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计量经济模型的 Bootstrap：若干经验结果AI 解读

The bootstrap, like the jackknife, is a technique for estimating standard errors. The idea is to use Monte Carlo simulation, based on a nonparametric estimate of the underlying error distribution. The bootstrap will be applied to an econometric model describing the demand for capital, labor, energy, and materials. The model is fitted by three-stage least squares. In sharp contrast with previous results, the coefficient estimates and the estimated standard errors perform very…

对 Conway–Roberts 文章的若干观察、建议与评论AI 解读

This comment has two purposes. First, it will be shown that in two common situations, whenever one has unfairness 1 (using Conway and Roberts's terminology) against females and unfairness against males simultaneously, it is a mathematical necessity that males must have been in a position that was unfair in sense 2 (to use Conway and Roberts's phrase) at the outset. This mathematical result leads to an interesting question of semantics. Second, we will suggest an alternate…

反向回归与就业歧视AI 解读

(1984). Reverse Regression and Employment Discrimination. Journal of Business & Economic Statistics: Vol. 2, No. 2, pp. 121-122.

反向回归：歧视的代数分析AI 解读

How should discrimination in the marketplace be defined? The answer is less obvious than it might seem. As Conway and Roberts (1983) suggest, there are various definitions. The data may suggest that for given qualifications, in given jobs, women are paid less than men, suggesting discriminatory behavior. But the same data set may or may not suggest that at given salary levels, women and men have the same qualifications. What should we conclude in the case of a conflict? The…

重新定位反向回归AI 解读

I am not sure that the imperfect correlation between workers' productivity and their measured qualifications creates, as Conway and Roberts suggest, a profound dilemma for the theory of distributive justice. On the other hand, I am fairly sure that it raises issues of statistical inference. And I am quite sure that statisticians are better equipped to resolve the latter than the former. So I will consider the choice of regression for inferring salary discrimination in the…

何种公平才算公平？对 Conway 和 Roberts 的评论AI 解读

In his previous work, Roberts (1979,1980) emphasized problems of measurement and possible bias involved in using direct regression, where reward is the dependent variable, and the independent variables consist of a vector of qualifications. He also suggested that these problems could, to a large extent, be solved by using reverse regression, where reward is the independent variable, and the dependent variable consists of a measure of qualifications. The debate on these…

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交叉分类下的保险损失预测：不同方法的比较AI 解读

Various mathematical and statistical models for estimation of automobile insurance pricing are reviewed. The methods are compared on their predictive ability based on two sets of automobile insurance data for two different states collected over two different periods. The issue of model complexity versus data availability is resolved through a comparison of the accuracy of prediction. The models reviewed range from the use of simple cell means to various…

模型误设的分组检验：住房需求应用AI 解读

We consider several grouping tests for regression misspecification, with reference to housing-demand function estimation. We compare three existing test procedures, demonstrate modifications necessary in most applications, and propose a fourth test to distinguish between two categories of potential specification error. The test procedures are evaluated in artificial simulations of alternative errors. Finally, we apply the tests to FHA home purchase data. We reject the…

对《反向回归、公平性与就业歧视》评论的再回应AI 解读

(1984). Rejoinder to Comments on “Reverse Regression, Fairness, and Employment Discrimination”. Journal of Business & Economic Statistics: Vol. 2, No. 2, pp. 126-139.

对《反向回归、公平性与就业歧视》评论的答复AI 解读

Delores A. Conway, Harry V. Roberts, Rejoinder to Comments on "Reverse Regression, Fairness, and Employment Discrimination", Journal of Business & Economic Statistics, Vol. 2, No. 2 (Apr., 1984), pp. 126-139

统计匹配的评估AI 解读

The validity of findings based on statistically matched data sets depends on the accuracy of underlying assumptions about relationships between variables that are unique to each input file. Simulations of statistical matching procedures on samples from populations with known characteristics provide the basis for an evaluation of the usefulness of statistical matching, and for choosing among various matching techniques. In three such simulations frequent and substantial…

小抽样偏差价格指数估计量设计：超总体理论方法AI 解读

This article uses simple superpopulation models to examine estimators for long-and short-term Laspeyres price relatives based on PPS samples.

