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协变量变化时的重复测量设计分析AI 解读

A model proposed by Patel (1986) is re-examined. It is shown that the model can be written as seemingly unrelated regressions and estimation can be carried out simply. Estimation under constraints given by the general linear hypothesis is also discussed and a two-stage procedure proposed. Connexions with seemingly unrelated regressions with constraints between the regression parameters and the sum of profiles model of Verbyla & Venables (1988) are also given.

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离散时间线性二次动态优化模型估计的解析导数AI 解读

ESTIMATION OF PARAMETERS in discrete-time, linear-quadratic, infinite-horizon, dynamic, optimization models (Hansen and Sargent, 1980, 1981) is a nonlinear estimation problem. An impediment to effectively computing parameter estimates and their covariances in these models with gradient algorithms (Kennedy and Gentle, 1980, pp. 425-512) has been the absence of expressions for computing analytic VoP, the gradient matrix of first-partial derivatives of the optimal policy matrix…

污染数据的二元回归模型AI 解读

SUMMARY The nature of outliers in the context of binary regression data is discussed. Resistant fitting procedures produce estimated regression coefficients which are numerically larger than maximum likelihood, implying the need for a shrinkage-type correction. A simple model which allows for a small number of the binary responses being misrecorded is proposed, and associated techniques for robust estimation and diagnostics developed.

基尼系数的方差估计：概率抽样AI 解读

An estimator of the Gini coefficient (the well-known income inequality measure) of a finite population is defined for an arbitrary probability sampling design, taking the sampling design into consideration. Alternative estimators of the variance of the estimated Gini coefficient are introduced. The sampling performance of the Gini coefficient estimator and its variance estimators is studied by means of a Monte Carlo study, using stratified sampling from a miniature…

美国太平洋西北地区季节性能源需求与节能的工程—计量分析AI 解读

This article estimates a new model of residential electricity demand. It differs from previous work in two ways. First, we use individual monthly billing data in a pooled time-series/cross- section framework. Second, we use an engineering/thermal-load technique to model the household space-heating technology. We estimate the model using data from the Pacific Northwest and use the results to analyze three conservation measures: a price increase, a reduction in thermostat…

质量决定的潜变量模型AI 解读

Because of data difficulties, there has been little empirical work analyzing the determination of the quality of a firm's output. This article constructs a latent variable model for this problem that uses easily obtainable data. The model is developed from the relationship between the firm's input demand functions and reduced-form output functions, and it has a novel multiple indicator multiple cause (MIMIC) interpretation. The model also allows identification of an…

检验企业是否存在配置低效率AI 解读

Abstract This paper is concerned with the problem of testing for the presence of allocative inefficiency in firms for models in which the cost function is stochastic, the possibility of technical inefficiency is allowed, and the efficient input cost share equations are stochastic. The test exploits the relationships among the disturbances in the cost and share equations to derive implications of the existence of allocative inefficiency. This leads to the use of a Wald‐type…

M 分位数AI 解读

It is well known that a M-estimator of the centre of symmetry Θ of a symmetric distribution can be defined in terms of either a continuous symmetric loss function ρ or the associated influence functionψ. This estimator is robust if ψ is bounded. In this paper, we develop a generalization of the M-concept to estimation of a quantile analogue of Θ, called a M-quantile, by introducing a particular kind of asymmetry into ψ. A natural consequence is that the M- quantile parameter…

多个对照匹配的敏感性分析AI 解读

In observational studies, treated and control subjects may difler in ways that have not been observed, so that reference distributions for statistics that would be appropriate in randomized experiments may lead to incorrect inferences. A previous paper (Rosenbaum, 1987a) proposed a method for displaying the sensitivity of permutation inferences to bias due to an unobserved covariate in two cases: (i) the case of matched pairs, with arbitrary response variables, and (ii) the…

不等概率抽样下分布函数与中位数的估计AI 解读

We consider sampling with probability proportional to size or aggregate size and derive a number of estimators of the finite population distribution function. The estimators are compared theoretically and empirically. By inverting the distribution function estimators, we obtain estimators of the finite population median. The performance of these median estimators are investigated.

