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分组持续时间数据的一类二元响应模型AI 解读

Abstract This paper explores the relationship between conventional models for binary response such as the probit and logit, and the proportional hazard (PH) and related specifications for grouped duration data. I outline a general class of hazard models for grouped duration data based upon the choice of period‐specific distribution functions, facilitating a thorough analysis of the implications of various specifications and consideration of various issues of model…

卫星臭氧数据的建模AI 解读

Starting in the early 1970s, the decline in column ozone over much of the earth has received much attention. Satellite ozone data, with the advantage of global coverage, now play an important role in assessing long-term trends in ozone distributions. We consider a class of space-time regression models for the analysis of satellite data on a fixed latitude, which take into account temporal and longitudinal dependence of the observations. The models can be used to test the…

分类面板数据的预测函数AI 解读

Prediction of categorical responses in panel studies is considered. Prediction functions based on general conditional $\log$-linear models are investigated for statistical properties both from a population perspective and a sampling perspective. Problems such as existence and uniqueness of optimal prediction functions are addressed, and basic properties of measures of prediction quality are examined. Estimation, consistency and asymptotic normality are studied for the…

不规则采样、控制变量与缺失值下连续时间随机过程的解析得分函数AI 解读

The unknown structural parameters of a continuous/discrete state space model are estimated by maximum likelihood in the presence of irregular sampling, missing values, and cross-sections of time series (panel data). Exogenous (control) variables are included, and the sampling scheme and missing data pattern can be different for each variable and system. Furthermore, the derived non-linear optimization algorithm with analytical score function can be used for the discrete time…

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重新审视误差分量模型的工具变量估计AI 解读

This article develops a framework for efficient IV estimators of random effects models with information in levels which can accommodate predetermined variables. Our formulation clarifies the relationship between the existing estimators and the role of transformation in panel data models. We characterise the valid transformations for relevant models and show the optimal estimators are invariant to the transformation used to remove individual effects. We present an alternative…

动态面板数据模型的有效率估计AI 解读

In this paper we consider a dynamic model for panel data. We show that, under standard assumptions, there are more moment conditions than are currently exploited in the literature. Some of these are linear, but others are quadratic, so that nonlinear GMM is required. We also show that exogenous regressors generate a larger number of relevant moment conditions in a dynamic model than they would in a static model.

测量误差与劳动收入动态：PSID 验证研究中的若干估计AI 解读

Previous empirical work on measurement error in survey earnings data has shown that the variance of the measurement error is roughly constant over time, it is negatively correlated with true earnings, and it is autocorrelated with previous measurement errors. This paper proposes a simple model where the measurement error stems from underreporting of transitory earnings fluctuations and a white noise component. The model fits well to data from the PSID Validation Study. The…

This paper reports the results of an empirical study of household brand choices over four scanner panel data sets. The study uses a random-effects, autocorrelated logistic regression model. The analysis presents evidence that the brand choice process is not zero-order. In addition, the influence of in-store displays and feature advertisements on switching is shown to be about two to three times more effective than estimates obtained from previous studies. Finally, the…

使用 EQS 建模协方差与潜变量AI 解读

The Ideas of Covariance and Covariance Structure. Writing a Simple EQS Program. Statistical Modelling in EQS. Confirmatory Factor Analysis Models. Multitrait-Multimethod and Multiple Cause-Multiple Indicator Models. Models for Longitudinal Data. Simultaneous Analysis of Two or More Groups. Practical Problems.

重复测量广义线性模型中工作相关矩阵的使用问题AI 解读

In a seminal paper Liang & Zeger (1986) extended the use of generalised linear models to repeated measures data. They based the analysis on specifications for the means and variances of the observations, as usual for generalised linear models, but showed how specifications for the correlations between measurements made on the same unit could be avoided by using a ‘working’ correlation matrix. In some cases the parameters involved in this matrix are subject to an uncertainty…

投影部分似然及其在纵向数据中的应用AI 解读

An estimating equation, which we call the projected partial score, is introduced for longitudinal data analysis. The estimating equation is obtained by projecting the partial likelihood score function onto the vector space spanned by a class of ‘conditionally linear’ estimating equations. We demonstrate that removing certain terms from the projection of the full likelihood score does not alter important inferential properties of the estimating equation, and doing so is…

最低工资对就业与在校就读的影响AI 解读

The focus on employment effects in recent studies of minimum wages ignores an important interaction between schooling, employment, and the minimum wage. To study these linkages, the authors estimate a conditional logit model of employment and enrollment outcomes for teenagers using state-year observations for the period 1977 to 1989. The authors find a negative influence of minimum wages on school enrollment and a positive effect on the proportion of teens neither employed…

补充意向治疗分析：处理临床试验中随机化后观测的协变量AI 解读

A problem that arises frequently in the analysis of clinical trials is accounting for covariates observed postrandomization. Two examples are patient compliance measured through pill counts and the dose of a concomitant medication. Typically these are measured concurrently with the primary endpoint at the regularly scheduled follow-ups during the course of the study. To account for these effects, the confounders are sometimes introduced as time-dependent covariates into the…

缺失数据下重复结局半参数回归模型的分析AI 解读

We propose a class of inverse probability of censoring weighted estimators for the parameters of models for the dependence of the mean of a vector of correlated response variables on a vector of explanatory variables in the presence of missing response data. The proposed estimators do not require full specification of the likelihood. They can be viewed as an extension of generalized estimating equations estimators that allow for the data to be missing at random but not…

用分段非线性混合效应模型估计前列腺癌患者的未知转变时间AI 解读

It may be clinically useful to know when prostate-specific antigen (PSA) levels first begin to rise rapidly and to determine if the natural history of PSA progression is different in men with locally confined prostate cancers compared to men with metastatic tumors. This article uses a nonlinear mixed-effects model to describe longitudinal changes in PSA in men before their prostate cancers were detected clinically. Repeated measurements of PSA are available for 18 subjects…

补充意向治疗分析：处理临床试验中随机化后观测的协变量AI 解读

A problem that arises frequently in the analysis of clinical trials is accounting for covariates observed postrandomization. Two examples are patient compliance measured through pill counts and the dose of a concomitant medication. Typically these are measured concurrently with the primary endpoint at the regularly scheduled follow-ups during the course of the study. To account for these effects, the confounders are sometimes introduced as time-dependent covariates into the…

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瑞典社会保险办事机构的劳动使用效率AI 解读

Abstract This paper considers the estimation of frontier production functions in panel data models. It proposes a multi‐stage method to obtain estimates of (1) the parameters of a flexible input requirement function and (2) technical inefficiency decomposed into time‐invariant (firm‐specific), time‐varying, and the residual components. The proposed method is used to analyse labour‐use efficiency of Swedish local social insurance offices on the basis of a large panel of…

多元二元响应的边际回归分析AI 解读

We propose the use of the mean parameter for regression analysis of a multivariate binary response. We model the association using dependence ratios defined in terms of the mean parameter, the components of which are the joint success probabilities of all orders. This permits flexible modelling of higher-order associations, using maximum likelihood estimation. We reanalyse two data sets, one with variable cluster size and the other a longitudinal data set with constant…