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非参数多重比较程序AI 解读

A general nonparametric methodology for performing multiple comparisons of treatment effects in r-way mixed models is presented. Comparisons can be made among all treatments or for several treatments against a control. The methods can be used on either the raw data or ranked data. Essentially, we perform M permutations of the observations, consistent with our experimental design. For the comparison of all treatments, any “treatment differences” that are larger than 95…

利用多变量匹配抽样与回归调整控制观察性研究偏差AI 解读

Monte Carlo methods are used to study the efficacy of multivariate matched sampling and regression adjustment for controlling bias due to specific matching variables X when dependent variables are moderately nonlinear in X. The general conclusion is that nearest available Mahalanobis metric matching in combination with regression adjustment on matched pair differences is a highly effective plan for controlling bias due to X.

财富分布模型AI 解读

The paper presents a model of wealth distribution that makes use of Gibrat's law of proportionate effect to explain the way wealth is distributed and how the distribution changes over time. The stochastic factor in each period is shown to be the result of deliberate choices by individual decision makers regarding their savings, investment, and bequests, given their inherited wealth and natural ability. The source of randomness is two-fold: uncertainty about the rates of…

基于回顾性数据的 Logistic 模型估计结果AI 解读

The logistic model (Cox, 1970, Chapter 2) has been widely used in the analysis of retrospective studies. This paper discusses two methods of analysis, one based on work by Mantel (1973) and Anderson (1972) and a second based on a conditional likelihood. The motivation for the first method is clarified and some efficiency calculations are presented.

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参数函数与计量模型结构系数的最小期望损失估计AI 解读

Abstract Further sampling properties of previously derived (Zellner 1975) MELO estimates for reciprocals and ratios of parameters and for structural coefficients of econometric models are presented. Approximate small-sample moments and risk functions of MELO estimators for these problems are derived and compared with those of other well-known estimators. The exact finite sample distribution of the MELO reciprocal mean estimator is derived and compared with that of the…

参数函数与计量模型结构系数的最小期望损失估计AI 解读

Further sampling properties of previously derived (Zellner 1975) MELO estimates for reciprocals and ratios of parameters and for structural coefficients of econometric models are presented. Approximate small-sample moments and risk functions of MELO estimators for these problems are derived and compared with those of other well-known estimators. The exact finite sample distribution of the MELO reciprocal mean estimator is derived and compared with that of the maximum…

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收入增长对分组收入分布、对应洛伦兹曲线与基尼指数的影响AI 解读

The purpose of this paper is to indicate the problems connected with the intertemporal comparability of Lorenz curves and Gini indices estimated by standard numerical approaches in the case of the classified empirical income distribution and a growth of individual income at a fixed rate. Collector effects of the higher intervals lead to shifts of the Lorenz curve to the right or to the left; accordingly the Gini index may rise or fall. This class phenomenon occurs although…

天气实验的若干分析方法AI 解读

Using generalized densities, maximum likelihood and ancillarity, methods are developed for the analysis of randomized weather modification experiments that incorporate predictor variables. The linear logistic form is used to model the distributional singularity at the origin, while a gamma model with predictors is developed for the component conditional on the presence of precipitation. Connexions between the component submodels are explored and illustrated using an…

疾病发生的 Logistic 模型与病例对照研究AI 解读

The probability of disease development in a defined time period is described by a logistic regression model. A model for the regression variable, given disease status, is induced and is applied to case-control data. It is shown that the odds ratio estimators and their asymptotic variance matrices may be obtained by applying the original logistic regression model to the case-control study as if the data had been obtained in a prospective study. This result gives a flexible…

基于回顾性数据估计 Logistic 模型的若干结果AI 解读

The logistic model (Cox, 1970, Chapter 2) has been widely used in the analysis of retrospective studies. This paper discusses two methods of analysis, one based on work by Mantel (1973) and Anderson (1972) and a second based on a conditional likelihood. The motivation for the first method is clarified and some efficiency calculations are presented.

