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Quality adjusted survival analysis is a new approach to therapy evaluation in clinical trials. It has received much attention recently because of its ability to take patients' quality of life into consideration. In this paper, we present a method that enables us to calculate the survival distribution of quality adjusted lifetime. Using martingale theory for counting processes, we can show that our estimator is asymptotically consistent, normally distributed, and its…

A new variable bandwidth selector for kernel estimation is proposed. The application of this bandwidth selector leads to kernel estimates that achieve optimal rates of convergence over Besov classes. This implies that the procedure adapts to spatially inhomogeneous smoothness. In particular, the estimates share optimality properties with wavelet estimates based on thresholding of empirical wavelet coefficients.

允许数据缺失的多特征随机效应模型AI 解读

The use of random-effects models for the analysis of longitudinal data with missing responses has been discussed by several authors. This article extends the random-effects model for a single characteristic to the case of multiple characteristics, allowing for arbitrary patterns of observed data. Two different structures for the covariance matrix of measurement error are considered: uncorrelated error between responses and correlation of error terms at the same measurement…

流动性约束与企业投资的面板分析AI 解读

The issue of financial constraints on company investment is revisited using the U.S. panel data of 561 firms from 1971–1992. A number of economically meaningful factors are discovered to partition firms into relatively homogeneous groups. A mixed fixed-and random-coefficients framework is then used to capture unobserved heterogeneity within groups. The prediction criterion is used to select the final specification and evaluate the importance of financial constraints on…

非线性混合效应模型中时变协变量测量误差的两步处理：IGF-I药代动力学应用AI 解读

The usual approach to the analysis of population pharmacokinetic studies is to represent the concentration-time data by a nonlinear mixed-effects model. Primary objectives are to characterize the pattern of drug disposition in the population and to identify individual-specific covariates associated with pharmacokinetic behavior. We consider data from a study of insulin-like growth factor I (IGF-I) administered by intravenous infusion to patients with severe head trauma.…

重复测量数据的非线性模型AI 解读

Nonlinear mixed effects models for data in the form of continuous, repeated measurements on each of a number of individuals, also known as hierarchical nonlinear models, are a popular platform for analysis when interest focuses on individual-specific characteristics.This framework first enjoyed widespread attention within the statistical research community in the late 1980s, and the 1990s saw vigorous development of new methodological and computational techniques for these…

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随机动态规划的近似解AI 解读

This paper examines the properties of various approximation methods for solving stochastic dynamic programs in structural estimation problems. The problem addressed is evaluating the expected value of the maximum of available choices. The paper shows that approximating this by the maximum of expected values frequently has poor properties. It also shows that choosing a convenient distributional assumptions for the errors and then solving exactly conditional on the…

摘要暂缺

This note estimates the long-run demand for skilled and unskilled labor using panel data for Colombian manufacturing plants. Unobserved heterogeneity and measurement error problems that commonly arise in microdata production estimates are examined. Output measurement errors cause OLS estimators to underestimate the output and wage response of employment demand. Time-difference estimators exaggerate the measurement error biases. Instrumental-variable estimates of the output…

弱工具变量下的工具变量回归AI 解读

This paper develops asymptotic distribution theory for instrumental variables regression when the partial correlations between the instruments and the endogenous variables are weak, here modeled as local to zero. Asymptotic representation are provided for various statistics, including two-stage least squares and limited information maximum likelihood estimators, Wald statistics, and statistics testing overidentification and endogeneity. The asymptotic distributions provide…

企业专利、研发与技术溢出：计数面板模型的证据AI 解读

The paper analyses the relationship between the main determinants of technological activity and patent applications. To this end, an original panel of 181 international manufacturing firms investigating substantial amounts in R&D during the late 1980s has been constructed. The number of patent applications by firms is explained by current and lagged levels of R&D expenditures and technological spillovers. Technological and geographical opportunities are also taken into…

从专利数量估计创新函数：计数面板数据的 GMM 方法AI 解读

The purpose of this paper is to estimate the patent equation, an empirical counterpart to the 'knowledge-production function'. Innovation output is measured through the number of European patent applications and the input by research capital, in a panel of French manufacturing firms. Estimating the innovation function raises specific issues related to count data. Using the framework of models with multiplicative errors, we explore and test for various specifications:…

