论文检索

合并横截面与时间序列数据中的方差分量模型AI 解读

The paper argues that variance components models are very useful in pooling cross section and time series data because they enable us to extract some information about the regression parameters from the between group and between time-period variation-a source that is often completely eliminated in the commonly used dummy variable techniques. The paper studies the applicability and usefulness of the maximum likelihood method and analysis of covariance techniques in the…

二元反应模型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.

多变量成对比较中的回归关系AI 解读

In two previous papers, a model for multivariate paired comparisons was proposed and the associated methodology and large-sample properties were developed. The present study considers the problem of relating the response pattern on overall quality to that on a specified set of attributes. A regression equation is derived for a joint distribution of responses to dichotomous items and is applied to the multivariate paired comparison model. A test of the significance of the…

使序贯实验保持分组平衡AI 解读

Subjects arrive sequentially at an experimental site and must be assigned immediately to treatment or control groups. In order to avoid biasing the results of the experiment it is customary to make the assignments by independent flips of a fair coin, but in small-sized experiments this may result in a severe imbalance between the numbers of treatments and controls. This paper discusses a new method of assigning the subjects which tends to balance the experiment, but at the…

Simple estimators of the means and the common standard deviation of two normal populations areobtained from Type II censored samples. A t test is proposed for testing the equality of the two population means.

摘要暂缺

所有变量均有测量误差时的柑橘需求估计AI 解读

The hypothesis that consumers use a two-stage procedure to maximize a utility function in which food items are strongly separable from non-food items is combined with prior information about food price correlations to derive statistically manageable demand equations for fresh oranges and frozen orange concentrate. Special attention is given to the problem of measuring demand when all the variables are measured with error. A new statistical method, which yields consistent…

差异性无回应导致的面板调查系统偏差AI 解读

Panel surveys involve repeated observations made on the same sample of populalation units. In some of these studies systematic biases have appeared; specifically, if Ri is an estimate made from panels appearing in the sample for the i th time, then it has been observed that these estimates sometimes vary systematically with i. It is tempting to interpret these phenomena as being due to conditioning of the panel of respondents. In this article it is shown that these…

差异性无应答导致的面板调查系统偏差AI 解读

Panel surveys involve repeated observations made on the same sample of populalation units. In some of these studies systematic biases have appeared; specifically, if Ri is an estimate made from panels appearing in the sample for the i th time, then it has been observed that these estimates sometimes vary systematically with i. It is tempting to interpret these phenomena as being due to conditioning of the panel of respondents. In this article it is shown that these…

所有变量均存在误差时的柑橘需求测量AI 解读

The hypothesis that consumers use a two-stage procedure to maximize a utility function in which food items are strongly separable from non-food items is combined with prior information about food price correlations to derive statistically manageable demand equations for fresh oranges and frozen orange concentrate. Special attention is given to the problem of measuring demand when all the variables are measured with error. A new statistical method, which yields consistent…

FIRMS determine their demands for factors of production by finding the combination of factor inputs that will maximize profits or minimize costs, subject to a technological constraint the production function. Because the production function is common to decisions for all factors, the factor demands must be interrelated; each factor demand function contains parameters from the underlying production function which also appear in other demand functions. Yet factor demand…

摘要暂缺

利用家庭预算数据时间序列估计动态需求关系AI 解读

The demand parameters are estimated by fitting dynamic and static equations to a time series of Japanese multi-cross-section data using various methods. The results indicate that habit formation is predominant and income is much more important than prices and that it is worthwhile to use dynamic forms.

利用家庭预算时间序列估计动态需求关系AI 解读

The demand parameters are estimated by fitting dynamic and static equations to a time series of Japanese multi-cross-section data using various methods. The results indicate that habit formation is predominant and income is much more important than prices and that it is worthwhile to use dynamic forms.

允许平局的 Bradley–Terry 配对比较模型扩展AI 解读

This study is concerned with the extension of the Bradley-Terry model for paired comparisons to situations which allow an expression of no preference. A new model is developed and its performance compared with a model proposed by Rao and Kupper. The maximum likelihood estimates of the parameters are found using an iterative procedure which, under a weak assumption, converges monotonically to the solution of the likelihood equations. It is noted that for a balanced paired…

摘要暂缺

随机系数回归模型中的有效推断AI 解读

Computes a GLS matrix weighted estimator for a panel data set. meangroup.src does a similar estimator, but uses simple weighted average rather than a matrix-weighted average. Swamy(1970), Efficient Inference in a Random Coefficient Regression Model, Econometrica, vol 38, 311-323. (This abstract was borrowed from another version of this item.)

不使用成本数据估计成本函数参数：方法示例AI 解读

FOR VARIOUS REASONS, data availability being not the least of these, empirical studies of production processes can often be carried out more conveniently in terms of cost functions instead of production functions. Assuming cost minimizing behavior by entrepreneurs, cost function studies can, in principle, reveal the same information [23, 26]. Such dual cost functions have an empirical difficulty in common with production functions, however. They must be concave and linear…

摘要暂缺

摘要暂缺

利用样本次序统计量逼近连续单变量总体的分位数函数AI 解读

Approximations to the mathematical relation between the variate value z and the unknown distribution function F of the continuous, univariate population from which a sample is available are obtained in which z is expressed as a series of polynomials in F; the coefficients are the expectations of linear combinations of the order statistics of the sample. A particular system of orthogonal polynomials and a particular system of n linearly independent linear systematic…

关于 Cobb-Douglas 与 CES 生产函数模型估计的札记AI 解读

ZELLNER, KMENTA, AND DRfEZE in a recent article [3] specified for the firm a Cobb-Douglas production model in which the traditional profit maximization assumption was modified to explicitly recognize the stochastic nature of profits. Assuming that firms maximize the mathematical expectation of profits, the authors found that under conditions of pure competition least squares estimation of the production function from cross section data on firms' output and inputs provides…

In this paper we estimate a complete system of demand equations making full use of the restrictions implied by economic theory. Our theoretical model is based on the Klein-Rubin linear expenditure system which was first estimated by Stone. We place primary emphasis on maximum likelihood estimates obtained using annual time series observations of prices and per capita consumption for the U.S. economy in the period 1948-1965. The plan of the paper is as follows: Section 1…

回归百分位点的判别区间AI 解读

In simple linear regression the 100pth percentile of the distribution of Y for a given value of X is β0 + β1 X + Zp σ, where Zp is the 100pth percentile of the standard normal distribution. The problem considered is to estimate the value of X for which this percentile is equal to some specified value, Yp . Both point and interval estimates are considered. A procedure for obtaining exact confidence intervals is derived, and in addition, two approximate and two conservative…