On Marginal Effects in Semiparametric Censored Regression Models PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download On Marginal Effects in Semiparametric Censored Regression Models PDF full book. Access full book title On Marginal Effects in Semiparametric Censored Regression Models by Bo E. Honoré. Download full books in PDF and EPUB format.
Author: Bo E. Honoré Publisher: ISBN: Category : Languages : en Pages : 7
Book Description
This note illustrates that the typical parameter, beta, in a censored regression model can be used to calculate an interesting marginal effect even when the errors in the model and the explanatory variables are not independent. The result is relevant for cross sectional models such at the ones considered in Powell (1984), Powell (1986) and Chen and Khan (2000), as well as for panel data models such as the ones in Honore (1992) and Alan and Leth-Petersen (2006), and it applies with fixed as well as with random censoring.
Author: Bo E. Honoré Publisher: ISBN: Category : Languages : en Pages : 7
Book Description
This note illustrates that the typical parameter, beta, in a censored regression model can be used to calculate an interesting marginal effect even when the errors in the model and the explanatory variables are not independent. The result is relevant for cross sectional models such at the ones considered in Powell (1984), Powell (1986) and Chen and Khan (2000), as well as for panel data models such as the ones in Honore (1992) and Alan and Leth-Petersen (2006), and it applies with fixed as well as with random censoring.
Author: Richard Breen Publisher: SAGE ISBN: 9780803957107 Category : Mathematics Languages : en Pages : 92
Book Description
This book provides an introduction to the regression models needed, where an outcome variable for a sample is not representative of the population from which a generalized result is sought.
Author: Alex C. Michalos Publisher: Springer ISBN: 9789400707528 Category : Social Science Languages : en Pages : 7347
Book Description
The aim of this encyclopedia is to provide a comprehensive reference work on scientific and other scholarly research on the quality of life, including health-related quality of life research or also called patient-reported outcomes research. Since the 1960s two overlapping but fairly distinct research communities and traditions have developed concerning ideas about the quality of life, individually and collectively, one with a fairly narrow focus on health-related issues and one with a quite broad focus. In many ways, the central issues of these fields have roots extending to the observations and speculations of ancient philosophers, creating a continuous exploration by diverse explorers in diverse historic and cultural circumstances over several centuries of the qualities of human existence. What we have not had so far is a single, multidimensional reference work connecting the most salient and important contributions to the relevant fields. Entries are organized alphabetically and cover basic concepts, relatively well established facts, lawlike and causal relations, theories, methods, standardized tests, biographic entries on significant figures, organizational profiles, indicators and indexes of qualities of individuals and of communities of diverse sizes, including rural areas, towns, cities, counties, provinces, states, regions, countries and groups of countries.
Author: Lang Wu Publisher: CRC Press ISBN: 9781420074086 Category : Mathematics Languages : en Pages : 431
Book Description
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.
Author: Constantin Colonescu Publisher: Lulu.com ISBN: 1387473611 Category : Business & Economics Languages : en Pages : 278
Book Description
This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.
Author: Publisher: ISBN: Category : Languages : en Pages :
Book Description
Interaction effects capture the impact of one explanatory variable x 1 on the marginal effect of another explanatory variable x 2. To explore interaction effects, the so-called interaction terms x 1 x 2 are typically included in estimation specifications. While in linear models the effect of a marginal change in the interaction term is equal to the interaction effect, this equality generally does not hold in nonlinear specifications (Ai and Norton, 2003). This article provides for a general derivation of marginal and interaction effects in both linear and nonlinear models and calculates the formulae of the marginal and interaction effects resulting from the Two-Part Model (2PM), a commonly employed censored regression model. Drawing on a survey of automobile use from Germany, we illustrate several subtleties inherent to the substantive interpretation of interaction effects gleaned from nonlinear models, such as the 2PM.
Author: S. Eakambaram Publisher: LAP Lambert Academic Publishing ISBN: 9783846508565 Category : Languages : en Pages : 120
Book Description
This monograph deals with Introduction, Basic Concepts, Brief Review of Regression Theory. It present the work related to Least Absolute Deviations (LAD) Regression and its estimation theory with and without auto correlated errors. LAD and Least Squares estimation of censored regression model with fixed and marginal effects are also discussed. Further, it contains LAD estimation for linear and nonlinear regression model for truncated and censored data.
Author: William H. Greene Publisher: Cambridge University Press ISBN: 1139485954 Category : Business & Economics Languages : en Pages : 383
Book Description
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.
Author: Bo E. Honoré
Author: Bo E. Honoré
Author: William H. Greene
Author: Manuel Frondel
Author: Richard Breen
Author: Alex C. Michalos
Author: Lang Wu
Author: Constantin Colonescu
Author: 
Author: S. Eakambaram
Author: William H. Greene