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Johnson 分布曲线参数的分位数估计AI 解读

Easy quantile estimators are given for the parameters of Johnson curves. The estimators are at least as good as moment estimators.

简单线性模型百分位数曲线的紧置信带与容忍带AI 解读

This article develops sharp confidence bands for percentiles of regression functions over finite intervals. Attention is focused on one-sided (upper) bands for these percentiles, but a simple extension allows construction of two-sided bands. These upper bands are useful for tolerance bands, since a 100-γ percent confidence band for the 100/βth percentile is also a γ coefficient β-tolerance band.

基于伽马分布的不同收入不平等指标性质分析AI 解读

The Gini, Theil entropy, and Pietra measures of inequality associated with the gamma distribution function are expressed in terms of the parameters defining the gamma distribution. Method of moments (MME) and maximum likelihood estimators (MLE) of these measures are obtained along with expressions for the asymptotic standard errors of the MLE measures. A table is presented that facilitates the calculation of MLE of inequality measures and the associated asymptotic standard…

利用复杂抽样设计的数据区分分布AI 解读

This article presents the statistical methodology for estimating stratum cumulative distribution functions (cdf's) when the sample is drawn according to a complex design. Justification for the use of this methodology is offered, and examples are presented to demonstrate the expanded inference possible when estimated cdf's are used in addition to stratum means. The methods are applied to data from a survey of the patterns of care in radiation therapy facilities in the United…

恰好识别情形下 LIML 与 2SLS 结构系数分布函数的说明AI 解读

Many alternative techniques of estimating coefficients appearing in the structural representation of econometric models have been developed. The techniques of two-stage least squares (2SLS) and limited information maximum likelihood (LIML) yield identical estimates in the exactly identified case. The derivations of the density functions of these estimators for overidentified structural equations do not formally include the exactly identified case. In this note we demonstrate…

含潜变量的结构 Probit 模型AI 解读

A model with dichotomous indicators of latent variables is developed. The latent variables are related to each other and to a set of exogenous variables in a system of structural relations. Identification and maximum likelihood estimation of the model are treated. A sociological application is presented in which a theoretical construct (an attitude) is related to a set of background variables. The construct is not measured directly, but is indicated by the answers to a pair…

恰好识别情形下 LIML 与 2SLS 结构系数分布函数札记AI 解读

Many alternative techniques of estimating coefficients appearing in the structural representation of econometric models have been developed. The techniques of two-stage least squares (2SLS) and limited information maximum likelihood (LIML) yield identical estimates in the exactly identified case. The derivations of the density functions of these estimators for overidentified structural equations do not formally include the exactly identified case. In this note we demonstrate…

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天气干预试验的若干分析方法AI 解读

Using generalized densities, maximum likelihood and ancillarity, methods are developed for the analysis of randomized weather modification experiments that incorporate predictor variables. The linear logistic form is used to model the distributional singularity at the origin, while a gamma model with predictors is developed for the component conditional on the presence of precipitation. Connexions between the component submodels are explored and illustrated using an…

非参数贝叶斯区间估计AI 解读

Bayesian confidence bands for a distribution function are converted into confidence intervals for specified population quantilea and also for the mean. Bayesian tolerance limits are similarly constructed.

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统计理论中的条件独立AI 解读

Summary Some simple heuristic properties of conditional independence are shown to form a conceptual framework for much of the theory of statistical inference. This framework is illustrated by an examination of the rôle of conditional independence in several diverse areas of the field of statistics. Topics covered include sufficiency and ancillarity, parameter identification, causal inference, prediction sufficiency, data selection mechanisms, invariant statistical models and…

有限总体中的复合估计AI 解读

It is common practice in large recurring surveys to employ rotation sampling schemes. Composite estimators are often used in association with rotation schemes to reduce the variability of the survey estimators. In this article, expressions for the variances of certain composite estimators are derived. It is demonstrated how the variance expressions may be used in planning panel surveys and in certain time series analyses. This work is illustrated by the Census Bureau's…

城市轨道交通需求AI 解读

Work-trip demand is studied for Philadelphia's prototypical Linden-wold High Speed Line. A novel variation of the logit function is found to provide overall the best explanation of observed demand patterns. Significant explanatory variables are discussed, with special attention devoted to price and time variables. Relevant econometric issues, including nonnested equation choice, are explored and results reported.

百分位曲线的同时估计及其薪资数据应用AI 解读

A nonparametric iterative method is proposed for the simultaneous estimation of percentile curves. The method provides good descriptive statistics for salary data for which the assumptions of normality and equal variance are usually not valid. The method, a modified counting procedure based on minimum chi-squared estimation, is related to ordinary least squares through grafted polynomials and works even for nonlinear percentile curves.

百分位曲线的同时估计及其薪资数据应用AI 解读

A nonparametric iterative method is proposed for the simultaneous estimation of percentile curves. The method provides good descriptive statistics for salary data for which the assumptions of normality and equal variance are usually not valid. The method, a modified counting procedure based on minimum chi-squared estimation, is related to ordinary least squares through grafted polynomials and works even for nonlinear percentile curves.

城市轨道交通需求AI 解读

Work-trip demand is studied for Philadelphia's prototypical Linden-wold High Speed Line. A novel variation of the logit function is found to provide overall the best explanation of observed demand patterns. Significant explanatory variables are discussed, with special attention devoted to price and time variables. Relevant econometric issues, including nonnested equation choice, are explored and results reported.

完全价格聚合与实证需求分析AI 解读

THIS PAPER CONSIDERS how certain theoretical results on consistent commodity aggregation can be applied to the problem of the estimation of a complete system of demand equations. The method proposed here builds upon the classic results of Gorman [16], particularly the case he calls perfect price aggregation. These results are well known in the literature on two-stage budgeting but have not been widely applied to problems of empirical demand analysis. This relative neglect of…

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含受限（删失）因变量的二元选择模型：识别与估计AI 解读

A class of statistical models which generate simultaneous equation models with both discrete and continuous endogenous variables is introduced. This class of models can also be regarded as a new class of switching simultaneous equation models which are of general interest. Identification and estimation problems are investigated. Several simple consistent two stage methods are proposed. The consistency of those estimators is proved. Two step maximum likelihood procedures are…

(NOTE: Each chapter concludes with Problems and Complements, Notes, and References.) 1. Statistical Models, Goals, and Performance Criteria. Data, Models, Parameters, and Statistics. Bayesian Models. The Decision Theoretic Framework. Prediction. Sufficiency. Exponential Families. 2. Methods of Estimation. Basic Heuristics of Estimation. Minimum Contrast Estimates and Estimating Equations. Maximum Likelihood in Multiparameter Exponential Families. Algorithmic Issues. 3.…

单峰密度下由分组数据界定矩、基尼指数与洛伦兹曲线AI 解读

In this article we first show how to extend the method for bounding ∫ h(x)f(x)dx from data grouped in intervals in which h(x) is convex and f(x) is decreasing to the case in which f(x) is unimodal. We then show that the unimodal density functions that bound ∫ h(x)f(x)dx for any convex function h(x) also bound the Gini index and the Lorenz curve.