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劳动收入与工时变化的协方差结构AI 解读

This paper presents an empirical analysis of individual earnings and hours data from three different longitudinal surveys. In the first part of the paper, the authors catalog the main features of the covariance structure of earnings and hours changes. In the second part of the paper, they offer an interpretation of this model in terms of a simple life-cycle, labor-supply model. On the assumption that they can identify individual productivity growth with the shared component…

高维模型的递归回归及其在生长曲线与重复测量中的应用AI 解读

A fixed-effects formulation of repeated-measures and growth-curve problems usually leads to an unwieldy linear model, so mixed models are widely used for inference that the conditional linear error model could otherwise support with weaker distributional assumptions. Very high-dimensional regressions (not necessarily arising this way) can be fitted by the proposed alternating algorithm, which partitions the design matrix into singly manageable strips and recursively calls a…

重复测量线性混合效应模型的 Newton–Raphson 与 EM 算法AI 解读

We develop an efficient and effective implementation of the Newton—Raphson (NR) algorithm for estimating the parameters in mixed-effects models for repeated-measures data. We formulate the derivatives for both maximum likelihood and restricted maximum likelihood estimation and propose improvements to the algorithm discussed by Jennrich and Schlüchter (1986) to speed convergence and ensure a positive-definite covariance matrix for the random effects at each iteration. We use…

利用面板数据估计向量自回归模型AI 解读

This paper considers estimation and testing of vector autoregressio n coefficients in panel data, and applies the techniques to analyze the dynamic relationships between wages an d hours worked in two samples of American males. The model allows for nonstationary individual effects and is estimated by applying instrumental variables to the quasi-differenced autoregressive equations. The empirical results suggest the absence of lagged hours in the wage forecasting equation.…

允许缺失观测与时变协变量的重复有序分类结果分析AI 解读

This article describes a method for comparing responses in two groups of subjects observed repeatedly at a common set of observation times when the response is an ordered categorical outcome. The method, which allows both time-dependent covariates and missing observations, consists of two analytic steps. In the first step, the data are analyzed separately at each occasion using a regression model chosen from the class of models for ordinal data proposed by McCullagh (1980).…

摘要暂缺

误分类模型与劳动力市场动态AI 解读

Measurement error is often a severe problem in longitudinal data such as labor-market flows. Two correction methods have been used for labor-market flows, but the methods tend to adjust the data in opposite directions. One method shows a rigid labor market with long unemployment spells, whereas the other shows the opposite. Because the methods appear theoretically similar, one might interpret the differing results as an indictment of both procedures. This article documents…

重症监护病房患者结局的预测AI 解读

Statisticians are being asked with increasing frequency to develop models for occurrences in medical environments. Until recently, only subjective models were available to predict mortality for patients in an intensive care unit (ICU). These models were based on variables and associated weights determined by panels of medical “experts.” This article shows how multiple logistic regression (MLR) can be used to develop an objective model for prediction of hospital mortality…

预测重症监护病房患者的结局AI 解读

Statisticians are being asked with increasing frequency to develop models for occurrences in medical environments. Until recently, only subjective models were available to predict mortality for patients in an intensive care unit (ICU). These models were based on variables and associated weights determined by panels of medical “experts.” This article shows how multiple logistic regression (MLR) can be used to develop an objective model for prediction of hospital mortality…

具有重复测量的临床试验序贯检验AI 解读

In some clinical trials, the number of subjects on each treatment is fixed and at successive equally-spaced time points each subject yields a measurement which reflects response to treatment. A model is presented for such repeated measurements data. A sequential procedure is proposed for testing the null hypothesis of no difference in mean effect between two treatments. In this procedure, the maximum number of measurements per subject and absorption probabilities for…

补贴培训项目对就业进入与退出的影响测量AI 解读

The authors estimate the effect of training on the probability of em ployment for participants in the 1976 Comprehensive Employment and Tr aining Act program. Their analysis uses Social Security earnings data from 1970 to 1979 for trainees and a comparison group. In addition t o simple pre- versus post-training comparisons of employment probabil ities for trainees and controls, the authors present logistic regress ion models with fixed and random effects for individual…

分类面板数据中的不可忽略无回答：劳动力总流量估计AI 解读

Many large-scale sample surveys use panel designs under which sampled individuals are interviewed several times before being dropped from the sample. The longitudinal data bases available from such surveys could be used to provide estimates of gross change over time. One problem in using these data to estimate gross change is how to handle the period-to-period nonresponse. This nonresponse is typically nonrandom and, furthermore, may be nonignorable in that it cannot be…

