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线性删失分位数回归模型的一种替代估计量AI 解读

This paper introduces an alternative estimator for the linear censored quantile regression model. The estimator also applies to cases where the censoring point is unknown. Since the objective function is globally convex and the estimator is a solution to a linear programming problem, a global minimizer is obtained in a finite number of simplex iterations. The estimator has a square root of n-convergence rate and is asymptotically normal. A Monte Carlo study performed shows…

独立非同分布随机变量样本中位数弱一致性的充要条件AI 解读

Necessary and sufficient conditions for the weak consistency of the sample median of independent, but not identically distributed random variables are given and discussed.

This paper develops the method of matching as an econometric evaluation estimator. A rigorous distribution theory for kernel-based matching is presented. The method of matching is extended to more general conditions than the ones assumed in the statistical literature on the topic. We focus on the method of propensity score matching and show that it is not necessarily better, in the sense of reducing the variance of the resulting estimator, to use the propensity score method…

二元因变量方程的一种新拟合优度指标AI 解读

The econometrics literature contains many alternative measures of goodness of fit, roughly analogous to R-squared, for use with equations with dichotomous dependent variables. There is, however, no consensus as to the measures' relative merits or about which ones should be reported in empirical work. This article proposes a new measure that possesses several useful properties that the other measures lack. The new measure may be interpreted intuitively in a similar way to…

典型求职搜寻模型的贝叶斯分析AI 解读

Bayesian analysis for a simple but widely applied dynamic programming model is obtained. The setting is the prototypal job-search model. The general case of wage and duration data, with potential censoring, is studied. The optimality condition implied by the dynamic programming setup is fully imposed. The posterior distribution reveals a 'ridge' reflecting the characteristic nonstandard nature of the inference problem. Marginal distributions and moments are obtained in a…

具有依赖删失时间的不完整重复测量分析AI 解读

A frequently encountered complication in repeated-measurements data analysis is that a substantial number of subjects drop out of the study. In this paper, several conceptually simple methods are proposed for analysing incomplete repeated measures when the measurement times vary substantially from subject to subject and the subject's dropout time may depend on the observed and unobserved outcome variables. Numerical studies are conducted to examine the adequacy of our…

Lorelogram：探索纵向分类响应依赖性的回归方法AI 解读

We propose flexible regression estimators of the marginal pairwise log-odds ratio measure of association for longitudinal categorical responses. The function that we estimate is the log-odds ratio analog of the correlogram; hence we name the function the lorelogram. Measuring the association of categorical responses on the log-odds scale allows ease of interpretation and allows pairwise association to remain unconstrained by the marginal means, a feature not shared by…

医疗服务利用与保险覆盖：多元 probit 分析AI 解读

A computationally practical form of probit analysis for multiple response variables was applied to data on health service utilization as it relates to type of supplemental insurance coverage and other demographic covariates in a sample of 4,658 individuals over age 65 on Medicare. The quantal response variables comprised use of five health services: Medical provider visit, hospital outpatient visit, emergency room visit, hospital inpatient stay, and home health care visit.…

局部线性分位数回归AI 解读

In this article we study nonparametric regression quantile estimation by kernel weighted local linear fitting. Two such estimators are considered. One is based on localizing the characterization of a regression quantile as the minimizer of E{pp (Y — a)|X = x}, where ρp is the appropriate “check” function. The other follows by inverting a local linear conditional distribution estimator and involves two smoothing parameters, rather than one. Our aim is to present fully…

稳健二元非参数回归的贝叶斯方法AI 解读

This article presents a Bayesian approach to binary nonparametric regression that assumes that the argument of the link is an additive function of the explanatory variables and their multiplicative interactions. The article makes the following contributions. First, a comprehensive approach is presented in which the function estimates are smoothing splines with the smoothing parameters integrated out and the estimates are made robust to outliers. Second, the approach can…

带生存结局的面板数据：HIV 阳性患者住院分析AI 解读

This article provides an analysis of the hospitalization experience of a panel of HIV-positive patients. It is part of a program of work designed to study the medical expenditures of such patients and their variation both between people and over time. We model the joint distribution of the inpatient episodes and the survival times of a panel of patients over 15 months. The model induces correlation between hospitalization and death via an unmeasured, person-specific, frailty…

