日期精度：到日 662 篇 · 到月 1533 篇 · 到年 101 篇 · 未提供 3 篇
纵向研究中变化率的经验贝叶斯估计
The usually irregular follow-up intervals in epidemiologic studies preclude the use of classical growth curve analysis. For short follow-up intervals, it is suggested that individual rates of change are useful for exploratory analysis. Empirical Bayes estimates of these rates of change are recommended and developed. An example of bone loss with age in women is also given.
利用短期面板数据估计动态随机效应模型
Article plaidant en faveur de l'utilisation d'estimateurs d'equations simultanees pour estimer les modeles d'effets aleatoires dynamiques d'un panel de donnees
生命表分析中混合刺激的交互作用
An interaction is a response to a mixture of stimuli that, based on the responses to the individual stimuli, seems unexpectedly large or small. The conclusions about the presence of interactions can depend upon the chosen parameterization. For dichotomous outcome variables, a simple probabilistic model of no interaction exists (Finney, 1952). In this model, individuals are at risk from challenges from the background and the separate stimuli, all acting independently. In this…
生命表分析中混合刺激的交互效应
An interaction is a response to a mixture of stimuli that, based on the responses to the individual stimuli, seems unexpectedly large or small. The conclusions about the presence of interactions can depend upon the chosen parameterization. For dichotomous outcome variables, a simple probabilistic model of no interaction exists (Finney, 1952). In this model, individuals are at risk from challenges from the background and the separate stimuli, all acting independently. In this…
利用时间序列与横截面数据估计具有正负边际风险的生产函数
Two production-function models with error components for time and firms and a heteroscedastic disturbance are proposed. Unlike previous models, these two permit the variance of output to increase or decrease as one of the inputs is increased. When the models and some suggested estimators are applied to the pastoral zone of eastern Australia, the results indicate that labor, water, and possibly fencing, are likely to reduce the variance of wool production; and that sheep, and…
单因子多项 Probit 模型的高效数值求积方法
A PROBLEM OF ESTIMATION that has long confronted many economists is the difficulty of estimating the parameters of equations with limited dependent variables on cross-section time-series (i.e., panel) data. While there are widely available packaged computer programs for estimating either (a) cross-section probit and Tobit models or (b) simple permanent-transitory, random-effects panel models with continuous dependent variables, there are no available computationally feasible…
具有多元随机效应协方差结构的多元重复测量与增长曲线模型
The analysis of multiple-response, repeated-measurement or growth curve models with a multivariate random-effects covariance structure for individuals is considered. Results on estimation, hypothesis testing, and simultaneous confidence bounds for the parameters of the generalized linear model of Potthoff and Roy (1964) are derived for the multiple-response repeated-measurements model under the multivariate random-effects covariance structure. Two numerical examples are…
面板数据的多元回归模型
Under stationarity, the heterogeneous stoahastic processes are the non-ergodic ones. We show that if a distributed lag is of finite order, then its coefficients are unconditional means of the underlying random coefficients. This result is applied to linear transformations of the process. The estimation framework is a multivariate wide-sense regression function. The identification analysis requires certain restrictions on the coefficients. The actual regression function is…
面板数据与不可观测个体效应
Abstract An important purpose in pooling time-series and cross-section data is to control for individual-specific unobservable effects which may be correlated with other explanatory variables, e.g. latent ability in measuring returns to schooling in earnings equations or managerial ability in measuring returns to scale in firm cost functions. Using instrumental variables and the time-invariant characteristics of the latent variable, we derive: 1. (1) a test for the presence…
We demonstrate the admissible Bayes character of two residual error criteria for subset selection of independent variables in normal multivariate regression models. In particular, suppose a linear model includes the independent variable list $X$, and suppose all additional independent variable subsets of size $s$ (fixed) from list $Z$ are under consideration for inclusion in the model. Let $\mathbf{\Sigma}$ be the regression error covariance matrix and $\hat{\mathbf{\Sigma}}(\hat{\mathbf{\Sigma}}_\mathscr{J})$…
含误差成分动态模型的估计
Observations on N cross-section units at T time points are used to estimate a simple statistical model involving an autoregressive process with an additive term specific to the unit. Different assumptions about the initial conditions are (a) initial state fixed, (b) initial state random, (c) the unobserved individual effect independent of the unobserved dynamic process with the initial value fixed, and (d) the unobserved individual effect independent of the unobserved…
方差加性模型稳健检验的一般方差分析方法
Linearly combining Levene's z 2 variable with the jackknife pseudo-values of s 2 produces a family of variables that allows for analysis of variance (ANOVA) tests of additive models for the variances in fixed effects designs. Some distributional theory is developed, and a new robust homogeneity of variance test is advocated.
有限总体中的复合估计
It is common practice in large recurring surveys to employ rotation sampling schemes. Composite estimators are often used in association with rotation schemes to reduce the variability of the survey estimators. In this article, expressions for the variances of certain composite estimators are derived. It is demonstrated how the variance expressions may be used in planning panel surveys and in certain time series analyses. This work is illustrated by the Census Bureau's…