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非实验数据下独立性公理的后验概率AI 解读

This article addresses the issues associated with the construction of posterior probabilities for violation of the independence axiom of expected utility from nonexperimental data. To illustrate the methodology of analyzing nonexperimental evidence, the authors consider seat-belt-usage-data. They find a posterior probability close to one of an Allais-type paradox in these data. In addition, the evidence is not inconsistent with Machina's Hypothesis II but is inconsistent…

工具变量非严格外生时序列相关面板模型的估计AI 解读

In recent years, researchers in many disciplines, including economics, accounting, finance, and marketing, have increasingly relied on panel data to model the behavior of individuals and firms. They have done so because panel data allow them to control for temporally persistent unobserved differences among individuals or firms that in many instances may bias estimates obtained from cross-sections.

《工具变量非严格外生且存在序列相关时的面板数据模型估计》评论AI 解读

Thomas MaCurdy, [On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous]: Comment, Journal of Business & Economic Statistics, Vol. 10, No. 1 (Jan., 1992), pp. 17-19

《工具变量非严格外生且存在序列相关时的面板数据模型估计》评论AI 解读

Fumio Hayashi, [On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous]: Comment, Journal of Business & Economic Statistics, Vol. 10, No. 1 (Jan., 1992), pp. 15-17

工具变量并非严格外生时含序列相关的面板模型估计：评论AI 解读

Peter Schmidt, Seung C. Ahn, Donald Wyhowski, [On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous]: Comment, Journal of Business & Economic Statistics, Vol. 10, No. 1 (Jan., 1992), pp. 10-14

对《工具变量非严格外生时含序列相关的面板数据模型估计》的回复AI 解读

Michael P. Keane, David E. Runkle, [On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous]: Reply, Journal of Business & Economic Statistics, Vol. 10, No. 1 (Jan., 1992), pp. 26-29

美国与日本制造业的加价：短期计量分析AI 解读

In this study a production theory model of firms' markup behavior is constructed based on variants of generalized Leontief cost and expenditure functions with adjustment costs and scale economies. Results from empirical implementation of this model for U.S. and Japanese manufacturing from 1960 through 1981 suggest that markups for both countries have increased over time, but their cyclicality varies due primarily to differential investment behavior. In addition, capacity…

英国劳动力市场离散切换非均衡模型的检验AI 解读

Abstract This paper develops a test procedure for serial correlation for discrete switching disequilibrium models which include both an endogenous price adjustment equation and lagged dependent variables. The tests are applied to a model of the UK labour market and the model is respecified in the light of the test results.

连续时间动态需求系统的估计AI 解读

Abstract A continuous‐time dynamic model of consumers' demand, explicitly taking account of the roles of depreciation, interest rates, habits, and stocks, is estimated using recently developed techniques from discrete quarterly UK data on three broad commodity groupings. The results suggest that, whilst being a significant determinant of demand, the actual magnitude of the influence of changes in interest rates may be relatively small in the long run. The cross‐price effects…

正态分布下线性倾向得分匹配效果的刻画AI 解读

Matched sampling is a standard technique for controlling bias in observational studies due to specific covariates. Since Rosenbaum & Rubin (1983), multivariate matching methods based on estimated propensity scores have been used with increasing frequency in medical, educational, and sociological applications. We obtain analytic expressions for the effect of matching using linear propensity score methods with normal distributions. These expressions cover cases where the…

拟合混合效应Logistic模型时混合分布误设的影响AI 解读

Mixed-effects logistic models are often used to analyze binary response data which have been gathered in clusters, or groups. Responses are assumed to follow a logistic model with in clusters, with an intercept which varies across clusters according to a specified probability distribution G. In this paper we examine the performance of mixed-effects logistic regression analysis when a main component of the model, the mixture distribution, is misspecified. We show that, when…

配对数据中的处理效应异质性AI 解读

Data from matched pairs are often analysed under the assumption that treatment effects are homogeneous. We develop tests of this assumption, with Poisson and binomial examples. Mixture models for inference when overdispersion is present are investigated, with stress on matched pairs of counts.

