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多分类回归AI 解读

An automatic procedure that uses linear splines and their tensor products is proposed for fitting a regression model to data involving a polychotomous response variable and one or more predictors. The fitted model can be used for multiple classification. The automatic fitting procedure involves maximum likelihood estimation, stepwise addition, stepwise deletion, and model selection by the Akaike information criterion, cross-validation, or an independent test set. A modified…

多元二元响应重复测量的模型AI 解读

This article presents a logit model for a vector of binary variables observed for each subject under multiple conditions. The model contains a vector of random effects to account for correlations among the repeated measurements. A nonparametric treatment of the random effects implies a multivariate log-linear model having quasi-symmetric structure for the cross-classification of responses at the various conditions. The fit yields estimates of within-subject effects comparing…

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农业生产动态与热量摄入—收入关系：来自巴基斯坦的证据AI 解读

Panel data on farm households from rural Pakistan are used to estimate the calorie response to different components of income in an analysis that takes into account the sequential nature of agricultural production, labor and capital market imperfections, heterogeneity, and productivity effects of calories. The estimates indicate that the income-calorie relationship depends importantly on production stage, the form of income, the liquidity of assets, and the extent to which…

健康的社会经济不平等：度量、计算与统计推断AI 解读

This paper clarifies the relationship between two widely used indices of health inequality and explains why these are superior to others indices used in the literature. It also develops asymptotic estimators for their variances and clarifies the role that demographic standardization plays in the analysis of socioeconomic inequalities in health. Empirical illustrations are presented for Dutch health survey data.

医疗技术的边际成本效果：面板工具变量方法AI 解读

We use panel instrumental variables techniques to estimate incremental mortality and cost effects of intensive procedures for treating heart attacks among the elderly. We identify incremental effects by comparing trends in procedure use, hospital costs, and mortality between hospitals that adopted intensive technologies to corresponding trends at nonadopting hospitals. We formalize the identification assumptions required for ‘difference-in-differences’ estimation and present…

通过自助法对不平等指标进行统计推断AI 解读

In this paper we consider the use of bootstrap methods to compute interval estimates and perform hypothesis tests for decomposable measures of economic inequality. Two applications of this approach using the Gini coefficient and Theil's entropy measures of inequality, are provided. Our first application employs pre- and post-tax aggregate state income data, constructed from the Panel Study of Income Dynamics we find that although casual observation of the inequality measures…

分位数平滑样条的局部渐近理论AI 解读

Quantile smoothing splines were introduced by Koenker, Ng and Portnoy as natural and appealing estimates of conditional quantiles of response variables. The natural setting for the problem considers minimization of a weighted combination of a "fit" penalty and a "roughness" penalty over the space of functions whose derivatives have bounded variation. Although this space is not traditional, Shen has shown recently that the quantile smoothing splines do indeed converge at the…

二元数据一般随机效应模型的极大似然一致性AI 解读

We consider a general random effects model for repeated binary measures, assuming a latent linear model with any class of mixing distributions. The latent model is assumed to have the Laird-Ware structure, but the random effects may be from any specified class of multivariate distributions and the error vector may have any specified continuous distribution. Elementwise threshold crossing then gives the observed vector of binary outcomes. Special cases of this model include…

存在不依从的随机实验中因果效应的贝叶斯推断AI 解读

For most of this century, randomization has been a cornerstone of scientific experimentation, especially when dealing with humans as experimental units. In practice, however, noncompliance is relatively common with human subjects, complicating traditional theories of inference that require adherence to the random treatment assignment. In this paper we present Bayesian inferential methods for causal estimands in the presence of noncompliance, when the binary treatment…

半参数单指标建模与固定连接函数建模的比较AI 解读

Discrete choice models are frequently used in statistical and econometric practice. Standard models such as logit models are based on exact knowledge of the form of the link and linear index function. Semiparametric models avoid possible misspecification but often introduce a computational burden especially when optimization over nonparametric and parametric components are to be done iteratively. It is therefore interesting to decide between approaches. Here we propose a…

