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带生存结局的面板数据：HIV 阳性患者住院分析AI 解读

This article provides an analysis of the hospitalization experience of a panel of HIV-positive patients. It is part of a program of work designed to study the medical expenditures of such patients and their variation both between people and over time. We model the joint distribution of the inpatient episodes and the survival times of a panel of patients over 15 months. The model induces correlation between hospitalization and death via an unmeasured, person-specific, frailty…

Generalized Linear Models.- Linear Models, Vector Spaces, and Residual Likelihood.- An Assessment of Approximate Maximum Likelihood Estimators in Generalized Linear Models.- Scaled Link Functions for Heterogeneous Ordinal Response Data.- Longitudinal Data Analysis.- Software Design for Longitudinal Data Analysis.- Asymptotic Properties of Nonlinear Mized-Effects Models.- Structured Antedependence Models for Longitudinal Data.- Effect of Confounding and Other Misspecification…

混合效应平滑样条方差分析AI 解读

Summary We propose a general family of nonparametric mixed effects models. Smoothing splines are used to model the fixed effects and are estimated by maximizing the penalized likelihood function. The random effects are generic and are modelled parametrically by assuming that the covariance function depends on a parsimonious set of parameters. These parameters and the smoothing parameter are estimated simultaneously by the generalized maximum likelihood method. We derive a…

多阶段抽样纵向二元数据分析AI 解读

Summary The efficient use of surrogate or auxiliary information has been investigated within both model-based and design-based approaches to data analysis, particularly in the context of missing data. Here we consider the use of such data in epidemiological studies of disease incidence in which surrogate measures of disease status are available for all subjects at two time points, but definitive diagnoses are available only in stratified subsamples. We briefly review methods…

存在不可忽略无应答的分类调查数据模型推断AI 解读

Summary We consider non-response models for a single categorical response with categorical covariates whose values are always observed. We present Bayesian methods for ignorable models and a particular non-ignorable model, and we argue that standard methods of model comparison are inappropriate for comparing ignorable and non-ignorable models. Uncertainty about ignorability of non-response is incorporated by introducing parameters describing the extent of non-ignorability…

工作经验对女性工资与劳动供给的影响AI 解读

This paper develops and implements a semiparametric estimator for investigating, with panel data, the importance of human capital and time nonseparable preferences to females when aggregate shocks are present. It provides a set of conditions for making statistical inferences about agents' expectations of their correlated future choices, from a short panel. Under the assumption that observed allocations are Pareto optimal, a dynamic model of female labour supply and…

半参数效率及其对群组序贯研究设计与分析的意义AI 解读

Authors have shown that the time-sequential joint distributions of many statistics used to analyze data arising from group-sequential time-to-event and longitudinal studies are multivariate normal with an independent increments covariance structure. In Theorem 1 of this article, we demonstrate that this limiting distribution arises naturally when one uses an efficient test statistic to test a single parameter in a semiparametric or parametric model. Because we are able to…

数据并非完全随机缺失时的广义估计方程方法AI 解读

We propose two methods for handling missing data in generalized estimating equation (GEE) analyses: mean imputation and multiple imputation. Each provides valid GEE estimates when data are missing at random. Missing outcomes are imputed sequentially starting from the outcome nearest in time to the observed outcome. The estimators from the two kinds of imputation are compared with the weighting method of Robins et al. We show that multiple imputation with an infinite number…

含误分类的单调有序重复测量建模及成熟过程应用AI 解读

Many longitudinal studies of children are concerned with the modeling of monotonic responses such as growth and sexual maturation. The National Heart, Lung, and Blood Institute Growth and Health Study (NGHS) is a longitudinal study designed to examine the effect of growth and maturation on the development of obesity and related cardiovascular risk factors among black and white adolescent girls. Sexual maturation is measured with an ordinal outcome and is known to be measured…

采用层次混合先验的贝叶斯总体模型及其血细胞计数应用AI 解读

Population pharmacokinetic and pharmacodynamic studies require analyzing nonlinear growth curves fit to multiple measurements from study subjects. We propose a class of nonlinear population models with nonparametric second-stage priors for analyzing such data. The proposed models apply a flexible class of mixtures to implement the nonparametric second stage. The discussion is based on a pharmacodynamic study involving longitudinal data consisting of hematologic profiles…

