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适用于千例以内样本的符号检验与中位数分布无关置信区间表AI 解读

In 1946 Dixon and Mood published a table of critical values for the sign test with the sample size n, the sum of the two binomial numbers, in the stub and running consecutively from 1 to 100. In 1959 the present writer also published a sign-test table, replacing n by d, the difference between the two binomial numbers, and extending the range of sample sizes to 1,000. However, this second table introduced complicated rules of use and did not facilitate determination of…

典型三方程情形下 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…

适用于千以内样本量的符号检验与中位数分布无关置信区间表AI 解读

In 1946 Dixon and Mood published a table of critical values for the sign test with the sample size n, the sum of the two binomial numbers, in the stub and running consecutively from 1 to 100. In 1959 the present writer also published a sign-test table, replacing n by d, the difference between the two binomial numbers, and extending the range of sample sizes to 1,000. However, this second table introduced complicated rules of use and did not facilitate determination of…

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…

资本存量调整投资模型AI 解读

Firms' investment in plant and equipment is explained by a stock-adjustment model in which the coefficient of adjustment is allowed to vary. It is assumed that firms partially close the gap between desired and actual capital stock, but that the speed of adjustment depends on the firm's ability to procure funds at reasonable cost. A panel of individual firm responses to the McGraw-Hill plant and equipment survey is the principal data source, supplemented by financial…

重复调查的轮换抽样设计AI 解读

A unified finite population theory is developed for composite estimators of both the current level and change in level between consecutive occasions when a rotation sample design is employed. Explicit variance functions are given under the assumption that exponential and arithmetic correlation patterns hold over time for the characteristics of interest. Optimum values of the weight coefficients in the composite estimators, the optimum number of consecutive visits by a…

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预测案例研究：西瓜市场AI 解读

This paper discusses two forecasting experiments involving models of the watermelon market. The first experiment compares the forecasts of an interdependent model estimated by limited information, single equation with those of a model using least squares reduced form. The second experiment compares the forecasts of the interdependent model with those of a causal chain model. It is found that the forecasts of the interdependent model are generally better than those of the…

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正态性假设下虚拟变量的多元回归AI 解读

The most frequently used practical regression model is that in which it is supposed that the dependent variate is normal for given values of the independent variate. In this paper it is pointed out that another regression model of wide applicability may be furnished by the contrary assumption—that the independent variate is normal for given values of the dependent variate. The particular case where the dependent variate is a vector of dummy variables is explored in detail.

GCL 估计量精确有限样本分布函数在计量统计推断中的应用评述AI 解读

When employed in connection with econometric models that have a sufficiently high degree of cognitive significance (as measured by the extent to which underlying economic premises are actually elucidated into empirically testable implications) qualitative analysis of the exact finite sample distribution functions of GCL estimators of structural parameters finds its paramount use in delimiting the precision with which structural coefficients can be estimated. This kind of…

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正态假设下虚拟变量的多元回归AI 解读

The most frequently used practical regression model is that in which it is supposed that the dependent variate is normal for given values of the independent variate. In this paper it is pointed out that another regression model of wide applicability may be furnished by the contrary assumption—that the independent variate is normal for given values of the dependent variate. The particular case where the dependent variate is a vector of dummy variables is explored in detail.

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两个主要过度识别情形下GCL估计量精确分布的说明AI 解读

Basmann [3] has recently given the exact sampling distributions of the generalized classical linear (GCL) estimators of the parameters of a system of two simultaneous structural equations. In view of the importance of the GCL estimators in econometric statistics, a less intricate derivation by using formulae that might be more widely known to statisticians and econometricians, might be useful.

两类典型过度识别情形中 GCL 估计量精确分布的注记AI 解读

Basmann [3] has recently given the exact sampling distributions of the generalized classical linear (GCL) estimators of the parameters of a system of two simultaneous structural equations. In view of the importance of the GCL estimators in econometric statistics, a less intricate derivation by using formulae that might be more widely known to statisticians and econometricians, might be useful.

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相关样本的齐性检验AI 解读

This paper presents techniques for testing various hypotheses related to the notion of temporal homogeneity of a population each of whose members can belong to any one of S states at any time. These hypotheses include Cochran's interchangeability hypothesis, the hypothesis of strict exchange, the usual homogeneity hypothesis for multinomial distributions in the presence of correlated samples, and the hypothesis that a first order Markov chain is in a steady state.

典型三方程情形下广义经典线性估计量的精确有限样本密度函数札记AI 解读

In this article some leading results of a mathematical investigation of exact finite sample distributions of GCL estimators are given. These results pertain to the distributions of estimators of coefficients appearing in econometric systems of three structural equations. The results show that the general forms of exact distributions derived for coefficient estimators in two-equation systems re-appear in the corresponding cases of three equations systems.

更好天气信息对葡萄干产业的价值AI 解读

This report utilizes decision theory to investigate the possible benefits of better weather information to California raisin growers. A supply curve is fitted to the raisin industry and used to evaluate the importance of various factors: weather is of overwhelming importance. Subsequent analysis focuses on the most vulnerable aspect of raisin production: its dependence on early forecasts of rain in September and October when the grapes are being dried and in danger of being…

生产函数与成本函数：计量经济学综述AI 解读

Статья представляет собой несложный обзор различных подходов к построению производственных функций и обсуждение связанных с этим проблем (агрегирование и т. п.). Функции затрат рассматриваются как заменитель производственной функции, так как первые намного легче оценить на практике. Во второй части статьи автор рассматривает все наиболее значимые попытки статистического исследования произвосдтвенных функций и функций затрат.

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使用 Probit 与 Logit 变换的线性假设检验渐近功效AI 解读

The statistic for testing the fit of a linear model, or the statistic for testing a linear hypothesis under the model, when using probits or logits, has a central χ2-distribution for large samples if the null hypothesis is true. If it is not true, the test statistic has, asymptotically, a non-central χ2-distribution with a non-centrality parameter that depends on the alternative hypothesis, the model, and the transformation. Non-Centrality parameters associated with tests of…