多重共线性下联立方程估计量的小样本性质AI 解读

A Monte Carlo simulation is employed to reinvestigate the general disagreement in the literature regarding the small-sample properties of simultaneous equation estimators under widely different levels of multicollinearity. This disagreement has been attributed to the greater use by more complex estimators of information on variables excluded from each equation, producing the advantage in inference of increasing precision at low levels of collinearity, but the disadvantage of…

消费者购买面板数据分析的广义复合泊松模型AI 解读

A compound Poisson distribution, the Ehrenberg NBD model, has proven useful in the past for analyzing consumer purchase behavior encountered in dealing with frequently purchased low-cost consumer items. The present article proposes the use of a generalized negative binomial distribution in which the NBD model is used as a purchase occasion component and is combined explicitly with the conditional distributions of the single-purchase volume variables associated with the…

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线性与非线性联立方程模型中全信息极大似然估计的迭代广义最小二乘计算AI 解读

THE PURPOSE OF THIS PAPER is threefold: (i) to provide a unified iterative generalized least squares approach for computing FIML estimates for both linear and nonlinear simultaneous equations models of medium size (containing about 50 parameters in the nonlinear case and 75 in the linear case); (ii) to suggest a useful procedure to determine the length of the step to be made at each iteration of the algorithm; (iii) to report on numerical results which illustrate the…

计量经济学中的模型设定检验AI 解读

Using the result that under the null hypothesis of no misspecification an asymptotically efficient estimator must have zero asymptotic covariance with its difference from a consistent but asymptotically inefficient estimator, specification tests are devised for a number of model specifications in econometrics. Local power is calculated for small departures from the null hypothesis. An instrumental variable test as well as tests for a time series cross section model and the…

百分位数回归：参数化方法AI 解读

For situations in which no assumptions are explicitly made about error distributions, other model assumptions may imply constraints on the form of the residual distribution. This is true of regression models which assume that percentiles are functions of the regressor variable. Hogg (1975) used a procedure based on signs of residuals to fit linear percentile models. Advantages of making (and testing!) explicit parametric assumptions in this context are illustrated using a…

最小绝对误差回归的渐近理论AI 解读

In the general linear model with independent and identically distributed errors and distribution function F, the estimator which minimizes the sum of absolute residuals is demonstrated to be consistent and asymptotically Gaussian with covariance matrix ω2 Q -1, where Q = lim T -1 X'X and ω2 is the asymptotic variance of the ordinary sample median from samples with distribution F. Thus the least absolute error estimator has strictly smaller asymptotic confidence ellipsoids…

瓮模型在序贯对照临床试验设计中的应用AI 解读

In the comparison of K treatments, assume that patients appear singly and must be treated immediately. Suppose that patients having the same combination of prognostic factor levels are grouped into the same stratum. If the number of different strata is small, we treat each stratum as a separate independent subtrial. A treatment assignment rule is proposed that forces a small subtrial to be balanced, but tends toward the complete randomization scheme as the size of the…

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百分位回归：参数化方法AI 解读

For situations in which no assumptions are explicitly made about error distributions, other model assumptions may imply constraints on the form of the residual distribution. This is true of regression models which assume that percentiles are functions of the regressor variable. Hogg (1975) used a procedure based on signs of residuals to fit linear percentile models. Advantages of making (and testing!) explicit parametric assumptions in this context are illustrated using a…

一类截断分布中回归系数解释的说明AI 解读

DESPITE THE INTENSE ACTIVITY in the area of estimation of limited dependent variable (LDV) models (see, for example, the Fall 1976 issue of the Annals of Economic and Social Measurement), the interpretation of regression coefficients in truncated regression models has been largely ignored. This issue should not be taken lightly since the obvious interpretation which equates regression coefficients to partial derivatives of the conditional mean of the dependent variable is…