Statistical Models for Longitudinal Studies of Health.
健康纵向研究的统计模型AI 解读 ↓
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Introduction to statistical models for longitudinal observation, James Dwyer and Manning Feinleib Considerations in the design of longitudinal surveys of health, Lester Curtin and Manning Feinleib: PART I: MODELS FOR CONTINUOUS VARIABLES: Linear differential equation models for longitudinal data: Application: blood pressure and relative weight, James Dwyer Unconditional linear models for longitudinal data: Application: lead exposure and cognitive development in infants, Christine Waternaux, Nan Laird and James Ware Conditional linear models for longitudinal data: Application: cigarette smoking and respiratory function in adolescents, Bernard Rosner and Alvara Munoz Linear structural equation modelling with non-normal continuous variables: Application: relations among social support, drug use and health in young adults, Peter Bentler and Michael Newcomb: PART II MODELS FOR CATEGORICAL DATA: Use of the logistic and related models in longitudinal studies of chronic disease risk: Application: coronary heart disease mortality in Framingham, Norman Breslow Generalized linear models for longitudinal data: Application: xeropthalmia in Indonesia, Lawrence Moulton Some aspects of weighted least-squares analysis for longitudinal categorical data: Application: clinical trial of treatment for skin disorder, Garry Koch, Julio Singer and Maura Stokes: PART III: SPECIAL PROBLEMS IN THE MODELLING OF LONGITUDINAL OBSERVATIONS: Non-random attrition in the Framingham Heart Study: Application: age trends in blood pressure, Manning Feinleib and Joan Pinsky.
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 $T=k$),…
近分离二元数据中惩罚GEE的有限样本方差估计
Penalized generalized estimating equations (PGEE) stabilize point estimation for longitudinal binary data under near-separation, but inference still depends on how the sandwich variance is corrected. Existing corrections for PGEE can overadjust in high-leverage directions, require restrictive pooling assumptions, or add global regularization without explaining the bias. We establish first-order asymptotics for PGEE along convergent interior-root sequences and derive a matrix…