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EBookClubs

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Book Semiparametric Estimation and Inference for Censored Regression Models

Download or read book Semiparametric Estimation and Inference for Censored Regression Models written by Lei Pang and published by . This book was released on 2012 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Estimation of Limited dependent Variable Models with Dummy Endogenous Regressors

Download or read book Estimation of Limited dependent Variable Models with Dummy Endogenous Regressors written by Joshua D. Angrist and published by . This book was released on 2000 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied economists have long struggled with the question of how to accommodate binary endogenous regressors in models with binary and non-negative outcomes. I argue here that much of the difficulty with limited-dependent variables comes from a focus on structural parameters, such as index coefficients, instead of causal effects. Once the object of estimation is taken to be the causal effect of treatment, a number of simple strategies is available. These include conventional two-stage least squares, multiplicative models for conditional means, linear approximation of nonlinear causal models, models for distribution effects, and quantile regression with an endogenous binary regressor. The estimation strategies discussed in the paper are illustrated by using multiple births to estimate the effect of childbearing on employment status and hours of work.

Book Statistical Inference in Random Coefficient Regression Models

Download or read book Statistical Inference in Random Coefficient Regression Models written by P.A.V.B. Swamy and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals.

Book Sparse Estimation and Inference for Censored Median Regression

Download or read book Sparse Estimation and Inference for Censored Median Regression written by and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. We study sparse estimation and inference of censored median regression. The new method minimizes an inverse censoring probability weighted least absolute deviation subject to the adaptive LASSO penalty. We show that, with a proper choice of the tuning parameter, the proposed estimator has nice theoretical properties such as root-n consistency and asymptotic normality. The estimator can also identify the underlying sparse model consistently. We propose using a resampling method to estimate the variance of the proposed estimator. Furthermore, the new procedure enjoys great advantages in computation, since its entire solution path can be obtained efficiently. Also, the method can be extended to multivariate survival data, where there is a natural or artificial clustering structure. The performance of our estimator is evaluated by extensive simulations and two real data applications.

Book On Nonparametric Estimation and Inference with Censored Data Bandwidth Selection for Local Polynomial Regression and Subset Selection in Explanatory Regression Analyses

Download or read book On Nonparametric Estimation and Inference with Censored Data Bandwidth Selection for Local Polynomial Regression and Subset Selection in Explanatory Regression Analyses written by Derick Randall Peterson and published by . This book was released on 1998 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Microeconometrics

Download or read book Microeconometrics written by Steven Durlauf and published by Springer. This book was released on 2016-06-07 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

Book Bias corrected Quantile Regression Estimation of Censored Regression Models

Download or read book Bias corrected Quantile Regression Estimation of Censored Regression Models written by Pavel Čížek and published by . This book was released on 2014 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Inverse Regression Estimation for Censored Data

Download or read book Inverse Regression Estimation for Censored Data written by Nivedita Vikas Nadkarni and published by . This book was released on 2007 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The General Linear Model for Censored Data

Download or read book The General Linear Model for Censored Data written by Yonggang Zhao and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: In survival analysis, a linear model often provides an adequate approximation to the survival times and covariates after a suitable transformation. This dissertation is devoted to a systematic investigation of semiparametric regression methods for estimating the regression parameter in the context of linear regression without specifying the error distribution, where the response is right-censored. The method uses the random-sieve likelihood, which combines the benefits of semiparametric likelihood with estimating equations and constraints. A method of estimating the parameters is developed and inferential procedures based on the asymptotic distributions of the estimated regression parameters and of the profile likelihood ratios are derived. The small sample operating characteristics of the proposed method are examined via simulations and illustrated on a data set from a study of ganglioside of primary brain tumors and a data set from bone marrow transplant study. This dissertation proposes an estimation method as well as an inference procedure, for a general linear model, allowing for right-censoring and an unspecified error distribution. The proposed methodology yields an easily interpreted regression estimate, and is especially useful when the proportionality assumption doesn't hold for Cox regression models. However, how to determine the best transformation of the response or how to select the best model from the class studied are left for future work.

Book Two step Quantile Estimation of the Censored Regression Model

Download or read book Two step Quantile Estimation of the Censored Regression Model written by James Powell and published by . This book was released on 1986 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book An Empirical Investigation of the Performance of Two Estimators of Heteroskedastic Limited Dependent Variable Models

Download or read book An Empirical Investigation of the Performance of Two Estimators of Heteroskedastic Limited Dependent Variable Models written by Jiann Chyun Hao and published by . This book was released on 1992 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Estimation of Censored Regression Models Using Aggregated Data

Download or read book Estimation of Censored Regression Models Using Aggregated Data written by Kazumitsu Nawata and published by . This book was released on 1989 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: