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动态面板模型中的初始条件与矩限制AI 解读

In this paper we consider estimation of the autoregressive error components model. When the autoregressive parameter is moderately large and the number of time series observations is moderately small, the usual Generalised Methods of Moments (GMM) estimator obtained after first differencing has been found to be poorly behaved. Here we consider alternative linear estimators that are designed to improve the properties of the standard first-differenced GMM estimator. We…

Many panel data sets encountered in macroeconomics, international economics, regional science, and finance are characterized by cross-sectional or "spatial" dependence. Standard techniques that fail to account for this dependence will result in inconsistently estimated standard errors. In this paper we present conditions under which a simple extension of common nonparametric covariance matrix estimation techniques yields standard error estimates that are robust to very…

不可忽略且非单调缺失下纵向测量的边际模型分析AI 解读

We propose methods for the analysis of continuous responses subject to nonignorable non-monotone missing data. We form a pseudolikelihood by naively assuming independence over time and using a product of marginal likelihoods at each time point, and we obtain consistent and asymptotically normal estimators of the mean and missingness parameters. Our primary interest is in estimating the parameters of the marginal model at each time point, and we make no assumption about the…

计算机化自适应测试中异常作答者的贝叶斯识别AI 解读

We consider the problem of identifying examinees with aberrant response patterns in a computerized adaptive test (CAT). The vector Y of responses of an examinee from a CAT is a multivariate response vector. Multivariate observations may be outlying in many different directions, and we characterize specific directions as corresponding to outliers with different interpretations. We develop a class of outlier statistics to identify different types of outliers based on a control…

线性混合模型实践：面向 SAS 的方法AI 解读

1 Introduction.- 2 An Example-Based Tour in Linear Mixed Models.- 2.1 Fixed Effects and Random Effects in Mixed Models.- 2.2 General Linear Mixed Models.- 2.3 Variance Components Estimation and Best Linear Unbiased Prediction.- 2.3.1 Variance Components Estimation.- 2.3.2 Best Linear Unbiased Prediction (BLUP).- 2.3.3 Examples and the SAS Procedure MIXED.- 2.4 Fixed Effects: Estimation and Hypotheses Testing.- 2.4.1 General Considerations.- 2.4.2 Examples and the SAS…

计算机自适应测试中异常作答者的贝叶斯识别AI 解读

We consider the problem of identifying examinees with aberrant response patterns in a computerized adaptive test (CAT). The vector Y of responses of an examinee from a CAT is a multivariate response vector. Multivariate observations may be outlying in many different directions, and we characterize specific directions as corresponding to outliers with different interpretations. We develop a class of outlier statistics to identify different types of outliers based on a control…

摘要暂缺

德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…

从家庭总量推断个人需求：膳食构成的时间与年龄变化AI 解读

This paper uses non-parametric regression with smoothness induced by imposition of a roughness penalty to estimate time-dependent relationships between age and intakes of energy, total fat and saturated fatty acids employing data on household food acquisitions from a continuous survey covering the period 1975-94. A discrete analogue of the bivariate thin plate spline smoother is used to smooth the estimates across age and time. With age and calendar time-specific estimated…

检验主观劳动供给数据的预测价值AI 解读

Empirical implementation of labour supply theories is usually based on actual hours of work. This requires strong assumptions on the impact of labour demand. To avoid these assumptions, subjective data on desired labour supply can be used. In this paper we investigate whether respondents' answers to survey questions on the desired number of working hours contain additional information on the respondents' preferences. Using panel data for the Netherlands, we analyse whether…

从家庭总量恢复个人需求：膳食构成的时间与年龄变化AI 解读

This paper uses non-parametric regression with smoothness induced by imposition of a roughness penalty to estimate time-dependent relationships between age and intakes of energy, total fat and saturated fatty acids employing data on household food acquisitions from a continuous survey covering the period 1975-94. A discrete analogue of the bivariate thin plate spline smoother is used to smooth the estimates across age and time. With age and calendar time-specific estimated…

德国东西部迁移意向的半参数分析：事实与理论AI 解读

East–West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse the propensity to migrate using microdata from the German Socioeconomic Panel. Fitting a parametric Generalized Linear Model (GLM) yields non-linear residual behavior. This finding is not compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a…

