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缺失数据广义估计方程中的完全随机缺失检验AI 解读

We consider inference from generalised estimating equations when data are incomplete. A test for missing completely at random is proposed to help decide whether or not we should adjust estimating equations to correct the possible bias introduced by a missing-data mechanism that is not missing completely at random. Likelihood ratio tests have been introduced to test the missing completely at random hypothesis (Fuchs, 1982; Little, 1988). For the estimating equation setting,…

多变量纵向计数数据的状态空间模型AI 解读

We propose a nonstationary state space model for multivariate longitudinal count data driven by a latent gamma Markov process. The Poisson counts are assumed to be conditionally independent given the latent process, both over time and across categories. We consider a regression model where time-varying covariates may enter via either the Poisson model or the latent gamma process. Estimation is based on the Kalman smoother, and we consider analysis of residuals from both the…

比较预期与实现结果：理论及收入变化应用AI 解读

Household surveys often elicit respondents' intentions or predictions of future outcomes. The survey questions may ask respondents to choose among a selection of (ordered) response categories. If panel data or repeated cross-sections are available, then predictions may be compared with realized outcomes. The categorical nature of the predictions data complicates this comparison, however. Generalizing previous findings on binary intentions data, we derive bounds on features…

复发间隔生存函数的非参数估计AI 解读

Recurrent event data are frequently encountered in studies with longitudinal designs. Let the recurrence time be the time between two successive recurrent events. Recurrence times can be treated as a type of correlated survival data in statistical analysis. In general, because of the ordinal nature of recurrence times, statistical methods that are appropriate for standard correlated survival data in marginal models may not be applicable to recurrence time data. Specifically,…

来源国社会项目对不同类别赴美移民的影响AI 解读

"This article uses a unique set of pooled cross-sectional and time series data to examine the annual rate of U.S. immigration during 1972-1991 from 60 source countries. One distinguishing feature of the article is that it breaks out and cross-classifies various classes of immigrants--numerically limited versus numerically exempt and new immigrant versus adjustment of status. A second distinguishing feature is that it utilizes a unique vector of variables relating to the…

医疗服务利用差异分析中的层级广义线性模型AI 解读

In recent years many studies have reported large differences in the use of medical treatments and procedures across geographic regions, hospitals, and individual health care providers. Beyond reporting on the extent of observed variations, these studies examine the role of contributing factors including patient, regional, and provider characteristics. In addition, they may assess the relation between health care processes and outcomes, such as patient mortality, morbidity,…

预测与实现结果的比较：理论及收入变化应用AI 解读

Household surveys often elicit respondents' intentions or predictions of future outcomes. The survey questions may ask respondents to choose among a selection of (ordered) response categories. If panel data or repeated cross-sections are available, then predictions may be compared with realized outcomes. The categorical nature of the predictions data complicates this comparison, however. Generalizing previous findings on binary intentions data, we derive bounds on features…

来源国社会保障项目与不同类别美国移民AI 解读

This article uses a unique set of pooled cross-sectional and time series data to examine the annual rate of U.S. immigration during 1972–1991 from 60 source countries. One distinguishing feature of the article is that it breaks out and cross-classifies various classes of immigrants—numerically limited versus numerically exempt and new immigrant versus adjustment of status. A second distinguishing feature is that it utilizes a unique vector of variables relating to the…

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高工资劳动者与高工资企业AI 解读

Using a longitudinal sample of one million French workers and 500,000 employing firms, the authors decompose real total annual compensation per worker into components: observable employee characteristics, personal heterogeneity, firm heterogeneity, and residual. Unobserved personal heterogeneity is a very important source of wage variation. Unobserved firm heterogeneity, while important, is not as important as person effects. Enterprises that hire high-wage workers are more…

面板数据的对称归一化工具变量估计AI 解读

The authors discuss the estimation of linear panel-data models with sequential moment restrictions using symmetrically normalized generalized method of moments (SNM) estimators and limited information maximum likelihood (LIML) analogues. These estimators are asymptotically equivalent to standard generalized method of moments (GMM) estimators but are invariant to normalization and tend to have a smaller finite-sample bias, especially when the instruments are poor. The authors…

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通过估计函数推断点过程的均值与协方差AI 解读

Liang & Zeger (1986) introduced methodology for the analysis of longitudinal data that provides an alternative to likelihood-based inference. They considered modelling the marginal means of the response follow-up measures, and proposed the use of unbiased estimating functions to handle inference. Here we wish to do the same for point or jump processes. We consider parametric models for the marginal means, and possibly the covariance structures, of processes that allow…

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纵向数据的非参数回归分析AI 解读

Nonparametric methods are developed for estimating the dose effect when a response consists of correlated observations over time measured in a dose–response experiment. The methods can also be applied to data collected from a completely randomized design experiment. Methods are developed for the detection and description of the effects of dose, time, and their interaction. The methods allow for individual variation in the timing and number of observations. A generalization…

非可忽略无应答下重复结局的半参数回归AI 解读

We consider inference about the parameter β* indexing the conditional mean of a vector of correlated outcomes given a vector of explanatory variables when some of the outcomes are missing in a subsample of the study and the probability of response depends on both observed and unobserved data values; that is, nonresponse is nonignorable. We propose a class of augmented inverse probability of response weighted estimators that are consistent and asymptotically normal (CAN) for…

聚类数据的扩展广义估计方程AI 解读

Typically, analysis of data consisting of multiple observations on a cluster is complicated by within-cluster correlation. Estimating equations for generalized linear modeling of clustered data have recently received much attention. This article proposes an extension to the generalized estimating equation method proposed by Liang and Zeger, which treats within-cluster correlations as nuisance parameters. Using ideas from extended quasi-likelihood, estimating equations for…

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刻画动态促销效应的变参数模型AI 解读

The purpose of this paper is to examine the dynamic effects of sales promotions. We create dynamic brand sales models (for weekly store-level scanner data) by relating store intercepts and a brand's own price elasticity to a measure of the cumulated previous price discounts – amount and time – for that brand as well as for other brands. The brand's own non-price promotional response parameters are related to the time since the most recent promotion for that brand as well as…