Semiparametric Structural Models Of Binary Response

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Semiparametric Structural Models of Binary Response

Author : Andrew Chesher
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (838 download)

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Book Synopsis Semiparametric Structural Models of Binary Response by : Andrew Chesher

Download or read book Semiparametric Structural Models of Binary Response written by Andrew Chesher and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper studies the partial identifying power of structural single equation threshold crossing models for binary responses when explanatory variables may be endogenous. The paper derives the sharp identified set of threshold functions for the case in which explanatory variables are discrete and provides a constructive proof of sharpness. There is special attention to a widely employed semiparametric shape restriction which requires the threshold crossing function to be a monotone function of a linear index involving the observable explanatory variables. It is shown that the restriction brings great computational benefits, allowing direct calculation of the identified set of index coefficients without calculating the nonparametrically specified threshold function. With the restriction in place the methods of the paper can be applied to produce identified sets in a class of binary response models with mis-measured explanatory variables. -- Binary Response ; Endogeneity ; Incomplete models ; Index Restrictions ; Instrumental variables ; Measurement Error Models ; Partial Identification ; Probit Models ; Shape Restrictions ; Threshold Crossing Models

Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

Author : Charles F. Manski
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data by : Charles F. Manski

Download or read book Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data written by Charles F. Manski and published by . This book was released on 1985 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Comparing Parametric and Semiparametric Binary Response Models

Author :
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (916 download)

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Book Synopsis Comparing Parametric and Semiparametric Binary Response Models by :

Download or read book Comparing Parametric and Semiparametric Binary Response Models written by and published by . This book was released on 1995 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (118 download)

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Book Synopsis A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity by :

Download or read book A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity written by and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonparametric and Semiparametric Methods in Econometrics and Statistics

Author : William A. Barnett
Publisher : Cambridge University Press
ISBN 13 : 9780521424318
Total Pages : 512 pages
Book Rating : 4.4/5 (243 download)

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Book Synopsis Nonparametric and Semiparametric Methods in Econometrics and Statistics by : William A. Barnett

Download or read book Nonparametric and Semiparametric Methods in Econometrics and Statistics written by William A. Barnett and published by Cambridge University Press. This book was released on 1991-06-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Latent Variable and Latent Structure Models

Author : George A. Marcoulides
Publisher : Psychology Press
ISBN 13 : 1135640661
Total Pages : 293 pages
Book Rating : 4.1/5 (356 download)

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Book Synopsis Latent Variable and Latent Structure Models by : George A. Marcoulides

Download or read book Latent Variable and Latent Structure Models written by George A. Marcoulides and published by Psychology Press. This book was released on 2014-04-04 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume features cutting-edge topics from the leading researchers in the areas of latent variable modeling. Content highlights include coverage of approaches dealing with missing values, semi-parametric estimation, robust analysis, hierarchical data, factor scores, multi-group analysis, and model testing. New methodological topics are illustrated with real applications. The material presented brings together two traditions: psychometrics and structural equation modeling. Latent Variable and Latent Structure Models' thought-provoking chapters from the leading researchers in the area will help to stimulate ideas for further research for many years to come. This volume will be of interest to researchers and practitioners from a wide variety of disciplines, including biology, business, economics, education, medicine, psychology, sociology, and other social and behavioral sciences. A working knowledge of basic multivariate statistics and measurement theory is assumed.

Handbook of Econometrics

Author :
Publisher : Elsevier
ISBN 13 : 0444636544
Total Pages : 594 pages
Book Rating : 4.4/5 (446 download)

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Book Synopsis Handbook of Econometrics by :

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

The Oxford Handbook of Panel Data

Author : Badi Hani Baltagi
Publisher :
ISBN 13 : 0199940045
Total Pages : 705 pages
Book Rating : 4.1/5 (999 download)

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Book Synopsis The Oxford Handbook of Panel Data by : Badi Hani Baltagi

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.

Nonparametric and Semiparametric Models

Author : Wolfgang Karl Härdle
Publisher : Springer Science & Business Media
ISBN 13 : 364217146X
Total Pages : 317 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Nonparametric and Semiparametric Models by : Wolfgang Karl Härdle

Download or read book Nonparametric and Semiparametric Models written by Wolfgang Karl Härdle and published by Springer Science & Business Media. This book was released on 2012-08-27 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.

Panel Data Econometrics

Author : Mike Tsionas
Publisher : Academic Press
ISBN 13 : 0128144319
Total Pages : 432 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Panel Data Econometrics by : Mike Tsionas

Download or read book Panel Data Econometrics written by Mike Tsionas and published by Academic Press. This book was released on 2019-06-19 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Econometric Foundations Pack with CD-ROM

Author : Ron Mittelhammer (Prof.)
Publisher : Cambridge University Press
ISBN 13 : 9780521623940
Total Pages : 794 pages
Book Rating : 4.6/5 (239 download)

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Book Synopsis Econometric Foundations Pack with CD-ROM by : Ron Mittelhammer (Prof.)

Download or read book Econometric Foundations Pack with CD-ROM written by Ron Mittelhammer (Prof.) and published by Cambridge University Press. This book was released on 2000-07-28 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt: The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.