库存成本估计中的模型分层AI 解读

This article describes a method for developing an efficiently stratified sampling design for a generalized difference estimator, using a superpopulation model. The effectiveness of model-based stratification is compared to several conventional designs, using a data base from a complete audit of an inventory of 8,069 items. In this application, model-based designs reduce the required sample size from 9% to 40%, compared to the conventional designs.

在回归中将时间作为解释变量的陷阱AI 解读

Regression of a trendless random walk on time produces R-squared values around .44 regardless of sample length. The residuals from the regression exhibit only about 14% as much variation as the original series even though the underlying process has no functional dependence on time. The autocorrelation structure of these “detrended” random walks is pseudo-cyclical and purely artifactual. Conventional tests for trend are strongly biased toward finding a trend when none is…

澳大利亚钢铁业的能源替代、可分性与技术进步AI 解读

The effects of the “energy crisis” on the Australian iron and Steel industry are analyzed by using a flexible functional form, the transcendental logarithmic (translog) function, which represents a second-order approximation of any twice differentiable function. The robustness of the translog is analyzed with special attention paid to factor aggregation and separability conditions as they relate to the specification of the functions. The estimation results suggest that…

构建回归模型的稳健方法：住房部门应用AI 解读

This article studies robustification strategies for the linear model in the presence of outliers.The advantages of an internal analysis of the robustness of least squares for a given sample are pointed out.The application of this methodology is illustrated by building an explicit model of the determinants of rental housing values in the Madrid Metropolitan Area.

稳健回归建模方法：住房部门的应用AI 解读

This article studies robustification strategies for the linear model in the presence of outliers. The advantages of an internal analysis of the robustness of least squares for a given sample are pointed out. The application of this methodology is illustrated by building an explicit model of the determinants of rental housing values in the Madrid Metropolitan Area.

二元数据分析程序的预测效度比较AI 解读

Some approaches for analyzing binary data are briefly described and compared. The results of two empirical investigations in the context of assessing consumer preferences and a simulation study yield some interesting findings. The article concludes with some directions for future research in this area.

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学习曲线的估计与检验AI 解读

This article describes a new approach to learning curve estimation. Our approach is to formulate statistical procedures that conform to alternative learning curve theories. This leads to the development of nonlinear statistical models of the learning curves. For the three data sets analyzed, autocorrelation seems to be an important problem. Parameter estimates were derived using the maximum likelihood principle in the presence of first-order autocorrelation. Nonnested tests…

用结构模型与 Box–Jenkins 模型预测经济时间序列：案例研究AI 解读

The basic structural model is a univariate time series model consisting of a slowly changing trend component, a slowly changing seasonal component, and a random irregular component. It is part of a class of models that have a number of advantages over the seasonal ARIMA models adopted by Box and Jenkins (1976). This article reports the results of an exercise in which the basic structural model was estimated for six U.K. macroeconomic time series and the forecasting…

报告显著性水平的非随机解释AI 解读

Tests of significance are often made in situations where the standard assumptions underlying the probability calculations do not hold. As a result, the reported significance levels become difficult to interpret. This article sketches an alternative interpretation of a reported significance level, valid in considerable generality. This level locates the given data set within the spectrum of other data sets derived from the given one by an appropriate class of transformations.…

美国复合食品需求系统的估计AI 解读

This study develops statistical procedures for computing the parameters of a complete demand system. A constrained maximum likelihood method has been applied, and parametric restrictions derived from classical demand theory are introduced by a substitution approach. The procedures are then applied to U.S. data for estimating a composite food demand system covering 12 food categories and one nonfood sector.