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收入流动的动态方面AI 解读

Abs tract This paper proposes an econometric methodology to deal with life cycle earnings and mobility among discrete earnings classes. First, we use panel data on male log earnings to estimate an earnings function with permanent and serially correlated transitory components due to both measured and unmeasured variables. Assuming that the error components are normally distributed, we develop statements for the probability that an individual's earnings will fall into a…

Nonparametric likelihood methods are developed for the analysis of partially censored data arising from a multistate stochastic process. It is assumed that the underlying process follows a semi-Markov model in which state changes form an embedded Markov chain and sojourn times are independent with distributions depending only on adjoining states. The general likelihood function for a set of partially censored observations is determined and maximized nonparametrically. The…

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分位数过程的强逼近AI 解读

Let $q_n(y), 0 < y < 1,$ be a quantile process based on a sequence of i.i.d. rv with distribution function $F$ and density function $f.$ Given some regularity conditions on $F$ the distance of $q_n(y)$ and the uniform quantile process $u_n(y),$ respectively defined in terms of the order statistics $X_{k:n}$ and $U_{k:n} = F(X_{k:n}),$ is computed with rates. As a consequence we have an extension of Kiefer's result on the distance between the empirical and quantile processes,…

联立方程系统中的内生虚拟变量AI 解读

This paper considers the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables.The statistical model proposed here is sufficiently rich to encompass the álassjcai simultaneous equation model for continuous endogenous variables and more recent models for purely discrete endogenous variables as special cases of a more general model.Interest in discrete data has been ftsledby a rapid growth in the availability of…

若干非线性模型中的估计AI 解读

Extensions of linear model contrasts to general and location-scale models are proposed. These extensions are defined in terms of shift functions which measure how much the variables from one population must be shifted to be aligned in distribution with the variables from another. A general estimate based on empirical distribution functions and three estimates appropriate for the location-scale model are considered and compared in terms of asymptotic relative efficiencies. An…

若干非线性模型中的估计AI 解读

Extensions of linear model contrasts to general and location-scale models are proposed. These extensions are defined in terms of shift functions which measure how much the variables from one population must be shifted to be aligned in distribution with the variables from another. A general estimate based on empirical distribution functions and three estimates appropriate for the location-scale model are considered and compared in terms of asymptotic relative efficiencies. An…

线性支出系统高效估计札记AI 解读

An efficient method of estimating the linear expenditure system (LES) by maximum likelihood is introduced. A test for insuring that parameter estimates obtained by numerical maximization satisfy the first-order conditions is given. In some experiments the new method of estimating the LES is compared to the more conventional method of estimation and is found to use significantly less computer time than the conventional method.

零一数据的回归与方差分析：残差变异的度量AI 解读

We consider regression situations for which the response variable is dichotomous. The most common analysis fits successively richer linear logistic models and measures the residual variation from the model by minus twice the maximized log likelihood. General measures of residual variation are considered here, including ordinary squared error and prediction error as well as the log likelihood. All of these are shown to be satisfactory in a certain primitive sense, unlike…

线性支出系统高效估计札记AI 解读

An efficient method of estimating the linear expenditure system (LES) by maximum likelihood is introduced. A test for insuring that parameter estimates obtained by numerical maximization satisfy the first-order conditions is given. In some experiments the new method of estimating the LES is compared to the more conventional method of estimation and is found to use significantly less computer time than the conventional method.

定性选择的条件 Probit 模型：考虑相互依赖与异质偏好的离散决策AI 解读

Jerry A. Hausman, David A. Wise, A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences, Econometrica, Vol. 46, No. 2 (Mar., 1978), pp. 403-426

Gorman 极形式生成的需求系统估计：S 分支效用树的推广AI 解读

Charles Blackorby, Richard Boyce, R. Robert Russell, Estimation of Demand Systems Generated by the Gorman Polar Form; A Generalization of the S-Branch Utility Tree, Econometrica, Vol. 46, No. 2 (Mar., 1978), pp. 345-363

比较两个相依分布的非参数检验AI 解读

Summary Using a sample from an unknown bivariate distribution, we propose a test for the hypothesis that one marginal distribution is stochastically larger than the other. We show that the test statistic has an asymptotic normal distribution, and that the proposed test is asymptotically non-parametric. This test is compared to the paired t-test for large samples in terms of asymptotic relative efficiency and for samples of size 20 by simulation estimates of size and power.…

有限总体分位数的置信区间：简单随机抽样与分层简单随机抽样AI 解读

Summary Given a finite population consisting of N units, it is desired to have a confidence interval for the (t/N)th quantile, Y (t), of the population. Assuming simple random sampling, a confidence interval procedure is suggested and several expressions for the associated confidence coefficient are given. With stratified simple random sampling, for L = 2 strata, three confidence interval procedures are suggested. The associated confidence coefficients are derived under each…

序贯实验的自适应偏币设计AI 解读

In comparing two treatments, eligible subjects come to the experiment sequentially and must be treated at once. To reduce experimental bias and to increase the precision of inference about treatment effects, the adaptive biased coin design, which offers a compromise between perfect balance and complete randomization, is proposed and analyzed. This new design has the property that it forces a small-sized experiment to be balanced, but tends toward the complete randomization…

因果效应的贝叶斯推断：随机化的作用AI 解读

Causal effects are comparisons among values that would have been observed under all possible assignments of treatments to experimental units. In an experiment, one assignment of treatments is chosen and only the values under that assignment can be observed. Bayesian inference for causal effects follows from finding the predictive distribution of the values under the other assignments of treatments. This perspective makes clear the role of mechanisms that sample experimental…

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回归分位数AI 解读

A simple minimization problem yielding the ordinary sample quantiles in the location model is shown to generalize naturally to the linear model generating a new class of statistics we term “regression quantiles.” The estimator which minimizes the sum of absolute residuals is an important special case. Some equivariance properties and the joint asymptotic distribution of regression quantiles are established. These results permit a natural generalization to the linear model of…

序贯实验中控制选择偏差的随机分配设计AI 解读

In comparing two treatments, suppose that eligible subjects come to the experiment sequentially and must be treated immediately. In this paper we assume that the experimenter selects 2n subjects and treat n subjects with each treatment. If, during the experiment, the experimenter knows or guesses which treatment is to be administered next, he may bias the experiment by his selection of subjects. The problem is how to control this bias through choice of design. In this paper,…

非零二阶交互作用对合并优势比估计量的影响AI 解读

In combining odds ratios across strata, the assumption of zero second-order interaction is usually made in order to simplify estimation. The implications for the use of the general logistic model, when this assumption is not met, are considered. Using Monte Carlo techniques, the effect of nonzero second-order interaction on five available combined estimators is considered and an attempt made to provide results applicable in a variety of research situations.

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