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半参数估计量的渐近方差AI 解读

This paper derives a general formula for the asymptotic variance of semiparametric estimators that accounts for the presence of nonparametric estimators of functions. The general formula is specialized to show invariance of the asymptotic variance to the type of nonparametric estimator and to obtain correction terms for estimation of densities and mean-square projections (including conditional expectations). Regularity conditions for the validity of the formula are also…

利用实验数据考察期望效用理论的推广AI 解读

A number of generalizations of the expected utility preference functional are estimated using experimentally generated data involving 100 pairwise choice questions repeated on two separate occasions. Likelihood ratio tests are conducted to investigate the statistical superiority of the various generalizations and the Akaike information criterion is used to distinguish between them. The economic superiority of the various generalizations is also explored and the paper…

广义期望效用理论的预测价值AI 解读

Recent experimental choice studies compare expected utility with competing theories of decision-making under risk. Formal tests used to judge the theories usually count the number of consistent responses, ignoring systematic variation in inconsistent responses. A maximum-likelihood estimation method is developed that extracts more information from the data and enables one to judge the predictive utility--fit and parsimony--of utility theories. Analyses of twenty-three data…

递增阶梯电价下的居民用电需求：来自受控实验的证据AI 解读

Block-rate structures are used extensively in public-utility pricing, including residential electricity. Estimating price elasticities in this context is complicated by the resulting nonlinearity of the consumer's budget constraint. This article estimates the demand for electricity under inverted block rates using data from a residential rate experiment. The study provides an opportunity to obtain short-run price elasticities in an experimental setting and to compare…

灵活函数形式的曲率约束：Minflex Laurent近乎理想需求系统的西班牙应用AI 解读

Curvature Restrictions on Flexible Functional Forms: An Application of the Minflex Laurent Almost Ideal Demand System to the Pattern of Spanish Demand, 1954-1987, Journal of Business & Economic Statistics, Vol. 12, No. 4 (Oct., 1994), pp. 431-436

灵活函数形式的曲率约束：Minflex Laurent 几乎理想需求系统的西班牙应用AI 解读

This article introduces a new demand model labeled Minflex Laurent almost ideal demand system, which has been achieved by combining the flexible functional Minflex Laurent form with the price-independent generalized logarithm expenditures structure introduced by Muellbauer. The model has been applied to analyze the aggregate demand behavior of final consumer goods in the Spanish economy from 1954 to 1987. When the flexible functional form has been empirically tested, the…

纵向面板数据中的样本流失与动态劳动力市场行为分析AI 解读

Abstract In the empirical analysis of unemployment durations and job durations, it is generally assumed that the stochastic processes underlying labour market behaviour and the behaviour concerning participation in a panel survey are independent. However, there are reasons to believe that the probability of dropping out of the panel is related to the rate at which a (different) job is found. If there is such a relation, and if it is ignored, then the estimator of the rate at…

排序 Logit 模型：安大略省选民偏好的实证分析AI 解读

Abstract This study provides a Bayesian investigation of rank‐ordered multinominal logit models employing conjugate priors for standard multinomial logit models as well as other priors. Also considered is a specification test of the independence of irrelevant alternatives assumption. The proposed techniques are demonstrated in an empirical investigation of Ontario voter preferences before the 1988 Canadian Federal Election.

随机前沿模型中的有效半参数估计AI 解读

Abstract This article considers the semiparametric stochastic frontier model with panel data that arises in the problem of measuring technical inefficiency in production processes. We assume a parametric form for the frontier function, which is linear in production inputs. The density of the individual firm-specific effects is considered to be unknown. We construct an efficient estimator of the slope parameters in the frontier function. We also give an estimator of the level…

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十人应战：估计足球比赛中红牌的影响AI 解读

We investigate the effect of the expulsion of a player on the outcome of a soccer match by means of a probability model for the score. We propose estimators of the expulsion effect that are independent of the relative strength of the teams. We use the estimates to illustrate the expulsion effect on the outcome of a match.

用二元数据测量潜在子群变化：无条件、条件与半参数极大似然估计AI 解读

Changes in dichotomous data caused by treatments can be analyzed by means of the so-called linear logistic model with relaxed assumptions (LLRA). In contrast to models of the Rasch type, the LLRA allows incidental multidimensional parameters describing the response behavior of the subjects so that each observable criterion used for assessing the changes is governed by its own subject parameter. Because generalizability of the treatment effects over subjects and criteria is…

右删失两样本问题中位移函数的推断及应用AI 解读

For two distribution functions, F and G, the shift function is defined by Δ(t) = G −1 · F(t) - t. The shift function is the distance from the 45° line and the quantity plotted in Q-Q plots. In the analysis of lifetime data, A represents the difference between two treatments. The shift function can also be used to find crossing points of two distribution functions. The large-sample distribution theory for estimates of Δ is studied for right-censored data. It turns out that…

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右删失两样本问题中位移函数的推断及应用AI 解读

For two distribution functions, F and G, the shift function is defined by Δ(t) = G −1 · F(t) - t. The shift function is the distance from the 45° line and the quantity plotted in Q-Q plots. In the analysis of lifetime data, A represents the difference between two treatments. The shift function can also be used to find crossing points of two distribution functions. The large-sample distribution theory for estimates of Δ is studied for right-censored data. It turns out that…

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