论文检索

受限因变量与离散选择模型中样本选择偏误的简便检验AI 解读

Abstract This paper presents two simple tests of sample selection bias for models where the primary equation of interest has a censored or discrete dependent variable. The first test is derived as a conditional moment test and can be implemented in a regression‐based framework. The second test is an extension of the testing procedures proposed by Heckman (1979) and Vella (1993) and is a t ‐test on a constructed variable in an auxiliary equation. The utility of the tests is…

市场结构与就业、失业持续期：埃及建筑业证据AI 解读

Abstract This paper investigates the links between market structure and spells of employment and unemployment in the construction sector in Egypt using an augmented job search framework. Two key features of the model are the reservation frontier which allows for a trade‐off between wages and expected duration of employment, and the dependency of unemployment durations on expected employment durations and expected wages. These, as well as conjectures concerning the influence…

分类数据的多元回归分析AI 解读

SUMMARY It is common to observe a vector of discrete and/or continuous responses in scientific problems where the objective is to characterize the dependence of each response on explanatory variables and to account for the association between the outcomes. The response vector can comprise repeated observations on one variable, as in longitudinal studies or genetic studies of families, or can include observations for different variables. This paper discusses a class of models…

用秩统计理论研究一般 Bootstrap 的一致性AI 解读

A general notion of a bootstrapped mean constructed by exchangeably weighting sample points is introduced. Consistency of this generalized bootstrapped mean, which includes proposals of Efron and Rubin among others, is proved by classical linear rank statistics theory. The consistency of generalized bootstrapped empirical and quantile processes is also established.

样本分位数的平衡重复复制法之渐近性质AI 解读

Inference, including variance estimation, can be made from stratified samples by selecting a balanced set of subsamples. This balanced subsampling method is generically called the balanced repeated replication method in survey data analysis, which includes McCarthy's balanced half-samples method and its extensions for more general stratified designs. We establish the asymptotic consistency of the balanced repeated replication variance estimators when the parameter of…

多元 Probit 模型最大似然估计的存在性与唯一性AI 解读

The multivariate probit model (MPM) is a particular case of the class of correlated prediction models. A correlated prediction model is especially useful when prediction or classification is envisaged into diagnostic classes that are combinations of binary responses. The parameter vector consists of a “location” part and an “association” part. The location part accounts for the effect the regressors have on the marginal probabilities of the binary responses. The association…

聚类离散与连续结局的双变量潜变量模型AI 解读

We use the concept of a latent variable to derive the joint distribution of a continuous and a discrete outcome, and then extend the model to allow for clustered data. The model can be parameterized in a way that allows one to write the joint distribution as a product of a standard random effects model for the continuous variable and a correlated probit model for the discrete variable. This factorization suggests a convenient approach to parameter estimation using…

利用纵向CD4 T细胞数量研究HIV感染进展的层级贝叶斯模型AI 解读

Taking the absolute number of CD4 T-cells as a marker of disease progression for persons infected with the human immunodeficiency virus (HIV), we model longitudinal series of such counts for a sample of 327 subjects in the San Francisco Men's Health Study (Waves 1–8, excluding zidovudine cases). We conduct a fully Bayesian analysis of these data. We employ individual level nonlinear models incorporating such critical features as incomplete and unbalanced data, population…

分位数过程弱收敛的初等方法及其在删失生存数据中的应用AI 解读

Let ξ be a continuously differentiable function with positive derivative, and let ξ n be a sequence of right-continuous increasing processes. We show that if n 1/2(ξ n − ξ) W, where W is continuous, then n 1/2(ξ−1 n − ξ−1) − W(ξ−1)/ξ′(ξ−1). This result is applied to classical processes such as the empirical distribution function, the Kaplan-Meier estimator, and some other situations. We also prove an analogous result for the bootstrapped version of n 1/2(ξ n − ξ) and show…

条件 Logit 的可推广表述与诊断方法AI 解读

The conditional logit model is a multinomial logit model that permits the inclusion of choice-specific attributes. This article shows that the conditional logit model will maximize entropy given a set of attribute-value preserving constraints. A correspondence between the maximum entropy (ME) and maximum likelihood (ML) estimates for logit probabilities is established. Some easily computable and useful diagnostics for logit analysis are provided, and it is shown that an…

区组设计中双重处理与单一处理的比较AI 解读

Experiments having two treatment factors and one blocking factor are considered in which a particular combination of treatment factor levels must be excluded. The motivation for the work is a medical trial of two drugs in which a double placebo cannot be administered on ethical grounds. The contrasts of interest compare the effects of having both treatment factors at nonzero labelled levels with the effects of having only one treatment factor at a nonzero labelled level. A…

用加速寿命模型调整协变量的序贯对数秩检验AI 解读

This paper presents a simple sequential method for comparing two treatments in randomized clinical trials which allows for the adjustment of other covariates with the accelerated life model. The new procedure is the same as the ordinary sequential log rank test except that the test statistic is calculated on an ‘adjusted’ time scale. This covariate adjustment can lead to more efficient designs of group sequential trials especially when the effects of covariates being…

有限总体分布函数估计量的性质AI 解读

Two leading estimators of the finite population distribution function are studied. Their large-sample mean squared errors are compared, under a given model. Neither estimator is universally better; circumstances are identified where the model-based estimator would do poorly, despite employing the correct model.