含误分类的单调有序重复测量模型及成熟过程应用AI 解读

Many longitudinal studies of children are concerned with the modeling of monotonic responses such as growth and sexual maturation. The National Heart, Lung, and Blood Institute Growth and Health Study (NGHS) is a longitudinal study designed to examine the effect of growth and maturation on the development of obesity and related cardiovascular risk factors among black and white adolescent girls. Sexual maturation is measured with an ordinal outcome and is known to be measured…

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采用贝叶斯非参数混合的层级广义线性模型与脆弱性模型AI 解读

Summary This paper proposes Bayesian nonparametric mixing for some well-known and popular models. The distribution of the observations is assumed to contain an unknown mixed effects term which includes a fixed effects term, a function of the observed covariates, and an additive or multiplicative random effects term. Typically these random effects are assumed to be independent of the observed covariates and independent and identically distributed from a distribution from some…

税收与转移支付归宿测度的统计推断AI 解读

We establish the asymptotic sampling distribution of general functions of quantile-based estimators computed from samples that are not necessarily independent. The results provide the statistical framework within which to assess the progressivity of taxes and benefits, their horizontal inequity, and the change in the inequality of income which they cause. By the same token, these findings characterise the sampling distribution of a number of popular indices of progressivity,…

面板数据样本选择模型的估计AI 解读

The author considers the problem of estimation in a panel data sample selection model, where both the selection and the regression equation of interest contain unobservable individual-specific effects. He proposes a two-step estimation procedure, which 'differences out' the sample selection effect and the unobservable individual effect from the equation of interest. In the first step, the unknown coefficients of the 'selection' equation are consistently estimated. The…

预定工具变量下的面板有效估计：矩条件估计量的实证比较AI 解读

The author examines the empirical performance of instrumental variables estimators with predetermined instruments in an application to life-cycle labor supply under uncertainty. The estimators studied are two stage least squares, generalized method-of-moments (GMM), forward filter, independently weighted GMM, and split-sample instrumental variables. The author compares the bias/efficiency trade-off for the estimators using bootstrap algorithms suggested by D. A. Freedman…

不要求严格外生性的乘法面板数据模型AI 解读

This paper considers estimation of multiplicative, unobserved components panel data models without imposing a strict exogeneity assumption on the conditioning variables. The method of moments estimators proposed have significant robustness properties. They require only a conditional mean assumption and apply to models with lagged dependent variables and to finite distributed lag models with arbitrary feedback from the explained to future values of the explanatory variables.…

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纵向数据中的部分条件均值建模AI 解读

We propose a general modeling approach to longitudinal data that is a hybrid of the marginal regression models of Zeger and Liang and of the classical transition models such as used in time series analyses. Rather than conditioning at time t only on covariate values, as is typical with the marginal approach, or on the entire history of the process up to t, as is typical with the transition model approach, we suggest models that condition on a subset of the process history.…

线性纵向模型的影响诊断AI 解读

Influence diagnostics are important for analyzing cross-sectional regression studies, because they allow the analyst to understand the impact of individual observations on the estimated regression model. In this article we consider the role of influence diagnostics in subject-specific longitudinal models. Diagnostics are proposed under both fixed and random subject effects. Our approach is based on subject deletion, which in this setting involves deleting a group of…

纵向数据的部分条件均值建模AI 解读

We propose a general modeling approach to longitudinal data that is a hybrid of the marginal regression models of Zeger and Liang and of the classical transition models such as used in time series analyses. Rather than conditioning at time t only on covariate values, as is typical with the marginal approach, or on the entire history of the process up to t, as is typical with the transition model approach, we suggest models that condition on a subset of the process history.…

REML估计中的Wald一致性与筛方法AI 解读

We prove that for all unconfounded balanced mixed models of the analysis of variance, estimates of variance components parameters that maximize the (restricted) Gaussian likelihood are consistent and asymptotically normal--and this is true whether normality is assumed or not. For a general (nonnormal) mixed model, we show estimates of the variance components parameters that maximize the (restricted) Gaussian likelihood over a sequence of approximating parameter spaces (i.e.,…

部分观测缺失的非线性面板模型推断：均衡搜寻模型的情形AI 解读

A thorough econometric analysis of the pure equilibrium search model is given. Minimal data requirements for estimation are unemployment durations, wages, and employment durations. An assessment of the information contribution of each data element is given. The results define the range of potential application of the equilibrium search framework and form the foundation for future econometric analysis of related models.

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