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协变量不受控制时协方差分析的结构回归方法AI 解读

Analysis of covariance, with a single covariable in a randomized block design, is reconsidered in terms of structural regression. In practice, the covariable is often times uncontrolled, both in the experiment and in repeated sampling, and may follow a linear model as does the variable of interest. If the covariable is unaffected by treatments, then the covariable model may contain a block effect through no treatment effect. When such a model is adequate, the treatment…

协变量不受控制时协方差分析的结构回归方法AI 解读

Analysis of covariance, with a single covariable in a randomized block design, is reconsidered in terms of structural regression. In practice, the covariable is often times uncontrolled, both in the experiment and in repeated sampling, and may follow a linear model as does the variable of interest. If the covariable is unaffected by treatments, then the covariable model may contain a block effect through no treatment effect. When such a model is adequate, the treatment…

消除横截面生产函数估计中的管理偏误：模型及非洲农业应用AI 解读

Benton F. Massell, Elimination of Management Bias from Production Functions Fitted to Cross-Section Data: A Model and an Application to African Agriculture, Econometrica, Vol. 35, No. 3/4 (Jul. - Oct., 1967), pp. 495-508

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分位数估计的若干问题AI 解读

Summary The problem of estimating quantiles in the context where restriction to particular parametric families is inappropriate is considered, for simple random sampling and stratified sampling. For the former type of sampling the distribution-free procedures are obtained and the admissible estimators identified, and certain other questions are dealt with. In the stratified sampling situation similar problems are considered, less successfully.

消费者购买意向与购买概率：调查设计实验AI 解读

Surveys of consumer intentions to buy are inefficient predictors of purchase rates because they do not provide accurate estimates of mean purchase probability. This is a consequence of the fact that intentions surveys cannot detect movements in mean probability among nonintenders, who account for the bulk of actual purchases and for most of the time-series variance in purchase rates. Comparison of predictions from alternative surveys, one of subjective purchase probabilities…

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青年的劳动力进入与持续参与AI 解读

The one-in-a-thousand sample from the 1960 Census of Population and Housing was used to investigate the determinants of the movement of youth into and out of the labor force. Individuals in the sample between the ages of 14 and 24 were stratified on the basis of whether they worked in the preceding year, sex, age, and whether living at home. Separate regressions were run on each stratum. The dependent variable was the labor force status of the individual at the time of the…

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联立方程估计量对模型随机假设的敏感性AI 解读

The paper reports the results of several sampling experiments investigating the sensitivity of various simultaneous-equations estimators to errors in the exogenous variables, stochastic coefficients, heteroskedastic disturbances and auto correlated disturbances. The estimates studied are direct least squares, two-stage least squares, Nagar's unbiased k-class estimator, limited-information maximum likelihood, three-stage least squares, and full-information maximum likelihood.…

Cobb–Douglas 生产函数中的边际产出估计AI 解读

The sampling properties of the usual estimator of marginal product from a CobbDouglas production function are studied under the assumption of normally distributed errors. The asymptotic normality of these estimators is demonstrated and certain special cases are considered for which the asymptotic distribution is particularly simple. An alternative estimator of marginal product is suggested which has both a smaller bias and greater precision than the usual estimator.…

含不可控预测变量的随机实验：复合假设的渐近最优检验AI 解读

The paper is concerned with randomized experiments with one treatment. Two randomization schemes are considered: randomized pairs and unrestricted randomization. If effective at all, the treatment is supposed to affect the conditional distribution of the “experimental” variable Y given another variable X, called “predictor”. The distribution of X is not affected by the treatment. Using the general theory published elsewhere, the paper deduces the locally asymptotically…

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近似可识别性与扰动项方差AI 解读

THE OBSERVATION that large disparity in the variances of the disturbances from different structural equations in a simultaneous system can aid identification is as old as the discovery of the identification problem itself. Thus, in the classic example of E. J. Working [10], it is observed that whereas in the Marshallian cross neither the supply nor the demand curve is identified, this is not the case if one of the curves shifts about a great deal relative to the other. If…

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典型三方程情形中GCL估计量的精确分布AI 解读

Basmann [4] has recently obtained some results of the exact sampling distributions of the generalized classical linear (GCL) estimators of the parameters of a system of three simultaneous structural linear equations These results appear as generalizations of earlier results given by Basmann [5] for a system of two equations. Kabe [9] used the known properties of the noncentral Wishart distribution to give an alternative derivation of Basmann's results for the two-equation…

利用财富比较家庭平均储蓄AI 解读

To identify the determinants of saving, cross-sectional studies of households usually collect and compare the current values of variables. A frequent difficulty is correlation of the known variables with unknown characteristics of households. Stratification of the sample may not always eliminate such correlation, making for biased estimates. A method of avoiding the bias is to sum the regression equation over the working life of the head of each household, which eliminates…