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若干指数型面板模型有效半参数估计的一则注记AI 解读

This paper investigates the semiparametric efficiency of the conditional maximum likelihood estimation in some panel models. The nonparametric component of the model is the unknown distribution of the fixed effect. For the exponential panel model, there exists a complete sufficient statistic for the fixed effect. When the complete sufficient statistic does not depend on the parameter of interest, the conditional maximum likelihood estimator (CMLE) achieves the semiparametric…

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离散选择模型中位置及其他矩的半参数估计AI 解读

Latent variable discrete choice model estimation and interpretation depend on the density function of the latent variable's unobserved random component. This paper provides a simple semiparametric estimator of the moments of this density. The results can be used as starting values for parametric estimators, to estimate the appropriate location and scaling for semiparametric estimators, for specification testing including tests of latent error skewness and kurtosis, and to…

加权平均生存检验统计量：删失生存数据的一类距离检验AI 解读

Summary A class of test statistics is introduced which is sensitive against the alternative of stochastic ordering in the two-sample censored data problem. The test statistics for evaluating a cumulative weighted difference in survival distributions are developed while taking into account the imbalances in base-line covariates between two groups. This procedure can be used to test the null hypothesis of no treatment effect, especially when base-line hazards cross and…

Summary Observational data are often analysed as if they had resulted from a controlled study, and yet the tacit assumption of randomness can be crucial for the validity of inference. We take some simple statistical models and supplement them by adding a parameter θ which reflects the degree of non-randomness in the sample. For a randomized study θ is known to be 0. We examine the profile log-likelihood for θ and the sensitivity of inference to small non-zero values of θ.…

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印度村庄中的风险与保险：评论AI 解读

THE PROTECTION OF POOR HOUSEHOLDS in high-risk agrarian economies from shocks to their incomes has often been seen as a compelling motive for various forms of policy intervention including transfers of cash or food, credit subsidies, and public employment schemes (for a survey see Lipton and Ravallion (1995)). The desirability of such safety net policies clearly depends on how well pre-existing risk-sharing arrangements work. While it is commonly thought that, without…

使用收缩估计量从面板数据估计能源需求的短期与长期弹性AI 解读

This article discusses the problem of obtaining short-run and long-run elasticities of energy demand for each of 49 states in the United States using data for 21 years. Estimation using the time series data by each state gave several wrong signs for the coefficients. Estimation using pooled data was not valid because the hypothesis of homogeneity of the coefficients was rejected. Shrinkage estimators gave more reasonable results. The article presents in a unified framework…

固定效应与预定工具变量下计数面板模型的GMM估计AI 解读

The 'traditional' approach to the estimation of count panel data models with fixed effects is the conditional maximum-likelihood estimator. This paper proposed a GMM estimator for count panel data models with fixed effects, based on a transformation of the conditional mean specification, that is consistent even when the explanatory variables are predetermined. Two applications are discussed: the relationship between patents and R&D expenditures and the explanation of…

随机系数回归中截距与斜率分布的非参数估计AI 解读

An experiment records stimulus and response for a random sample of cases. The relationship between response and stimulus is thought to be linear, the values of the slope and intercept varying by case. From such data, we construct a consistent, asymptotically normal, nonparametric estimator for the joint density of the slope and intercept. Our methodology incorporates the radial projection-slice theorem for the Radon transform, a technique for locally linear nonparametric…

M 估计量的一般 Bahadur 表示及其在非随机设计线性回归中的应用AI 解读

We obtain strong Bahadur representations for a general class of M-estimators that satisfies $\Sigma_i \psi (x_i, \theta) = o(\delta_n)$, where the $x_i$'s are independent but not necessarily identically distributed random variables. The results apply readily to M-estimators of regression with nonstochastic designs. More specifically, we consider the minimum $L_p$ distance estimators, bounded influence GM-estimators and regression quantiles. Under appropriate design…

重复测量数据的分位数估计AI 解读

Quantile estimators for a nonparametric components of variance situation are proposed consistency and asymptotic normality are proved. Situations with different numbers of measurements for different subjects are considered. Measurements on separate subjects are assumed to be independent, whereas measurements on the same subject have a fixed dependence. The estimators are obtained by inverting weighted empirical distribution functions. An “optimal” estimator and a simple…