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匹配作为计量评估估计量：职业培训项目的证据AI 解读

This paper considers whether it is possible to devise a nonexperimental procedure for evaluating a prototypical job training programme. Using rich nonexperimental data, we examine the performance of a two-stage evaluation methodology that (a) estimates the probability that a person participates in a programme and (b) uses the estimated probability in extensions of the classical method of matching. We decompose the conventional measure of programme evaluation bias into…

工具变量模型中服从者结果分布的估计AI 解读

In Imbens and Ingrist (1994), Angrist, Imbens and Rubin (1996) and Imbens and Rubin (1997), assumptions have been outlined under which instrumental variables estimands can be given a causal interpretation as a local average treatment effect without requiring functional form or constant treatment effect assumptions. We extend these results by showing that under these assumptions one can estimate more from the data than the average causal effect for the subpopulation of…

This paper presents two approaches for qualitative, quantitative and comparative concepts of skewness to be defined with respect to the spatial median for multivariate distributions. They extend the known quantile-based notions defined for real distributions. The main tool for such extensions consists of a family of central parts that provide suitable generalizations of the real interquantile intervals.

预定工具变量下的面板有效估计：矩条件估计量的实证比较AI 解读

The author examines the empirical performance of instrumental variables estimators with predetermined instruments in an application to life-cycle labor supply under uncertainty. The estimators studied are two stage least squares, generalized method-of-moments (GMM), forward filter, independently weighted GMM, and split-sample instrumental variables. The author compares the bias/efficiency trade-off for the estimators using bootstrap algorithms suggested by D. A. Freedman…

不要求严格外生性的乘法面板数据模型AI 解读

This paper considers estimation of multiplicative, unobserved components panel data models without imposing a strict exogeneity assumption on the conditioning variables. The method of moments estimators proposed have significant robustness properties. They require only a conditional mean assumption and apply to models with lagged dependent variables and to finite distributed lag models with arbitrary feedback from the explained to future values of the explanatory variables.…

实验与受试者自主探查AI 解读

This paper examines the impact of randomisation and blinding in experiments in which subjects act like investigators by attempting to learn about the effectiveness of the administered treatments. We derive the effects that this type of subject inference has on investigator inference. We show that the conditions under which randomisation and blinding induce unbiased estimation when subjects make treatment inferences are extremely strong and unlikely to hold in most…

不完全依从研究中的处理效应界AI 解读

This article establishes nonparametric formulas that can be used to bound the average treatment effect in experimental studies in which treatment assignment is random but subject compliance is imperfect. The bounds provided are the tightest possible, given the distribution of assignments, treatments, and responses. The formulas show that even with high rates of noncompliance, experimental data can yield useful and sometimes accurate information on the average effect of a…

协变量匹配的函数均值差单侧检验AI 解读

When testing hypotheses about the effects of different treatments, variation among covariates can become confounded with that between treatments unless the treatments are applied using paired covariates. In the context of unpaired covariates, we propose implicit covariate-matching methods for testing the hypothesis that one treatment effect is greater than another. The methods are founded on the assumption that the mean treatment effect, conditional on the covariate, is a…

纵向数据中的部分条件均值建模AI 解读

We propose a general modeling approach to longitudinal data that is a hybrid of the marginal regression models of Zeger and Liang and of the classical transition models such as used in time series analyses. Rather than conditioning at time t only on covariate values, as is typical with the marginal approach, or on the entire history of the process up to t, as is typical with the transition model approach, we suggest models that condition on a subset of the process history.…

线性纵向模型的影响诊断AI 解读

Influence diagnostics are important for analyzing cross-sectional regression studies, because they allow the analyst to understand the impact of individual observations on the estimated regression model. In this article we consider the role of influence diagnostics in subject-specific longitudinal models. Diagnostics are proposed under both fixed and random subject effects. Our approach is based on subject deletion, which in this setting involves deleting a group of…

