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纵向研究中的非参数方法AI 解读

Inference procedures based on some simple rank statistics are proposed and studied for the statistical analysis of longitudinal data. These robust and asymptotically efficient procedures do not require the basic assumption of multivariate normality of the underlying distributions. The theory is illustrated with two examples.

误差分量回归模型系数估计量的精确有限样本性质AI 解读

Wallace and Hussain (1969) considered the use of an error components regression model in the analysis of time series of cross-sections and developed an estimator of the coefficient vector based on an estimated variance-covariance matrix of error terms. In this paper, we have shown that under the set of assumptions adopted by Wallace and Hussain there are an infinite number of estimators which have the same asymptotic variancecovariance matrix as the Wallace-Hussain estimator…

协商工资增长的决定因素：一项实证分析AI 解读

This paper presents an empirical analysis of the determinants of negotiated wage changes using a pooled sample of time series observations for fourteen Canadian manufacturing industries. Data on individual contracts are used in an attempt to allow for the discontinuity of wage adjustments given the predominance of collective bargaining and variable contract length. Using a nonlinear formulation, profit levels, the unemployment rate, the rate of change of prices, and other…

合并横截面与时间序列数据中的方差分量模型AI 解读

The paper argues that variance components models are very useful in pooling cross section and time series data because they enable us to extract some information about the regression parameters from the between group and between time-period variation-a source that is often completely eliminated in the commonly used dummy variable techniques. The paper studies the applicability and usefulness of the maximum likelihood method and analysis of covariance techniques in the…

差异性无回应导致的面板调查系统偏差AI 解读

Panel surveys involve repeated observations made on the same sample of populalation units. In some of these studies systematic biases have appeared; specifically, if Ri is an estimate made from panels appearing in the sample for the i th time, then it has been observed that these estimates sometimes vary systematically with i. It is tempting to interpret these phenomena as being due to conditioning of the panel of respondents. In this article it is shown that these…

差异性无应答导致的面板调查系统偏差AI 解读

Panel surveys involve repeated observations made on the same sample of populalation units. In some of these studies systematic biases have appeared; specifically, if Ri is an estimate made from panels appearing in the sample for the i th time, then it has been observed that these estimates sometimes vary systematically with i. It is tempting to interpret these phenomena as being due to conditioning of the panel of respondents. In this article it is shown that these…

随机系数回归模型中的有效推断AI 解读

Computes a GLS matrix weighted estimator for a panel data set. meangroup.src does a similar estimator, but uses simple weighted average rather than a matrix-weighted average. Swamy(1970), Efficient Inference in a Random Coefficient Regression Model, Econometrica, vol 38, 311-323. (This abstract was borrowed from another version of this item.)

规模显著变化时按规模概率区域样本的重新设计AI 解读

For purposes of obtaining statistical data by enumeration, systematic sampling with probability proportional to size in one or more stages is frequently employed. The article describes two methods of changing the measures of sizes without introducing a bias in the estimation procedure. They result in the reduction of the variance of sample take, and, in the illustrative material presented, result in varying degrees of overlap before and after the changes of sizes. These…

规模显著变化时按规模比例概率重设计区域样本的方法AI 解读

For purposes of obtaining statistical data by enumeration, systematic sampling with probability proportional to size in one or more stages is frequently employed. The article describes two methods of changing the measures of sizes without introducing a bias in the estimation procedure. They result in the reduction of the variance of sample take, and, in the illustrative material presented, result in varying degrees of overlap before and after the changes of sizes. These…

单向随机效应模型中均值的贝叶斯估计AI 解读

The problem of estimating the means in the one-way random effect model yjk = θj+ejk is considered from a Bayesian viewpoint. Posterior distributions of the θj are obtained under the assumption that the θj are independently drawn from a Normal population N(θ, σ22) and that the ejk are independent random errors having a N(0, σ21) distribution. It is shown that the posterior distributions of the θj are clustered more closely together than are the corresponding distributions for…

资本存量调整投资模型AI 解读

Firms' investment in plant and equipment is explained by a stock-adjustment model in which the coefficient of adjustment is allowed to vary. It is assumed that firms partially close the gap between desired and actual capital stock, but that the speed of adjustment depends on the firm's ability to procure funds at reasonable cost. A panel of individual firm responses to the McGraw-Hill plant and equipment survey is the principal data source, supplemented by financial…

重复调查的轮换抽样设计AI 解读

A unified finite population theory is developed for composite estimators of both the current level and change in level between consecutive occasions when a rotation sample design is employed. Explicit variance functions are given under the assumption that exponential and arithmetic correlation patterns hold over time for the characteristics of interest. Optimum values of the weight coefficients in the composite estimators, the optimum number of consecutive visits by a…

相关样本的齐性检验AI 解读

This paper presents techniques for testing various hypotheses related to the notion of temporal homogeneity of a population each of whose members can belong to any one of S states at any time. These hypotheses include Cochran's interchangeability hypothesis, the hypothesis of strict exchange, the usual homogeneity hypothesis for multinomial distributions in the presence of correlated samples, and the hypothesis that a first order Markov chain is in a steady state.

似乎不相关回归的有效估计与聚合偏差检验AI 解读

In this paper a method of estimating the parameters of a set of regression equations is reported which involves application of Aitken's generalized least-squares [1] to the whole system of equations. Under conditions generally encountered in practice, it is found that the regression coefficient estimators so obtained are at least asymptotically more efficient than those obtained by an equation-by-equation application of least squares. This gain in efficiency can be quite…

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迁移者—留守者模型的统计方法AI 解读

The mover-stayer model, a generalization of the Markov chain model, assumes that there are two types of individuals in the population under consideration: (a) the “stayer,” who with probability one remains in the same category during the entire period of study; (b) the “mover,” whose changes in category over time can be described by a Markov chain with constant transition probability matrix. The transition probability matrix for movers, and the proportion of stayers among…

固定效应方差分析 F 检验操作特征曲线的 10% 与 50% 点图表AI 解读

TABLES of the power functions for fixed effects analysis of variance F tests have been published by Tang [4 ] and Lehmer [2 ] and charts of these power functions have been presented by Pearson and Hartley [3 ] and Fox [1 ]. Pearson and Hartley offer eight charts of power curves for a = 0.01 and a = 0.05 and degrees of freedom fi from 1 to 8 and f2 from 6 to oc. They cover eight pages, one for each value of fi. Fox gives lines of constant ( (defined below) for P = 0.5, 0.7,…

利用方差分量分析两个市场的生猪价格AI 解读

This paper discusses various methods of analyzing the ratios of the daily hog prices at Cincinnati and Louisville and compares the results obtained with those previously given for the differences between the two price series. The data consisted of the prices for each of two weight classes on each the five complete market days of the week (Monday through Friday) averaged for each month throughout the period 1937-1941. Price ratios were used because of the high correlation…

两个市场生猪价格分析中的方差分量应用AI 解读

This paper discusses various methods of analyzing the ratios of the daily hog prices at Cincinnati and Louisville and compares the results obtained with those previously given for the differences between the two price series. The data consisted of the prices for each of two weight classes on each the five complete market days of the week (Monday through Friday) averaged for each month throughout the period 1937-1941. Price ratios were used because of the high correlation…