Download or read book Estimation of Nonlinear Models with Measurement Error Using Marginal Information written by Yingyao Hu and published by . This book was released on 2003 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation of Nonlinear Models with Measurement Error written by Susanne Maria Schennach and published by . This book was released on 2000 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information written by Yingyao Hu and published by . This book was released on 2005 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semi-parametric MLE that is is shown to be square root n consistent and asymptotically normally distributed. In a simulation experiment we find that the finite sample distribution of the estimator is close to the asymptotic approximation. The semi-parametric MLE is applied to a duration model for AFDC welfare spells with misreported welfare benefits. The marginal distribution of the correctly measured welfare benefits is obtained from an administrative source.

Download or read book Handbook of Econometrics written by and published by Elsevier. This book was released on 2020-11-25 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. Presents a broader and more comprehensive view of this expanding field than any other handbook Emphasizes the connection between econometrics and economics Highlights current topics for which no good summaries exist

Download or read book Nonlinear Models for Repeated Measurement Data written by Marie Davidian and published by Routledge. This book was released on 2017-11-01 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear measurement data arise in a wide variety of biological and biomedical applications, such as longitudinal clinical trials, studies of drug kinetics and growth, and the analysis of assay and laboratory data. Nonlinear Models for Repeated Measurement Data provides the first unified development of methods and models for data of this type, with a detailed treatment of inference for the nonlinear mixed effects and its extensions. A particular strength of the book is the inclusion of several detailed case studies from the areas of population pharmacokinetics and pharmacodynamics, immunoassay and bioassay development and the analysis of growth curves.

Download or read book Modern Econometric Analysis written by Olaf Hübler and published by Springer Science & Business Media. This book was released on 2007-04-29 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

Download or read book Measurement Error in Nonlinear Models written by Sandra Nolte and published by LIT Verlag Münster. This book was released on 2010 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyzes how the choice of a particular disclosure limitation method, namely additive and multiplicative measurement error, affects the quality of the data and limits its usefulness for empirical research. Generally, a disclosure limitation method can be regarded as a data filter that transforms the true data generating process. This book focuses explicitly on the consequences of additive and multiplicative measurement error for the properties of nonlinear econometric estimators. It investigates the extent to which appropriate econometric techniques can yield consistent and unbiased estimates of the true data generating process in the case of disclosure limitation. Sandra Nolte received her PhD in Economics at the University of Konstanz, Germany in 2008 and is a postdoctoral researcher at the Financial Econometric Research Centre at the Warwick Business School, UK since 2009. Her research areas include microeconometrics and financial econometrics.

Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 2006-06-21 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: It's been over a decade since the first edition of Measurement Error in Nonlinear Models splashed onto the scene, and research in the field has certainly not cooled in the interim. In fact, quite the opposite has occurred. As a result, Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition has been revamped and ex

Download or read book Endogeneity and Measurement Error in Nonparametric and Semiparametric Models written by Suyong Song and published by . This book was released on 2010 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: It has long been an area of interest to consider a consistent estimation of nonlinear models with measurement error or endogeneity in the explanatory variables. Contrast to linear parametric models, both topics in nonlinear models are difficult to correct for. As a result, many of studies have addressed only one of them in nonlinear models, although controlling for only one mostly fails to identify economically meaningful structural parameters. Thus, this dissertation presents solutions to simultaneously control for both endogeneity and measurement error in general nonlinear regression models. Chapter one of this dissertation studies the identification and estimation of covariate-conditioned average marginal effects of endogenous regressors in nonseparable models when the regressors are mismeasured. Endogeneity is controlled for by making use of covariates as conditioning instruments; this ensures independence between the endogenous causes and other unobservable drivers of the dependent variable. Moreover, distributions of the underlying true causes from their error-laden measurements are recovered. Specifically, it is shown that two error-laden measurements of the unobserved true causes are sufficient to identify objects of interest and to deliver consistent estimators. Chapter two develops semiparametric estimation of models defined by conditional moment restrictions, where the unknown functions depend on endogenous variables which are contaminated by nonclassical measurement errors. A two-stage estimation procedure is proposed to recover the true conditional density of endogenous variables given conditioning variables masked by measurement errors, and to rectify the difficulty associated with endogeneity of the unknown functions. Chapter three investigates empirical importance of endogeneity and measurement error in economic examples. The proposed methods in chapter one and two are applied to topics of interest, the impact of family income on children's achievement and the estimation of Engel curves, respectively. The first application finds that the effects of family income on both math and reading scores from the proposed estimator are positive and that the magnitudes of the income effects are substantially larger than previously recognized. From the second application, findings indicate that correcting for both endogeneity and measurement error obtains significantly different shapes of Engel curves, compared to the method which ignores measurement error on total expenditure.