有限总体分布函数估计量的性质AI 解读

Two leading estimators of the finite population distribution function are studied. Their large-sample mean squared errors are compared, under a given model. Neither estimator is universally better; circumstances are identified where the model-based estimator would do poorly, despite employing the correct model.

利用加速寿命模型调整协变量的序贯对数秩检验AI 解读

This paper presents a simple sequential method for comparing two treatments in randomized clinical trials which allows for the adjustment of other covariates with the accelerated life model. The new procedure is the same as the ordinary sequential log rank test except that the test statistic is calculated on an ‘adjusted’ time scale. This covariate adjustment can lead to more efficient designs of group sequential trials especially when the effects of covariates being…

存在混杂因素时的时变加速失效时间模型估计AI 解读

Cox & Oakes (1984, p. 66) introduced the ‘strong version’ of the accelerated failure time model with time-dependent exposures. We provide conditions under which this model could be used to estimate, from observational data, the causal effect of a time-varying exposure or treatment on time to an event of interest in the presence of time-dependent confounding variables. We propose a class of semiparametric tests and estimators for the model parameters. This class contains an…

双重灵活对数样条响应模型的渐近理论AI 解读

Consider a $\mathscr{Y}$-valued response variable having a density function $f(\cdot\mid x)$ that depends on an $\mathscr{X}$-valued input variable $x.$ It is assumed that $\mathscr{X}$ and $\mathscr{Y}$ are compact intervals and that $f(\cdot\mid\cdot)$ is continuous and positive on $\mathscr{X} \times \mathscr{Y}.$ Let $F(\cdot\mid x)$ denote the distribution function of $f(\cdot\mid x)$ and let $Q(\cdot\mid x)$ denote its quantile function. A finite-parameter exponential…

右删失两样本处理效应一般估计量的大样本性质AI 解读

The estimation of the treatment effect in the two-sample problem with right censoring is of interest in survival analysis. In this article we consider both the location shift model and the scale change model. We establish the large-sample properties of a generalized Hodges-Lehmann type estimator. The strong consistency is established under the minimal possible conditions. The asymptotic normality is also obtained without imposing any conditions on the censoring mechanisms.…

处理组与对照组曲线估计的信号提取方法AI 解读

Suppose that the response of a group of subjects, which we call the control group, is monitored over time. At a given time after the start of the experiment, the experimenter intervenes and applies a treatment to a subset of the group. We propose a signal extraction approach to the simultaneous estimation of the treatment and control mean response curves, and their rates of change, imposing a smooth transition constraint between the two curves at the time of intervention. By…

摘要暂缺

增长曲线模型中的协变量选择AI 解读

The growth curve model introduced by Potthoff & Roy (1964) is a generalization of the multivariate analysis of variance model and is often employed to analyze longitudinal data, in which a single characteristic has been measured at p different occasions on each individual. Inferential problems of this model are studied by using analysis of covariance, i.e. partitioning the p measurements into the measurements of q response variables and p-q covariables. Rao (1965, 1966) and…

严重删失数据下处理效应的一般估计量AI 解读

A generalized Hodges-Lehmann type estimator for the treatment effect in the two-sample problem with right censoring, is proposed based on an inverse-quantile-type idea using truncated versions of the Kaplan-Meier estimators over the subspace where they are consistent. Its strong consistency and asymptotic normality can be obtained, under no conditions on the uninformative censorings, and the resulting variance is easily estimable from the data. In simulation studies the…

摘要暂缺

一个实证求职模型的精确似然函数AI 解读

The exact likelihood function for a prototypal job search model is analyzed. The optimality condition implied by the dynamic programming framework is fully imposed. Using the optimality condition allows identification of an offer arrival probability separately from an offer acceptance probability. The estimation problem is nonstandard. The geometry of the likelihood function in finite samples is considered, along with asymptotic properties of the maximum likelihood estimator.

需求法则的经验证据AI 解读

For market demand to satisfy the law of demand, it is sufficient that the mean of all households' income effect matrices is positive definite. The authors show how this mean income effect matrix can be estimated from cross section data under metonymy, an assumption about the distribution of household characteristics. The estimation uses the nonparametric method of average derivatives. When the method is applied to U.K. family expenditure data, the estimated mean income…