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印度村庄中的风险与保险：评论AI 解读

THE PROTECTION OF POOR HOUSEHOLDS in high-risk agrarian economies from shocks to their incomes has often been seen as a compelling motive for various forms of policy intervention including transfers of cash or food, credit subsidies, and public employment schemes (for a survey see Lipton and Ravallion (1995)). The desirability of such safety net policies clearly depends on how well pre-existing risk-sharing arrangements work. While it is commonly thought that, without…

使用收缩估计量从面板数据估计能源需求的短期与长期弹性AI 解读

This article discusses the problem of obtaining short-run and long-run elasticities of energy demand for each of 49 states in the United States using data for 21 years. Estimation using the time series data by each state gave several wrong signs for the coefficients. Estimation using pooled data was not valid because the hypothesis of homogeneity of the coefficients was rejected. Shrinkage estimators gave more reasonable results. The article presents in a unified framework…

固定效应与预定工具变量下计数面板模型的GMM估计AI 解读

The 'traditional' approach to the estimation of count panel data models with fixed effects is the conditional maximum-likelihood estimator. This paper proposed a GMM estimator for count panel data models with fixed effects, based on a transformation of the conditional mean specification, that is consistent even when the explanatory variables are predetermined. Two applications are discussed: the relationship between patents and R&D expenditures and the explanation of…

纵向临床试验中的重复显著性检验AI 解读

When longitudinal clinical trials are monitored, multiplicity from repeated significance testing as well as from repeated measures has to be accounted for properly to control the overall type I error. This often involves a multidimensional integration procedure to compute group sequential boundaries. We establish an independent increments structure of sequentially computed test statistics based on the generalised estimating equations of Liang & Zeger (1986) for longitudinal…

离散持续期与竞争风险模型中风险率及时变效应的平滑估计AI 解读

State-space or dynamic approaches to discrete or grouped duration data with competing risks or multiple terminating events allow simultaneous modeling and smooth estimation of hazard functions and time-varying effects in a flexible way. Full Bayesian or posterior mean estimation, using numerical integration techniques or Monte Carlo methods, can become computationally rather demanding or even infeasible for higher dimensions and larger datasets. Therefore, based on previous…

离散持续期与竞争风险模型中风险函数和时变效应的平滑AI 解读

State-space or dynamic approaches to discrete or grouped duration data with competing risks or multiple terminating events allow simultaneous modeling and smooth estimation of hazard functions and time-varying effects in a flexible way. Full Bayesian or posterior mean estimation, using numerical integration techniques or Monte Carlo methods, can become computationally rather demanding or even infeasible for higher dimensions and larger datasets. Therefore, based on previous…

基于重复测量的分位数估计AI 解读

Quantile estimators for a nonparametric components of variance situation are proposed consistency and asymptotic normality are proved. Situations with different numbers of measurements for different subjects are considered. Measurements on separate subjects are assumed to be independent, whereas measurements on the same subject have a fixed dependence. The estimators are obtained by inverting weighted empirical distribution functions. An “optimal” estimator and a simple…

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层级广义线性模型AI 解读

SUMMARY We consider hierarchical generalized linear models which allow extra error components in the linear predictors of generalized linear models. The distribution of these components is not restricted to be normal; this allows a broader class of models, which includes generalized linear mixed models. We use a generalization of Henderson's joint likelihood, called a hierarchical or h-likelihood, for inferences from hierarchical generalized linear models. This avoids the…

多产品技术的傅里叶与超越对数设定比较：法国农户不完整面板证据AI 解读

Selecting a functional form for a cost or profit function in applied production analysis is a crucial step in assessing the characteristics of a technology. The present study highlights differences in the description of a technology which are induced by fitting a Fourier or a translog cost functions. On average, both forms provide similar information on the technology. However, estimation results and statistical tests tend to favour the Fourier specification. This is mainly…

聚类有序测量的边际回归模型AI 解读

This article constructs statistical models for clustered ordinal measurements. We specify two regression models: one for the marginal means and one for the marginal pairwise global odds ratios. Of particular interest are problems in which the odds ratio regression is a focus. Simple assumptions about higher-order conditional moments give a quadratic exponential likelihood function with second-order estimating equations (GEE2) as score equations. But computational difficulty…

儿童成长结果研究中的“观察窗口问题”AI 解读

Numerous statistical studies of the determinants of children's attainments measure the circumstances or events occurring over the childhood period by observations of these variables for a single year or a short duration during childhood. These variables are accepted as proxies for information over the entire childhood period. We explore the reliability of estimated results from studies that use such “window” variables. Because window variables describing intermittent events…

纵向数据一阶条件自回归模型的 EM 拟合AI 解读

An EM algorithm fits a state-space formulation of the longitudinal regression model in which a continuous response depends on the lagged response and both time-dependent and time-independent covariates. The baseline response depends only on covariates. The model handles both missing data and Gaussian measurement error on both response and continuous covariates. The E step uses the Kalman filter and associated filtering algorithms to update the unknown true response and…

用 EM 算法拟合纵向数据的一阶条件自回归模型AI 解读

An EM algorithm fits a state-space formulation of the longitudinal regression model in which a continuous response depends on the lagged response and both time-dependent and time-independent covariates. The baseline response depends only on covariates. The model handles both missing data and Gaussian measurement error on both response and continuous covariates. The E step uses the Kalman filter and associated filtering algorithms to update the unknown true response and…

工会对工资结构的影响：纵向分析AI 解读

This paper studies the effects of unions on the structure of wages using an estimation technique that accounts for misclassification errors in reported union status and potential correlations between union status and unobserved productivity. The model is estimated separately for five skill groups using a panel data set formed from the U.S. Current Population Survey. The results suggest that unions raise wages more for workers with lower levels of observed skills. Union…

连续时间中的纵向有序响应数据分析AI 解读

A simple Markov model is developed for assessing the predictive effect of time-dependent covariates on an intermittently observed ordinal response in continuous time. This is accomplished by reparameterizing an ergodic intensity matrix in terms of its equilibrium distribution and a parametrically independent component that assesses the rate of movement between ordinal categories. The effect of covariates on the equilibrium distribution can then be modeled using any link…

连续时间纵向有序响应数据分析AI 解读

A simple Markov model is developed for assessing the predictive effect of time-dependent covariates on an intermittently observed ordinal response in continuous time. This is accomplished by reparameterizing an ergodic intensity matrix in terms of its equilibrium distribution and a parametrically independent component that assesses the rate of movement between ordinal categories. The effect of covariates on the equilibrium distribution can then be modeled using any link…

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一类广义对数线性模型的极大似然方法AI 解读

We discuss maximum likelihood methods for fitting a broad class of multivariate categorical response data models. In particular, we derive the large-sample distributions for maximum likelihood estimators of parameters of product-multinomial generalized log-linear models. The large-sample behavior of other relevant likelihood-based statistics such as goodness-of-fit statistics and adjusted residuals is also described. The asymptotic results are derived within the framework of…

女性劳动供给与婚姻状态决策：生命周期模型AI 解读

This paper studies the interdependence between and the determinants of life-cycle marital status and labour force participation decisions of women. A dynamic utility maximization model is presented and estimated using longitudinal data on women from the Panel Study of Income Dynamics. The MLE method employed, involves solving a dynamic programming problem. Further, a minimum distance estimator is proposed which allows for the incorporation of wage data in a computationally…

为什么有些行业的周期性更强？AI 解读

This paper is an empirical examination of why some industries are far more cyclical than others. Using highly disaggregate panel data, the authors examine which elements of technology and market structure appear to be most closely associated with differences in cyclicality across industries. They find that durable goods industries are approximately three times more cyclical than nondurable goods industries. Within durable goods industries, the proportion of variable and…