日期精度：到日 2409 篇 · 到月 3862 篇 · 到年 470 篇 · 未提供 22 篇
分组数据估计的基尼及相关不平等指数界限的大样本理论
The joint asymptotic distribution of the upper and lower bounds for the Gini index derived by Gastwirth for grouped data are obtained. From them a conservative asymptotically distribution-free confidence interval for the population Gini index is presented. The methods also yield similar results for other indices of inequality (e.g., Theil's and Atkinson's).
资本服务价格定义对要素替代判断的系统性影响
Earlier attempts at reconciling disparate substitution elasticity estimates examined differences in separability hypotheses, data bases, and estimation techniques, as well as methods employed to construct capital service prices. Although these studies showed that differences in elasticity estimates between two or three studies may be attributable to the aforementioned features of the econometric models, they have been unable to demonstrate this link statistically and…
结合显著性预检验的最优样本设计
A common problem faced in social experiments is that of designing a sampling strategy before it is known whether various control groups can be pooled. The classical sample choice is between a large supposedly unpoolable sample or a smaller supposedly poolable sample. This article suggests a compromise strategy between these two extremes based on preliminary tests of significance that allow one to embed judgments about the likelihood of pooling into a classical sample design…
临床试验中受限随机化规则下的多处理比较
In the course of conducting a clinical trial to compare $K (\geq 2)$ treatments, it is often desirable to balance the trial with respect to the assignments of patients to treatments. On the other hand, some form of randomization of treatment assignments is essential for reducing experimental bias. In this article, the large-sample approximation to the null distribution of $K$-sample randomization tests generated from a broad class of restricted randomization rules is…
指数分布分位数估计的容许性与极小极大性
The estimation problem of the quantiles $\xi + b\sigma$ of an exponential distribution with unknown location-scale parameter $(\xi, \sigma)$ is considered. We establish the admissibility of the traditional (best equivariant) estimator for quadratic loss when $n^{-1} \leq b \leq 1 + n^{-1}$ where $n$ is the sample size. For $b > 1 + n^{-1}$ a class of minimax procedures is found. This class contains generalized Bayes rules and one of them is shown to be admissible within the…
右删失数据分位数函数的核型估计量
Based on right-censored data from a lifetime distribution F 0, a kernel-type estimator of the quantile function Qo (p) = inf{t: F 0(t) ≧ p}, 0 ≦ p ≦ 1, is proposed. The estimator is defined by , which is smoother than the usual product-limit quantile function , where denotes the product-limit estimator of F 0 from the censored sample. Under the random censorship model and general conditions on hn, K, and F 0, it is shown that Qn (p) is strongly consistent. In addition, an…
存在非应答时利用面板数据估计总流量：加拿大劳动力调查实例
This article considers the problem of using categorical data from a panel survey in which there is nonrandom nonresponse to estimate gross flows. The methods are illustrated for the case of estimating gross flows in labor force participation using data from the Canadian Labour Force Survey. Three models are proposed that allow nonresponse to be related to employment classification, time, or both employment classification and time. Maximum likelihood estimation is used to fit…
短面板数据的抽样设计
On considere differents aspects de la conception et de l'analyse. On compare des facons alternatives d'observer des individus en temps discret via la matrice d'information de Fisher
马尔可夫假设下类别型面板数据的非因果性检验
For many years, social scientists have been interested in obtaining testable definitions of causality (Granger 1969, Sims 1972). Recent works include those of Chamberlain (1982) and Florens and Mouchart (1982). The present paper first clarifies the results of these latter papers by considering a unifying definition of noncausality. Then, log-likelihood ratio (LR) tests for noncausality are derived for qualitative panel data under the minimal assumption that one series is…
连续时间下备选项选择的结构与简化式模型：保障就业计划中的青年就业
Randall J. Olsen, D. Alton Smith, George Farkas, Structural and Reduced-Form Models of Choice among Alternatives in Continuous Time: Youth Employment under a Guaranteed Jobs Program, Econometrica, Vol. 54, No. 2 (Mar., 1986), pp. 375-394
面板数据中的变量测量误差
