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51.
SELECTION BIAS CORRECTIONS BASED ON THE MULTINOMIAL LOGIT MODEL: MONTE CARLO COMPARISONS 总被引:2,自引:0,他引:2
Abstract. This survey presents the set of methods available in the literature on selection bias correction, when selection is specified as a multinomial logit model. It contrasts the underlying assumptions made by the different methods and shows results from a set of Monte Carlo experiments. We find that, in many cases, the approach initiated by Dubin and MacFadden (1984) as well as the semi-parametric alternative recently proposed by Dahl (2002) are to be preferred to the most commonly used Lee (1983) method. We also find that a restriction imposed in the original Dubin and MacFadden paper can be waived to achieve more robust estimators. Monte Carlo experiments also show that selection bias correction based on the multinomial logit model can provide fairly good correction for the outcome equation, even when the IIA hypothesis is violated. 相似文献
52.
An easy method to construct efficient blocked mixture experiments in the presence of fixed and/or random blocks is presented. The method can be used when qualitative variables are involved in a mixture experiment as well. The resulting designs are
-optimal in the class of minimum support designs. It is illustrated that the minimum support designs are more efficient than orthogonally blocked mixture experiments presented in the literature and only slightly less efficient than -optimal designs. 相似文献
53.
In this article, the unit root test for the AR(1) model with dependent residuals is considered. We adopt a bootstrap procedure
to bootstrap the residuals with bootstrap sample size m less than the size n of the original sample. Under the assumptions that m → ∞ and m/n → 0, the convergence in probability of the bootstrap distribution function is established.
Research supported by National Natural Science Foundation of China (No. 10471126) 相似文献
54.
The objective of this study is to determine factors influencing brand preferences of wine consumers in the Marmara region
where viniculture and wine production is so important in Turkey. First, the consumers’ preferences survey has been conducted
with 1022 persons in the region randomly selected and evaluated. Then, the informative factors influencing brand preferences
collected in these surveys have been determined by the multinomial logit model. A lot of independent variables have been used
in the multinomial logit model, but, because some independent variables were not found as significant according to Likelihood
Ratio test, these variables are not included in the multinomial logit analysis. Six important factors influencing wine brand
preferences have been determined. These factors are brand change causes of consumers, occupation of consumers, marital status
of consumers, birthplace of consumers, income of consumers and gender of consumers. In addition, whether the wine brand preferences
are independent, has been tested with Testing Independence of Irrelevant Alternatives of Hausman. According to this test,
it has been found that the wine brand preferences are independent. 相似文献
55.
本文利用1999年-2009年中国对外反倾销申诉数据,运用logit模型和经典线性模型测量了行业企业单位数、全部从业人员年平均数、总资产贡献率、资本密集度、工业成本费用利润率、竞争力指数、进口渗透率对中国对外反倾销行为在发起阶段的影响程度。结果表明行业企业单位数、总资产密集度和进口渗透率是发起反倾销申诉的重要影响因素,进口渗透率和全部从业人员年平均是影响申诉频率的主要因素。本文结论对中国反倾销理论分析和实践有参考价值。 相似文献
56.
Using mixed logit models to analyse choice data is common but requires ex ante specification of the functional forms of preference
distributions. We make the case for greater use of bounded functional forms and propose the use of the Marginal Likelihood,
calculated using Bayesian techniques, as a single measure of model performance across non nested mixed logit specifications.
Using this measure leads to very different rankings of model specifications compared to alternative rule of thumb measures.
The approach is illustrated using data from a choice experiment regarding GM food types which provides insights regarding
the recent WTO dispute between the EU and the US, Canada and Argentina and whether labelling and trade regimes should be based
on the production process or product composition.
This paper draws work commissioned by UK Department of Environment Food and Rural Affairs (DEFRA). The views presented in
this paper are those of the authors alone and should not be regarded as those of DEFRA or of individuals within DEFRA. 相似文献
57.
China's capital market is different from that of the US in economic, political, and socio-cultural ways. China's dynamic and fast growing economy for the past decade entails some structural changes and weaknesses and as a consequence, there are some business failures. We propose bankruptcy prediction models using Chinese firm data via several data mining tools and traditional logit analysis. We used Chinese firm data one year prior to bankruptcy and our results suggest that the financial variables developed by Altman (1968) and Ohlson (1980) perform reasonably well in determining business failures of Chinese firms, but the overall prediction rate is low compared with those of the US or other countries' studies. The reasons for this low prediction rate may be structural weaknesses resulting from China's fast growth and immature capital market. 相似文献
58.
Jeong-Dong?LeeEmail author Seogwon?Hwang Tai-Yoo?Kim 《Journal of Productivity Analysis》2005,23(1):65-83
In this study we propose a mathematical definition of the consumption efficiency of multi-attribute products in the price–quality space. A new model, the discrete Range Adjusted Measure (RAM) model, is suggested as an empirical tool to measure the level of consumption efficiency. We further discuss the effect of consumption efficiency on the innovation incentive. Empirical work is made for the mobile phone market. We expect that the consumption efficiency concept will contribute to the extension of the traditional framework of production efficiency analysis on the one hand and to the understanding of the nature of innovation in a technology-intensive market on the other hand.JEL Classification: C67, D11, D12, D21 相似文献
59.
This paper discusses a survey where some respondents were asked sensitive questions directly and others were asked the same questions using randomized response. The use of randomized response was a factor in a 2 × 2 factorial design and dice were used to perform the randomization. First, the paper shows that the perturbation due to the dice can be described using the concept of misclassification and known conditional misclassification probabilities. Second, the paper formulates the likelihood for loglinear models and shows that latent class software can be used to analyse the data. An example including a power analysis is discussed. 相似文献
60.
采用新奥法进行隧道工程施工时,设计单位只能根据监控单位和施工单位反馈的监控数据和隧道开挖揭露情况对设计的合理性进行宏观判断,隧道设计时应把力学计算和实际背景岩体力学参数相结合,才能更科学、经济的按照新奥法的理念完成隧道工程的设计、施工。 相似文献