基于选择抽样的离散选择模型有效矩估计AI 解读

In this paper, a new estimator is proposed for discrete choice models with choice-based sampling. The estimator is efficient and can incorporate information on the marginal choice probabilities in a straightforward manner and for that case leads to a procedure that is computationally and intuitively more appealing than the estimators that have been proposed before. The idea is to start with a flexible parametrization of the distribution of the explanatory variables and then…

多项 Probit 模型离散概率模拟矩的平滑方法AI 解读

THERE HAS BEEN MUCH INTEREST over the years in estimating discrete choice models. However, with the exception of multinomial logit models, agents have been restricted to few choices so that multivariate integrals could be feasibly integrated numerically.2 Pakes and Pollard (1989) and McFadden (1989) have independently developed the method of simulated moments (MSM) to deal with estimating a wide class of models of which high order discrete choice models are a subset. One of…

航空业进入模型的估计AI 解读

This paper considers the effect of an airline's scale of operation at an airport on the profitability of routes flown out of that airport. The empirical methodology uses the entry decisions of airlines as indicators of underlying profitability; the results extend the empirical literature on airport presence by providing a new set of estimates of the determinants of city-pair profitability. These estimates imply that city-pair profits increase in airport presence and decrease…

让噪声数据发挥作用AI 解读

Maximum-likelihood estimators of production technologies are developed that deal with missing data and measurement errors, making alternative assumptions regarding the endogeneity of labor and missing data patterns. The estimators yield indices of the returns to scale, mean square deviation from the efficient frontier, and (when labor is treated as endogenous) mean square deviation from efficient factor mixes. To gauge the performance of the alternative estimators, they are…

面板数据中的未回应：对生命周期消费函数估计的影响AI 解读

Abstract If missing observations in a panel data set are not missing at random, many widely applied estimators may be inconsistent. In this paper we examine empirically several ways to reveal the nature and severity of the selectivity problem due to nonresponse, as well as a number of methods to estimate the resulting models. Using a life cycle consumption function and data from the Expenditure Index Panel from the Netherlands, we discuss simple procedures that can be used…

关于预期理性的调查证据AI 解读

Abstract Data on expectations collected by business surveys offer the opportunity to test the rational expectation hypothesis. Tests directly based on qualitative data are not powerful because of the nature of the data. An alternative method is proposed in this paper. We apply the usual orthogonality conditions of rationality to the unobservable variables which are assumed to trigger the categorical responses of surveys when they cross certain thresholds. To implement the…

广义分位数过程AI 解读

For random vectors taking values in $\mathbb{R}^d$ we introduce a notion of multivariate quantiles defined in terms of a class of sets and study an associated process which we call the generalized quantile process. This process specializes to the well known univariate quantile process. We obtain functional central limit theorems for our generalized quantile process and show that both Gaussian and non-Gaussian limiting processes can arise. A number of interesting example are…

条件曲线的统计推断：泊松过程方法AI 解读

A Poisson approximation of a truncated, empirical point process enables us to reduce conditional statistical problems to unconditional ones. Let $(\mathbf{X,Y})$ be a $(d + m)$-dimensional random vector and denote by $F(\cdot\mid\mathbf{x})$ the conditional d.f. of $\mathbf{Y}$ given $\mathbf{X} = \mathbf{x}$. Applying our approach, one may study the fairly general problem of evaluating a functional parameter $T(F(\cdot\mid\mathbf{x}_1),\ldots,F(\cdot\mid\mathbf{x}_p))$ based…

多类别响应数据的精确分布计算AI 解读

This article presents an efficient method for computing exact conditional distributions of the sufficient statistics for the parameters of four polytomous response models. For nominal response, two baseline category logit models and, for ordinal response, two adjacent categories logit models are considered. The method consists of recursive generation of the joint distribution of the sufficient statistics, augmented by a technique to slice off portions of the evolving sample…

入学年龄对教育程度的影响：结合两样本矩的工具变量应用AI 解读

We present a model in which compulsory school attendance laws, which typically require school attendance until a specified birthday, induce a relationship between years of schooling and age at school entry. Variation in school starting age created by children's dates of birth provides a natural experiment for estimating the effect of age at school entry. Because no large data set contains information on both age at school entry and educational attainment, we use an…

存在混淆因素时的时变加速失效时间模型估计AI 解读

Cox & Oakes (1984, p. 66) introduced the ‘strong version’ of the accelerated failure time model with time-dependent exposures. We provide conditions under which this model could be used to estimate, from observational data, the causal effect of a time-varying exposure or treatment on time to an event of interest in the presence of time-dependent confounding variables. We propose a class of semiparametric tests and estimators for the model parameters. This class contains an…