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工作经验对女性工资与劳动供给的影响AI 解读

This paper develops and implements a semiparametric estimator for investigating, with panel data, the importance of human capital and time nonseparable preferences to females when aggregate shocks are present. It provides a set of conditions for making statistical inferences about agents' expectations of their correlated future choices, from a short panel. Under the assumption that observed allocations are Pareto optimal, a dynamic model of female labour supply and…

美国女性工资分布变化的动态：分位数回归方法AI 解读

This paper examines the female wage structure focusing on changes at different points in the wage distribution. Newly developed quantile regression methods are used in analysing data from the March Current Population Survey. The results show that while the most significant changes for the less skilled women took place at the bottom of the wage distribution, for the more skilled groups changes occurred at both ends of the distribution. Consequently, wage inequality decreased…

分布函数的反卷积AI 解读

We consider the estimation of a distribution function when observations from this distribution are contaminated by measurement error. The unknown distribution is modeled as a mixture of a finite number of known distributions. Model parameters can be estimated and confidence intervals constructed using well-known likelihood theory. We show that it is also possible to apply this approach to estimation of a unimodal distribution. An application is presented using data from a…

泊松与过度离散泊松回归中以计数代替事件时间的效率损失AI 解读

Inference for point processes is most efficient if the event times for each individual are available. Sometimes, the study design is such that only aggregated data are collected, consisting of the number of events or recurrences for each individual over the observation period. This article discusses the loss in efficiency of an analysis of the aggregated counts versus an analysis of the actual event times. One particular case is exemplified—that in which the purpose of the…

数据并非完全随机缺失时的广义估计方程方法AI 解读

We propose two methods for handling missing data in generalized estimating equation (GEE) analyses: mean imputation and multiple imputation. Each provides valid GEE estimates when data are missing at random. Missing outcomes are imputed sequentially starting from the outcome nearest in time to the observed outcome. The estimators from the two kinds of imputation are compared with the weighting method of Robins et al. We show that multiple imputation with an infinite number…

含误分类的单调有序重复测量建模及成熟过程应用AI 解读

Many longitudinal studies of children are concerned with the modeling of monotonic responses such as growth and sexual maturation. The National Heart, Lung, and Blood Institute Growth and Health Study (NGHS) is a longitudinal study designed to examine the effect of growth and maturation on the development of obesity and related cardiovascular risk factors among black and white adolescent girls. Sexual maturation is measured with an ordinal outcome and is known to be measured…

采用层次混合先验的贝叶斯总体模型及其血细胞计数应用AI 解读

Population pharmacokinetic and pharmacodynamic studies require analyzing nonlinear growth curves fit to multiple measurements from study subjects. We propose a class of nonlinear population models with nonparametric second-stage priors for analyzing such data. The proposed models apply a flexible class of mixtures to implement the nonparametric second stage. The discussion is based on a pharmacodynamic study involving longitudinal data consisting of hematologic profiles…

多参数似然模型中的局部多项式估计AI 解读

The nonparametric regression technique of local polynomial fitting is extended to multiparameter likelihood models. Some well-known appealing features of local polynomial smoothers, such as the behavior at the boundary, are shown to carry over to the multiparameter case. Asymptotic consistency and normality of the resulting estimators are derived under suitable regularity conditions. This work is motivated by the need for a nonparametric alternative to parametric…

多重离散结果的潜变量回归AI 解读

Quantifying human health and functioning poses significant challenges in many research areas. Commonly in the social and behavioral sciences and increasingly in epidemiologic research, multiple indicators are utilized as responses in lieu of an obvious single measure for an outcome of interest. In this article we study the concomitant latent class model for analyzing such multivariate categorical outcome data. We develop practical theory for reducing and identifying such…

