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联立方程系统中过度识别约束检验的近似分布与功效AI 解读

We derive asymptotic expansions of the distributions of test statistics for over-identifying restrictions in a system of simultaneous equations under the null and the non-null hypotheses. We investigate the effects of the normality assumption for disturbances on the test statistics based on their asymptotic expansions. We also study the power functions of test statistics based on their asymptotic expansions. After modifying their critical regions to the same significance…

基于单样本符号统计量的两样本检验之Bahadur效率AI 解读

SUMMARY This paper discusses the two-sample test of location based on the comparison of two distribution-free one-sample confidence intervals derived from sign statistics. This test procedure, first introduced by Hettmansperger (1984), rejects the null hypothesis of equal population medians when the two intervals are disjoint. He presents three different ways to select the two one-sample intervals and one choice leads to Mood's test. All solutions have the same Pitman…

学生化分位数的分布AI 解读

SUMMARY The asymptotic variance of a sample quantile depends on the value of the population density at the population quantile. Therefore Studentizing a sample quantile involves density estimation, either explicitly or implicitly. One popular way of Studentizing is to use the Siddiqui–Bloch–Gastwirth estimator, whose construction depends crucially on the choice of a smoothing parameter m. We examine the effect which the selection of m has on the level error of tests or…

误差成分模型的最优实验设计AI 解读

Social experiments are characterized by their high cost. A tempting alternative to the establishment of a contemporaneous statistical control group is preexempt observat ion of the treatment group. In this paper, the authors analyze the tr ade-off between these two types of "con-trol" as functions of their relative cost and information content in a multiperiod error compone nts framework, where the allocation of observations across the two gr oups is always done in an…

1959—1985年通胀测度中的替代偏误分析AI 解读

The authors analyze the substitution bias in Laspeyres-type price indexes, using 101 c ommodities. They construct the tightest theoretical bounds on the cos t-of-living index using nonparametric methods and also construct supe rlative price indexes. Using nonparametric methods, the authors find homothetic preferences are consistent with the data. Sensitivity test s indicate that this result is not vacuous. Under this hypothesis, th e bias is between 0.22 and 0.14 percent per…

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两阶段预算与精确加总AI 解读

This paper presents an econometric model of demand for energy based on two-stage budgeting. The model provides own-price and cross-price elasticities of demand for energy and nonenergy commodities for the United States. These elasticities are estimated separately for households classified by family size, age of head, region, race, and urban versus rural residence. Price elasticities are presented conditional on total energy expenditure and total expenditure on all…

消费者需求函数的规范化二次系统AI 解读

Empirically estimated demand systems frequently fail to satisfy the appropriate theoretical curvature conditions. We propose and estimate two demand systems for which these conditions can be imposed globally; the first is derived from a normalized quadratic reciprocal indirect utility function and the second is derived from a normalized quadratic expenditure function. The former is flexible if there are no restrictions on its free parameters, but loses flexibility if the…

利用随机系数生产函数分析美国制造业生产率AI 解读

In this article, we show that the production, aggregation, and estimation theories that lead to a stochastic-coefficients production function are more general than those leading to a fixed-coefficients production function. Estimates of productivity changes implied by these two types of Cobb–Douglas production functions are compared for several U.S. manufacturing sectors for the period 1955–1982. All of the estimates of the stochastic-coefficients Cobb–Douglas function have…

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异质条件 Logit 选择模型AI 解读

Aggregate forecasts using McFadden's conditional logit model of discrete choice harbor the unrealistic implicit assumption of a random-utility distribution that is homogeneous across both alternatives and individuals. This article relaxes that assumption. A choice model is developed that describes the random-utility component as a probability-mixture model. Some numerical results illustrate that the derived model is not constrained by the…

误分类模型与劳动力市场动态AI 解读

Measurement error is often a severe problem in longitudinal data such as labor-market flows. Two correction methods have been used for labor-market flows, but the methods tend to adjust the data in opposite directions. One method shows a rigid labor market with long unemployment spells, whereas the other shows the opposite. Because the methods appear theoretically similar, one might interpret the differing results as an indictment of both procedures. This article documents…

多维福祉度量与密歇根调查数据的不平等分析AI 解读

We demonstrate a multidimensional approach for combining several indicators of well-being, including the traditional money-income indicators. This methodology avoids the difficult and much criticized task of computing imputed incomes for such indicators as net worth and schooling. Inequality in the proposed composite measures is computed using relative inequality indexes that permit simple analysis of both the contribution of each welfare indicator (and its factor…

寄宿式儿童照护服务的随机前沿成本函数AI 解读

Abstract Within a public authority (the firm), there are often several production units. Costs and policy formulation are concerned with the units themselves, though inefficiency might arise at both the firm and unit levels. A stochastic frontier cost function is developed and estimated to describe one such situation where the firms are English local authorities and the production units are homes providing residential care for children. Measures of inefficiency are found for…

随机完全区组设计中秩变换程序的渐近相对效率AI 解读

This article provides insight into the powers of alternative tests for experimental effects in the presence of a blocking factor. Three rank tests and the usual F test are compared using asymptotic relative efficiencies (ARE's). Rank tests provide a useful alternative method of analysis when the assumptions of the F test are not met. Further, rank tests are usually more powerful than the F test when outliers are present or when the distribution of the data possesses heavy…

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具有重复测量的临床试验序贯检验AI 解读

In some clinical trials, the number of subjects on each treatment is fixed and at successive equally-spaced time points each subject yields a measurement which reflects response to treatment. A model is presented for such repeated measurements data. A sequential procedure is proposed for testing the null hypothesis of no difference in mean effect between two treatments. In this procedure, the maximum number of measurements per subject and absorption probabilities for…

补贴培训项目对就业进入与退出的影响测量AI 解读

The authors estimate the effect of training on the probability of em ployment for participants in the 1976 Comprehensive Employment and Tr aining Act program. Their analysis uses Social Security earnings data from 1970 to 1979 for trainees and a comparison group. In addition t o simple pre- versus post-training comparisons of employment probabil ities for trainees and controls, the authors present logistic regress ion models with fixed and random effects for individual…

分类面板数据中的不可忽略无回答：劳动力总流量估计AI 解读

Many large-scale sample surveys use panel designs under which sampled individuals are interviewed several times before being dropped from the sample. The longitudinal data bases available from such surveys could be used to provide estimates of gross change over time. One problem in using these data to estimate gross change is how to handle the period-to-period nonresponse. This nonresponse is typically nonrandom and, furthermore, may be nonignorable in that it cannot be…

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联立回归方程系统参数的最大似然估计AI 解读

Procedures for computing the full information maximum likelihood (FIML) estimates of the parameters of a system of simultaneous regression equations have been described by Koopmans, Rubin, and Leipnik, Chernoff and Divinsky, Brown, and Eisenpress. However, all of these methods are rather complicated since they are based on estimating equations that are expressed in an inconvenient form. In this paper, a transformation of the maximum likelihood (ML) equations is developed…

面板数据的有效估计：工具变量估计量的经验比较AI 解读

Abstract Hausman and Taylor (1981) proposed an efficient instrumental variables estimator for panel data regression models where the individual effects may be correlated with some of the regressors. Amemiya and MacCurdy (1986) and Breusch, Mizon, and Schmidt (1986) have suggested instrumental variables estimators that are potentially more efficient than the Hausman and Taylor estimator. We address the empirical question of how large these efficiency gains might be. In our…

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