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似乎不相关回归的有效估计与聚合偏差检验AI 解读

In this paper a method of estimating the parameters of a set of regression equations is reported which involves application of Aitken's generalized least-squares [1] to the whole system of equations. Under conditions generally encountered in practice, it is found that the regression coefficient estimators so obtained are at least asymptotically more efficient than those obtained by an equation-by-equation application of least squares. This gain in efficiency can be quite…

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柯布—道格拉斯生产函数参数的无偏估计量构造AI 解读

1. IN MANY empirical investigations the geometric mean of observed factor shares serves as an estimator of the factor exponents in a Cobb-Douglas2 production function. This particular estimator is due to Klein [7, p. 194]. It is here shown that such an estimator is biased. Under certain conditions an alternative estimator is derived which is unbiased, sufficient, efficient, and consistent.

迁移者—留守者模型的统计方法AI 解读

The mover-stayer model, a generalization of the Markov chain model, assumes that there are two types of individuals in the population under consideration: (a) the “stayer,” who with probability one remains in the same category during the entire period of study; (b) the “mover,” whose changes in category over time can be described by a Markov chain with constant transition probability matrix. The transition probability matrix for movers, and the proportion of stayers among…

随机区组设计中缺失小区处理程序的说明AI 解读

The properties of the missing plot procedure for a randomized block design are investigated from the randomization viewpoint. Expected mean squares, estimates of treatment effects, variances, and estimates of treatment effect variances are obtained when a particular block-plot combination is missing from the conceptual population of yields, when a block-treatment combination is missing, and when a restricted set of randomizations is considered. With proper definition of…

产业结构的统计分析：食品行业应用AI 解读

A stochastic model is used to analyze the changing size distributions of large firms in the food processing and chain store food distributing industries during 1948–1958. The model is shown to have certain predictive usefulness for anticipating changes in these distributions; however, the predictive value of the equilibrium distribution is questioned. An index of size mobility is developed from the model and the value of this index computed for each industry in each year and…

随机区组设计中缺失小区处理程序的说明AI 解读

The properties of the missing plot procedure for a randomized block design are investigated from the randomization viewpoint. Expected mean squares, estimates of treatment effects, variances, and estimates of treatment effect variances are obtained when a particular block-plot combination is missing from the conceptual population of yields, when a block-treatment combination is missing, and when a restricted set of randomizations is considered. With proper definition of…

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帕累托型稳定随机函数与收入的乘法变化AI 解读

a new family of stable non-gaussian random functions, U(t), and it is intimately connected with random walks of log U(t). Its principal feature is, however, that no use is made of the principle of proportionate effect, the model being rather based upon the fact that there exist certain limits for sums of random functions, upon which the effect of chance in time is multiplicative. (Actually, the result is more general.) This feature provides a new type of motivation for the…

两个典型过度识别情形下广义经典线性估计量的精确有限样本分布AI 解读

The asymptotic unbiasedness and normality of alternative statistical estimators θ, θ,1 ··· of a given parameter θ* are generally proved without reference to any explicit knowledge of the exact finite sample distribution functions, F n (x), G n (x) ···. (Here n denotes sample size.) Within the class of asymptotically unbiased and normally distributed estimators of a given parameter it is sometimes possible to demonstrate that one estimator possesses a smaller asymptotic…

样本分位数与中程统计量的渐近方差性质AI 解读

SUMMARY In this paper, some properties of the asymptotic variance of the sample quantiles and the derived mid-ranges are studied and the role of the sample median is critically discussed. It is shown that among the class of sample quantiles, the sample median will have asymptotically the smallest variance only under somewhat restrictive regularity conditions; while among the class of sample mid-ranges, the sample median (being the central mid-range) has asymptotically the…

变量测量误差与恩格尔曲线分析AI 解读

The traditional method of estimating Engel curve parameters uses either (recorded) income or total expenditure as an independent variable in least squares analysis. Neither of these is, however, a satisfactory index of the economic position of the family. This results in biased estimates of the income elasticities of the various consumption categories. The bias can, however, be eliminated in large samples by using both income and total expenditures in the estimation…

收入分布的修匀AI 解读

A FUNCTION representing the distribution of income in a society can serve a number of purposes. It may be used to smooth out irregularities in the observed income distribution caused by the misreporting of income. In this role it is similar to the graduation formulae used in demographic work to correct an age distribution distorted by mistatements of age. An income function may also form the basis of a model explaining how an income distribution is generated. Interest here…

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广义经典线性可识别性检验统计量的有限样本分布AI 解读

In the estimation of econometric simultaneous equations models, hypothesized necessary conditions for the identifiability of a single equation usually specify the exclusion of a number of variables from the structural equation in question. If the pre-determined variables are completely exogenous, if the disturbances in the equations are jointly normally distributed, and if a moderately high degree of precision can be obtained in reduced-form estimation, then the exact finite…

从集中曲线计算恩格尔弹性的方法AI 解读

THIS PAPER PRESENTS, on the assumption of lognormality, a simple graphical method of deriving the Engel elasticities for various items of consumer expenditure from what are known as concentration curves. Usually two types of such curves are distinguished: (a) the Lorenz curve which relates the proportion of total expenditure to the proportion of persons spending up to a given level of total expenditure per capita, and (b) the specific concentration curve which relates the…