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利用误分类二元响应的非参数回归估计AI 解读

For random design nonparametric regression, in the case that the responses are binary and subject to misclassification, the performance of the kernel estimator is investigated. The kernel estimator is generally biased for the local proportion. To adjust for the bias, the double sampling scheme of Tenenbein (1970, 1971) is considered. A plugged-in kernel estimator and an imputed kernel estimator, which adjust for the effect of misclassification on the kernel estimator, are…

投影部分似然及其在纵向数据中的应用AI 解读

An estimating equation, which we call the projected partial score, is introduced for longitudinal data analysis. The estimating equation is obtained by projecting the partial likelihood score function onto the vector space spanned by a class of ‘conditionally linear’ estimating equations. We demonstrate that removing certain terms from the projection of the full likelihood score does not alter important inferential properties of the estimating equation, and doing so is…

摘要暂缺

误设单方程中的工具变量估计AI 解读

This paper examines the exact sampling behavior of a family of instrumental variables estimators of the coefficients in a single structural equation when the model has been misspecified by the incorrect inclusion or exclusion of variables. It is found that such specification errors can have implications for the structure of the exact results obtained. A brief numerical examination of the analytical results is also provided.

离散选择模型模拟极大似然估计的渐近偏差AI 解读

In this article, we investigate a bias in an asymptotic expansion of the simulated maximum likelihood estimator introduced by Lerman and Manski (pp. 305–319 in C. Manski and D. McFadden (eds.), Structural Analysis of Discrete Data with Econometric Applications , Cambridge: MIT Press, 1981) for the estimation of discrete choice models. This bias occurs due to the nonlinearity of the derivatives of the log likelihood function and the statistically independent simulation errors…

Let $\hat{F}_n$ be the Kaplan-Meier estimator of a distribution function $F$ computed from randomly censored data. We show that under optimal integrability assumptions on a function $\varphi$, the Kaplan-Meier integral $\int \varphi d\hat{F}_n$, when properly standardized, is asymptotically normal.

最低工资对就业与在校就读的影响AI 解读

The focus on employment effects in recent studies of minimum wages ignores an important interaction between schooling, employment, and the minimum wage. To study these linkages, the authors estimate a conditional logit model of employment and enrollment outcomes for teenagers using state-year observations for the period 1977 to 1989. The authors find a negative influence of minimum wages on school enrollment and a positive effect on the proportion of teens neither employed…

教育回报的分样本工具变量估计AI 解读

Two-stage least squares is biased in the same direction as ordinary least squares even in very large samples. The authors propose a split-sample instrumental variables estimator that is not biased toward ordinary least squares. Split-sample instrumental variables uses one-half of a sample to estimate parameters of the first-stage equation. Estimated first-stage parameters are then used to construct fitted values and second-stage parameter estimates in the other half sample.…

一般责任法律改革与保险市场结果的分布AI 解读

Many states enacted tort liability reform laws in the late 1980s to limit liability costs and stabilize insurance markets. This paper uses firm-level data from two states that enacted reforms over the 1984-91 period--New York and Colorado--to assess their effects. The liability insurance performance in Pennsylvania and Kentucky--two states that did not adopt reforms--provides a reference point for how insurance markets might have performed. The quantile regression models…

经济学中的自然实验与准实验AI 解读

Using research designs patterned after randomized experiments, many recent economic studies examine outcome measures for treatment groups and comparison groups that are not randomly assigned. By using variation in explanatory variables generated by changes in state laws, government draft mechanisms, or other means, these studies obtain variation that is readily examined and is plausibly exogenous. This article describes the advantages of these studies and suggests how they…

高中额外数学与科学课程对青年男女的收益AI 解读

This paper examines the effects of taking more high school math and science classes on wages, the likelihood of entering a technical job or a job traditional for one's sex, and the likelihood of choosing a technical college major or a major traditional for one's sex. Results from two data sets show that taking more high school math increases wages and increases the likelihood of entering technical and nontraditional fields for female college graduates. No significant impact…

个人收入分布：再考察AI 解读

Abstract In a recent paper, Majumder and Chakravarty (1990) propose a four‐parameter model which they find provides a better fit to some income data than the lognormal, gamma, Singh‐Maddala, Dagum, and generalized beta of the second kind (GB2) distributions. This note (1) demonstrates that the model proposed by Majumder and Chakravarty is a reparameterization of the GB2 and (2) reconciles the corresponding contradictory empirical findings reported by Majumder and Chakravarty.

有限因变量联立方程的半参数估计：女性劳动供给案例AI 解读

Abstract We propose a general strategy to estimate semi‐parametrically simultaneous equations with limited dependent variables. First, each reduced form (RF) is estimated with various semi‐parametric methods. Second, the specification of each RF is tested to select an appropriate method. Third, the structural form (SF) equations are estimated using minimum distance methods and the restrictions among the SF and RF parameters. A case study of female labour supply is presented.

解释变量非平稳时需求系统的齐次性检验AI 解读

Abstract An implication of optimizing theory is that demand functions are homogeneous of degree zero in prices and nominal income. Evidence based on estimations of demand systems has repeatedly found this restriction to be rejected by the data. However, the hypothesis is often formulated in terms of regressors that are non‐stationary. This paper re‐examines the evidence for homogeneity in light of recent developments in time‐series econometrics with special emphasis on the…

半参数回归泛函AI 解读

A regression method is developed for a general class of functionals. A semiparametric linear model is adopted, and the regression parameters are estimated by maximizing a profiled nonparametric or empirical likelihood based on a local estimate of the conditional distribution function. Simulated and real data examples are shown, including an application of quantile regression to censored survival data from a clinical trial for myeloma.

使用 P-P 图比较处理效应AI 解读

This article examines the use of the probability-probability plot (p-p plot) as a method for comparing treatment effects. To begin in the context of three examples the p-p plot is contrasted with the quantile-quantile plot (q-q plot), which is an alternative means of describing treatment effects. In these examples it is shown that p-p plots representing different experimental conditions or patient populations allow scale-invariant comparisons of treatment effects but q-q…

补充意向治疗分析：处理临床试验中随机化后观测的协变量AI 解读

A problem that arises frequently in the analysis of clinical trials is accounting for covariates observed postrandomization. Two examples are patient compliance measured through pill counts and the dose of a concomitant medication. Typically these are measured concurrently with the primary endpoint at the regularly scheduled follow-ups during the course of the study. To account for these effects, the confounders are sometimes introduced as time-dependent covariates into the…

基于中位数回归模型的生存分析AI 解读

The median is a simple and meaningful measure for the center of a long-tailed survival distribution. To examine the covariate effects on survival, a natural alternative to the usual mean regression model is to regress the median of the failure time variable or a transformation thereof on the covariates. In this article we propose semiparametric procedures to make inferences for such median regression models with possibly censored observations. Our proposals can be…

缺失数据下重复结局半参数回归模型的分析AI 解读

We propose a class of inverse probability of censoring weighted estimators for the parameters of models for the dependence of the mean of a vector of correlated response variables on a vector of explanatory variables in the presence of missing response data. The proposed estimators do not require full specification of the likelihood. They can be viewed as an extension of generalized estimating equations estimators that allow for the data to be missing at random but not…

用分段非线性混合效应模型估计前列腺癌患者的未知转变时间AI 解读

It may be clinically useful to know when prostate-specific antigen (PSA) levels first begin to rise rapidly and to determine if the natural history of PSA progression is different in men with locally confined prostate cancers compared to men with metastatic tumors. This article uses a nonlinear mixed-effects model to describe longitudinal changes in PSA in men before their prostate cancers were detected clinically. Repeated measurements of PSA are available for 18 subjects…

补充意向治疗分析：处理临床试验中随机化后观测的协变量AI 解读

A problem that arises frequently in the analysis of clinical trials is accounting for covariates observed postrandomization. Two examples are patient compliance measured through pill counts and the dose of a concomitant medication. Typically these are measured concurrently with the primary endpoint at the regularly scheduled follow-ups during the course of the study. To account for these effects, the confounders are sometimes introduced as time-dependent covariates into the…

半参数回归泛函AI 解读

A regression method is developed for a general class of functionals. A semiparametric linear model is adopted, and the regression parameters are estimated by maximizing a profiled nonparametric or empirical likelihood based on a local estimate of the conditional distribution function. Simulated and real data examples are shown, including an application of quantile regression to censored survival data from a clinical trial for myeloma.

摘要暂缺

高频外汇市场数据结构模型的非参数估计AI 解读

Empirical modeling of high-frequency currency market data reveals substantial evidence for nonnormality, stochastic volatility, and other nonlinearities. This paper investigates whether an equilibrium monetary model can account for nonlinearities in weekly data. The model incorporates time-nonseparable preferences and a transaction cost technology. Simulated sample paths are generated using Marcet's parameterized expectations procedure. The paper also develops a new method…