面板数据的有效估计：工具变量估计量的经验比较AI 解读

Abstract Hausman and Taylor (1981) proposed an efficient instrumental variables estimator for panel data regression models where the individual effects may be correlated with some of the regressors. Amemiya and MacCurdy (1986) and Breusch, Mizon, and Schmidt (1986) have suggested instrumental variables estimators that are potentially more efficient than the Hausman and Taylor estimator. We address the empirical question of how large these efficiency gains might be. In our…

截获数据的统计模型AI 解读

Consider a population of replaceable items of different ages, and suppose that for each item there is a certain measurable attribute that is a monotone function (perhaps random) of the item's age. To fix ideas, we refer to this attribute as deterioration and we assume that as items age their level of deterioration increases. We further assume that as the level of deterioration hits a certain threshold value (perhaps unknown), the item dies and disappears from the population,…

平衡模型中固定效应与方差分量的最优检验AI 解读

For any analysis-of-variance model with balanced data involving both fixed and random effects, uniformly most powerful unbiased (UMPU) and uniformly most powerful invariant unbiased (UMPIU) tests are derived for the significance of a fixed effect or a variance component, under the assumption of normality of random effects. The tests coincide with the usual F tests. Robustness of the UMPIU test against suitable deviations from normality is established.

截获数据的统计模型AI 解读

Consider a population of replaceable items of different ages, and suppose that for each item there is a certain measurable attribute that is a monotone function (perhaps random) of the item's age. To fix ideas, we refer to this attribute as deterioration and we assume that as items age their level of deterioration increases. We further assume that as the level of deterioration hits a certain threshold value (perhaps unknown), the item dies and disappears from the population,…

协变量变化时的重复测量设计分析AI 解读

A model proposed by Patel (1986) is re-examined. It is shown that the model can be written as seemingly unrelated regressions and estimation can be carried out simply. Estimation under constraints given by the general linear hypothesis is also discussed and a two-stage procedure proposed. Connexions with seemingly unrelated regressions with constraints between the regression parameters and the sum of profiles model of Verbyla & Venables (1988) are also given.

摘要暂缺

美国太平洋西北地区季节性能源需求与节能的工程—计量分析AI 解读

This article estimates a new model of residential electricity demand. It differs from previous work in two ways. First, we use individual monthly billing data in a pooled time-series/cross- section framework. Second, we use an engineering/thermal-load technique to model the household space-heating technology. We estimate the model using data from the Pacific Northwest and use the results to analyze three conservation measures: a price increase, a reduction in thermostat…

协变量随测量变化的重复测量设计分析AI 解读

A model proposed by Patel (1986) is re-examined. It is shown that the model can be written as seemingly unrelated regressions and estimation can be carried out simply. Estimation under constraints given by the general linear hypothesis is also discussed and a two-stage procedure proposed. Connexions with seemingly unrelated regressions with constraints between the regression parameters and the sum of profiles model of Verbyla & Venables (1988) are also given.

摘要暂缺

结构搜寻模型的估计：从学校到工作的转变AI 解读

This paper presents a finite-horizon search model that is econometrically implemented using all of the restrictions impli ed by the theory. Following a sample of male high school graduates fr om the youth cohort of the National Longitudinal Surveys from graduat ion to employment, search parameters are estimated. Reservation wages and offer probabilities are estimated to be quite low. Simulations a re performed of the impact of changing the parameters on the expected duration…

生产前沿与面板数据：美国一级铁路公司的应用AI 解读

In this article, the appropriateness of inefficiency measures obtained directly from the production function as in Schmidt and Sickles (1984) is examined relative to those provided by (a) the cost function aproach, (b) Klein's approach, and (c) the iterative SUR technique. Efficiency rankings yielded by different methods are also compared and tested.

回归分析中的组效应诊断AI 解读

The diagnostic tools examined in this article are applicable to regressions estimated with panel data or cross-sectional data drawn from a population with grouped structure. The diagnostic tools considered include (a) tests for the existence of group effects under both fixed and random effects models, (b) checks for outlying groups, and (c) specification tests for comparing the fixed and random effects models. A group-specific counterpart to the studentized residual is…