论文检索

学生化极差检验的功效函数AI 解读

In this paper we investigate the power function of the Studentised range test for comparing the means of normal populations in the one-way fixed effects analysis of variance model. The main results provide rigorous proofs of certain least favourable configurations of population means. These results are important in the calculation of the sample sizes required to guarantee power levels under certain restrictions on the ranges of the population means.

小区域估计量的均方误差估计AI 解读

Small-area estimation has received considerable attention in recent years because of a growing demand for reliable small-area statistics. The direct-survey estimators, based only on the data from a given small area (or small domain), are likely to yield unacceptably large standard errors because of small sample size in the domain. Therefore, alternative estimators that borrow strength from other related small areas have been proposed in the literature to improve the…

摘要暂缺

合并截面与时间序列数据分析AI 解读

A review of methods for estimating multivariate relationships of individual entities in a data base and for summarizing these relationships. Focuses on methodologies such as classical pooling, error components, analysis of covariance, seemingly unrelated regressions, and random coefficient regressio

非平衡面板下随机前沿系统的估计：埃及地砖制造业案例AI 解读

Abstract A generalized stochastic frontier system is fitted with unbalanced panel data of Egyptian floor tileries and estimated using OLS, ‘within’, feasible GLS, and maximum likelihood. Hausman tests indicate ‘within’ is the correct estimator for the data. Estimates of firm‐level technical and allocative inefficiencies (and their costs) are presented for each of the estimators. Finally, sources of technical inefficiency are investigated.

不等间隔纵向数据中的序列相关AI 解读

Serial correlation in the within subject error structure in longitudinal data with unequally spaced observations is modelled using continuous time autoregressive moving averages. The models considered have both fixed and random effects in addition to serially correlated within subject errors. Two approaches are presented for calculating the exact likelihood for a model when the errors are Gaussian. The first calculates the covariance matrices for each subject for assumed…

使用二次指数模型的相关二元回归AI 解读

A model of quadratic exponential form is parameterized in terms of marginal means and pairwise correlations for the regression analysis of correlated binary data. Pseudo-maximum likelihood methods using a special case termed the multiplicative model are proposed, but are noted to be computationally unattractive if the ‘blocks’ of correlated responses are at all large. On the other hand score estimating functions for mean and correlation parameters are shown to be of a…

边际齐性模型设计矩阵的构造AI 解读

Suppose that a homogeneous group of n subjects is observed on T occasions. Each subject has one of K levels of response at each of the T occasions. The cross-classification of the recorded responses over time forms a KT contingency table. This paper discusses the design matrix for the marginal homogeneity model, which assumes that the first-order marginal probabilities at each time are equal. The marginal homogeneity model is a linear model for the vector of cell…

分离重复流感暴发中的两种依赖来源AI 解读

Two or more responses measured on a randomly selected individual can be dependent for two quite different reasons. In the first place they can be dependent within, that is conditional upon, each individual. Secondly, dependence is created simply from the heterogeneity between individuals. This paper addresses a rare instance of being able to measure separately the dependence from the two sources. The data comprise frequencies of the infection profiles for a sample of…

不规则纵向数据中发生率与诊断误差率的联合估计AI 解读

Longitudinal studies often involve the repeated diagnosis across time of each patient's status with respect to a progressive categorical process. When the occurrence of a change in status is not readily apparent, two factors can make modeling and assessing the incidence rates of progression difficult. First, because diagnoses may be difficult, they may not be performed with the frequency necessary to pinpoint exact times of incidence. Second, uncertainty in the diagnostic…

不规则纵向数据中发生率与诊断错误率的联合估计AI 解读

Longitudinal studies often involve the repeated diagnosis across time of each patient's status with respect to a progressive categorical process. When the occurrence of a change in status is not readily apparent, two factors can make modeling and assessing the incidence rates of progression difficult. First, because diagnoses may be difficult, they may not be performed with the frequency necessary to pinpoint exact times of incidence. Second, uncertainty in the diagnostic…

摘要暂缺

家庭面板数据质量评估：以收入动态面板研究为例AI 解读

Evidence from a number of methodological studies are used to assess the overall quality of data from the Panel Study of Income Dynamics (PSID). Despite substantial cumulative non-response over the nearly two decades spanned by the study, the sample is found to maintain its representation of the nonimmigrant population of the United States. The most important reasons for this result are that the study's following rules insure that the sample replaces itself in the same manner…

