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含随机效应与 AR(1) 误差的纵向数据模型AI 解读

For longitudinal data on several individuals, linear models that contain both random effects across individuals and autocorrelation in the within-individual errors are studied. A score test for autocorrelation in the within-individual errors for the “conditional independence” random effects model is first developed. An explicit maximum likelihood estimation procedure using the scoring method for the model with random effects and (autoregressive) AR(1) errors is then derived.…

实验随机化与正态理论推断的有效性AI 解读

This article examines how randomization helps to validate model-based probability statements. The asymptotic validity of normal-theory tests for means in multivariate linear models is established under general conditions. Numerical results are presented showing how randomization provides a limited degree of robustness in small experiments. The conditional relevance of randomization is also discussed. Consider the following additive model for a comparative experiment: Y = θ +…

受限随机分配规则下的区间估计AI 解读

In comparing two treatments in a clinical trial, suppose that patients are assigned sequentially to treatments by a restricted randomization rule. Exact and approximate confidence intervals for treatment difference are derived without assuming that the study subjects were obtained by random sampling from a well-defined population. We show that, if there is a time trend among the responses of study subjects, one should not ignore the design in the analysis. All the procedures…

摘要暂缺

田间小区试验中 Papadakis 及其他非线性处理对比估计量的无偏性AI 解读

Spatial methods for the analysis of field-plot experiments are considered. Estimators of treatment contrasts obtained by these methods are generally complicated nonlinear functions of the observations. Sufficient conditions for these estimators to be unbiased under a postulated true model are obtained.

利用面板数据进行有效估计AI 解读

IN AN IMPORTANT RECENT PAPER, Hausman and Taylor (1981)-hereafter HT-considered the instrumental-variable estimation of a regression model using panel data, when the individual effects may be correlated with a subset of the explanatory variables. They provided a simple consistent estimator and an efficient estimator. More recently, Amemiya and MaCurdy (1986)-hereafter AM-have suggested an alternative estimator which is more efficient than the HT estimator, under certain…

误差分量模型的替代检验AI 解读

The error Components regression model is now widely applied in econometics and statistics. Given the potentially high costs of incorrectly excluding the component from the model, an error components test should have high power. In addition, if a test is to gain acceptance from practitioners, the test should be computed easily. To obtain improved critical-value approximations, we introduce a standardized Lagrange multiplier (SLM) test statistic, which is centered and scaled…

弱可分性下等价尺度的识别与估计AI 解读

This paper shows that most methods of incorporating demographic variation into separable models can be represented in a form that is identical to Barten equivalence scales, except that the scales themselves depend on the exact mix of goods that comprise each group, as well as on demographic variables. This generalization of Barten scales is shown to be more plausible than ordinary scales, can be used to increase the efficiency of demand system estimation, and can overcome…

The job-matching hypothesis implies that the disturbance of the standard-wage equation is correlated with one of the regressors, tenure, causing an overestimation of the effect of tenure on wages. This hypothesis is tested and consistent estimates of wage-equation parameters obtained using the methods of Hausman (1978). The approach treats job-match quality as a component of the disturbance term, and an error-components estimator is compared to a modified fixed-effects…

精确加总理论的检验AI 解读

This article analyzes the importance of exact aggregation restrictions and the modeling of demographic effects in Jorgenson, Lau, and Stoker's (1982) model of aggregate consumer behavior. These issues are examined at the household level, using Canadian cross-sectional microdata. Exact aggregation restrictions and some implicit restrictions on household demographic effects are strongly rejected by our data. These results do not preclude pooling aggregate time series data with…

利用灵活函数形式与面板数据估计技术效率AI 解读

This article presents an econometric model capable of accommodating a nonradial measure of input-specific technical inefficiency and suggests an estimation technique that reduces dependency on distributional assumptions on inefficiency. It also makes use of the demand system derived from a flexible cost function and imposes concavity restrictions as required by economic theory. Panel data on 12 Finnish foundry plants are used to estimate technical efficiency of labor and…

非正态性对含结构变化的单一结构方程估计的影响AI 解读

Effect of nonnormality on the asymptotic property of three estimators of a single structural equation with structural change is examined. The three estimators are the limited information maximum likelihood estimator, derived under normality and equality of structural variances in different samples, given by Hodoshima, a two-stage least squares type estimator due to Barten and Bronsard, and a minimum distance estimator presented here. Normality is relaxed but the equality…

线性模型的自适应 L 估计AI 解读

Asymptotically efficient (adaptive) estimators for the slope parameters of the linear regression model are constructed based upon the "regression quantile" statistics suggested by Koenker and Bassett. The estimators are natural analogues of the adaptive $L$-estimators of location of Sacks, but employ kernel-density type estimators of the optimal $L$-estimator weight function.

