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线性Logistic模型与Bradley–Terry模型的检验AI 解读

A test is developed for the adequacy of the linear logistic model for binary data and is applied to the Bradley-Terry model for paired comparisons. The small-sample properties of the procedure are investigated for a numerical example.

小扰动下联立方程模型的扰动方差估计AI 解读

Employing the small-disturbance approach, I study the bias and mean squared error of a class of estimators of the variance of the disturbances in a simultaneous linear stochastic equation model. The estimator considered is the residual sum of squares after estimation of the structural parameters by a k-class estimator, divided by an arbitrary scalar. The scalar which minimizes the mean squared error is (T—n+2), regardless of which k-class estimator is used, where T is the…

含两个内生变量时有限信息最大似然估计量的精确有限样本分布AI 解读

This article is concerned with the exact finite-sample distribution of the limited-information maximum likelihood estimator when the structural equation being estimated contains two endogenous variables and is identifiable in a complete system of linear stochastic equations. The density function derived, which is represented as a doubly infinite series of a complicated form, reveals the important fact that for arbitrary values of the parameters in the model, the LIML…

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摘要暂缺

市场需求曲线的极限函数形式AI 解读

On the basic assumption that individual consumption of a good is a stochastic phenomenon, the first part of this article shows that under general conditions market quantity demanded is asymptotically (as n, the number of individuals in the market, increases) distributed as normal with and variance a function of own price given all other prices and individual incomes. Next, by the use of integral transforms, it is shown that the unknown market demand function can be…

误差分量回归模型系数估计量的精确有限样本性质AI 解读

Wallace and Hussain (1969) considered the use of an error components regression model in the analysis of time series of cross-sections and developed an estimator of the coefficient vector based on an estimated variance-covariance matrix of error terms. In this paper, we have shown that under the set of assumptions adopted by Wallace and Hussain there are an infinite number of estimators which have the same asymptotic variancecovariance matrix as the Wallace-Hussain estimator…

To estimate the parameters in a quantal response model, various alternative procedures have been used. A comparison is made between maximum likelihood, minimum chi-squared and modified minimum chi-squared in terms of first-order bias of parameter estimates, with particular reference to the standard probit model. It is shown that, in this respect, the procedures may differ widely, with maximum likelihood seeming the most satisfactory of the three alternatives.

线性支出系统的最大似然估计AI 解读

The linear expenditure system provides a convenient model for representing consumer response to prices and income. The parameters of the model enter nonlinearly and standard estimation procedures lack desirable properties. This note discusses the problems with existing techniques and derives the maximum-likelihood estimators. The linear expenditure system (LES) was proposed and applied by Stone [7, 8], and it has found further application in [9], [2], and [4]. Aspects of the…

终身收入的估计AI 解读

Lifetime income, say Vs, may be defined as Vs = ΣT t=sctyt where yt is income (earnings) at age t, ct is some discount rate and s is the age an individual enters the labor force. Obviously, yt i.e., the income path over the individual's span of active life, plays a crucial part in the calculation of Vs. Mostly graphical methods have been employed for estimating the income age profile. This article presents a statistical framework for estimating lifetime income. Moreover, the…

百分位数的同时置信带与判别集合AI 解读

Using the general linear model, y = Xβ+e, where e∼N(0, σ2/): simultaneous confidence bonds are found for the 100 pth percentile, x′β+kpσ, of the normal population with mean x′β and variance σ2 (kp is the 100 pth percentile of the standard normal distribution). The bands are simultaneous in x or in x and p. In the simple linear regression case these bands are used to define simultaneous discrimination sets for any fixed values, yP, of the dependent variable.

