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不完整生存数据中分位数函数的非参数似然比置信带AI 解读

The purpose of this paper is to derive confidence bands for quantile functions using a nonparametric likelihood ratio approach. The method is easy to implement and has several appealing properties. It applies to right-censored and left-truncated data, and it does not involve density estimation or even require the existence of a density. Previous approaches (e.g., bootstrap) have imposed smoothness conditions on the density. The performance of the proposed method is…

女性劳动供给与婚姻状态决策：生命周期模型AI 解读

This paper studies the interdependence between and the determinants of life-cycle marital status and labour force participation decisions of women. A dynamic utility maximization model is presented and estimated using longitudinal data on women from the Panel Study of Income Dynamics. The MLE method employed, involves solving a dynamic programming problem. Further, a minimum distance estimator is proposed which allows for the incorporation of wage data in a computationally…

利用消费者购买历史推断选择过程的阶数AI 解读

The small sample properties of the multinominal runs test, which is often used to test for effects of previous brand choices on current brand choice probabilities, are explored in this study through a Monte Carlo study of different buyer-level brand choice probability models. The power and the actual size of this test, under a null hypothesis of no previous brand choice effects, are shown to depend on the nature of the true underlying model, length of purchase history, and…

多元分类响应的一类回归模型AI 解读

When data composed of several categorical responses together with categorical or continuous predictors are observed, it is often useful to relate the response probabilities to the predictors via a generalised linear model with a composite link function. This paper discusses a class of link functions that lie between the two extremes of the multivariate logistic transform of McCullagh & Nelder (1989) and the log-linear decomposition of contingency table analysis. The models…

半参数二元回归的贝叶斯推断AI 解读

We propose a regression model for binary response data that places no structural restrictions on the link function except monotonicity and known location and scale. Predictors enter linearly. We demonstrate Bayesian inference calculations in this model. By modifying the Dirichlet process, we obtain a natural prior measure over this semiparametric model, and we use Polya sequence theory to formulate this measure in terms of a finite number of unobserved variables. We design a…

连续稀释试验重复二元数据的非参数混合效应模型：艾滋病病毒负荷估计AI 解读

This article develops methods for estimating treatment effects in mixed-effects models using outcome data gathered from serial dilution assays. Our application allows us to estimate the viral burden of HIV infection before and after antiviral treatment from cell dilution assays. This assay is designed to determine the infectious units per patient peripheral blood mononuclear cell (PBMC). The infectious unit is the amount of virus required to produce detectable HIV infection…

多评分者有序数据的贝叶斯分析：自动作文评分应用AI 解读

A framework is proposed for the analysis of ordinal categorical data when ratings from several judges are available. I emphasize the tasks of estimating latent trait characteristics of individual items, regressing these latent traits on observed covariates, and comparing the performance of raters. The model is illustrated in the design and evaluation of an automated essay grader. This grader is based on a regression of variables, obtained from a grammar checker, on essay…

中位数回归模型的拟似然AI 解读

This article proposes quasi-likelihood equations for median regression models. The quasi-likelihood can be used for dependent observations such as repeated measurements or time series data. To construct a quasi-likelihood equation, we need to specify the relation between the median and the dispersion and also specify the dependency of the observations. If a monotone transformation of the original observation has a Laplace distribution, then the quasi-likelihood is the exact…

存在不可忽略缺失的纵向有序临床试验依从性数据：贝叶斯 Tobit 建模AI 解读

In the Lung Health Study (LHS), compliance with the use of inhaled medication was assessed at each follow-up visit both by self-report and by weighing the used medication canisters. One or both of these assessments were missing if the participant failed to attend the visit or to return all canisters. Approximately 30% of canister-weight data and 5% to 15% of self-report data were missing at different visits. We use Gibbs sampling with data augmentation and a multivariate…

Medicare 脑卒中患者转入专业护理机构的比例：含未观测异质性的贝叶斯逻辑回归AI 解读

We determine factors, both hospital-specific and market area-specific, associated with hospitals' propensities for discharging Medicare stroke patients to skilled nursing facilities (SNF's) in California and Florida. Logistic regression is generalized to the case of a betabinomial, hierarchical model, in which covariate information is included in the hyperparameters of the second-stage beta distribution. It is found that the posterior mean of the proportion discharged to SNF…

存在不可忽略缺失的纵向有序临床试验依从性数据：贝叶斯 Tobit 建模AI 解读

In the Lung Health Study (LHS), compliance with the use of inhaled medication was assessed at each follow-up visit both by self-report and by weighing the used medication canisters. One or both of these assessments were missing if the participant failed to attend the visit or to return all canisters. Approximately 30% of canister-weight data and 5% to 15% of self-report data were missing at different visits. We use Gibbs sampling with data augmentation and a multivariate…