泊松及过度离散泊松回归中用计数替代事件时点的效率损失AI 解读

Inference for point processes is most efficient if the event times for each individual are available. Sometimes, the study design is such that only aggregated data are collected, consisting of the number of events or recurrences for each individual over the observation period. This article discusses the loss in efficiency of an analysis of the aggregated counts versus an analysis of the actual event times. One particular case is exemplified—that in which the purpose of the…

含误分类的单调有序重复测量模型及成熟过程应用AI 解读

Many longitudinal studies of children are concerned with the modeling of monotonic responses such as growth and sexual maturation. The National Heart, Lung, and Blood Institute Growth and Health Study (NGHS) is a longitudinal study designed to examine the effect of growth and maturation on the development of obesity and related cardiovascular risk factors among black and white adolescent girls. Sexual maturation is measured with an ordinal outcome and is known to be measured…

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不确定性下的矩估计与生产决策AI 解读

The purpose of this paper is to examine production decisions under output price uncertainty. Using a nonparametric estimation technique to estimate the first four moments of the unknown price distribution and applying duality, we provide a simple empirical framework for the analysis of supply and demand decisions under price uncertainty. The model is used to examine the importance of higher moments in the firm's production decisions and to investigate underlying attitudes…

计数数据模型的工具变量估计：吸烟行为模型的应用AI 解读

As with most analyses involving microdata, applications of count data models must somehow account for unobserved heterogeneity. The count model literature has generally assumed that unobservables and observed covariates are statistically independent. Yet for many applications this independence assumption is clearly tenuous. When the unobservables are omitted variables correlated with included regressors, standard estimation methods will generally be inconsistent. Though…

税收与转移支付归宿测度的统计推断AI 解读

We establish the asymptotic sampling distribution of general functions of quantile-based estimators computed from samples that are not necessarily independent. The results provide the statistical framework within which to assess the progressivity of taxes and benefits, their horizontal inequity, and the change in the inequality of income which they cause. By the same token, these findings characterise the sampling distribution of a number of popular indices of progressivity,…

面板数据样本选择模型的估计AI 解读

The author considers the problem of estimation in a panel data sample selection model, where both the selection and the regression equation of interest contain unobservable individual-specific effects. He proposes a two-step estimation procedure, which 'differences out' the sample selection effect and the unobservable individual effect from the equation of interest. In the first step, the unknown coefficients of the 'selection' equation are consistently estimated. The…

计量经济学中的若干不可能性定理及其在结构与动态模型中的应用AI 解读

General characterizations of valid confidence sets and tests in problems involving (locally almost) unidentified (LAU) parameters are presented. In particular, any valid confidence set for an unbounded LAU parameter must be unbounded with positive probability. Consequently, almost surely bounded confidence sets, like Wald-type confidence sets, have zero coverage probability and Wald-type test statistics cannot be pivotal functions. The results are applied to simultaneous…

单调处理响应AI 解读

This paper investigates what may be learned about treatment response when it is assumed that response functions are monotone, semimonotone, or concave-monotone. Nothing is assumed about the process of treatment selection and cross-individual restrictions on response are not imposed. The idea is to determine, for every member of the population, the response functions that pass through the realized (treatment, outcome) pair and that are consistent with the assumption imposed.…

相互依赖偏好的计量分析AI 解读

The theoretical model of Gaertner (1974) and Pollak (1976) for the interdependence of preferences in the Linear Expenditure System is estimated for a cross-section of households. The interdependence of consumption of different households has implications for the stochastic structure of the model and for the identifiability of its parameters. Both aspects are dealt with. The empirical results indicate a significant role played by the interdependence of preferences. One of its…

利用受污染自然实验数据界定因果效应：青少年生育的影响AI 解读

In this paper, we consider what can be learned about causal effects when one uses a contaminated instrumental variable. In particular, we consider what inferences can be made about the causal effect of teenage childbearing on a teen mother's subsequent outcomes when we use the natural experiment of miscarriages to form an instrumental variable for teen births. Miscarriages might not meet all of the conditions required for an instrumental variable to identify such causal…