论文检索

生产前沿与面板数据：美国一级铁路公司的应用AI 解读

In this article, the appropriateness of inefficiency measures obtained directly from the production function as in Schmidt and Sickles (1984) is examined relative to those provided by (a) the cost function aproach, (b) Klein's approach, and (c) the iterative SUR technique. Efficiency rankings yielded by different methods are also compared and tested.

总量消费者行为与家庭等价尺度AI 解读

This article presents estimates of household equivalence scales, broken down by demographic characteristics, of U.S. households. Separate estimates are given by family size, age of head, region, race, and urban versus rural residence. Commodity-specific scales are presented for five separate commodity groups—energy, food, consumer goods, capital services, and other services. The estimates are obtained from an econometric model of aggregate consumer behavior. The parameters…

回归分析中的组效应诊断AI 解读

The diagnostic tools examined in this article are applicable to regressions estimated with panel data or cross-sectional data drawn from a population with grouped structure. The diagnostic tools considered include (a) tests for the existence of group effects under both fixed and random effects models, (b) checks for outlying groups, and (c) specification tests for comparing the fixed and random effects models. A group-specific counterpart to the studentized residual is…

分段线性预算约束的计量经济学AI 解读

This article presents a Monte Carlo evaluation of some alternative estimators for a demand model when the budget constraint is piecewise-linear and the budget set is convex. We examine the performance of two maximum likelihood (ML) estimators and an ordinary least squares (OLS) estimator under varying sample sizes and error variances. A simple log-linear demand function, with income and price as the explanatory variables, is specified. Although I find that the OLS bias…

固定效应模型下失业退出风险率斜率符号的经验证据AI 解读

Abstract Empirical evidence on the sign of the slope of the hazard rate from unemployment is obtained from a fixed effects model based on the gamma distribution for unemployment duration. The data used are pairs of unemployment spells for adult males in the control and experimental groups of the Denver Income Maintenance Experiment. The sample selection issue involved in selecting the pair of spells used in the empirical work is discussed. The empirical results suggest that…

For testing the goodness-of-fit of a $\log$-linear model to a multi-way contingency table with cell proportions estimated from survey data, Rao and Scott (1984) derived a first-order correction, $\delta\ldot$, to Pearson chi-square statistic, $X^2$ (or the likelihood ratio statistic, $G^2$) that takes account of the survey design. It was also shown that $\delta\ldot$ requires the knowledge of only the cell design effects (deffs) and the marginal deffs provided the model…

有向图的贝叶斯模型AI 解读

Holland and Leinhardt (1981) proposed a simple exponential model called the p 1 model for analyzing digraphs that arise in studies of networks. A digraph consists of a set of g nodes and a g × g adjacency matrix (Xij ), where Xij = 1 if node i relates to node j and Xij = 0 otherwise. The underlying cell probabilities pij = Pr(Xij = 1) are to be estimated from these dichotomous responses. The p 1 model imposes an additive structure on a log-odds version of the pij . It…

重复测量的最大似然计算：EM 算法的应用AI 解读

The purpose of this article is to consider the use of the EM algorithm (Dempster, Laird, and Rubin 1977) for both maximum likelihood (ML) and restricted maximum likelihood (REML) estimation in a general repeated measures setting using a multivariate normal data model with linear mean and covariance structure (Anderson 1973). Several models and methods of analysis have been proposed in recent years for repeated measures data; Ware (1985) presented an overview. Because the EM…

高度分层数据的修正对数秩检验AI 解读

Clinical trials often employ a stratified randomization so that treatment arms are balanced within prognostic factors. In these circumstances the use of the ordinary log rank test for comparing treatment groups with respect to survival is invalid. The stratified log rank test, although valid, loses efficiency as the number of strata increases. This paper proposes a modified log rank test that is fully efficient when there is no strata effect and is more efficient than the…

匹配观察研究中若干置换推断的敏感性分析AI 解读

In observational studies, treatments are not randomly assigned to experimental units, so that randomization tests and their associated interval estimates are not generally applicable. In an effort to compensate for the lack of randomization, treated and control units are often matched on the basis of observed covariates; however, the possibility remains of bias due to residual imbalances in unobserved covariates. A general though simple method is proposed for displaying the…

