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聚类数据的扩展广义估计方程AI 解读

Typically, analysis of data consisting of multiple observations on a cluster is complicated by within-cluster correlation. Estimating equations for generalized linear modeling of clustered data have recently received much attention. This article proposes an extension to the generalized estimating equation method proposed by Liang and Zeger, which treats within-cluster correlations as nuisance parameters. Using ideas from extended quasi-likelihood, estimating equations for…

逮捕率的层级贝叶斯分析AI 解读

A Bayesian hierarchical model provides the basis for calibrating the crimes avoided by incarceration of individuals convicted of drug offenses compared to those convicted of nondrug offenses. Two methods for constructing reference priors for hierarchical models both lead to the same prior in the final model. We use Markov chain Monte Carlo methods to fit the model to data from a random sample of past arrest records of all felons convicted of drug trafficking, drug…

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刻画动态促销效应的变参数模型AI 解读

The purpose of this paper is to examine the dynamic effects of sales promotions. We create dynamic brand sales models (for weekly store-level scanner data) by relating store intercepts and a brand's own price elasticity to a measure of the cumulated previous price discounts – amount and time – for that brand as well as for other brands. The brand's own non-price promotional response parameters are related to the time since the most recent promotion for that brand as well as…

动态面板模型中的初始条件与矩限制AI 解读

In this paper we consider estimation of the autoregressive error components model. When the autoregressive parameter is moderately large and the number of time series observations is moderately small, the usual Generalised Methods of Moments (GMM) estimator obtained after first differencing has been found to be poorly behaved. Here we consider alternative linear estimators that are designed to improve the properties of the standard first-differenced GMM estimator. We…

弱工具变量回归中结构参数的推断AI 解读

The authors consider the problem of making asymptotically valid inference on structural parameters in instrumental variables regression with weak instruments. Using local-to-zero asymptotics, they derive the asymptotic distributions of likelihood ratio (LR) and Lagrange multiplier (LM) type statistics for testing simple hypotheses on structural parameters based on maximum likelihood and generalized methods of moments estimation methods. In contrast to the nonstandard…

中位数回归模型的自助法AI 解读

The least-absolute-deviations (LAD) estimator for a median-regression or censored median-regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective function. The smoothed estimator is asymptotically equivalent to the ordinary LAD estimator. With bootstrap critical values, the rejection probabilities of…

进口需求中的跨期替代与习惯形成AI 解读

To study non-durable import demand, we extend previous work done by Clarida (1994) and Ceglowski (1991) by considering a two-good version of the lifecycle model in which we introduce time-non-separability in the households' preferences. The model is estimated using quarterly data for the USA and France. Using the information contained in the observed stochastic and deterministic trends, we derive a cointegration restriction used to estimate curvature parameters of the…

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不可忽略且非单调缺失下纵向测量的边际模型分析AI 解读

We propose methods for the analysis of continuous responses subject to nonignorable non-monotone missing data. We form a pseudolikelihood by naively assuming independence over time and using a product of marginal likelihoods at each time point, and we obtain consistent and asymptotically normal estimators of the mean and missingness parameters. Our primary interest is in estimating the parameters of the marginal model at each time point, and we make no assumption about the…

病例对照与半参数两样本密度比模型的推断AI 解读

We consider inference in general binary response regression models under retrospective sampling plans. Prentice & Pyke (1979) discovered that inference for the odds-ratio parameter in a logistic model can be based on a prospective likelihood even though the sampling scheme is retrospective. We show that the estimating function obtained from the prospective likelihood is optimal in a class of unbiased estimating functions. Also we link casecontrol sampling with a two-sample…

二元分位数平滑样条AI 解读

Summary It has long been recognized that the mean provides an inadequate summary whereas the set of quantiles can supply a more complete description of a sample. We introduce bivariate quantile smoothing splines, which belong to the space of bilinear tensor product splines, as nonparametric estimators for the conditional quantile functions in a two-dimensional design space. The estimators can be computed by using standard linear programming techniques and can further be used…

完全接受或完全拒绝依从下的随机试验生存分析：癌症筛查成本效果估计AI 解读

Many randomized cancer screening trials involve all-or-none compliance. Some subjects randomized to an offer of screening refuse screening, and some subjects randomized to no offer of screening obtain screening outside the trial. The primary analysis to test whether or not cancer screening reduces cancer mortality is by intent-to-treat. To estimate the cost-effectiveness of screening, it is necessary to adjust for all-or-none compliance. Heretofore, adjustments for…

价格与税制改革的参数和非参数分析方法AI 解读

In many public policy problems, we need to estimate the way in which policy changes affect people's behavior. In the analysis of tax and subsidy reform—the topic of this article—we need to know how tax-induced price changes affect the amounts that people buy of the taxed goods. We present various economic and statistical approaches to obtaining the required estimates. We consider the standard structural methods in economics, where the behavior and welfare of individual…

定向项目布点与坦桑尼亚计划生育项目效果估计AI 解读

Most studies evaluating the impact of family planning on fertility treat the presence of family planning clinics as being “randomly” assigned among the areas included in the study. They tend to ignore the possibility that the distribution of services may be related to the fertility level observed in a particular area. In some cases the distribution of services may respond to a conscious effort by public authorities or funding agencies to target areas with observed higher…

广义线性模型中遗漏协变量与估计效率AI 解读

Although omitting covariates associated with the response in generalized linear models can yield seriously biased estimates of the effects of the included covariates, in certain settings there is no bias. This article considers the effect of omitted covariates on the efficiency of the estimated effects of the included covariates in these cases. I consider the case where the omitted covariate is independent of the included covariates, as in studies with randomized treatment…

线性混合模型实践：面向 SAS 的方法AI 解读

1 Introduction.- 2 An Example-Based Tour in Linear Mixed Models.- 2.1 Fixed Effects and Random Effects in Mixed Models.- 2.2 General Linear Mixed Models.- 2.3 Variance Components Estimation and Best Linear Unbiased Prediction.- 2.3.1 Variance Components Estimation.- 2.3.2 Best Linear Unbiased Prediction (BLUP).- 2.3.3 Examples and the SAS Procedure MIXED.- 2.4 Fixed Effects: Estimation and Hypotheses Testing.- 2.4.1 General Considerations.- 2.4.2 Examples and the SAS…

价格与税制改革的参数和非参数方法AI 解读

In many public policy problems, we need to estimate the way in which policy changes affect people's behavior. In the analysis of tax and subsidy reform—the topic of this article—we need to know how tax-induced price changes affect the amounts that people buy of the taxed goods. We present various economic and statistical approaches to obtaining the required estimates. We consider the standard structural methods in economics, where the behavior and welfare of individual…

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利用实验数据刻画选择偏差AI 解读

Semiparametric methods are developed to estimate the bias that arises from using nonexperimental comparison groups to evaluate social programs and to test the identifying assumptions that justify matching, selection models and the method of difference in differences. Using data from an experiment on a prototypical social program and data from nonexperimental comparison groups, the authors reject the assumptions justifying matching and their extensions of it. The evidence…