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澳大利亚钢铁业的能源替代、可分性与技术进步AI 解读

The effects of the “energy crisis” on the Australian iron and Steel industry are analyzed by using a flexible functional form, the transcendental logarithmic (translog) function, which represents a second-order approximation of any twice differentiable function. The robustness of the translog is analyzed with special attention paid to factor aggregation and separability conditions as they relate to the specification of the functions. The estimation results suggest that…

相关 Probit 回归模型的似然推断AI 解读

Equicorrelated binary observations are modelled using a multivariate probit regression model. Log likelihood derivatives are reduced to simple linear combinations of equicorrelated multivariate normal probabilities, which are approximated using the method of Mendell & Elston (1974). A data set with overdispersion illustrates the use of this model.

随机实验中非线性回归遗漏协变量导致的处理效应估计偏差AI 解读

Certain important nonlinear regression models lead to biased estimates of treatment effect, even in randomized experiments, if needed covariates are omitted. The asymptotic bias is determined both for estimates based on the method of moments and for maximum likelihood estimates. The asymptotic bias from omitting covariates is shown to be zero if the regression of the response variable on treatment and covariates is linear or exponential, and, in regular cases, this is a…

通过逐项逻辑回归计算多类别逻辑回归参数AI 解读

The use of individualized logistic regression, in which a series of separate simple logistic regression analyses are performed as a replacement for polychotomous logistic regression, is studied. The asymptotic relative efficiencies of the individual parameter estimates are observed to be generally high, as are the efficiencies of predicted probability estimates and, to a somewhat lesser extent, joint tests of parameters from different regressions.

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二元回归模型中的变量测量误差AI 解读

We consider binary regression models when some of the predictors are measured with error. For normal measurement errors, structural maximum likelihood estimates are considered. We show that if the measurement error is large, the usual estimate of the probability of the event in question can be substantially in error, especially for high risk groups. In the situation of large measurement error, we investigate a conditional maximum likelihood estimator and its properties.

存在自相关时实验的最优随机化AI 解读

SUMMARY For a linear or spatial ordering of the experimental units, systematic methods of applying the treatments to the experimental units minimize the variance of linear contrasts of treatment means. In the linear ordering the optimal randomization scheme for the application of k treatments is to apply a treatment to every kth experimental unit, the equivalent of systematic sampling in the sampling literature. In the spatial ordering the optimal randomization schemes are…

Logistic回归模型中最大似然估计的存在性AI 解读

The problems of existence, uniqueness and location of maximum likelihood estimates in log linear models have received special attention in the literature (Haberman, 1974, Chapter 2; Wedderburn, 1976; Silvapulle, 1981). For multinomial logistic regression models, we prove existence theorems by considering the possible patterns of data points, which fall into three mutually exclusive and exhaustive categories: complete separation, quasicomplete separation and overlap. Our…

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回归与位移效应的再随机化推断：计算可行的方法AI 解读

An idea due to Quade (1973) is used to develop a method that reduces the computational load for rerandomization inferences in certain situations, and, for experiments carried out with a sufficiently small reference set of randomizations, makes computations entirely feasible. Consider an experimental design for N units for which an experimental plan E is to be chosen randomly from a set of K plans. Plan E will assign treatment dosage dE,u to unit u with postulated additive…

纵向研究中变化率的经验贝叶斯估计AI 解读

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.

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无需预先知道函数形式也能一致估计弹性AI 解读

We consider an open question in applied price theory: Without a priori knowledge of a firm's cost function or a consumer's indirect utility function, is it possible to estimate price and substitution elasticities consistently by observing a demand system? As the work of White [30], Guilkey, Lovell, and Sickles [19], and others has shown, ordinary flexible functional forms such as the translog cannot achieve this objective. We find that if one is prepared to assume that…

分布不连续与缺失个体：最低工资与失业青年AI 解读

The effects of minimum wage legislation on the employment and wage rates of youth are estimated using a new statistical approach.We find that without the minimum, not only would the percent of out-of-school youth who are employed be 4 to 6 percent higher than it is, but also that these youth would earn more.In particular, the expected hourly earnings of youth with market wage rates below the 1978 minimum are 10 percent lower with the minimum than they would be without…

保留工资的计量经济学分析AI 解读

This paper describes an analysis of survey data on unemployed people who reported their asking wage and the wage they expected to earn. We show that if agents' behavior is described by the standard optimal job search model, one can use these data to deduce structural parameters rather than estimate them, and we report our deductions from two surveys^1 of British unemployed people.

利用短期面板数据估计动态随机效应模型AI 解读

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

基于洛伦兹曲线与收入份额的分布无关统计推断AI 解读

The paper considers the problem of statistical inference with estimated Lorenz curves and income shares. The full variance-covariance structure of the (asymptotic) normal distribution of a vector of Lorenz curve ordinates is derived and shown to depend only on conditional first and second moments that can be estimated consistently without prior specification of the population density underlying the sample data. Lorenz curves and income shares can thus be used as tools for…

二元数据分析程序的预测效度比较AI 解读

Some approaches for analyzing binary data are briefly described and compared. The results of two empirical investigations in the context of assessing consumer preferences and a simulation study yield some interesting findings. The article concludes with some directions for future research in this area.

美国复合食品需求系统的估计AI 解读

This study develops statistical procedures for computing the parameters of a complete demand system. A constrained maximum likelihood method has been applied, and parametric restrictions derived from classical demand theory are introduced by a substitution approach. The procedures are then applied to U.S. data for estimating a composite food demand system covering 12 food categories and one nonfood sector.

有理分布滞后结构模型中的滞后设定AI 解读

This article presents methods for the preliminary specification of distributed lags in structural models in the absence of sufficient a priori information. It is argued that an instrumental-variables procedure produces good results as long as the goodness of fit in the instrument equations is satisfactory. When this is not the case, simple OLS specification is preferable to more complex instrumental-variables methods, even though it may produce some spurious parameters. The…

考虑二分子组选择的 P 值调整AI 解读

Using a probability inequality, we show that if U = ([Udot], Ü), [Udot] = (U 1, …, U k), Ü = (U k + 1, …, U 2k ) has a multivariate normal distribution with mean vector zero and covariance matrices cov([Udot], [Udot]) = cov(Ü, Ü) = R, cov([Udot], Ü) = e'e – R, where R is a k × k correlation matrix and e = (1, …, 1), then P{|U 1| < c, …, |U 2k | < c} is minimized by setting all correlations in R equal to ½. This result is used to adjust the apparent significance of a…

工人工会身份的决定机制AI 解读

A model of the determination of the union status of workers is developed that incorporates the separate decisions of workers and potential union employers in a framework which recognizes the possibility of an excess supply of workers for existing union jobs.This theoretical framework results in an empirical problem of partial observability because information on union status is not sufficient to determine whether nonunion workers are nonunion because they do not desire union…

受限随机化设计下的显著性检验AI 解读

Experimental subjects are assigned to one of two treatments sequentially by restricted randomization assignment rules. Significance tests generated from these rules are discussed. Under rather mild conditions on the test scores the asymptotic null permutational distribution of tests based on the urn design (Wei, 1977, 1978a) is shown to be normal.

非正态线性模型中对数似然二次近似的评估AI 解读

A general and simple technique for finding a bound for the error in the quadratic approximation to the log likelihood function is proposed. This bound allows a likelihood interpretation for confidence regions constructed from the quadratic approximation. Applications are illustrated using logit and log linear models.