Panel data based on various longitudinal surveys have become ubiquitous in economics in recent years. Estimation using the analysis of covariance approach allows for control of various "individual effects" by estimation of the relevant relationships from the "within" dimension of the data. Quite often, however, the "within" results are unsatisfactory, "too low" and insignificant. Errors of measurement in the independent variables whose relative importance gets magnified in…
病例—对照或选择依赖抽样下的 Logistic 模型拟合
SUMMARY There has been a great deal of interest in recent years in fitting logistic and log-linear models to tables of population counts estimated from survey data. Since maximum likelihood methods are not available in general for complex survey designs, most work has concentrated on adapting standard methods developed for multinomial sampling. Maximum likelihood methods have been developed for some special designs, however, and we might expect ad hoc methods to be less…
英国自雇选择的实证分析
Abstract The paper formulates a self‐employment/paid‐employment choice problem that draws upon Knight's notion that the individual responds to the risk‐adjusted relative earnings opportunities in each sector. Based on a development of such choice‐theoretic considerations, an econometric model is developed with the purpose of empirically examining the determinants of self‐employment. The model features simultaneous determination of employment status and earnings, which allows…
部分状态聚合面板数据中潜在马尔可夫结构的检验
SUMMARY For dichotomous longitudinal panel data assumed to have been generated by a Markov chain but with only one of its states identifiable, the likelihood ratio and related tests for underlying Markovian structure are studied. It is shown that the likelihood ratio may be written as a product of conditionally independent likelihood ratios for testing independence in certain contingency tables, given margins. The tests are illustrated on data from malaria and…
利用调查数据估计分布函数
A simple method for estimating population distribution functions and associated quantiles from sample survey data is described and some asymptotic theory for it presented. The method assumes a model-based approach to survey estimation and allows auxiliary population information to be directly incorporated into the estimation process. Monte Carlo results comparing the proposed method with conventional design-based methods are given. These suggest that the model-based approach…
关于逻辑回归最大似然估计存在条件的补充说明
This note expands the paper by Albert & Anderson (1984) on the existence and uniqueness of maximum likelihood estimates in logistic regression models. Their three possible mutually exclusive data patterns: (i) overlap, (ii) complete separation, and (iii) quasiseparation are considered. The maximum likelihood estimate exists only in (i). Modifications of the statement and proofs of Albert & Anderson's results are given for (ii) and (iii) The identifiability for a more general…
寿命回归模型札记
Lifetime regression models that are additive in some transform of either the survivor function or quantile function are considered. Graphical assessment and connections between the two families are discussed.
利用迭代广义最小二乘分析多层混合线性模型
Models for the analysis of hierarchically structured data are discussed. An iterative generalized least squares estimation procedure is given and shown to be equivalent to maximum likelihood in the normal case. There is a discussion of applications to complex surveys, longitudinal data, and estimation in multivariate models with missing responses. An example is given using educational data.
协方差分析中的随机化
When examining any linear contrast of adjusted treatment means in the analysis of covariance it is shown that balancing on the covariates is desirable in that it minimizes the model variance of the treatment contrast averaged over the randomization distribution. Approximate balancing, through truncation of the randomization distri bution, is examined empirically. It is shown empirically that robustness of the test statistic can be achieved through truncated randomization.…
用于处理与对照比较的渐近最优平衡处理不完全区组设计子类
Incomplete block designs for estimation of treatment-control differences are studied. A class of designs for this purpose, called balanced treatment incomplete block designs, has recently been proposed and studied by several authors. Here, a relatively small subclass of these designs is shown to contain the asymptotically optimal design under the criterion of minimizing the length of simultaneous confidence intervals for treatment-control differences. These results can be…
使用广义线性模型分析纵向数据
This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence. The estimating equations are derived without specifying the joint distribution of a subject's observations yet they reduce to the score equations for niultivariate Gaussian outcomes. Asymptotic theory…