Hierarchical Logistic Regression Models for Imputation of Unresolved Enumeration Status in Undercount Estimation
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In the process of collecting Post-Enumeration Survey (PES) data to evaluate census coverage, it is inevitable that there will be some individuals whose enumeration status (outcome in the census-PES match) remains unresolved even after extensive field follow-up operations. Earlier work developed a logistic regression framework for imputing the probability that unresolved individuals were enumerated in the census, so that the probability of having been enumerated is allowed to depend on covariates. The covariates may include demographic characteristics, geographic information, and census codes that summarize information on the characteristics of the match (e.g., the before-follow-up match code assigned by clerks to describe the type of match between PES and census records). In the production of 1990 undercount estimates, the basic logistic regression model was expanded into a mixed hierarchical model to allow for the presence of group-specific effects, where groups are characterized by common before-follow-up match code. Parameter estimates for individual match-code groups thus “borrow strength” across groups by making use of observed relationships between group-specific parameter estimates in the various groups and the characteristics of the groups. This allows predictions to be made for groups for which there are few or no resolved cases to which to fit the model. The model was fitted by an approximate expectation-conditional-maximization (ECM) algorithm, using a large-sample approximation to the posterior distributions of group parameters. Uncertainty in estimation of model parameters was evaluated using a resampling procedure and became part of the evaluation of total error in PES estimates of population. Results from fitting the model in the 1990 Census and PES are described.
结合控制函数的准贝叶斯估计与推断
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve estimators to estimate the control function nonparametrically, followed by Bayesian methods to estimate the structural parameters. This combination leverages the advantages of both frequentist tractability for nonparametric estimation and…
使用控制函数的准贝叶斯估计与推断
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve estimators to estimate the control function nonparametrically, followed by Bayesian methods to estimate the structural parameters. This combination leverages the advantages of both frequentist tractability for nonparametric estimation and…
有限样本下动态离散博弈的同质性检验
The literature on dynamic discrete games often assumes that the conditional choice probabilities and the state transition probabilities are homogeneous across markets and over time. We refer to this as the “homogeneity assumption” in dynamic discrete games. This assumption enables empirical studies to estimate the game's structural parameters by pooling data from multiple markets and from many time periods. In this paper, we propose a hypothesis test to evaluate whether the…
利用双重边缘化子抽样进行海量数据微观计量模型的贝叶斯推断
Bayesian inference with a large dataset is computationally intensive, as Markov chain Monte Carlo simulation requires a complete scan of the dataset for each proposed parameter update. To reduce the number of data points evaluated at each iteration of posterior simulation, we develop a double marginalized subsampling method, which is applicable to a wide array of microeconometric models including Tobit, Probit, regressions with non-Gaussian errors, heteroscedasticity and…
Under i.i.d. sampling, the maximum score estimator of Manski (1975) converges at the cube-root rate to a non-Gaussian limit. We show that, under multiway dependence and low-level conditions, it is asymptotically normal at a parametric rate in the smallest number of clusters and, when the cluster-level variance is non-degenerate, as fast as regular estimators such as probit. The result rests on a general theory for non-smooth M-estimators, under which a modified bootstrap is…
大规模需求估计的贝叶斯机器学习方法
This work studies how Bayesian machine learning methods can be used for large-scale demand estimation with many product categories. I compare two model classes, a latent factorization model and a mixed logit model and two Bayesian estimation approaches, Markov Chain Monte Carlo (MCMC) and Variational Inference (VI). The analysis combines a simulation study with an application to supermarket scanner data. The results show that the latent factorization model benefits from…