Generalized Linear Models.- Linear Models, Vector Spaces, and Residual Likelihood.- An Assessment of Approximate Maximum Likelihood Estimators in Generalized Linear Models.- Scaled Link Functions for Heterogeneous Ordinal Response Data.- Longitudinal Data Analysis.- Software Design for Longitudinal Data Analysis.- Asymptotic Properties of Nonlinear Mized-Effects Models.- Structured Antedependence Models for Longitudinal Data.- Effect of Confounding and Other Misspecification…

稳健二元非参数回归的贝叶斯方法AI 解读

This article presents a Bayesian approach to binary nonparametric regression that assumes that the argument of the link is an additive function of the explanatory variables and their multiplicative interactions. The article makes the following contributions. First, a comprehensive approach is presented in which the function estimates are smoothing splines with the smoothing parameters integrated out and the estimates are made robust to outliers. Second, the approach can…

社会实验中的受试者评价AI 解读

This paper concerns inferring how self-interested subjects, as opposed to altruistic investigators, evaluate treatments in social experiments. The authors argue that the attrition behavior of subjects reveals their evaluation and discuss the usefulness of using such data in performing subject-based evaluation. The authors study the causes of disagreements between investigators and subjects in evaluating treatments and empirically assess the degree to which they disagree. The…

利用参军申请者的社会保障数据估计志愿兵役的劳动力市场影响AI 解读

Effects of military service on veterans' earnings are estimated using Social Security administrative records to fit models with heterogeneous potential outcomes. The first estimation strategy uses matching and regression to compare applicants who enlisted with applicants who did not enlist. The second uses instrumental variables generated by an error in military entrance exams. The empirical results suggest that military service led to higher employment rates for veterans.…

倾向得分在平均处理效应有效半参数估计中的作用AI 解读

The role of propensity score in the efficient estimation of the average treatment effects is examined. If the treatment is ignorable given some observed characteristics, it is shown that the propensity score is ancillary for estimation of the average treatment effects but not for estimation of average treatment effects on the treated. Efficient semiparametric estimators take the form of relevant sample averages of the data completed by the nonparametric imputation method.…

更多微积分学习能否改善中级微观与宏观经济学成绩？AI 解读

Using a selection bias correction model with ordered probit, we estimate how a second semester of calculus affects students' grades in intermediate economic theory. Selection bias correction is needed because similar aptitudes and interests often lead students to enroll and do well in both mathematics and economics. A sample of students enrolled in 49 classes of intermediate micro and 41 classes of intermediate macro is used to estimate the model. The results show a…

社会项目评估中如何处理项目退出者AI 解读

This paper explores issues that arise in the evaluation of social programs using experimental data in the frequently encountered case where some of the experimental treatment group members drop out of the program prior to receiving treatment. We begin with the standard estimator for this case and the identifying assumption upon which it rests. We then examine the behavior of the estimator when the dropouts receive a partial "dose" of the program treatment prior to dropping…

条件分位数约束下参数回归模型的一致非参数检验AI 解读

This paper proposes a nonparametric, kernel-based test of parametric quantile regression models. The test statistic has a limiting standard normal distribution if the parametric quantile model is correctly specified and diverges to infinity for any misspecification of the parametric model. Thus the test is consistent against any fixed alternative. The test also has asymptotic power 1 against local alternatives converging to the null at proper rates. A simulation study is…

混合效应平滑样条方差分析AI 解读

Summary We propose a general family of nonparametric mixed effects models. Smoothing splines are used to model the fixed effects and are estimated by maximizing the penalized likelihood function. The random effects are generic and are modelled parametrically by assuming that the covariance function depends on a parsimonious set of parameters. These parameters and the smoothing parameter are estimated simultaneously by the generalized maximum likelihood method. We derive a…

一种半参数多重插补方法AI 解读

Summary In this paper, we describe how to use multiple imputation semiparametrically to obtain estimates of parameters and their standard errors when some individuals have missing data. The methods given require the investigator to know or be able to estimate the process generating the missing data but requires no full distributional form for the data. The method is especially useful for non-standard problems, such as estimating the median when data are missing.

多阶段抽样纵向二元数据分析AI 解读

Summary The efficient use of surrogate or auxiliary information has been investigated within both model-based and design-based approaches to data analysis, particularly in the context of missing data. Here we consider the use of such data in epidemiological studies of disease incidence in which surrogate measures of disease status are available for all subjects at two time points, but definitive diagnoses are available only in stratified subsamples. We briefly review methods…