Download or read book Identification and Estimation of Single Index Models with Measurement Error and Endogeneity written by Yingyao Hu and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Identification and Estimation of Nonseparable Single index Models in Panel Data with Correlated Random Effects written by Pavel Čížek and published by . This book was released on 2013 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of Single Index Models written by Hidehiko Ichimura and published by . This book was released on 1987 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Another Look at Single Index Models Based on Series Estimation written by Chaohua Dong and published by . This book was released on 2016 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, a semiparametric single-index model is investigated. The link function is allowed to be unbounded and has unbounded support that answers a pending issue in the literature. Meanwhile, the link function is treated as a point in an infinitely many dimensional function space which enables us to derive the estimates for the index parameter and the link function simultaneously. This approach is different from the profile method commonly used in the literature. The estimator is derived from an optimization with the constraint of identification condition for index parameter, which is a natural way but ignored in the literature.
Download or read book On Endogeneity and Shape Invariance in Extended Partially Linear Single Index Models written by Jiti Gao and published by . This book was released on 2018 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, the important (but so far unrevealed) usefulness of the extended generalized partially linear single-index (EGPLSI) model introduced by Xia et al. (1999) in its ability to model a flexible shape-invariant specification is elaborated. More importantly, a control function approach is proposed to address the potential endogeneity problems in the EGPLSI model in order to enhance its applicability to empirical studies. In the process, it is shown that the attractive asymptotic features of the single-index type of a semiparametric model are still valid in our proposed estimation procedure given intrinsic generated covariates. Our newly developed method is then applied to address the endogeneity of expenditure in the semiparametric analysis of a system of empirical Engel curves by using the British data, highlights the convenient applicability of our proposed method.
Download or read book The Oxford Handbook of Leadership and Organizations written by David Day and published by Oxford University Press. This book was released on 2014-05-20 with total page 913 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the leadership field continues to evolve, there are many reasons to be optimistic about the various theoretical and empirical contributions in better understanding leadership from a scholarly and scientific perspective. The Oxford Handbook of Leadership and Organizations brings together a collection of comprehensive, state-of-the-science reviews and perspectives on the most pressing historical and contemporary leadership issues - with a particular focus on theory and research - and looks to the future of the field. It provides a broad picture of the leadership field as well as detailed reviews and perspectives within the respective areas. Each chapter, authored by leading international authorities in the various leadership sub-disciplines, explores the history and background of leadership in organizations, examines important research issues in leadership from both quantitative and qualitative perspectives, and forges new directions in leadership research, practice, and education.
Download or read book Econometric Models For Industrial Organization written by Matthew Shum and published by World Scientific. This book was released on 2016-12-14 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
Download or read book Encyclopedia of Health Economics written by and published by Newnes. This book was released on 2014-02-21 with total page 1663 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Encyclopedia of Health Economics offers students, researchers and policymakers objective and detailed empirical analysis and clear reviews of current theories and polices. It helps practitioners such as health care managers and planners by providing accessible overviews into the broad field of health economics, including the economics of designing health service finance and delivery and the economics of public and population health. This encyclopedia provides an organized overview of this diverse field, providing one trusted source for up-to-date research and analysis of this highly charged and fast-moving subject area. Features research-driven articles that are objective, better-crafted, and more detailed than is currently available in journals and handbooks Combines insights and scholarship across the breadth of health economics, where theory and empirical work increasingly come from non-economists Provides overviews of key policies, theories and programs in easy-to-understand language
Download or read book Series Estimation for Single Index Models Under Constraints written by Chaohua Dong and published by . This book was released on 2018 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, a semiparametric single-index model is investigated. The link function is allowed to be unbounded and has unbounded support that answers a pending issue in the literature. Meanwhile, the link function is treated as a point in an infinitely many dimensional function space which enables us to derive the estimates for the index parameter and the link function simultaneously. This approach is different from the profile method commonly used in the literature. The estimator is derived from an optimization with the constraint of an identification condition for the index parameter, which addresses an important problem in the literature of single-index models.In addition, making the best use of a property of Hermite orthogonal polynomials, an explicit estimator for the index parameter is obtained. Asymptotic properties for the two estimators of the index parameter are established. Their efficiency is discussed in some special cases as well. The finite sample properties of the two estimators are demonstrated through an extensive Monte Carlo study and an empirical example.
