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重复失效时间与时变协变量的图形展示及边际回归分析AI 解读

Recurrent event time data are common in medical research; examples include infections in AIDS patients and seizures in epilepsy patients. In this context, as well as in the more usual context of a single failure time variable, time-dependent covariates are frequently of interest. We suggest some rate functions that might be displayed when analyzing recurrent failure time data or when the effect of a categorical time-dependent covariate is of interest. Estimators of these…

重复截面下固定效应回归模型的最小均方误差估计AI 解读

If panel data are not available but repeated cross-sections are, the parameters in a regression model with fixed individual effects can be estimated consistently using the cohort approach proposed by Deaton (1985). In this paper we show that Deaton's estimator is inconsistent if the number of time periods is small, even if the number of cohorts tends to infinity. Moreover, we propose an alternative estimator which does not suffer from a bias due to a small number of sampling…

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GAUSS 与 MATLAB：一项比较AI 解读

Abstract I compare two high‐level matrix programming languages with built‐in function libraries and graphics routines. Their interactive nature and convenient syntax makes them ideal for use in econometric applications. The languages are remarkably similar in terms of their features and performance. MATLAB's chief advantage is that it runs on a wider array of hardware and operating systems than GAUSS. GAUSS's main advantage is that it has better coverage of statistical and…

两状态过程的拟合优度检验AI 解读

Binary data in which successive outcomes may be dependent frequently arise in a medical and social sciences context. A simple model for such data is a homogeneous 2-state Markov chain. Under this model one would usually treat the first observation in each sequence, Y1, as fixed. In the case of panel data this may constitute a substantial loss of information. In this paper we propose goodness-of-fit tests for the 2-state Markov model under several likely alternative…

面板删失回归估计量的中位数无偏性AI 解读

This note proves that the estimator of panel data censored regression models proposed in Honoré [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.

利用面板数据识别和估计含外生变量的连续时间动态系统AI 解读

This paper deals with the identification and maximum likelihood estimation of the parameters of a stochastic differential equation from discrete time sampling. Score function and maximum likelihood equations are derived explicitly. The stochastic differential equation system is extended to allow for random effects and the analysis of panel data. In addition, we investigate the identifiability of the continuous time parameters, in particular the impact of the inclusion of…

广义线性模型中的随机效应预测AI 解读

This article develops an estimating function-based approach to component estimation in the two-stage generalized linear model with univariate random effects and a vector of fixed effects. The novelty and unifying feature of the method is the use of estimating functions in the estimation of both the random effects and their variance. Two separate estimating procedures based on the method are proposed that differ in the intensity of numerical computation required. The…

广义线性混合模型中的近似推断AI 解读

Statistical approaches to overdispersion, correlated errors, shrinkage estimation, and smoothing of regression relationships may be encompassed within the framework of the generalized linear mixed model (GLMM). Given an unobserved vector of random effects, observations are assumed to be conditionally independent with means that depend on the linear predictor through a specified link function and conditional variances that are specified by a variance function, known prior…

健康纵向研究的统计模型AI 解读

Introduction to statistical models for longitudinal observation, James Dwyer and Manning Feinleib Considerations in the design of longitudinal surveys of health, Lester Curtin and Manning Feinleib: PART I: MODELS FOR CONTINUOUS VARIABLES: Linear differential equation models for longitudinal data: Application: blood pressure and relative weight, James Dwyer Unconditional linear models for longitudinal data: Application: lead exposure and cognitive development in infants,…

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纵向二元响应的似然分析方法AI 解读

In this paper, we discuss a likelihood-based method for analysing correlated binary responses based on a multivariate model. It is related to the pseudo-maximum likelihood approach suggested recently by Zhao & Prentice (1990). Their parameterization results in a simple pairwise model, in which the association between responses is modelled in terms of correlations, while the present paper uses conditional log odds-ratios. With this approach, higher-order associations can be…

联立方程误差成分模型估计及其在发展中国家对外贸易中的应用AI 解读

Abstract An empirical balance of payments model involving the demand and supply of imports and exports for 31 developing countries is estimated utilizing panel data over 1964‐1987. In order to compute error‐components 3SLS estimates of this model, which requires different instruments for different equations, we propose a generalization of the Fuller‐Battese transformation to obtain GMM estimates. Our empirical results suggest that very little of the short‐run adjustment in…

含个体特定效应的重复有序类别响应比例优势模型AI 解读

Suppose subjects make repeated responses on the same ordered categorical scale. We propose a generalization of the Rasch model that expresses the cumulative logit of the response distribution using subject parameters and a proportional odds structure for item effects. Parameters in the model describe subject-specific, rather than population averaged, effects. Consistent estimation of the effects requires eliminating the subject parameters. We accomplish this by simultaneous…

两状态过程的拟合优度检验AI 解读

Binary data in which successive outcomes may be dependent frequently arise in a medical and social sciences context. A simple model for such data is a homogeneous 2-state Markov chain. Under this model one would usually treat the first observation in each sequence, Y1, as fixed. In the case of panel data this may constitute a substantial loss of information. In this paper we propose goodness-of-fit tests for the 2-state Markov model under several likely alternative…

纵向二元响应的似然分析方法AI 解读

In this paper, we discuss a likelihood-based method for analysing correlated binary responses based on a multivariate model. It is related to the pseudo-maximum likelihood approach suggested recently by Zhao & Prentice (1990). Their parameterization results in a simple pairwise model, in which the association between responses is modelled in terms of correlations, while the present paper uses conditional log odds-ratios. With this approach, higher-order associations can be…

随机系数回归中的系数分布估计AI 解读

Random coefficient regression models are important in representing linear models with heteroscedastic errors and in unifying the study of classical fixed effects and random effects linear models. For prediction intervals and for bootstrapping in random coefficient regressions, it is necessary to estimate the distributions of the random coefficients consistently. We show that this is often possible and provide practical representative estimators of these distributions.

复杂抽样调查中仅使用入样概率的条件一致估计量AI 解读

Predictive regression estimators using functions of the probability of selection π i , as covariates are studied as an alternative to classical p-weighting estimators for the finite population mean in complex sample surveys. Variance estimators are developed based on the relationship var(y i | π i ), where y, is the response and π i is the probability of selection. Extensions to cluster sample designs are outlined, and an example is given from the National Educational…

多元失效时间观测的线性回归分析AI 解读

In this article we consider the case that each patient in a longitudinal study may experience two or more distinct failures. The corresponding failure times, which are possible censored, are recorded for each patient. The logarithm of each marginal failure time is assumed to be linearly related to its covariates; however, the distributional form of the error term in the model does not have to be specified in the analysis. Furthermore, no specific structure of dependence…

农业调查中利用多年轮换抽样设计进行估计AI 解读

In the annual June Enumerative Surveys (JES) of the U.S. Department of Agriculture (USDA), the area frame sampling involves multiyear rotation designs with 20% replacement of sample units each year. Currently, USDA uses the latest year sample data almost exclusively in its estimation procedure. We propose that the multiyear sample survey data should be used for estimation of crop acreages and livestock. We develop a multiyear estimation method based on an analysis of…

复杂调查抽样中仅利用入样概率的条件一致估计量AI 解读

Predictive regression estimators using functions of the probability of selection π i , as covariates are studied as an alternative to classical p-weighting estimators for the finite population mean in complex sample surveys. Variance estimators are developed based on the relationship var(y i | π i ), where y, is the response and π i is the probability of selection. Extensions to cluster sample designs are outlined, and an example is given from the National Educational…