纵向数据的部分条件均值建模AI 解读

We propose a general modeling approach to longitudinal data that is a hybrid of the marginal regression models of Zeger and Liang and of the classical transition models such as used in time series analyses. Rather than conditioning at time t only on covariate values, as is typical with the marginal approach, or on the entire history of the process up to t, as is typical with the transition model approach, we suggest models that condition on a subset of the process history.…

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美国与荷兰的食品需求：基于CBS模型的系统分析AI 解读

We analyse the demand for food in the USA and the Netherlands in the period 1929-88, using a differential consumer demand system, the CBS model, and we compare our results with those of Tobin. For the USA we find an income elasticity of 0-75, both in budget-survey data and in time-series data, which is higher than those found by Tobin, and an own-price elasticity of -0 45. For the Netherlands we obtain an income elasticity of 0-35 in time-series data and 0-65 in individual…

美国与荷兰食品需求建模的比较研究AI 解读

This paper provides time-series and cross-sectional budget survey analyses of the demand for food in the United States and the Netherlands according to the tasks set by Jan Magnus and Mary Morgan (MM). Various econometric methods, including weighted least squares (WLS), cointegration, error correction, the almost ideal demand system (AIDS), and time-varying parameter (TVP) techniques, are used and the estimated demand elasticities compared across country and over time.

美国与荷兰的食品需求：基于 CBS 模型的系统分析AI 解读

We analyse the demand for food in the USA and the Netherlands in the period 1929-88, using a differential consumer demand system, the CBS model, and we compare our results with those of Tobin. For the USA we find an income elasticity of 0-75, both in budget-survey data and in time-series data, which is higher than those found by Tobin, and an own-price elasticity of -0 45. For the Netherlands we obtain an income elasticity of 0-35 in time-series data and 0-65 in individual…

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部分观测缺失的非线性面板模型推断：均衡搜寻模型的情形AI 解读

A thorough econometric analysis of the pure equilibrium search model is given. Minimal data requirements for estimation are unemployment durations, wages, and employment durations. An assessment of the information contribution of each data element is given. The results define the range of potential application of the equilibrium search framework and form the foundation for future econometric analysis of related models.

两阶段结果依赖抽样下逻辑回归参数的最大似然估计AI 解读

Summary Outcome-dependent sampling increases the efficiency of studies of rare outcomes, examples being case—control studies in epidemiology and choice–based sampling in econometrics. Two-phase or double sampling is a standard technique for drawing efficient stratified samples. We develop maximum likelihood estimation of logistic regression coefficients for a hybrid two-phase, outcome–dependent sampling design. An algorithm is given for determining the estimates by repeated…

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具有序贯矩限制的面板数据模型的有效估计AI 解读

This paper considers asymptotically efficient estimation of the panel data models with sequential moment restrictions in an environment with i.i.d. observations. It is shown that the GMM estimator with an increasing set of instruments attains the semiparametric efficiency bound of the model. The estimator considered here allows for the heteroscedasticity of the unknown form.

消费者选择行为中的异质性与状态依赖建模AI 解读

In frequently-purchased-consumer-goods markets, consumer brand choices exhibit substantial persistence across purchase occasions. In this article, the author estimates a choice model that admits of both heterogeneity in preferences and true state dependence as sources of this persistence, using Nielsen scanner data on ketchup. He finds evidence for true state dependence in the choice process, even after controlling for a rich heterogeneity structure. Simulation of the model…

最后通牒议价分析：形状约束下两条效力曲线的贝叶斯比较AI 解读

An experiment designed to test whether experimenter observation influences play of the ultimatum game led to a comparison of proportions of perfect equilibria obtained under different conditions. The authors' analysis features a Bayesian approach to this comparison. Their method extends recent work in the nonparametric Bayesian analysis of bioassay problems when the prior constrains the form of the potency curve. Sampling-based approaches to calculating posterior features of…