Download or read book Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variable written by Jinyong Hahn and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider nonlinear parametric models with an independent variable that is measured with error. The measurement error can be correlated with the true value, i.e., the measurement error is allowed to be nonclassical. We propose a control variable estimator for the parameters of interest. The estimator is consistent even if the latent true value is endogenous. We derive the influence function of the semi-parametric estimator that accounts for the estimation of the control variable in the first stage.

Download or read book Advances in Economics and Econometrics Volume 3 Econometrics written by Daron Acemoglu and published by Cambridge University Press. This book was released on 2013-05-13 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society, held in Shanghai in August 2010. The papers summarize and interpret key developments in economics and econometrics, and they discuss future directions for a wide variety of topics, covering both theory and application. Written by the leading specialists in their fields, these volumes provide a unique, accessible survey of progress on the discipline. The first volume primarily addresses economic theory, with specific focuses on nonstandard markets, contracts, decision theory, communication and organizations, epistemics and calibration, and patents.

Download or read book Consistent Estimation of Linear and Nonlinear Errors in Variables Models with Validation Information written by Lung-Fei Lee and published by . This book was released on 1992 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Oxford Handbook of Panel Data written by Badi Hani Baltagi and published by . This book was released on 2015 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.

Download or read book Nonlinear Estimation written by Gavin J.S. Ross and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Linear Estimation is a handbook for the practical statistician or modeller interested in fitting and interpreting non-linear models with the aid of a computer. A major theme of the book is the use of 'stable parameter systems'; these provide rapid convergence of optimization algorithms, more reliable dispersion matrices and confidence regions for parameters, and easier comparison of rival models. The book provides insights into why some models are difficult to fit, how to combine fits over different data sets, how to improve data collection to reduce prediction variance, and how to program particular models to handle a full range of data sets. The book combines an algebraic, a geometric and a computational approach, and is illustrated with practical examples. A final chapter shows how this approach is implemented in the author's Maximum Likelihood Program, MLP.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2003 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstracts of dissertations available on microfilm or as xerographic reproductions.

Download or read book Handbook of Abductive Cognition written by Lorenzo Magnani and published by Springer Nature. This book was released on 2023-03-31 with total page 1921 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook offers the first comprehensive reference guide to the interdisciplinary field of abductive cognition, providing readers with extensive information on the process of reasoning to hypotheses in humans, animals, and in computational machines. It highlights the role of abduction in both theory practice: in generating and testing hypotheses and explanatory functions for various purposes and as an educational device. It merges logical, cognitive, epistemological and philosophical perspectives with more practical needs relating to the application of abduction across various disciplines and practices, such as in diagnosis, creative reasoning, scientific discovery, diagrammatic and ignorance-based cognition, and adversarial strategies. It also discusses the inferential role of models in hypothetical reasoning, abduction and creativity, including the process of development, implementation and manipulation for different scientific and technological purposes. Written by a group of internationally renowned experts in philosophy, logic, general epistemology, mathematics, cognitive, and computer science, as well as life sciences, engineering, architecture, and economics, the Handbook of Abductive Cognition offers a unique reference guide for readers approaching the process of reasoning to hypotheses from different perspectives and for various theoretical and practical purposes. Numerous diagrams, schemes and other visual representations are included to promote a better understanding of the relevant concepts and to make concepts highly accessible to an audience of scholars and students with different scientific backgrounds.

Download or read book Flexible Simulated Moment Estimation of Nonlinear Errors in Variables Models written by Whitney K. Newey and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear regression with measurement error is important for estimation from microeconomic data. One approach to identification and estimation is a causal model, where the unobserved true variable is predicted by observable variables. This paper is about estimation of such a model using simulated moments and a flexible disturbance distribution. An estimator of the asymptotic variance is given for parametric models. Also, a semiparametric consistency results is given. The value of the estimator is demonstrated in a Monte Carlo study and an application to estimating Engle Curves.