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时间过程回归AI 解读

We consider regression for response and covariates which are temporal processes observed over intervals. A functional generalised linear model is proposed which includes extensions of standard models in multi‐state survival analysis. Simple nonparametric estimators of time‐indexed parameters are developed using ‘working independence’ estimating equations and are shown to be uniformly consistent and to converge weakly to Gaussian processes. The procedure does not require…

病例对照抽样下的现状数据AI 解读

In this paper, we show that the distribution function of survival times is identified, up to a one‐parameter family of distribution functions, based on information from case‐control current status data. With supplementary information on the population frequency of cases relative to controls, a simple weighted version of the nonparametric maximum likelihood estimator for prospective current status data provides a natural estimator for case‐control samples. Following the…

We consider regression when the predictor is measured with error and an instrumental variable (IV) is available. The regression function can be modeled linearly, nonlinearly, or nonparametrically. Our major new result shows that the regression function and all parameters in the measurement error model are identified under relatively weak conditions, much weaker than previously known to imply identifiability. In addition, we exploit a characterization of the IV estimator as a…

通过非齐次马尔可夫链模拟实现最优贝叶斯设计AI 解读

We consider decision problems defined by a utility function and an underlying probability model for all unknowns. The utility function quantifies the decision maker's preferences over consequences. The optimal decision maximizes the expected utility function where the expectation is taken with respect to all unknowns, that is, future data and parameters. In many problems, the solution is not analytically tractable. For example, the utility function might involve moments that…

欧洲 GDP 序列的收敛：多变量共同收敛趋势与周期分解AI 解读

Abstract Convergence in the gross domestic product series of five European countries is empirically identified using multivariate time series models that are based on unobserved components with dynamic converging properties. We define convergence in terms of a decrease in dispersion over time and model this decrease via mechanisms that allow for gradual reductions in the ranks of covariance matrices associated with the disturbance vectors driving the unobserved components of…

单变量比例风险脆弱性回归模型的稳健推断AI 解读

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187–220] model for right-censored univariate failure times. These models assume that the hazard given the covariates and a random frailty unique to each individual has the proportional hazards form multiplied by the frailty. The frailty is assumed to have mean 1 within a known one-parameter family of distributions. Inference is based…

Determining the impact of poverty on the likelihood of civil conflict in less developed countries is difficult because of omitted variable bias and endogeneity. We use exogenous weather variation -- as measured in satellite vegetation readings -- as an instrumental variable for economic growth in 40 Sub-Saharan African countries during 1983-1999, and estimate that economic growth is strongly negatively related to the incidence of civil conflict: a negative growth shock of 5…

弱工具变量下跨期替代弹性的估计AI 解读

In the instrumental variables (IV) regression model, weak instruments can lead to bias in estimators and size distortion in hypothesis tests. This paper examines how weak instruments affect the identification of the elasticity of intertemporal substitution (EIS) through the linearized Euler equation. Conventional IV methods result in an empirical puzzle that the EIS is significantly less than 1 but its reciprocal is not different from 1. This paper shows that weak…

估计高等教育的社会回报：来自纵向与重复横截面数据的证据AI 解读

Economists have speculated for at least a century that the social return to education may exceed the private return. In this paper, I estimate spillovers from college education by comparing wages for otherwise similar individuals who work in cities with different shares of college graduates in the labor force. OLS estimates show a large positive relationship between the share of college graduates in a city and individual wages, over and above the private return to education.…

An important objective of empirical research on treatment response is to provide decision makers with information useful in choosing treatments. Manski (2000, 2002, 2003) showed how identification problems generate ambiguity about the identity of optimal treatment choices. This paper studies treatment choice using sample data. I consider a planner who must choose among alternative statistical treatment rules, these being functions that map observed covariates of population…

病例对照研究中的纵向数据分析AI 解读

Case‐control studies for longitudinal data are considered. Among repeated binary measurements of disease status in each subject, the exposure levels of risk factors for all diseased cases are identified and the exposure levels for only a small fraction of disease‐free cases, to be regarded as controls, are identified. Case‐control studies for longitudinal data bring about economies in cost and time when the disease is rare and when assessing the exposure level of risk…

顺序多元失效时间数据的间隔时间风险回归AI 解读

Sequentially ordered multivariate failure time data are often observed in biomedical studies and inter‐event, or gap, times are often of interest. Generally, standard hazard regression methods cannot be applied to the gap times because of identifiability issues and induced dependent censoring. We propose estimating equations for fitting proportional hazards regression models to the gap times. Model parameters are shown to be consistent and asymptotically normal. Simulation…

用于检测稀疏异质混合的 Higher Criticism 检验AI 解读

Higher criticism, or second-level significance testing, is a multiple-comparisons concept mentioned in passing by Tukey. It concerns a situation where there are many independent tests of significance and one is interested in rejecting the joint null hypothesis. Tukey suggested comparing the fraction of observed significances at a given α-level to the expected fraction under the joint null. In fact, he suggested standardizing the difference of the two quantities and forming a…

