is the regression function, $V_\tau_{i, j}$ is a predictable covariate process observed at time $\tau_{i,j}$ and $\varepsilon_{i,j}$ is noise, often provides an adequate framework for modeling and comparing groups of data. The proposed longitudinal regression model is based on marked point process…

样本选择模型的有效半参数评分估计AI 解读

A semiparametric likelihood method is proposed for the estimation of sample selection models. The method is a two-step semiparametric scoring estimation procedure based on an index restriction and kernel estimation. Under some regularity conditions, the estimator is square-root n -consistent and asymptotically normal. The estimator is also asymptotically efficient in the sense that its asymptotic covariance matrix attains the semiparametric efficiency bound under the index…

含离群值抽样调查的偏差校准估计AI 解读

Summary We discuss the problem of estimating finite population parameters on the basis of a sample containing representative outliers. We clarify the motivation for Chambers's bias-calibrated estimator of the population total and show that bias calibration is a key idea in constructing estimators of finite population parameters. We then link the problem of estimating the population total to distribution function or quantile estimation and explore a methodology based on the…

摘要暂缺

利用税制改革估计劳动供给反应AI 解读

The 1980s tax reforms and the changing dispersion of wages offer one of the best opportunities yet to estimate labor supply effects. Nevertheless, changing sample composition, aggregate shocks, the changing composition of the tax paying population, and discontinuities in the tax system create serious identification and estimation problems. The authors develop grouping estimators that address these issues. Their results reveal positive and moderately sized wage elasticities.…

家庭批量购买情形下的食品支出估计AI 解读

The aim of this article is the estimation of annual food expenditures with limited information about bulk purchases with data from a Spanish household-budget survey for 1990-91. Three alternatives are compared. The first, currently used for official purposes, does not use all the information. The second uses all the available information in a rough way. The third assumes a formal model for the unknown frequency of purchases. The three alternatives are compared by a…

基于基尼系数的税收累进性指数推断检验AI 解读

Distribution-free statistical inference procedures for changes in Lorenz- and Gini-based indexes of tax progressivity are developed and applied. Related but distinct tests for the Reynolds-Smolensky index of residual progression and the Kakwani index of liability progression are provided. The inference procedures are illustrated by applying them to Luxembourg Income Study microdata for Sweden, the United Kingdom, and the United States before and after periods of tax reform.…

流动性指标的年龄曲线：西德收入的应用AI 解读

This paper develops a technique for estimating age-profiles of earnings mobility using conditional kernel density estimation and establishes their statistical properties. Both pointwise and simultaneous confidence intervals are derived. The paper then examines the age-profile of short-run earnings mobility in Germany between 1983 and 1993 using the Socio-Economic Panel data. It turns out that earnings mobility is significantly higher for young people than for elder ones.…

多变量 Probit 模型分析AI 解读

This paper provides a practical simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods and maximum likelihood estimates are obtained by a Monte Carlo version of the EM algorithm. A practical approach for the computation of Bayes factors from the simulation output is also developed. The methods are applied to a dataset with a bivariate binary…

群组序贯试验置信区间的重抽样方法AI 解读

Resampling methods are introduced for the construction of confidence intervals for treatment effects associated with the primary and secondary endpoints of a clinical trial whose stopping rule is specified by a group sequential test. These methods are nonparametric and compare favourably with the exact methods that assume the responses to be normally distributed.

Current status data arise when the only knowledge about the failure time of interest is whether the failure occurs before or after a random monitoring time. We propose to analyse such data by the semiparametric additive hazards model, which specifies that the hazard function for the failure time associated with a set of possibly time-dependent covariates is the sum of an arbitrary baseline hazard function and a regression function of covariates. Under certain conditions on…

纵向数据的半参数随机混合模型AI 解读

We consider inference for a semiparametric stochastic mixed model for longitudinal data. This model uses parametric fixed effects to represent the covariate effects and an arbitrary smooth function to model the time effect and accounts for the within-subject correlation using random effects and a stationary or nonstationary stochastic process. We derive maximum penalized likelihood estimators of the regression coefficients and the nonparametric function. The resulting…

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…

死刑陪审员的公正性：不同层级与缺失机制下的贝叶斯模型比较AI 解读

Jurors who are opposed to the death penalty are excluded from serving on trials in which the defendant may be sentenced to death. The exclusion of such jurors from death-penalty trials raises some concern about the fairness of these juries in deciding the guilt or innocence of a defendant. This article uses data from a survey of behaviors and beliefs of jurors conducted at the conclusion of non–capital offense trials to study this issue. A Bayesian hierarchical model is…

利用链路计数数据进行网络流量的贝叶斯推断AI 解读

We study Bayesian models and methods for analysing network traffic counts in problems of inference about the traffic intensity between directed pairs of origins and destinations in networks. This is a class of problems very recently discussed by Vardi in a 1996 JASA article and is of interest in both communication and transportation network studies. The current article develops the theoretical framework of variants of the origin-destination flow problem and introduces…

针对有序备择的多元多样本分位数检验AI 解读

We propose and study a multivariate c-sample rank test for order-restricted alternatives when the underlying distributions have a contaminated component. An example concerning lens opacity in adults is presented. The asymptotic distributions are obtained under local mixture alternatives, and Pitman efficiencies are calculated. An empirical power study is also included.

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…

死刑陪审员的公正性：不同层级与缺失机制的贝叶斯模型比较AI 解读

Jurors who are opposed to the death penalty are excluded from serving on trials in which the defendant may be sentenced to death. The exclusion of such jurors from death-penalty trials raises some concern about the fairness of these juries in deciding the guilt or innocence of a defendant. This article uses data from a survey of behaviors and beliefs of jurors conducted at the conclusion of non–capital offense trials to study this issue. A Bayesian hierarchical model is…

摘要暂缺