平均导数分位数回归AI 解读

For fixed $\alpha \epsilon (0, 1)$, the quantile regression function gives the $\alpha$th quantile $\theta_{\alpha}(\mathbf{x})$ in the conditional distribution of a response variable Y given the value $\mathbf{X} = \mathbf{x}$ of a vector of covariates. It can be used to measure the effect of covariates not only in the center of a population, but also in the upper and lower tails. A functional that summarizes key features of the quantile specific relationship between X and…

异质且相互作用人群中的疾病侵袭率估计及 HIV 疫苗试验应用AI 解读

We describe models for infectious disease attack rates outside Aalen's multiplicative class and incorporating heterogeneity and interactions between subjects. Large-sample theory for the Nelson-Aalen estimator is developed, and its relevance examined in a simulation study. Planning for randomized, controlled clinical trials of prophylactic HIV vaccines partly motivated this work.

M 估计、凸性与分位数AI 解读

The paper develops a class of extensions of the univariate quantile function to the multivariate case (M-quantiles), related in a certain way to M-parameters of a probability distribution and their M-estimators. The spatial (geometric) quantiles, recently introduced by Koltchinskii and Dudley and by Chaudhuri as well as the regression quantiles of Koenker and Basset, are the examples of the M-quantile function discussed in the paper. We study the main properties of…

健康与生存不确定性对生命末期消费的影响AI 解读

This paper analyzes the impact of health and survival uncertainty on the saving and consumption decisions of retirees. A dynamic programming approach is used to model the household's planning problem. The utility parameters are estimated using panel data. The authors find that a fall into poor health raises the marginal utility from consumption. Simulations are used to indicate the effects of falling into poor health and loss of spouse. They reveal a large transfer from the…

拍卖与议价：秘密保留价木材拍卖的计量研究AI 解读

This article considers a first-price sealed-bid auction at which the seller's reservation price is not announced in advance. We allow for a second round of bargaining and consider the Nash bargaining outcome when the object is unsold after the auctioning round. We characterize the bidders' and seller's Bayesian Nash equilibrium strategies. The distributions of the buyers' and seller's private values are estimated by nonlinear least squares from auction data on standing…

不完全市场下农业环境中的动态储蓄决策AI 解读

A methodology is developed for examining savings behavior in rural areas of developing countries that explicitly incorporates the sequential decision process in agriculture. The approach is used to examine the relative importance of alternative forms of savings in the presence and absence of formal financial intermediaries. The authors' results, based on stage-specific panel data from Pakistan, provide evidence that the presence of financial intermediaries importantly…

家庭行为的跨国微观计量比较AI 解读

This paper reviews the methodological issues associated with estimating and testing competitive markets with panel data and applies it to international economics. The authors investigate differences in housing consumption and male labor supply across households in Germany and the United States. Observations are treated as equilibrium outcomes, generated by a set of competitive markets which accommodate varying degrees of integration. After controlling for differences in the…

最优求职模型中的精确结构推断AI 解读

This paper is a study of the exact posterior distributions of parameters in a stationary optimal job search model. The author exploits the simple latent structure of the search model when all job offers are observed to stimulate posterior distributions of structural parameters when the latent structure is imperfectly observed. These simulations enable him to show the unusual shape of the job search likelihood when the data are durations and accepted wages. The author also…

极值与逻辑斯蒂分布的方差分量结构及其在异质性模型中的应用AI 解读

Two new classes of probability distributions are introduced that radically simplify the process of developing variance components structures for extremevalue and logistic distributions. When one of these new variates is added to an extreme-value (logistic) variate, the resulting distribution is also extreme value (logistic). Thus, quite complicated variance structures can be generated by recursively adding components having this new distribution, and the result will retain a…

病例对照数据回归模型的最大似然拟合AI 解读

We consider fitting categorical regression models to data obtained by either stratified or nonstratified case-control, or response selective, sampling from a finite population with known population totals in each response category. With certain models, such as the logistic with appropriate constant terms, a method variously known as conditional maximum likelihood (Breslow & Cain, 1988) or pseudo-conditional likelihood (Wild, 1991), which involves the prospective fitting of a…

短札：测量误差对汇总数据估计量的反常影响AI 解读

In a generalised linear model with a single, normally distributed covariate, for the most part the effect of normally distributed additive measurement error is attenuation, i.e. asymptotic bias towards the null. Prentice & Sheppard (1995) suggested a marginalised random effects approach to combining the results of different studies on binary outcomes. We show that, in probit regression, when the number of observations per study is large, under the stated normality…