弱工具变量下的估计：高阶偏误与均方误差近似的准确性AI 解读

In this paper, we consider parameter estimation in a linear simultaneous equations model. It is well known that two-stage least squares (2SLS) estimators may perform poorly when the instruments are weak. In this case 2SLS tends to suffer from the substantial small sample biases. It is also known that LIML and Nagar-type estimators are less biased than 2SLS but suffer from large small sample variability. We construct a bias-corrected version of 2SLS based on the Jackknife…

随机缺失协变量回归模型的后验正常化与极大似然估计存在性AI 解读

Characterizing model identifiability in the presence of missing covariate data is a very important issue in missing data problems. In this article, we characterize the propriety of the posterior distribution of the regression coefficients for some general classes of regression models, including the class of generalized linear models (GLM's) and parametric survival models with right-censored data. Toward this goal, we derive some very general and easy-to-check conditions for…

非线性加性自回归模型的滞后识别AI 解读

Summary We propose a lag selection method for non-linear additive autoregressive models that is based on spline estimation and the Bayes information criterion. The additive structure of the autoregression function is used to overcome the ‘curse of dimensionality’, whereas the spline estimators effectively take into account such a structure in estimation. A stepwise procedure is suggested to implement the method proposed. A comprehensive Monte Carlo study demonstrates good…

区分嵌套回归模型的序贯与非序贯设计比较AI 解读

SUMMARY Classical regression analysis is usually performed in two steps. In a first step an appro priate model is identified to describe the data-generating process and in a second step statistical inference is performed in the identified model. In this paper we investigate a sequential and a non-sequential design strategy, which take into account these different goals of the analysis for a class of nested models. It is demonstrated that non-sequential designs usually…

相关残差多因子模型的识别AI 解读

We specify some conditions for the identification of a multi‐factor model with correlated residuals, uncorrelated factors and zero restrictions in the factor loadings. These conditions are derived from the results of Stanghellini (1997) and Vicard (2000) which deal with single‐factor models with zero restrictions in the concentration matrix. Like these authors, we make use of the complementary graph of residuals and the conditions build on the role of odd cycles in this…

用主分层评估部分受控的纵向处理：针具交换项目应用AI 解读

We consider studies for evaluating the short-term effect of a treatment of interest on a time-to-event outcome. The studies we consider are only partially controlled in the following sense: (1) Subjects' exposure to the treatment of interest can vary over time, but this exposure is not directly controlled by the study; (2) subjects' follow-up time is not directly controlled by the study; and (3) the study directly controls another factor that can affect subjects' exposure to…

软组织肉瘤试验中基于多种毒性的剂量探索AI 解读

The scientific goal of a phase I oncology trial of a new chemotherapeutic agent is to find a dose with an acceptable level of toxicity. For ethical reasons, dose-finding is done adaptively, with doses chosen for successive cohorts of patients based on the data obtained from previous cohorts. Typically, patients are at risk for several qualitatively different toxicities, each occurring at several possible severity levels. In this article, we describe how we addressed the…

社区供水系统中污染物共同出现的分析AI 解读

The current framework for U.S. Environmental Protection Agency regulation of water quality in community drinking water supplies produces sequential rules for either single contaminants or small groups of similar contaminants. For both substantive and pragmatic reasons, some water industry experts have advocated the development of a more holistic regulatory process in which rules are promulgated less frequently but for larger contaminant classes. Such a framework would…

蒽环类药物治疗后 ACE 抑制剂试验中不完全依从下的随机化推断AI 解读

Anthracyclines are quite effective at curing certain cancers of childhood, but they may damage the heart. The ACE-Inhibitor After Anthracycline (AAA) study compared enalapril to placebo in a randomized trial in an effort to determine whether treatment with enalapril would preserve or improve cardiac function among children previously treated with anthracylines. As is true in many clinical trials, patient compliance with the study protocol was imperfect; some children took…

This paper investigates a generalized method of moments (GMM) approach to the estimation of autoregressive roots near unity with panel data and incidental deterministic trends. Such models arise in empirical econometric studies of firm size and in dynamic panel data modeling with weak instruments. The two moment conditions in the GMM approach are obtained by constructing bias corrections to the score functions under OLS and GLS detrending, respectively. It is shown that the…

辍学者会因辍学受损吗？广义选择模型中的结果增益估计与预测AI 解读

Abstract In this paper we describe methods for predicting distributions of outcome gains in the framework of a latent variable selection model. We describe such procedures for Student‐ t selection models and a finite mixture of Gaussian selection models. Importantly, our algorithms for fitting these models are simple to implement in practice, and also permit learning to take place about the non‐identified cross‐regime correlation parameter. Using data from High School and…