Medicare 中风患者转入专业护理机构的比例：含未观测异质性的贝叶斯逻辑回归AI 解读

We determine factors, both hospital-specific and market area-specific, associated with hospitals' propensities for discharging Medicare stroke patients to skilled nursing facilities (SNF's) in California and Florida. Logistic regression is generalized to the case of a betabinomial, hierarchical model, in which covariate information is included in the hyperparameters of the second-stage beta distribution. It is found that the posterior mean of the proportion discharged to SNF…

摘要暂缺

连续稀释试验重复二元数据的非参数混合效应模型：艾滋病病毒负荷估计AI 解读

This article develops methods for estimating treatment effects in mixed-effects models using outcome data gathered from serial dilution assays. Our application allows us to estimate the viral burden of HIV infection before and after antiviral treatment from cell dilution assays. This assay is designed to determine the infectious units per patient peripheral blood mononuclear cell (PBMC). The infectious unit is the amount of virus required to produce detectable HIV infection…

生产函数估计：重拾原始形式的直接估计AI 解读

MUCH OF THE DISCUSSION ON THE ESTIMATION of production functions is related to the fact that inputs may be endogenous and therefore direct estimators of the production functions may be inconsistent. One way to overcome this problem has been to apply the concept of duality. The purpose of this note is to point out that estimates based on duality, unlike direct estimators of the production function, do not utilize all the available information and therefore are statistically…

合同选择的决定因素：以认股权证支付增发承销报酬AI 解读

ABSTRACT The issuer's decision to include warrants as compensation to underwriters is studied for a sample of 1,991 negotiated firm commitment issues of seasoned equity. Using a two‐stage logit model to correct for self‐selection bias, we find direct evidence that warrant compensation functions as a bond, substituting for reputational capital and enabling the underwriter to certify the issue price. To a lesser degree, the decision also is affected by regulations on…

在灵活函数形式中纳入单调性与凹性条件AI 解读

Empirical economists using flexible functional forms often face the disturbing choice of drawing inferences from an approximation violating properties dictated by theory or imposing global restrictions that greatly restrict the flexibility of the functional form. Focusing on the cost function, this paper presents an alternative approach which imposes monotonicity and concavity properties only over the set of prices where inferences will be drawn. An application investigating…

双层收入前沿模型的面板估计AI 解读

This paper uses panel data to estimate a two-tiered instead of a one-tiered frontier model. The innovation is to develop a two-step maximum likelihood procedure yielding consistent estimates of inefficiency, while at the same time accounting for heterogeneity. The model is applied by estimating a 'two-tiered' earnings function to obtain indices of worker and firm incomplete labour market wage information using panel data from the Panel Study of Income Dynamics (1969-84). The…

直接利用回归分位数构造线性模型置信集AI 解读

Direct use of the empirical quantile function provides a standard distribution-free approach to constructing confidence intervals and confidence bands for population quantiles. We apply this method to construct confidence intervals and confidence bands for regression quantiles and to construct prediction intervals based on sample regression quantiles. Comparison of the direct method with the studentization and the bootstrap methods are discussed. Simulation results show that…

摘要暂缺

离散与连续重复测量中随机化后协变量的处理AI 解读

SUMMARY Adjusting for covariates observed post randomization is a difficult issue in randomized clinical trials. One approach is to enter these covariates as time-dependent covariates in a general linear model. However, this approach fails to account for interactions between the primary end point and confounding variable as they evolve over time. In this paper, we adopt the view that, since the confounder is observed following randomization, it should be treated as an…

SUMMARY This paper discusses design issues in 'ecological studies' —epidemiological studies in which the relationship between disease and behavioural and environmental determinants is studied at the population rather than the individual level. The number of study populations has little relevance beyond a certain point, the power and precision being limited by the total number of disease events and by the size of the sample surveys used to estimate the distributions of…

持续期模型中的样本选择与初始条件：来自培训实验的证据AI 解读

The authors investigate the separate effects of a training program on the duration of participants' subsequent employment and unemployment spells. This program randomly assigned volunteers to treatment and control groups. However, the treatments and controls experiencing subsequent employment and unemployment spells are not generally comparable subsets of the initial groups. Standard practice in duration models ignores this issue, leading to a sample selection problem and…

不平等测度的稳健性AI 解读

Inequality measures are often used to summarize information about empirical income distributions. However the resulting picture of the distribution and of changes in the distribution can be severely distorted if the data are contaminated. The nature of this distortion will in general depend upon the underlying properties of the inequality measure. This issue is investigated theoretically using a technique based on the influence function, and the magnitude of the effect is…