Analysis of Longitudinal Binary Data from Multiphase Sampling
多阶段抽样纵向二元数据分析AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要明确处理同一个体两个时点的二元疾病状态及纵向发生率估计。
反馈分类问题多阶段抽样纵向二元数据分析AI 解读 ↓
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Summary The efficient use of surrogate or auxiliary information has been investigated within both model-based and design-based approaches to data analysis, particularly in the context of missing data. Here we consider the use of such data in epidemiological studies of disease incidence in which surrogate measures of disease status are available for all subjects at two time points, but definitive diagnoses are available only in stratified subsamples. We briefly review methods for the analysis of two-phase studies of disease prevalence at a single time point, and we discuss the extension of four of these methods to the analysis of incidence studies. Their performance is compared with special reference to a study of the incidence of senile dementia.
I study randomization inference for dynamic causal effects in panels with many units and few periods when treatment is endogenous and an instrument is as good as randomly assigned only through the innovations of a first-order autoregressive assignment mechanism with unknown persistence. The persistence is a nuisance parameter in two senses: it determines which weighted average of heterogeneous causal effects the instrumented local projection estimand measures, and it governs…
动态面板多项Logit模型
This paper provides moment conditions for dynamic multinomial logit panel data models with individual specific fixed effects. The moment conditions do not depend on the fixed effects and thus form the basis for generalized method of moments estimation. For a leading case, we provide sufficient conditions under which the moment conditions identify the common parameters, and we illustrate their use in an empirical application to household soft drink purchases. The construction…
伪面板事件研究:可信应用的计量经济学基础
Event studies with panel data are widely used to estimate treatment effects. With repeated cross-sections, future treatment dates are unobserved for untreated individuals. Pseudo-panel event studies impute pre-treatment outcomes of the treated using matched untreated individuals. This paper establishes identification in such designs and characterizes bias when identification conditions fail. I show that the pseudo-panel regression is equivalent to weighted least squares with…
面板数据分位数回归的GMM方法
This paper develops a smoothed generalized method of moments (GMM) framework for panel quantile models with individual-specific fixed-effects and endogenous regressors. By smoothing the indicator in the quantile moment conditions and profiling out the individual effects through smoothed individual quantile restrictions, the proposed estimator can be implemented using standard GMM algorithms. We establish consistency, asymptotic normality, and feasible inference under weak…
面板信息矩阵检验
The Information Matrix (IM) test is a natural specification check for likelihood-based models, yet cross-sectional implementations are often badly sized, confound neglected heterogeneity with distributional misspecification, and require third derivatives. We develop the panel information matrix (PIM) test for models with fixed effects. Explicit fixed effects isolate functional-form misspecification from time-invariant unobserved heterogeneity. Although the profile maximum…
短时间维度异质性面板中的平均效应估计
The commonly used two-way fixed effects estimator is biased under correlated heterogeneity and can lead to misleading inference. The mean group estimator proposed by \cite{PesaranSmith1995} is robust to correlated heterogeneity but requires the individual estimators to have second-order moments that could fail if the number of estimated coefficients ($k$) is close to the time dimension ($T$) of the panel. This paper focuses on panels where $T-k$ is mall (including $T=k$),…