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黑人与白人之间经济差距的测度AI 解读

This article proposes new distribution-free methods for estimating the economic distance (advantage) between one group and another, especially for interval-to-interval comparisons, which can be more informative than a single aggregative measure. Novel techniques for computing projected quantiles, smoothing of empirical cumulative distribution functions, maximum entropy methods for finding the upper bound of the richest income interval, and statistical confidence intervals…

比较公立与私立学校：选择性偏误的令人困惑作用AI 解读

Recent articles using the same data and variants of the same estimation technique report conflicting estimates of the relative quality of education provided by public and Catholic schools. This article explains the reasons for the conflict. In so doing, the article clarifies the assumptions underlying the increasingly popular two-step methods for controlling selectivity bias and highlights the hazards of using these methods when the assumptions are not satisfied. The article…

简约式三项 Probit：不施加先验限制的离散响应模型AI 解读

This article develops the direct trivariate extension of the binary probit model. Similar to the binary probit specification, the trivariate model involves an admissible reduction of the nonidentified structural parameters. The reduced-form model is distinguished from other trinomial specifications in that it allows for nonzero covariances among the utility variates that characterize individuals' valuations of the choice alternatives. The independence of irrelevant…

随机区组设计中删失数据的对齐秩检验AI 解读

The aligned rank test of Hodges & Lehmann (1962) is extended to censored survival data collected in matched pairs or randomized blocks. The test statistic for matched pairs is a direct extension of the original aligned rank test, whereas the test statistic for use with block size k>2 is constructed from the paired data statistics comparing all possible pairs of treatments. The efficiency of recovery of interblock information with censored matched pairs is examined by…

田间试验的线性模型、平滑与交叉验证AI 解读

Spatial methods for the analysis of agricultural field experiments are represented here as smoothing methods applied simultaneously with the estimation of treatment effects. Selection of both the form of the smoother and the degree of smoothing required may be based on cross-validation. Particular emphasis is placed in this paper on generalized least squares estimation in linear models, but the principle applies quite generally.

具有时间不变协变量的二元纵向数据分析AI 解读

This paper considers extensions of logistic regression to the case where the binary outcome variable is observed repeatedly for each subject. We propose two working models that lead to consistent estimates of the regression parameters and of their variances under mild assumptions about the time dependence within each subject's data. The efficiency of the proposed estimators is examined. An analysis of stress in mothers with infants is presented to illustrate the proposed…

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相关 Probit 回归模型的似然推断AI 解读

Equicorrelated binary observations are modelled using a multivariate probit regression model. Log likelihood derivatives are reduced to simple linear combinations of equicorrelated multivariate normal probabilities, which are approximated using the method of Mendell & Elston (1974). A data set with overdispersion illustrates the use of this model.

Whenever marginal prices are nonconstant, as in most hedonic and household production function markets, ordinary least squares estimates of the price elasticities of structural equations will be biased. A two-stage least squares estimation procedure is developed and applied to estimate hedonic (and potentially household production function) demand functions when price gradients are nonlinear.

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This paper develops a finite-horizon dynamic stochastic model of discrete choice with respect to life-cycle fertility within an environment where infant survival is uncertain. The model yields implications for the number, timing, and spacing of children. A tractable estimation method is developed for the linear constraint-quadratic utility case that is intimately tied to the dynamic optimization problem, and the method is applied to Malaysian household data. Estimation is…

相对剥夺曲线及其应用AI 解读

This article introduces the relative deprivation curve to represent the size distribution of income and wealth. The curve has many useful applications in the measurement of poverty and inequality, which are explored. The methodology developed is then applied to the data obtained from the Australian Household Expenditure Survey, 1975–1976.

多产品企业产品平均总成本的随机系数估计AI 解读

The problem of estimating the mean average total cost of each output for multiproduct firms in an industry is addressed. The identity that defines total cost for each firm as the product of output levels multiplied by their respective average total costs is viewed as a random-coefficients model. A random coefficients regression estimator is used to estimate mean average total output costs. Solutions to problems arising with this method in empirical studies are discussed. An…

回归模型与有序分类变量AI 解读

SUMMARY A general approach to regression modelling for ordered categorical response variables, y, is given, which is equally applicable to ordered and unordered y. The regressor variables xT = (x 1 ,…,xp) may be continuous or categorical. The method is based on the logistic family which contains a hierarchy of regression models, ranging from ordered to unordered models. Ordered properties of the former, the stereotype model, are established. The choice between models is made…

关于样本中位数自助法的一则说明AI 解读

Efron (1979, 1982), in his treatment of the bootstrap, discusses its use for estimation of the asymptotic variance of the sample median, in the sampling situation of independent and identically distributed random variables with common distribution function $F$ having a positive derivative continuous in a neighborhood of the true median $\mu$. The natural conjecture that the bootstrap variance estimator converges almost surely to the asymptotic variance is shown by an example…

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不完整多元观测的两样本渐近分布无关检验AI 解读

Asymptotically distribution-free tests for equality of two multivariate distributions based on censored observations are proposed. By choosing appropriate test scores, we obtain the multivariate versions of the Gehan and log-rank tests. An important application of the proposed tests is in the area in which multiple observations are collected on study subjects, some of whom may have missing observations. The patterns of missing observations are allowed to differ for the two…

观察性研究中的条件置换检验与倾向得分AI 解读

In observational studies, the distribution of treatment assignments is unknown, and therefore randomization tests are not generally applicable. However, permutation tests that condition on sample information about the treatment assignment mechanism can be applicable in observational studies, provided treatment assignment is strongly ignorable. These tests use the conditional distribution of the treatment assignments given a sufficient statistic for the unknown parameter of…

教育回报：连续选择变量下的选择性偏差方法AI 解读

The essence of selection bias is that we do not observe nonoptimal choices. This applies whether the choice variable is discrete or continuous. This paper extends the selection bias methodology to the case where the choice variable is continuous and the choice set is ordered. The leading practical application of this analysis is the schooling choice problem. Schooling is treated as a continuous choice variable and selectivity corrected rates of return are estimated. The…

多项 Logit 模型的设定检验AI 解读

Discrete choice models are now used in a variety of situations in applied econometrics. By far the model specification which is used most often is the multinomial logit model. Yet it is widely known that a potentially important drawback of the multinomial logit model is the independence from irrelevant alternatives property. While most analysts recognize the implications of the independence of irrelevant alternatives property, it has remained basically a maintained…

The efficiency with which coefficients in probit models are estimated is improved by exploiting data on continuous ancillary variates.In this paper the resulting gains in efficiency are examined and illustrative calculations are provided.Extra precision is achieved at the cost of making an extra assumption but this assumption can be tested.It is shown that fully efficient maximum likelihood estimation of the probit model with a continuous ancillary variate can be achieved by…

This paper presents results of an analysis of the labor supply response of 20-year families in the Denver Income Maintenance Experiment. The results indicate that 20-year husbands and wives do not reduce their labor supply relative to control families while 20-year single female heads of families reduce their labor supply by about the same amount as similar families on the 3and 5-year programs. The results suggest that the limited duration of the 3and 5-year experiments may…