随机临床试验中无处理效应的检验AI 解读

We propose a test of the null hypothesis of no treatment effect in a randomized clinical trial that is based on the randomization distribution of residuals. These residuals result from regressing the response on covariates, but not treatment. In contrast to model-based score tests, this procedure maintains nominal size when the model is misspecified, and, in particular, when relevant covariates are omitted from the regression. The efficiency of the procedure is evaluated for…

协变量随测量变化的重复测量设计分析AI 解读

A model proposed by Patel (1986) is re-examined. It is shown that the model can be written as seemingly unrelated regressions and estimation can be carried out simply. Estimation under constraints given by the general linear hypothesis is also discussed and a two-stage procedure proposed. Connexions with seemingly unrelated regressions with constraints between the regression parameters and the sum of profiles model of Verbyla & Venables (1988) are also given.

指数族响应下的试验设计札记AI 解读

Some simple design problems are considered when responses have an exponential family distribution with the difference between ‘treatment’ groups in the canonical parameter being the objective of study. It is shown that normal theory conclusions apply to a possibly surprising extent. The loss from randomizing followed by subsequent stratification is the equivalent of one observation per stratum. For binary data heterogeneity has to be quite large before failure to stratify…

多项逻辑回归相对于多组判别分析的效率AI 解读

Multinomial logistic regression (also referred to as polychotomous logistic regression) is frequently used for the analysis of categorical response data with continuous or categorical explanatory variables. Parameter estimates are usually obtained through direct maximum likelihood estimation. Normal discriminant analysis has been used as an alternative approach to this methodology, although it is strictly appropriate only when the usual normal discriminant assumptions…

一类Gorman恩格尔曲线的刻画AI 解读

This paper characterizes all utility derived demand systmes having Engel curves that are linear in both income and an arbitrary function of income. This class encompasses virtually all utility derived demand systems that have been estimated in the past using ag gregate data with explicit treatment of the problem of aggregation ac ross individuals. It includes extensions of the PIGLOG and PIGL class es that have similar properties to these classes, but allow for more general…

非出清市场中的数量调整迟滞：贷款市场的非均衡计量应用AI 解读

Abstract The paper argues that the estimated speed of price adjustment in a disequilibrium econometric model is likely to be biased if allowance is not made for quantity adjustment inertia on both sides of the market. Furthermore, if the model estimated is static rather than dynamic then, in certain circumstances, an excess demand regime may be mistaken for one of excess supply and vice‐versa. In an empirical application to the loan market for the clearing banks in Ireland…

自助乘积极限过程的收敛速率AI 解读

We establish rates for strong approximations of the bootstrapped product-limit process and the corresponding quantile process. These results are used to show weak convergence of bootstrapped total time on test and Lorenz curve processes to the same limiting Gaussian processes as for the unbootstrapped versions. We develop fully nonparametric confidence bands and tests for these curves and apply these results to prostate cancer. We also present almost sure results for the…

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Probit 模型估计量的小样本性质AI 解读

When maximum likelihood estimates of the coefficients in a nonlinear model such as the probit model are obtained there are a number of asymptotically equivalent covariance matrix estimators that can be used. These covariance matrix estimators are typically associated with different computer algorithms. For example, with the Newton–Raphson algorithm the inverse of the negative of the Hessian matrix from the log-likelihood function is used; with the method of scoring the…

线性模型的 L 估计AI 解读

Linear combinations of order statistics, or L-estimators, have played an extremely important role in the development of robust methods for the one-sample problem. We suggest analogs of L-estimators for the parameters of the linear model based on the p-dimensional “regression quantiles” proposed by Koenker and Bassett (1978). A uniform, Bahadur-type asymptotic representation of regression quantiles is established, and this yields a general asymptotic theory of L-estimators…

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