间隔审查回归与固定的效果
1Department of Economics, The University of Texas at Austin, Austin, Texas.
概括
本研究引入了使用间隔审查数据估计固定效应模型的新方法. 建议的估计器可以直接评估因果关系,即使确切的依赖变量没有被观察到.
科学领域:
- 计量经济学 计量经济学
- 统计建模 统计建模
背景情况:
- 许多现实世界数据集包含间隔审查的依赖变量,其中只有变量的范围是已知的.
- 在这种情况下,现有的方法可能难以识别和估计,特别是在固定效应的情况下.
研究的目的:
- 开发和评估用于识别和估计具有间隔审查依赖变量的固定效应模型的方法.
- 解决参数 (逻辑错误) 和半参数 (未指定的错误分布) 模型.
- 调查因果效应的直接估计.
主要方法:
- 为参数逻辑固定效应模型提出了一个条件逻辑类型的复合概率估计器.
- 为半参数模型开发了一个复合的最大得分类型估计器.
- 允许跨单元的异构二次性和单元内的静态性;半参数模型也容纳序列相关性.
主要成果:
- 拟议的估计器确定系数参数的规模,使因果关系的直接估计.
- 蒙特卡洛模拟显示了参数估计器的性能.
- 对出生体重结果的实证应用验证了参数方法的实际实用性.
结论:
- 开发的估计器为分析固定效应模型中的间隔审查数据提供了强大的框架.
- 可以直接估计因果效应,从而提高了结果的解释性.
- 这些方法适用于各种领域,包括健康经济学和社会科学.
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