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两阶段最小二乘：应沿哪个方向最小化残差？AI 解读

A structural equation in a complete system may be written with the coefficient of one endogenous variable as unity and the coefficients of the other endogenous variables as parameters. To estimate these parameters two-stage least squares is usually applied by minimizing residuals in the direction of the first variable. In this paper, when there is one such parameter, that procedure is compared with adapting two-stage least squares to minimize residuals in the direction of…

以预测分布函数误差最小化估计指数分布分位数AI 解读

We consider the problem of estimating the quantiles of a one-parameter exponential distribution. Using the estimated quantiles to predict the distribution function, and attempting to minimize mean square errors for these predicted probabilities rather than the quantiles themselves, we are led to estimators differing from the natural ones obtained by appropriate scaling of the estimated mean of the distribution. The form of these estimators is studied for complete and…

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利用汇总数据估计时变马尔可夫过程AI 解读

The exact stochastic character of observed data from a Markov process is derived for the case where only aggregate stocks, as opposed to individual transitions, are observed. Particular attention is devoted to the distinction between data generated by a panel study, where a single group of individuals is followed over time, and that generated by random sampling, where the observed groups are not identical over time. Several alternative estimators are developed which take…

工作、闲暇与家务时间配置的估计AI 解读

Previous attempts to estimate labor supply functions based upon the constrained maximization of a utility function with leisure and income as arguments have assumed that all time not spent at work on the job is leisure time. In this paper we formulate a model of a household in which time is allocated between work on the job, leisure, and housework, where leisure is defined to be net of time spent on housework. The model is estimated under two alternative stochastic…

R×C 析因配对比较实验的设计AI 解读

Two designs for R × C factorial paired comparison experimente are compared, assuming the Bradley-Terry model. One design employs comparisons of all paira of the RC treatments, and the other degign restricts comparisons to those pairs which have the same level of one factor. Computation of maximum likelihood estimates under several hypotheses is considered for each design. The restricted design has administrative benefits because it requires comparison of fewer distinct pairs…

随机场中不同实验设计的精度AI 解读

Various experimental designs can be used to study the effects of several treatments on a field. The variation of yield in the field will be represented by a realization of a stationary process with isotropic covariance. The variance of an estimator of a treatment effect can be divided into two parts, the first part due to experimental errors and the second part involving the process as well as randomization. This second component will be studied in order to find an optimal…

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联立方程的贝叶斯全信息分析AI 解读

The paper reviews and extends a Bayesian full information analysis of the simultaneous equations model, based upon an extended natural conjugate prior density. The extended prior density belongs to a closed family and is compatible with the independent specification for each equation of a marginal prior density in the multivariate Student form. The paper establishes properties of the resulting posterior density, of some conditional and marginal densities, and of the…

购买间隔服从逆高斯分布的购买发生模型AI 解读

This paper deals with a new purchase incidence model where the interpurchase time of an individual household is described by a two-parameter inverse Gaussian distribution, and the population heterogeneity is modeled by the natural conjugate family which has truncated t and modified gamma marginals. The model, more flexible than the exponential and one-parameter gamma models previously used for purchase incidence, is applied to consumer panel data on toothpaste purchases and…

联立方程的贝叶斯全信息分析AI 解读

Abstract The paper reviews and extends a Bayesian full information analysis of the simultaneous equations model, based upon an extended natural conjugate prior density. The extended prior density belongs to a closed family and is compatible with the independent specification for each equation of a marginal prior density in the multivariate Student form. The paper establishes properties of the resulting posterior density, of some conditional and marginal densities, and of the…

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两种替代结构t统计量的分布AI 解读

Two alternative structural t statistics for simultaneous equation models are derived. The statistics could be used to test hypotheses or construct confidence intervals for coefficients in econometric models. It is demonstrated that the exact distribution functions converge to Student's t-distribution function as the concentration parameter increases. Computations of the variance of the t-statistics indicate the degree of approximation afforded by the limiting distribution…

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成对与多项比较模型的对数线性表示AI 解读

This paper develops log linear model representations for the Bradley-Terry paired comparisons and Luce multiple comparisons models. Various multivariate extensions of the Bradley-Terry model are then considered. A model is presented, similar to one of Davidson & Bradley (1969), but which is based on the log odds ratio as a measure of association rather than the ø coefficient of correlation. It is shown that, by the adaptive use of log linear model theory, complex data seta…

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关于聚合过程中的识别与信息损失的札记AI 解读

DISCUSSIONS OF IDENTIFICATION of parameters in simultaneous equation econometric models almost invariably assume that data are in the form of aggregative time series, i.e., only one measurement of each variable is available in each time period. This note shows that parameters in a model which is underidentified by the usual rank and order criteria at the aggregative level may be identified when disaggregated data aie available. The argument is presented in terms of a…

若干收入不平等测度的大样本理论AI 解读

THE MEASUREMENT of economic inequality is a timely and important topic. Often the Gini index or the entire Lorenz curve is used; however, the relative mean deviation (or Pietra ratio) has been used by Schutz [9] and Budd [1] to study United States data. Eltet6 and Frigyes [2] developed new measures to aid in their analysis of Hungary's income distribution, and Kondor [6] has shown that these new indices are related to the relative mean deviation. In order to draw valid…

正态总体分位数的置信带AI 解读

Given the general linear regression model , where y is N X 1, X of full rank is N X (q + 1), is (q + 1) X 1, and e is N(0, σ2I), Steinhorst and Bowden [5], using the theory of Roy's maximum root test statistics, set confidence bands for , of the normal population with mean and variance σ2, k being the pth quantile of the standard normal distribution, I fixed or specified but unknown and p known. However, narrower bands may be obtained using the exact test statistic,…

一般定性响应模型的最大似然、最小卡方与非线性加权最小二乘估计AI 解读

This article deals with the general qualitative response model involving several polytomous variables. An extension of Berkson's minimum chi-square estimator to this model is defined and shown to be not always asymptotically efficient, and the conditions under which it is so are derived. It is also shown that the nonlinear weighted least squares method proposed by Walker and Duncan [11] is equivalent to the method of scoring.

非标准随机区组设计中精度不等的多重比较AI 解读

A multiple comparison technique for simultaneous inference in the nonstandard randomized block design models considered by Graybill [3] and Scheffé [11] is developed. Its computation and properties are discussed in terms of a clinical trial. The technique involving a number of independent tests with possibly unequal sizes, not the well-known Bonferroni tests [5], is appropriate when most contrasts between the treatments are of interest, but a few of the comparisons are of…