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新的货币供应量指数与灵活 Laurent 需求系统AI 解读

The article begins by surveying the existing results on the new Divisia monetary aggregates. Charts display the differences in behavior between the Divisia aggregates and the Federal Reserve's official simple-sum monetary aggregates. The article then compares system-wide fit for the simple-sum and Divisia monetary aggregates when used as data in the joint estimation of a system of demand equations. The demand system is derived from a new Laurent expansion approximation to…

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.

摘要暂缺

Procedures for making inference about both the mean potential that an infective has for infecting a given susceptible from the same household, and the mean potential he has for infecting a given susceptible from another household are proposed. These estimation procedures provide a check for the assumption that the disease spreads homogeneously through the community, that is the assumption of homogeneous mixing. They also provide a means of checking whether or not the spread…

倾向得分在观察性因果效应研究中的核心作用AI 解读

The propensity score is the conditional probability of assignment to a particular treatment given a vector of observed covariates. Both large and small sample theory show that adjustment for the scalar propensity score is sufficient to remove bias due to all observed covariates. Applications include: (i) matched sampling on the univariate propensity score, which is a generalization of discriminant matching, (ii) multivariate adjustment by subclassification on the propensity…

Likelihood ratio statistics for (i) testing the homogeneity of a collection of multinomial parameters against the alternative which accounts for the restriction that those parameters are starshaped (cf. Shaked, Ann. Statist., 1979), and for (ii) testing the null hypothesis that this parameter vector is starshaped, are considered. For both tests the asymptotic distribution of the test statistic under the null hypothesis is a version of the Chi-bar-square distribution.…

利用经验图传递性指标进行聚类推断AI 解读

A random graph model is introduced for similarities observed between the objects sampled from an unknown cluster structure. We investigate this model and show how some common transitivity indices in empirical graphs can be used for making statistical inferences about cluster structures.

非线性学习模型的估计AI 解读

The article develops the structure and estimates the parameters of a nonlinear learning model applicable to research designs in which students are tested at the beginning and end of a course of study. A student's precourse score is an error-ridden proxy for his precourse aptitude. As a remedy for this problem, the article combines a probit model of test score outcomes, a learning function, and a linear equation relating aptitude to demographic characteristics to deduce the…

基于最大似然的循环配对方差分析AI 解读

A class of two-way random-effects models is presented for analyzing data that arise in a large variety of round robin designs. Examples of such designs can be found in numerous games, tournaments, and social interactions. The proposed models provide information not only about individual differences but also about the mutual contingency of the behaviors of interaction dyads. The statistical inference of the linear effects is discussed and a converging algorithm based on the…

非线性学习模型的估计AI 解读

The article develops the structure and estimates the parameters of a nonlinear learning model applicable to research designs in which students are tested at the beginning and end of a course of study. A student's precourse score is an error-ridden proxy for his precourse aptitude. As a remedy for this problem, the article combines a probit model of test score outcomes, a learning function, and a linear equation relating aptitude to demographic characteristics to deduce the…

基于最大似然的循环配对设计方差分析AI 解读

A class of two-way random-effects models is presented for analyzing data that arise in a large variety of round robin designs. Examples of such designs can be found in numerous games, tournaments, and social interactions. The proposed models provide information not only about individual differences but also about the mutual contingency of the behaviors of interaction dyads. The statistical inference of the linear effects is discussed and a converging algorithm based on the…

分类变动下有序数据回归分析的一则札记AI 解读

The effect of observation variability in the classification of an ordinal response is examined within the framework of the proportional hazards regression model for ordinal data. A model is proposed which incorporates this type of variability and the behaviour of the proportional hazards model when this new model is appropriate is examined. Four data sets are used to illustrate the practical application of the model.

摘要暂缺

美国生育率的联立方程分析：评论AI 解读

Comments on a study by Conger and Campbell which postulated a 6 equation dynamic model including a fertility equation, estimated by 2 stage least squares on the basis of aggregate data for the U.S. The authors present a table with 3 sets of estimates for each of the 6 structural equations specified in the earlier study; 2 stage least squares estimates obtained for 1946-70 and 1946-76 and the estimates obtained by Conger and Campbell are indicated. The authors report that…

摘要暂缺

The permanent income hypothesis with rational expectation is restated, estimated, and tested by an instrumental variables technique on the postwar U.S. aggregate time-series data. The hypothesis is accepted on a consumption series which includes service flows from consumer durables. If the consumption series is the one in the National Income and Product Accounts, the hypothesis is decisively rejected. An explanation is suggested to reconcile the conflicting test results.

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AI 解读

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…

摘要暂缺

非线性完全信息极大似然估计的一致性AI 解读

Examples are given which show that:(i) normality is not Necessary for the consistency of the quasi maximum likelihood estimator in the nonlinear simultaneous equations model (nonlinear FIML) even when there are major departures from linearity; and (ii) the lemma which is used extensively by Amemiya [2] in the theoretical development of the properties of nonlinear FIML under the assumption of normality is, as presently stated, incorrect.

非线性理性预期模型的广义工具变量估计AI 解读

This paper describes a method for estimating and testing nonlinear rational expectations models directly from stochastic Euler equations. The estimation procedure makes sample counterparts to the population orthogonality conditions implied by the economic model close to zero. An attractive feature of this method is that the parameters of the dynamic objective functions of economic agents can be estimated without explicitly solving for the stochastic equilibrium.

基于微观数据的地方学校支出需求函数估计AI 解读

We devise and apply a new method for estimating demand for local public goods from survey data. Individuals' responses to questions about whether they wanted more, less, or the same amount of various local public goods are combined with observations of their incomes, tax rates, and the amounts of actual spending in their home communities. Parameter estimates turn out to be quite similar to those found with studies like Bergstrom and Goodman's study based on total…

有限总体样本的非参数贝叶斯模型AI 解读

Summary Using Ferguson's (1973) non-parametric priors in a Bayesian analysis of finite populations, we show that asymptotically, at least, the usual estimates and confidence intervals for the population mean in simple and stratified random samples can be justified in Bayesian terms. We then apply these models for estimating population percentiles, and a new procedure for interval estimates in stratified sampling is developed.

失业与就业不足造成删失时的劳动供给模型估计AI 解读

This study proposes and implements a method of labour supply estimation which is appropriate when the sample contains unemployed and underemployed workers. The estimation method consists of excluding unemployed and underemployed workers from the sample and then using (to avoid selection bias) an extension of Heckman's approach to the case where two correlated selection rules generate the sample. Hausman's specification test is then used to determine whether ignoring…