纵向数据回归模型的累积回归函数检验AI 解读

The longitudinal regression model $Y_{i,j} = m(V_\tau_{i,j}^i) + \varepsilon_{i,j}$ where $Y_{i,j}$, is the $j$th measurement of the $i$th subject at random time $\tau_{i,j}$, $m$ is the regression function, $V_\tau_{i, j}$ is a predictable covariate process observed at time $\tau_{i,j}$ and $\varepsilon_{i,j}$ is noise, often provides an adequate framework for modeling and comparing groups of data. The proposed longitudinal regression model is based on marked point process…

调查误差自相关的估计及其在小区域趋势估计中的应用AI 解读

This article describes a simple method of estimating the autocorrelations of survey errors for the case of routing-panel sampling designs. Such designs are in routine use, for example, in labor force surveys (LFS). The survey-error autocorrelations induce spurious trends that need to be separated from the trend of the population values when the latter is of interest. This can be achieved by use of simple state-space models that combine the model holding for the population…

扩展索洛模型的稳健性检验AI 解读

This paper demonstrates some techniques for testing the robustness of cross-section and panel data regressions, and applies them to the influential augmented Solow growth model. The paper focuses on robust estimation and analysis of sensitivity to measurement error. In particular, it is shown that estimated technology parameters and convergence rates are highly sensitive to measurement error. � 1998 John Wiley & Sons, Ltd.

流动性指标的年龄曲线：西德收入的应用AI 解读

This paper develops a technique for estimating age-profiles of earnings mobility using conditional kernel density estimation and establishes their statistical properties. Both pointwise and simultaneous confidence intervals are derived. The paper then examines the age-profile of short-run earnings mobility in Germany between 1983 and 1993 using the Socio-Economic Panel data. It turns out that earnings mobility is significantly higher for young people than for elder ones.…

多变量 Probit 模型分析AI 解读

This paper provides a practical simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods and maximum likelihood estimates are obtained by a Monte Carlo version of the EM algorithm. A practical approach for the computation of Bayes factors from the simulation output is also developed. The methods are applied to a dataset with a bivariate binary…

纵向数据的半参数随机混合模型AI 解读

We consider inference for a semiparametric stochastic mixed model for longitudinal data. This model uses parametric fixed effects to represent the covariate effects and an arbitrary smooth function to model the time effect and accounts for the within-subject correlation using random effects and a stationary or nonstationary stochastic process. We derive maximum penalized likelihood estimators of the regression coefficients and the nonparametric function. The resulting…

含间歇观测时变二元协变量的删失生存数据分析AI 解读

In survival analyses that include a time-dependent covariate, the standard partial likelihood approach is often complicated by the fact that the necessary observations of the time-dependent covariate are not always available for the subjects in each risk set. In this article, we consider the situation of a binary time-dependent covariate. We specify a longitudinal model for the binary covariate with missing observations and a proportional hazards model for survival time…

摘要暂缺

具有依赖删失时间的不完整重复测量分析AI 解读

A frequently encountered complication in repeated-measurements data analysis is that a substantial number of subjects drop out of the study. In this paper, several conceptually simple methods are proposed for analysing incomplete repeated measures when the measurement times vary substantially from subject to subject and the subject's dropout time may depend on the observed and unobserved outcome variables. Numerical studies are conducted to examine the adequacy of our…

正态线性模型的 Schwarz 准则及相关方法AI 解读

In this paper we derive Schwarz's information criterion and two modifications for choosing fixed effects in normal linear mixed models. The first modification allows an arbitrary, possibly informative, prior for the parameter of interest. Replacing this prior with the normal, unit-information, prior of Kass & Wasserman (1995) and the generalised Cauchy prior of Jeffreys (1961) yields the usual Schwarz criterion and a second modification, respectively. Under the null…

Lorelogram：探索纵向分类响应依赖性的回归方法AI 解读

We propose flexible regression estimators of the marginal pairwise log-odds ratio measure of association for longitudinal categorical responses. The function that we estimate is the log-odds ratio analog of the correlogram; hence we name the function the lorelogram. Measuring the association of categorical responses on the log-odds scale allows ease of interpretation and allows pairwise association to remain unconstrained by the marginal means, a feature not shared by…

广义线性混合测量误差模型的偏差分析与 SIMEX 方法AI 解读

We consider generalized linear mixed models (GLMMs) for clustered data when one of the predictors is measured with error. When the measurement error is additive and normally distributed and the error-prone predictor is itself normally distributed, we show that the observed data also follow a GLMM but with a different fixed effects structure from the original model, a different and more complex random effects structure, and restrictions on the parameters. This…