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配对设计中以中位数进行重新随机化推断AI 解读

When a rerandomization or permutation test is applied to a matched-pairs design, the observed mean difference is typically compared with the null distribution of means that would have occurred under all possible randomizations. It is shown that rerandomizing the median instead of the mean transforms a formidable computational problem into one amenable to a hand calculator. Moreover, the robustness derived from rerandomizing the median rather than the mean is illustrated with…

二元数据逻辑回归中解释变量的变换AI 解读

Some results are presented on improving the fit of the logistic regression model for binary data by transforming the vector of explanatory variables. The methods are based on consideration of the distributions of these variables conditional on outcome group. The transformations required are the functions of the explanatory variables which appear in the log density ratio of the conditional distributions.

GMC 公交车发动机的最优更换：Harold Zurcher 的实证模型AI 解读

This paper formulates a simple, regenerative, optimal-stopping model of bus-eng ine replacement to describe the behavior of Harold Zurcher, superinte ndent of maintenance at the Madison (Wisconsin) Metropolitan Bus Comp any. Admittedly, few people are likely to take particular interest in Harold Zurcher and bus engine replacement per se. The author focuses on a specific individual and capital good because it provides a simp le, concrete framework to illustrate two ideas: (1)…

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消费者态度与公用事业自愿费率方案选择AI 解读

Attitudes enter as latent explanatory variables in a model of consumers' choice among optional rate schedules offered by a public utility. A consistent estimator of the choice model is described that utilizes the distribution of the latent attitude variables conditional on manifest indicator variables. The model is applied to households' choice between time-of-use and non-time-differentiated rates for electricity to determine the impact of attitudes about energy…

结构搜寻模型的估计：从学校到工作的转变AI 解读

This paper presents a finite-horizon search model that is econometrically implemented using all of the restrictions impli ed by the theory. Following a sample of male high school graduates fr om the youth cohort of the National Longitudinal Surveys from graduat ion to employment, search parameters are estimated. Reservation wages and offer probabilities are estimated to be quite low. Simulations a re performed of the impact of changing the parameters on the expected duration…

非对称最小二乘估计与检验AI 解读

This paper considers estimation and testing using location measures for regression m odels that are based on an asymmetric least-squares criterion functio n. These estimators have properties that are analogous to regression quantiles, but are easier to calculate, as are the corresponding test statistics. Asymmetric least-squares tests of homoskedasticity and s ymmetry compare quite favorably with other tests of these hypotheses in terms of asymptotic relative efficiency.…

已婚女性工作时数实证模型对经济与统计假设的敏感性AI 解读

This study undertakes a systematic analysis of several theoretic and statistical assumption s used in many empirical models of female labor supply. Using a singl e data set (PSID 1975 labor supply data) the author is able to replic ate most of the range of estimated income and substitution effects fo und in previous studies in this field. He undertakes extensive specif ication tests and finds that most of this range should be rejected du e to statistical and model…

Many previous studies have found a strong positive effect of job seniority (tenure) on wages. This paper re-examines the evidence using a simple instrumental variables scheme to deal with the fact that tenure is likely to be related to unobserved individual and job characteristics that affect the wage. We use the variation of tenure over a given job match as the principal instrumental variable for tenure. The variation in tenure over the job is uncorrelated by construction…

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用简化似然比统计量检验受限因变量模型的外生性AI 解读

Abstract A simple likelihood‐ratio statistic for the weak exogeneity of the continuously observed endogenous variables is presented for the limited information simultaneous equations models in which a single endogenous variable is censored. The statistic is a likelihood ratio test statistic for the exclusion of the reduced form residuals of the continuously observed endogenous variables and is asymptotically locally most powerful. The procedure is illustrated by an…

替代矩阵负半定性的参数检验AI 解读

Abstract The negativity of the substitution matrix implies that its latent roots are non‐positive. When inequality restrictions are tested, standard test statistics such as a likelihood ratio or a Wald test are not X 2 ‐distributed in large samples. We propose a Wald test for testing the negativity of the substitution matrix. The asymptotic distribution of the statistic is a mixture of X 2 ‐distributions. The Wald test provides an exact critical value for a given…

度假行为的微观计量分析AI 解读

Abstract We present a micro‐econometric limited dependent variable model, which simultaneously explains the decision whether to go on vacation or not, the choice of destination and the decision on the level of the vacation expenditures. The model has been estimated on the basis of a cross‐section of Dutch households; we find a striking difference in income elasticity between domestic vacations and vacations abroad, and a large impact of owning certain durables (such as a…

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残留效应与自相关误差下比较两种处理的最优交叉设计AI 解读

A model for responses in a crossover experiment that includes direct and first-order carryover treatment effects, together with an autocorrelated error term, is considered when there are two treatments. A method for generating designs that minimize the variance of the estimated treatment effects is proposed and explicit results are given for the three and four period cases. Efficiencies of some practical designs are calculated.

用于比较多种处理与对照的交叉试验设计AI 解读

We introduce a class of crossover designs with residual effects for experimental situations in which primary interest centres on the comparison of several test treatments to a control treatment rather than on all pairwise comparisons among the treatments. We shall call these designs ‘control balanced residual effects designs’. Their structure is studied in detail, some methods of their construction are given and their relative efficiencies are evaluated.

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二元选择与删失回归模型中分布自由估计量的效率界AI 解读

We derive lower bounds on the asymptotic variances for regular distribution-free estimators of the parameters of the binary choice model and the censored regression (Tobit) model. A distribution-free (or semiparametric) estimator is one that does not require any assumption about the distribution of the stochastic error term in the model, apart from regularity conditions. For the binary choice model, we obtain an explicit lower bound for the asymptotic variance for the slope…

基于选择结果抽样的定性响应模型中两种一致估计量的比较AI 解读

On montre que l'estimateur de Manski-McFadden (1981) est asymptotiquement plus efficace que l'estimateur de Manski-Lerman (1977)

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利用强单峰分布生成有序洛伦兹曲线族AI 解读

From any strongly unimodal density on the real line, it is possible to generate a one-parameter family of Lorenz curves. The resulting families of Lorenz curves are Lorenz ordered with respect to the indexing parameter. Symmetry of the unimodal density results in the generation of symmetric Lorenz curves. A related characterization of the normal distribution is presented.

多项 Logit 模型的诊断检验AI 解读

I propose a Lagrange multiplier test for the multinomial logit model against the dogit model (Gaudry and Dagenais 1979) as the alternative hypothesis. In view of the well-known drawback of the restrictive property of independence from irrelevant alternatives implied by the multinomial logit model, a specification test has much to recommend it. Finite sample properties of the test are studied using a Monte Carlo experiment, and the test's power against the nested multinomial…