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Three Essays In Applied Nonparametric And Semiparametric Regression Estimation
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Book Synopsis Three Essays in Applied Nonparametric and Semiparametric Regression Estimation by : Michael S. Delgado
Download or read book Three Essays in Applied Nonparametric and Semiparametric Regression Estimation written by Michael S. Delgado and published by . This book was released on 2012 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Nonparametric and Semiparametric Regression Models by : Feng Yao
Download or read book Three Essays on Nonparametric and Semiparametric Regression Models written by Feng Yao and published by . This book was released on 2004 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Nonparametric Regression by : Myung Jae Sung
Download or read book Three Essays on Nonparametric Regression written by Myung Jae Sung and published by . This book was released on 1992 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Application of Semiparametric Regression: Partially Linear Mixed Effects Model and Index Model by :
Download or read book Three Essays on Application of Semiparametric Regression: Partially Linear Mixed Effects Model and Index Model written by and published by . This book was released on 2012 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: The dissertation consists of three essays. The main focus is set on semiparametric regression modeling, which embodies the strength of parametric and nonparametric regression models in terms of flexibility, dimensionality and interpretability. The first essay is "Some Recent Advances in Modeling with Mixed Effects for Small Areas, Multi-level and Panel Models...
Book Synopsis Three Essays on Nonparametric and Semiparametri Regression Models by : Feng Yao
Download or read book Three Essays on Nonparametric and Semiparametri Regression Models written by Feng Yao and published by . This book was released on 2004 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics by : Jeffrey Racine
Download or read book The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics written by Jeffrey Racine and published by Oxford University Press. This book was released on 2014-04 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Book Synopsis Three Essays on Two-stage Estimation in Semiparametric and Nonparametric Econometrics by : Hyungtaik Ahn
Download or read book Three Essays on Two-stage Estimation in Semiparametric and Nonparametric Econometrics written by Hyungtaik Ahn and published by . This book was released on 1991 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Nonparametric and Semiparametric Regression with Missing Data by : Lu Wang
Download or read book Nonparametric and Semiparametric Regression with Missing Data written by Lu Wang and published by . This book was released on 2008 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this dissertation, we consider nonparametric and semiparametric regression for both independent and longitudinal data with missing at random (MAR). The thesis consists of three chapters. In chapter 1, we focus on nonparametric regression of a scalar outcome on a covariate when the outcome is MAR. We show that the usual nonparametric kernel regression estimation based only on complete cases is generally inconsistent. We propose inverse probability weighted (IPW) kernel estimating equations (KEEs) and a class of augmented IPW (AIPW) KEEs. Both approaches do not require specification of a parametric model for the error distribution. We show that the IPW kernel estimator is consistent when the probability that a sampling unit is observed, i.e., the selection probability, is known by design or is estimated using a correctly specified model. We further show that the AIPW kernel estimator is double-robust in the sense that it is consistent if either the model for the selection probability or the model for the conditional mean of the outcome given covariates and auxiliary variables is correctly specified, not necessarily both. We argue that adequate augmentation terms in the AIPW KEEs help increase the efficiency of the estimator. We study the asymptotic properties of the proposed IPW and AIPW kernel estimators, perform simulations to evaluate their finite sample performance, and apply to the analysis of the AIDS Costs and Services Utilization Survey data.
Book Synopsis Essays in Non- and Semiparametric Econometrics by :
Download or read book Essays in Non- and Semiparametric Econometrics written by and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis contains three essays in non- and semiparametric econometrics, dealing with semiparametric estimation of binary response models with endogenous regressors, nonparametric estimation of distributional policy effects, and identification of unconditional partial effects in nonseparable models, respectively.
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.
Book Synopsis Semiparametric Regression by : David Ruppert
Download or read book Semiparametric Regression written by David Ruppert and published by Cambridge University Press. This book was released on 2003-07-14 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Even experts on semiparametric regression should find something new here.
Book Synopsis Essays in Honor of Aman Ullah by : R. Carter Hill
Download or read book Essays in Honor of Aman Ullah written by R. Carter Hill and published by Emerald Group Publishing. This book was released on 2016-06-29 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Book Synopsis Essays in Honor of Cheng Hsiao by : Dek Terrell
Download or read book Essays in Honor of Cheng Hsiao written by Dek Terrell and published by Emerald Group Publishing. This book was released on 2020-04-15 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Book Synopsis Semiparametric Regression for the Applied Econometrician by : Adonis Yatchew
Download or read book Semiparametric Regression for the Applied Econometrician written by Adonis Yatchew and published by Cambridge University Press. This book was released on 2003-06-02 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with the estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation. The book is of interest to a broad range of economists including those working in industrial organization, labor, development, and urban, energy and financial economics.
Book Synopsis Semiparametric Regression for the Applied Econometrician by : Adonis Yatchew
Download or read book Semiparametric Regression for the Applied Econometrician written by Adonis Yatchew and published by Cambridge University Press. This book was released on 2003-06-02 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
Book Synopsis Essays on Causal Inference and Econometrics by : Haitian Xie
Download or read book Essays on Causal Inference and Econometrics written by Haitian Xie and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation is a collection of three essays on the econometric analysis of causal inference methods. Chapter 1 examines the identification and estimation of the structural function in fuzzy RD designs with a continuous treatment variable. We show that the nonlinear and nonseparable structural function can be nonparametrically identified at the RD cutoff under shape restrictions, including monotonicity and smoothness conditions. Based on the nonparametric identification equation, we propose a three-step semiparametric estimation procedure and establish the asymptotic normality of the estimator. The semiparametric estimator achieves the same convergence rate as in the case of a binary treatment variable. As an application of the method, we estimate the causal effect of sleep time on health status by using the discontinuity in natural light timing at time zone boundaries. Chapter 2 examines the local linear regression (LLR) estimate of the conditional distribution function F(y|x). We derive three uniform convergence results: the uniform bias expansion, the uniform convergence rate, and the uniform asymptotic linear representation. The uniformity in the above results is with respect to both x and y and therefore has not previously been addressed in the literature on local polynomial regression. Such uniform convergence results are especially useful when the conditional distribution estimator is the first stage of a semiparametric estimator. Chapter 3 studies the estimation of causal parameters in the generalized local average treatment effect model, a generalization of the classical LATE model encompassing multi-valued treatment and instrument. We derive the efficient influence function (EIF) and the semiparametric efficiency bound for two types of parameters: local average structural function (LASF) and local average structural function for the treated (LASF-T). The moment condition generated by the EIF satisfies two robustness properties: double robustness and Neyman orthogonality. Based on the robust moment condition, we propose the double/debiased machine learning (DML) estimators for LASF and LASF-T. We also propose null-restricted inference methods that are robust against weak identification issues. As an empirical application, we study the effects across different sources of health insurance by applying the developed methods to the Oregon Health Insurance Experiment.
Book Synopsis Applied Nonparametric Econometrics by : Daniel J. Henderson
Download or read book Applied Nonparametric Econometrics written by Daniel J. Henderson and published by Cambridge University Press. This book was released on 2015-01-19 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