用条件似然方法分析重复分类测量AI 解读

This article presents a method for analyzing repeated measures with categorical responses based on maximizing a conditional likelihood. Many existing methods for analyzing repeated categorical responses, such as those proposed by Duncan (1980, 1985), Bishop, Fienberg, and Holland (1975), and Cochran (1950) are special cases of the method based on the conditional likelihood approach. This article explores the relationships among the various methods and extends several of the…

协方差结构对平衡随机参数增长曲线模型方差估计的影响AI 解读

Intuition suggests that altering the covariance structure of a parametric model for repeated-measures data alters the variances of the model's estimated mean parameters. The purpose of this article is to sharpen such intuition for a family of growth-curve models with differing numbers of random effects for the individual sampling units and with a fixed structure on the mean. For every member of this family, the maximum likelihood (ML) estimator of the fixed effects is…

用条件似然方法分析重复类别测量AI 解读

This article presents a method for analyzing repeated measures with categorical responses based on maximizing a conditional likelihood. Many existing methods for analyzing repeated categorical responses, such as those proposed by Duncan (1980, 1985), Bishop, Fienberg, and Holland (1975), and Cochran (1950) are special cases of the method based on the conditional likelihood approach. This article explores the relationships among the various methods and extends several of the…

劳动收入与工时变化的协方差结构AI 解读

This paper presents an empirical analysis of individual earnings and hours data from three different longitudinal surveys. In the first part of the paper, the authors catalog the main features of the covariance structure of earnings and hours changes. In the second part of the paper, they offer an interpretation of this model in terms of a simple life-cycle, labor-supply model. On the assumption that they can identify individual productivity growth with the shared component…

利用辅助信息估计有限总体中位数AI 解读

SUMMARY This paper deals with the estimation, under simple random sampling, of a finite population median in the presence of an auxiliary variable. An estimator which is a simple modification of the ratio estimator for the mean is studied along with two other proposed estimators derived from a different approach. These estimators are applicable in situations where only the population median or a grouped frequency distribution of the auxiliary variable is known. On the basis…

利用横截面的第一与第二选择数据估计市场弹性AI 解读

This article develops a method for using first-choice/second-choice information to estimate the ratio of cross-elasticities to own-elasticities. I then use Bayesian techniques to couple this information with prior knowledge of the elasticities. This leads to elasticity estimates reflecting the decision maker's prior knowledge as well as existing data on customer first-choice/second-choice preferences.

嵌套 Logit 模型的有效估计AI 解读

This article examines the sequential, full information maximum likelihood (FIML), and linearized maximum likelihood (LML) estimators for a nested logit model of time-of-day choice for work trips. These estimators are compared using a Monte Carlo study based on specification and data from a previously published empirical study. The sequential estimator is found to be much less efficient than LML or FIML, and its uncorrected second-stage standard-error estimates are strongly…

摘要暂缺

受限随机分配规则下的区间估计AI 解读

In comparing two treatments in a clinical trial, suppose that patients are assigned sequentially to treatments by a restricted randomization rule. Exact and approximate confidence intervals for treatment difference are derived without assuming that the study subjects were obtained by random sampling from a well-defined population. We show that, if there is a time trend among the responses of study subjects, one should not ignore the design in the analysis. All the procedures…

竞争风险模型的可识别性AI 解读

This paper considers the consequences for identifiability of introducing regressors into the competing risks model of multistate duration analysis. We establish conditions under which access to regressors overturns the nonidentification theorem of Cox and Tsiatis for both proportional and accelerated failure time models.

田间小区实验中 Papadakis 及其他非线性处理对比估计量的无偏性AI 解读

Spatial methods for the analysis of field-plot experiments are considered. Estimators of treatment contrasts obtained by these methods are generally complicated nonlinear functions of the observations. Sufficient conditions for these estimators to be unbiased under a postulated true model are obtained.