摘要暂缺

再就业概率与多次失业经历：部分似然方法AI 解读

An extended version of the mixed-proportional-hazards model is used to study the determinants of the conditional probability of reemployment of long-term unemployed young persons sampled in the first stage of the Australian National Longitudinal Survey. The survey data facilitate an econometric comparison between the effect of different factors on the conditional reemployment probability of those in their first unemployment spell with those who have experienced multiple…

再就业概率与多次失业经历：偏似然方法AI 解读

An extended version of the mixed-proportional-hazards model is used to study the determinants of the conditional probability of reemployment of long-term unemployed young persons sampled in the first stage of the Australian National Longitudinal Survey. The survey data facilitate an econometric comparison between the effect of different factors on the conditional reemployment probability of those in their first unemployment spell with those who have experienced multiple…

随机效应模型的正态性评估AI 解读

When one uses the unbalanced, mixed linear model $\mathbf{y}_i = \mathbf{X}_i\mathbf{\alpha} + \mathbf{Z}_i\mathbf{\beta}_i + \varepsilon_i, i = 1, \cdots, n$ to analyze data from longitudinal experiments with continuous outcomes, it is customary to assume $\varepsilon_i \sim_{\operatorname{ind}} \mathscr{N}(\mathbf{0}, \sigma^2\mathbf{I}_i)$ independent of $\mathbf{\beta}_i \sim_{\operatorname{iid}} \mathscr{N}(\mathbf{0,\Delta})$, where $\sigma^2$ and the elements of an…

含随机效应与 AR(1) 误差的纵向数据模型AI 解读

For longitudinal data on several individuals, linear models that contain both random effects across individuals and autocorrelation in the within-individual errors are studied. A score test for autocorrelation in the within-individual errors for the “conditional independence” random effects model is first developed. An explicit maximum likelihood estimation procedure using the scoring method for the model with random effects and (autoregressive) AR(1) errors is then derived.…

利用面板数据进行有效估计AI 解读

IN AN IMPORTANT RECENT PAPER, Hausman and Taylor (1981)-hereafter HT-considered the instrumental-variable estimation of a regression model using panel data, when the individual effects may be correlated with a subset of the explanatory variables. They provided a simple consistent estimator and an efficient estimator. More recently, Amemiya and MaCurdy (1986)-hereafter AM-have suggested an alternative estimator which is more efficient than the HT estimator, under certain…

误差分量模型的替代检验AI 解读

The error Components regression model is now widely applied in econometics and statistics. Given the potentially high costs of incorrectly excluding the component from the model, an error components test should have high power. In addition, if a test is to gain acceptance from practitioners, the test should be computed easily. To obtain improved critical-value approximations, we introduce a standardized Lagrange multiplier (SLM) test statistic, which is centered and scaled…

利用灵活函数形式与面板数据估计技术效率AI 解读

This article presents an econometric model capable of accommodating a nonradial measure of input-specific technical inefficiency and suggests an estimation technique that reduces dependency on distributional assumptions on inefficiency. It also makes use of the demand system derived from a flexible cost function and imposes concavity restrictions as required by economic theory. Panel data on 12 Finnish foundry plants are used to estimate technical efficiency of labor and…

用条件似然方法分析重复分类测量AI 解读

This article presents a method for analyzing repeated measures with categorical responses based on maximizing a conditional likelihood. Many existing methods for analyzing repeated categorical responses, such as those proposed by Duncan (1980, 1985), Bishop, Fienberg, and Holland (1975), and Cochran (1950) are special cases of the method based on the conditional likelihood approach. This article explores the relationships among the various methods and extends several of the…

协方差结构对平衡随机参数增长曲线模型方差估计的影响AI 解读

Intuition suggests that altering the covariance structure of a parametric model for repeated-measures data alters the variances of the model's estimated mean parameters. The purpose of this article is to sharpen such intuition for a family of growth-curve models with differing numbers of random effects for the individual sampling units and with a fixed structure on the mean. For every member of this family, the maximum likelihood (ML) estimator of the fixed effects is…

用条件似然方法分析重复类别测量AI 解读

This article presents a method for analyzing repeated measures with categorical responses based on maximizing a conditional likelihood. Many existing methods for analyzing repeated categorical responses, such as those proposed by Duncan (1980, 1985), Bishop, Fienberg, and Holland (1975), and Cochran (1950) are special cases of the method based on the conditional likelihood approach. This article explores the relationships among the various methods and extends several of the…