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流动性约束与企业投资的面板分析AI 解读

The issue of financial constraints on company investment is revisited using the U.S. panel data of 561 firms from 1971–1992. A number of economically meaningful factors are discovered to partition firms into relatively homogeneous groups. A mixed fixed-and random-coefficients framework is then used to capture unobserved heterogeneity within groups. The prediction criterion is used to select the final specification and evaluate the importance of financial constraints on…

非线性混合效应模型中时变协变量测量误差的两步处理：IGF-I药代动力学应用AI 解读

The usual approach to the analysis of population pharmacokinetic studies is to represent the concentration-time data by a nonlinear mixed-effects model. Primary objectives are to characterize the pattern of drug disposition in the population and to identify individual-specific covariates associated with pharmacokinetic behavior. We consider data from a study of insulin-like growth factor I (IGF-I) administered by intravenous infusion to patients with severe head trauma.…

方差变点的检验与定位及其股票价格应用AI 解读

This article explores testing and locating multiple variance changepoints in a sequence of independent Gaussian random variables (assuming known and common mean). This type of problem is very common in applied economics and finance. A binary procedure combined with the Schwarz information criterion (SIC) is used to search all of the possible variance changepoints existing in the sequence. The simulated power of the proposed procedure is compared to that of the CUSUM…

昼夜节律的受限检验AI 解读

In medical applications there is interest in whether deaths or other events occur randomly throughout the day, as opposed to in a definite circadian pattern. At times, knowledge of the circadian phenomenon will suggest that a single cluster of events should occur during a specific period during the day, such as mid-morning. We propose a test that incorporates such knowledge. The test can be viewed as the likelihood ratio test for a restricted alternative for data from the…

二乘二列联表的假设估计与可接受性剖面AI 解读

By estimating, rather than testing, hypotheses regarding the degree of dependence between the factors in 2 × 2 tables, the technical difficulties associated with small sample sizes are avoided. The estimators proposed here attempt to estimate 1 when the alternative hypothesis is true and 0 when the null hypothesis is true, subject to a bound on the squared error loss under the hypothesis. Such estimators provide guarded weights of evidence for the alternative hypothesis.…

二维列联表关联结构的贝叶斯检验与估计AI 解读

In a two-way contingency table, one is interested in checking the goodness of fit of simple models such as independence, quasi-independence, symmetry, and constant association, and estimating parameters that describe the association structure of the table. In a large table, one may be interested in detecting a few outlying cells that deviate from the main association pattern in the table. Bayesian tests of these hypotheses are described using a prior defined on the set of…

两个向量之间独立性的非参数检验AI 解读

A new statistic, [Qcirc] n , based on interdirections is proposed for testing whether two vector-valued quantities are dependent. The statistic, which has an intuitive invariance property, reduces to the quadrant statistic when the two quantities are each univariate. Under the null hypothesis of independence, [Qcirc] n has a limiting chi-squared distribution when each vector is elliptically symmetric. The new statistic is compared to the classical normal theory…

改进交叉验证：.632+ 自助法AI 解读

A training set of data has been used to construct a rule for predicting future responses. What is the error rate of this rule? This is an important question both for comparing models and for assessing a final selected model. The traditional answer to this question is given by cross-validation. The cross-validation estimate of prediction error is nearly unbiased but can be highly variable. Here we discuss bootstrap estimates of prediction error, which can be thought of as…

密度导数核估计的根号 n 带宽选择方法AI 解读

Based on a random sample of size n from an unknown density f on the real line, the problem of adaptively selecting the bandwidth in kernel estimation of f (k) is investigated, where f (k) denotes the kth derivative of f. The estimates of density derivatives can be used to evaluate modes and inflection points of f and can be applied to the estimation of scores in certain additive models and to the empirical verification of the law of demand in econometrics. For all k, the…

超光滑测量误差下的密度估计AI 解读

The problem is to estimate the probability density of a random variable contaminated by an independent measurement error. I explore one of the worst-case scenario when the characteristic function of this measurement error decreases exponentially and thus optimal estimators converge only with logarithmic rate. The particular example of such measurement error is any random variable contaminated by normal, Cauchy, or another stable random variable. For this setting and circular…

协变量缺失回归中的加权半参数估计AI 解读

This article investigates estimation of the regression coefficients in an assumed mean function when covariates on some subjects are missing. We examine the performance of a Horvitz and Thompson (1952)-type weighted estimator by using different estimates of the selection probabilities, which may be treated as nuisance parameters (or a nuisance function). In particular, we investigate the properties of the estimate of the regression parameters when the selection probabilities…

毒性严重程度数据中的未观察到不良反应剂量水平AI 解读

Toxicity data are often categorized by severity of response and dose level with the assumption that there is a tolerated dose below which there is no toxicity. For data from a controlled experiment, the largest observed dose at or below the tolerated dose is called the no-observed-adverse-effect level (NOAEL). The problem of identifying the NOAEL can be viewed statistically as estimating the maximal observed dose for which there is no increased severity or frequency of toxic…

相关潜在特质的高效矩阵抽样测量工具：美国教育进展评估实例AI 解读

We study the efficiency of administering different subsets of a large collection of items in a sample survey to different people to estimate the distribution of several correlated traits. The designs are motivated by examples from the National Assessment of Educational Progress, an ongoing survey of U.S. students in the fourth, eighth, and twelfth grades. In this survey the traits represent proficiency in different subjects. For example, the Mathematics assessment estimates…

计量经济学、金融及其他领域中的时间序列模型AI 解读

Statistical Aspects of ARCH and Scholastic Volatility Likelihood-Based Inference for Cointegration of Some Non-Stationary Time Series Forecasting in Macroeconomics Longitudinal Panel Data: An Overview of Current Methodology

统计推断工具：后验分布与似然函数的探索方法AI 解读

A unified introduction to a variety of computational algorithms for likelihood and Bayesian inference. This third edition expands the discussion of many of the techniques presented, and includes additional examples as well as exercise sets at the end of each chapter.

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卡方检验指南AI 解读

The Chi-Squared Test of Pearson. The Chi-Squared Test for a Composite Hypothesis. The Chi-Squared Test for an Exponential Family of Distributions. Some Additional Examples. Appendix. References. Index.

重复测量数据的非线性模型AI 解读

Nonlinear mixed effects models for data in the form of continuous, repeated measurements on each of a number of individuals, also known as hierarchical nonlinear models, are a popular platform for analysis when interest focuses on individual-specific characteristics.This framework first enjoyed widespread attention within the statistical research community in the late 1980s, and the 1990s saw vigorous development of new methodological and computational techniques for these…

昼夜节律的受限检验AI 解读

In medical applications there is interest in whether deaths or other events occur randomly throughout the day, as opposed to in a definite circadian pattern. At times, knowledge of the circadian phenomenon will suggest that a single cluster of events should occur during a specific period during the day, such as mid-morning. We propose a test that incorporates such knowledge. The test can be viewed as the likelihood ratio test for a restricted alternative for data from the…

二维列联表关联的贝叶斯检验与估计AI 解读

In a two-way contingency table, one is interested in checking the goodness of fit of simple models such as independence, quasi-independence, symmetry, and constant association, and estimating parameters that describe the association structure of the table. In a large table, one may be interested in detecting a few outlying cells that deviate from the main association pattern in the table. Bayesian tests of these hypotheses are described using a prior defined on the set of…