Structural Econometric Modeling in Industrial Organization and Quantitative Marketing

Author : Ali Hortaçsu
Publisher : Princeton University Press
ISBN 13 : 0691243468
Total Pages : 280 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Structural Econometric Modeling in Industrial Organization and Quantitative Marketing by : Ali Hortaçsu

Download or read book Structural Econometric Modeling in Industrial Organization and Quantitative Marketing written by Ali Hortaçsu and published by Princeton University Press. This book was released on 2023-10-24 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Within economics a relatively new way of modeling has dominated important subfields: structural modeling. The goal of this book is to give an overview on how the various streams of literatures in empirical industrial organization and quantitative marketing use structural econometric modeling to estimate the model parameters, give the economic-model-based predictions, and conduct the policy counterfactual experiments. The traditional way of modelling, called "reduced-form" builds its models from simple relationships between variables of interests, which are mostly linear. Structural econometric models start by specifying the structure of the economic model, and the variables are calibrated from real-world data. This method enables better predictions and policy counterfactuals, and has other benefits. When considering a hypothetical policy change using the traditional modeling method ("reduced form"), researchers can often only estimate whether an effect would be positive or negative. With a structural econometric model using real-world data, a researcher can obtain the magnitude of the effects resulting from a hypothetical change. But the ability of quantifying the effects associated with a hypothetical policy change comes with its costs: the nonlinearity from explicitly specifying the possible relationships makes the structural econometric approach generally much more difficult to implement than its reduced-form counterpart. Therefore this book will provide a much-needed resource on how to use these methods effectively in the fields in which they been used the most, empirical industrial organization and quantitative marketing"--

Microeconometrics

Author : Steven Durlauf
Publisher : Springer
ISBN 13 : 0230280811
Total Pages : 365 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Microeconometrics by : Steven Durlauf

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.

The New Palgrave Dictionary of Economics

Author :
Publisher : Springer
ISBN 13 : 1349588024
Total Pages : 7493 pages
Book Rating : 4.3/5 (495 download)

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Book Synopsis The New Palgrave Dictionary of Economics by :

Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Latent Variable and Latent Structure Models

Author : George A. Marcoulides
Publisher : Psychology Press
ISBN 13 : 1135640653
Total Pages : 331 pages
Book Rating : 4.1/5 (356 download)

DOWNLOAD NOW!

Book Synopsis Latent Variable and Latent Structure Models by : George A. Marcoulides

Download or read book Latent Variable and Latent Structure Models written by George A. Marcoulides and published by Psychology Press. This book was released on 2014-04-04 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume features cutting-edge topics from the leading researchers in the areas of latent variable modeling. Content highlights include coverage of approaches dealing with missing values, semi-parametric estimation, robust analysis, hierarchical data, factor scores, multi-group analysis, and model testing. New methodological topics are illustrated with real applications. The material presented brings together two traditions: psychometrics and structural equation modeling. Latent Variable and Latent Structure Models' thought-provoking chapters from the leading researchers in the area will help to stimulate ideas for further research for many years to come. This volume will be of interest to researchers and practitioners from a wide variety of disciplines, including biology, business, economics, education, medicine, psychology, sociology, and other social and behavioral sciences. A working knowledge of basic multivariate statistics and measurement theory is assumed.

Panel Data Binary Response Model in a Triangular System

Author : Amaresh Kumar Tiwari
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Panel Data Binary Response Model in a Triangular System by : Amaresh Kumar Tiwari

Download or read book Panel Data Binary Response Model in a Triangular System written by Amaresh Kumar Tiwari and published by . This book was released on 2018 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: We propose a new control function (CF) method for binary response outcomes in a triangular system with unobserved heterogeneity of multiple dimensions. The identified CFs are the expected values of the heterogeneity terms in the reduced form equations conditional on the endogenous, Xi ≡ (xi1, . . . ,xiT ), and the exogenous, Zi ≡ (zi1, . . . , ziT ), variables. The method requires weaker restrictions compared to traditional CF methods for triangular systems with imposed structures similar to ours, and point-identifies average partial effects with discrete instruments. We discuss semiparametric identification of structural measures using the proposed CFs. An application and Monte Carlo experiments compare several alternative methods with ours.

Mixed Effects Models for Complex Data

Author : Lang Wu
Publisher : CRC Press
ISBN 13 : 9781420074086
Total Pages : 431 pages
Book Rating : 4.0/5 (74 download)

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Book Synopsis Mixed Effects Models for Complex Data by : Lang Wu

Download or read book Mixed Effects Models for Complex Data written by Lang Wu and published by CRC Press. This book was released on 2009-11-11 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although standard mixed effects models are useful in a range of studies, other approaches must often be used in correlation with them when studying complex or incomplete data. Mixed Effects Models for Complex Data discusses commonly used mixed effects models and presents appropriate approaches to address dropouts, missing data, measurement errors, censoring, and outliers. For each class of mixed effects model, the author reviews the corresponding class of regression model for cross-sectional data. An overview of general models and methods, along with motivating examples After presenting real data examples and outlining general approaches to the analysis of longitudinal/clustered data and incomplete data, the book introduces linear mixed effects (LME) models, generalized linear mixed models (GLMMs), nonlinear mixed effects (NLME) models, and semiparametric and nonparametric mixed effects models. It also includes general approaches for the analysis of complex data with missing values, measurement errors, censoring, and outliers. Self-contained coverage of specific topics Subsequent chapters delve more deeply into missing data problems, covariate measurement errors, and censored responses in mixed effects models. Focusing on incomplete data, the book also covers survival and frailty models, joint models of survival and longitudinal data, robust methods for mixed effects models, marginal generalized estimating equation (GEE) models for longitudinal or clustered data, and Bayesian methods for mixed effects models. Background material In the appendix, the author provides background information, such as likelihood theory, the Gibbs sampler, rejection and importance sampling methods, numerical integration methods, optimization methods, bootstrap, and matrix algebra. Failure to properly address missing data, measurement errors, and other issues in statistical analyses can lead to severely biased or misleading results. This book explores the biases that arise when naïve methods are used and shows which approaches should be used to achieve accurate results in longitudinal data analysis.