线性支出系统的最大似然估计AI 解读

The linear expenditure system provides a convenient model for representing consumer response to prices and income. The parameters of the model enter nonlinearly and standard estimation procedures lack desirable properties. This note discusses the problems with existing techniques and derives the maximum-likelihood estimators. The linear expenditure system (LES) was proposed and applied by Stone [7, 8], and it has found further application in [9], [2], and [4]. Aspects of the…

判别与百分位数置信带AI 解读

Using the general linear model, y = Xβ+e, where e∼N(0, σ2/): simultaneous confidence bonds are found for the 100 pth percentile, x′β+kpσ, of the normal population with mean x′β and variance σ2 (kp is the 100 pth percentile of the standard normal distribution). The bands are simultaneous in x or in x and p. In the simple linear regression case these bands are used to define simultaneous discrimination sets for any fixed values, yP, of the dependent variable.

量化响应模型中参数估计的偏差与准确性AI 解读

For a quantal response situation involving a total of n subjects, expressions are derived for biases correct to order n−1 and covariances correct to order n−2. These are applied to the standard probit model and it is shown that in this situation, first order biases can be appreciable, even for moderate n, and that the usual asymptotic results for variances can be considerably in error.

协商工资增长的决定因素：一项实证分析AI 解读

This paper presents an empirical analysis of the determinants of negotiated wage changes using a pooled sample of time series observations for fourteen Canadian manufacturing industries. Data on individual contracts are used in an attempt to allow for the discontinuity of wage adjustments given the predominance of collective bargaining and variable contract length. Using a nonlinear formulation, profit levels, the unemployment rate, the rate of change of prices, and other…

THIS PAPER DEVELOPS some models for limited dependent variables.2 The distinguishing feature of these variables is that the range of values which they may assume has a lower bound and that this lowest value occurs in a fair number of observations. This feature should be taken into account in the statistical analysis of observations on such variables. In particular, it renders invalid use of the usual regression model. The second section of this paper develops several models…

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两个内生变量情形下结构参数 t 统计量的分布AI 解读

In this article we study the exact finite sample distribution function of a t-statistic that can be used to test hypotheses and construct confidence intervals for structural coefficients in simultaneous equations models. It is shown that the exact distribution function is equal to Student's t-distribution when one of its parameters is zero and converges to Student's t-distribution function as another of its parameters increases without bound. Computations of the exact…

参数线性但内生变量非线性的计量系统与两阶段最小二乘AI 解读

It is demonstrated that a variant of the two-stage least squares technique can be used to estimate the parameters of a nonlinear model. To do this, the reduced form equations of such models are derived and discussed; then certain problems particular to the estimation of nonlinear models are considered.

分段线性损失下简单次序统计量估计的效率AI 解读

When losses are piecewise linear, optimal decision-making hinges on estimating a specified fractile of a probability distribution. In this article we investigate, through examples, the operating characteristics of an estimation procedure which utilizes simple linear combinations of one or two values in the order statistic generated by an observation vector. Such estimates appear to be remarkably efficient compared to the estimates generated by simple parametric procedures;…

一个典型恰好识别情形下结构系数 GCL 估计量的精确有限样本密度AI 解读

As is true of any statistical application, testing econometric statistical hypotheses involves constructing critical regions with prescribed probabilities of Type I error and determining probabilities of Type II error under alternative hypotheses. Such constructions and determinations presuppose knowledge of exact statistical distribution functions of econometric estimators and test statistics either directly, or indirectly, as in the case where a statistical distribution…

分段线性损失下简单次序统计量估计的效率AI 解读

When losses are piecewise linear, optimal decision-making hinges on estimating a specified fractile of a probability distribution. In this article we investigate, through examples, the operating characteristics of an estimation procedure which utilizes simple linear combinations of one or two values in the order statistic generated by an observation vector. Such estimates appear to be remarkably efficient compared to the estimates generated by simple parametric procedures;…

一个典型恰好识别情形下结构系数 GCL 估计量的精确有限样本密度AI 解读

As is true of any statistical application, testing econometric statistical hypotheses involves constructing critical regions with prescribed probabilities of Type I error and determining probabilities of Type II error under alternative hypotheses. Such constructions and determinations presuppose knowledge of exact statistical distribution functions of econometric estimators and test statistics either directly, or indirectly, as in the case where a statistical distribution…