Download or read book Econometric Analysis of Cross Section and Panel Data second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Download or read book Generalized Single index Models written by Xia Cui and published by . This book was released on 2009 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the model index coefficients beta is one of the most important objectives in the statistical analysis. However, the commonly used assumption on the index coefficients, beta = 1, represents a non-regular problem: the true index is on the boundary of the unit ball. In this paper we introduce the EFM ap- proach, a method of estimating functions, to study the generalized single-index model. The procedure is to first relax the equality constraint to one with (d - 1) components of beta lying in an open unit ball, and then to construct the associated (d - 1) estimating functions by projecting the score function to the linear space spanned by the residuals with the unknown link being estimated by kernel estimating functions. The root-n consistency and asymptotic normality for the estimator obtained from solving the re- sulting estimating equations is achieved, and a Wilk's type theorem for testing the index is demonstrated. A noticeable result we obtain is that our estimator for beta has smaller or equal limiting variance than the estimator of Carroll et al. (1997). A fixed point iterative scheme for computing this estimator is proposed. This algorithm only involves one-dimensional nonparametric smoothers, thereby avoiding the data sparsity problem caused by high model dimensionality. Numerical studies based on simulation and on applications suggest that this new estimating system is quite powerful and easy to implement. -- Generalized single-index model ; index coefficients ; estimating equations ; asymptotic properties ; iteration
Download or read book Estimation for Single index and Partially Linear Single index Nonstationary Time Series Models written by Chaohua Dong and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Regularized Estimation for Nonlinear Index Models and Nonlinear Additive Models written by and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In data analysis with a large number of variables, it often needs to identify the important variables and build a predictive model with them. To select the informative variables, regularizing the regression coefficients can often be adopted. To capture the possible nonlinear structures hidden in the data, some flexible link functions can be used. This thesis focuses on developing new methodologies and the corresponding computation algorithms for single index logistic models, single index Cox models, and additive index linear models with flexible link functions when regularization exists, and this thesis also makes use of the regularization in nonparametric additive Cox models. In our proposed methods, the unknown link functions are estimated using natural cubic smoothing splines and an L1-norm penalty is applied to yield a desired sparsity in the estimated index parameters for variable selection. We use a novel constraint to make the models identifiable. This constraint is different from commonly used constraints in other available single index models, which may not be proper for regularized estimation. We propose a data-dependent approach to estimate the tuning parameters in the smoothing splines, which allows us to calibrate only one tuning parameter in practice. Simulation studies demonstrate that our proposed methods have performance comparable to that of the Lasso-based linear regression methods when the true models are linear and have a clear advantage when the true models are nonlinear. We apply our proposed single index regularized logistic (SirLogit) regression method to the American Cancer Society younger breast cancer survivor data and our proposed single index regularized Cox (SirCox) regression method to a TCGA ovarian cancer dataset. The findings of our analysis are intuitively appealing.
Download or read book GMM Estimation of Empirical Growth Models written by Stephen Bond and published by . This book was released on 2001 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advanced Methods for Modeling Markets written by Peter S. H. Leeflang and published by Springer. This book was released on 2017-08-29 with total page 725 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents advanced techniques to modeling markets, with a wide spectrum of topics, including advanced individual demand models, time series analysis, state space models, spatial models, structural models, mediation, models that specify competition and diffusion models. It is intended as a follow-on and companion to Modeling Markets (2015), in which the authors presented the basics of modeling markets along the classical steps of the model building process: specification, data collection, estimation, validation and implementation. This volume builds on the concepts presented in Modeling Markets with an emphasis on advanced methods that are used to specify, estimate and validate marketing models, including structural equation models, partial least squares, mixture models, and hidden Markov models, as well as generalized methods of moments, Bayesian analysis, non/semi-parametric estimation and endogeneity issues. Specific attention is given to big data. The market environment is changing rapidly and constantly. Models that provide information about the sensitivity of market behavior to marketing activities such as advertising, pricing, promotions and distribution are now routinely used by managers for the identification of changes in marketing programs that can improve brand performance. In today’s environment of information overload, the challenge is to make sense of the data that is being provided globally, in real time, from thousands of sources. Although marketing models are now widely accepted, the quality of the marketing decisions is critically dependent upon the quality of the models on which those decisions are based. This volume provides an authoritative and comprehensive review, with each chapter including: · an introduction to the method/methodology · a numerical example/application in marketing · references to other marketing applications · suggestions about software. Featuring contributions from top authors in the field, this volume will explore current and future aspects of modeling markets, providing relevant and timely research and techniques to scientists, researchers, students, academics and practitioners in marketing, management and economics.
Download or read book Handbook of Aging and the Social Sciences written by Linda George and published by Academic Press. This book was released on 2010-11-26 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Aging and the Social Sciences, Seventh Edition, provides extensive reviews and critical evaluations of research on the social aspects of aging. It also makes available major references and identifies high-priority topics for future research. The book is organized into four parts. Part 1 reviews developments in the field of age and the life course (ALC) studies and presents guidelines on conducting cohort analysis. Part 2 covers the demographic aspects of aging; longevity trends; disability and aging; and stratification and inequality research. Part 3 includes chapters that examine socioeconomic position and racial/ethnic disparities in health at older ages; the role of social factors in the distribution, antecedents, and consequences of depression; and aspects of private wealth transfers and the changing nature of family gift-giving. Part 4 deals with pension reform in Europe; the political activities of older Americans; the future of retirement security; and gender differences in old age. The Handbook is intended for researchers, professional practitioners, and students in the field of aging. It can also serve as a basic reference tool for scholars, professionals, and others who are not presently engaged in research and practice directly focused on aging and the aged. Contains all the main areas of social science gerontological research in one volume Begins with a section on theory and methods Edited by one of the fathers of gerontology (Binstock) and contributors represent top scholars in gerontology
Download or read book Identification and Efficient Estimation in Disaggregated Models with Special Covariance Structure written by Jeffrey K. Speakes and published by . This book was released on 1978 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:
