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姐妹、同胞与母亲：动态家庭背景下青少年生育对出生结局的影响AI 解读

A statistical model of dynamic intrafamily investment behavior incorporating endowment heterogeneity is estimated to evaluate alternative estimation procedures that have exploited family and kinship data. These procedures, which place alternative restrictions on the endowment structure and on behavior, include generalized least squares, fixed-effects based on the children of sisters and siblings, and instrumental variables. The framework is applied to data on birth outcomes,…

分位数回归估计量的 BootstrapAI 解读

The asymptotic variance matrix of the quantile regression estimator depends on the density of the error. For both deterministic and random regressors, the bootstrap distribution is shown to converge weakly to the limit distribution of the quantile regression estimator in probability. Thus, the confidence intervals constructed by the bootstrap percentile method have asymptotically correct coverage probabilities.

Logistic 回归系数的可折叠性AI 解读

SUMMARY In this paper we discuss collapsibility of logistic regression coefficients over a background variable and present necessary and sufficient conditions for collapsibility.

一类光滑半参数估计量的极限定理AI 解读

We consider an econometric model based on a set of moment conditions which are indexed by both a finite-dimensional vector of interest, θ, and an infinite-dimensional parameter, h, which in turn depends upon both θ and another infinite-dimensional parameter, τ. The population moment conditions equal zero at θ = θ0. Estimators of θ0 are obtained by forming nonparametric estimates of h and τ, substituting them into the sample analog of the moment conditions, and choosing that…

分位数回归、Box–Cox 变换模型与美国工资结构：1963—1987年AI 解读

This study examines changes in the increments (‘returns’) to education and experience at different points of the wage distribution. It also examines changes in within-group wage inequality. Newly developed quantile regression techniques are applied to the Box-Cox transformation model using the Current Population Survey data. The increments differ, but they changed in similar pattern at different points of the wage distribution. They are larger at the low end of the…

异方差下的前沿估计与企业特定无效率测度AI 解读

The purpose of this paper is to illustrate a straightforward and useful method for addressing the problem of heteroscedasticity in the estmation of frontiers. A heteroscedastic cost frontier model is developed and estimated using bank cost data similar to that used by G. D. Ferrier and C. A. K. Lovell (1990). The authors' results show dramatic changes in the estimated cost frontier and in the inefficieny measures when accounting for heteroscedasticity in the estimation…

医疗需求证明监管与创新扩散：随机系数模型AI 解读

Abstract In this paper, we examine empirically the effect that certificate‐of‐need regulation by state health planning organizations has had on the speed of diffusion of a relatively new medical technology—haemodialysis. Specifically, we test the hypothesis that a requirement that investments be subject to certificate‐of‐need review has significantly slowed the rate of adoption of this particular treatment modality. In subjecting this hypothesis to empirical verification, we…

瑞典社会保险办事机构的劳动使用效率AI 解读

Abstract This paper considers the estimation of frontier production functions in panel data models. It proposes a multi‐stage method to obtain estimates of (1) the parameters of a flexible input requirement function and (2) technical inefficiency decomposed into time‐invariant (firm‐specific), time‐varying, and the residual components. The proposed method is used to analyse labour‐use efficiency of Swedish local social insurance offices on the basis of a large panel of…

三处理三时期交叉设计的非参数分析AI 解读

SUMMARY In this paper, we present a nonparametric approach to test hypotheses concerning carryover effects and direct treatment effects in crossover designs consisting of replicated sets of two Williams squares of order three. The methodology is based on finding unbiased estimates of the effects within each replication and transforming the analysis of the original design into one for a randomised block design. Therefore the well-known rank tests for this latter design can be…

多元二元响应的边际回归分析AI 解读

We propose the use of the mean parameter for regression analysis of a multivariate binary response. We model the association using dependence ratios defined in terms of the mean parameter, the components of which are the joint success probabilities of all orders. This permits flexible modelling of higher-order associations, using maximum likelihood estimation. We reanalyse two data sets, one with variable cluster size and the other a longitudinal data set with constant…

依赖删失下的半参数回归估计AI 解读

We propose a semiparametric estimation procedure for estimating the regression of an outcome Y, measured at the end of a fixed follow-up period, on baseline explanatory variables X, measured prior to start of follow-up, in the presence of dependent censoring given X. The proposed estimators are consistent when the data are ‘missing at random’ but not ‘missing completely at random’ (Rubin, 1976), and do not require full specification of the complete data likelihood.…

二元响应回归模型的贝叶斯残差分析AI 解读

In a binary response regression model, classical residuals are difficult to define and interpret due to the discrete nature of the response variable. In contrast, Bayesian residuals have continuous-valued posterior distributions which can be graphed to learn about outlying observations. Two definitions of Bayesian residuals are proposed for binary regression data. Plots of the posterior distributions of the basic ‘observed –fitted’ residuals can be helpful in outlier…

实证研究中的因果图AI 解读

The primary aim of this paper is to show how graphical models can be used as a mathematical language for integrating statistical and subject-matter information. In particular, the paper develops a principled, nonparametric framework for causal inference, in which diagrams are queried to determine if the assumptions available are sufficient for identifying causal effects from nonexperimental data. If so the diagrams can be queried to produce mathematical expressions for…

遗漏混杂因素导致的偏差：一则说明AI 解读

In observational studies some confounders may be unknown and therefore omitted from the analysis while others are adjusted for. Approximations to the functions defining the relationship between the parameters in the full and reduced models are proposed leading to asymptotic bias estimates. Numerical calculations for logistic and Poisson regression models show good agreement between asymptotic and simulation bias. A data set containing the relationship between low birth…

重复测量广义线性模型中工作相关矩阵的使用问题AI 解读

In a seminal paper Liang & Zeger (1986) extended the use of generalised linear models to repeated measures data. They based the analysis on specifications for the means and variances of the observations, as usual for generalised linear models, but showed how specifications for the correlations between measurements made on the same unit could be avoided by using a ‘working’ correlation matrix. In some cases the parameters involved in this matrix are subject to an uncertainty…

投影偏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…

随机系数回归模型中的最小距离估计AI 解读

Random coefficient regression models are important in modeling heteroscedastic multivariate linear regression in econometrics. The analysis of panel data is one example. In statistics, the random and mixed effects models of ANOVA, deconvolution models and affine mixture models are all special cases of random coefficient regression. Some inferential problems, such as constructing prediction regions for the modeled response, require a good nonparametric estimator of the…

基于似然模型的半参数回归AI 解读

A weighted likelihood is used to estimate the parameters in a semiparametric model involving two covariates and allowing an association between the covariates. The development is for arbitrary but specified densities of the observations. The estimators are consistent and asymptotically normal. Hypothesis testing of the parametric component can be performed using a Wald test. Simulations and analysis of data with Bernoulli observations demonstrate the estimators' application.…

利用逻辑正态回归建模家庭购买行为AI 解读

The successful development of marketing strategies requires the accurate measurement of household preferences and their reaction to variables such as price and advertising. Manufacturers, for example, often offer products at a reduced price for a limited period. One reason for this practice is that it induces households to try the promoted product with the hope of retaining them as permanent customers. The successful implementation of this strategy requires knowledge of the…

摘要暂缺

摘要暂缺

两个分布的二阶随机占优检验AI 解读

A distribution function F is said to stochastically dominate another distribution function G in the second-order sense if , for all x . Second-order stochastic dominance plays an important role in economics, finance, and accounting. Here a statistical test has been constructed to test , for some x ∈ [ a , b ], against the hypothesis , for all x ∈ [ a , b ], where a and b are any two real numbers. The test has been shown to be consistent and has an upper bound α on the…

不可逆石油投资的持续期模型：理论与实证证据AI 解读

The aim of this paper is to analyse the implications of the theory of irreversible investment under uncertainty for investment in oil fields on the United Kingdom Continental Shelf (UKCS). We consider the problem of an operator who owns a licence to develop and extract oil from a field of known capacity. An intertemporal optimization model in discrete time is developed to derive decision rules for the timing of the irreversible development investment and for the optimal rate…