基于二元面板数据的随机效应线性模型半参数分析AI 解读

Andersen_(1970) considered the problem of inference on random effects linear models from binary response panel data, and showed that inference is possible if the disturbances for each panel member are known to be white noise with the logistic distribution. The present paper shows that inference remains possible if the disturbances are known only to be time-stationary. A conditional version of the maximum score estimator consistently estimates the parameters up to scale.…

有序备选项的离散选择模型AI 解读

A generalization of the multinomial logit (MNL) model is developed for cases where discrete alternatives are ordered, by allowing stochastic correlation among alternatives in close proximity. The model belongs to the Generalized Extreme Value class and is therefore consistent with random utility maximization. An extension can handle cases where observations have been selected from a truncated choice set. A two-stage procedure using MNL computer software provides a…

摘要暂缺

In this paper we consider the basic self-selection model for the effects of education, training, unions, and other activities on wages. We show that past models have ignored 'heterogeneity of rewards' to the activity--i.e., differences across individuals in the rate of return to the activity--as a source of selection bias. We model such heterogeneity, show how its presence can be tested, and draw out its implications for the wage and welfare gains to the activity. An…

指数离散模型AI 解读

SUMMARY We study general properties of the class of exponential dispersion models, which is the multivariate generalization of the error distribution of Nelder and Wedderburn’s (1972) generalized linear models. Since any given moment generating function generates an exponential dispersion model, there exists a multitude of exponential dispersion models, and some new examples are introduced. General results on convolution and asymptotic normality of exponential dispersion…

灵活函数形式与全局曲率条件AI 解读

Empirically estimated flexible functional forms frequently fail to satisfy the appropriate theoretical curvature conditions. Lau and Gallant and Golub have worked out methods for imposing the appropriate curvature conditions locally, but those local techniques frequently fail to yield satisfactory results. We develop two methods for imposing curvature conditions globally in the context of cost function estimation. The first method adopts Lau's technique to a generalization…

摘要暂缺

摘要暂缺

摘要暂缺

弹性的标准误：Bootstrap 与渐近标准误的比较AI 解读

This article compares two methods of deriving standard errors for elasticities in a linear expenditure demand system with first-order autoregressive errors. The first is the ordinary Taylor series method and the second is Efron's bootstrap. In an example problem, these two methods yielded similar values for the standard errors, with the exception of the income elasticity standard errors, for which the asymptotic standard errors were apparently too large by a factor of two.

收入获得者群体之间相对经济富裕程度的测量AI 解读

This article introduces and discusses a new measure of the relative economic affluence (REA) between income distributions with different means. The REA measure D is applied to the U.S. white and black household income distributions of 1967 and 1979. The measure D shows that the REA of the white households with respect to the black households decreased from 1967 to 1979. This conclusion contrasts with those obtained by applications of distance or quasi-distance functions. It…

动态要素需求的估计AI 解读

Abstract Many recent empirical studies on inter‐related factor demands involve factor demand functions whose arguments depend on the researcher's arbitrary normalization rule. This paper shows how sensitive the estimated elasticities are to the various normalizations that are possible. Alternatives that are not dependent on a normalization are suggested.

In many applications involving follow-up studies, individuals' lifetimes may be subject to left truncation in addition to the usual right censoring. Here we consider the product-limit estimator of the survival curve S or an appropriate conditional version of S. The asymptotic behaviour of the estimator is briefly described together with an example.

利用平滑方法诊断二元 Logistic 回归AI 解读

The paper discusses some diagnostic tools for binary logistic regression which use smoothing techniques. Smoothed binary data are employed to devise a battery of diagnostic plots, from simple procedures which indicate only the adequacy or inadequacy of a maximum likelihood logistic fit, to partial residual plots and delta local deviance plots which reveal the type of model inadequacy, suggesting perhaps the addition of nonlinear terms or interactions. Properties of the…