Search Results - subject:"Conditional likelihood"

Left-truncated health insurance claims data: theoretical review and empirical application

Weißbach, Rafael; Dörre, Achim; Wied, Dominik; … - In: AStA Advances in Statistical Analysis 108 (2023) 1, pp. 31-68

persons by using a conditional likelihood. Dementia onset after 2013 is a fixed right-censoring event. For each observed … health history, Jacod's formula yields its conditional likelihood contribution. Asymptotic normality of the estimated …

Persistent link: https://www.econbiz.de/10015272034

Left-truncated health insurance claims data: theoretical review and empirical application

Weißbach, Rafael; Dörre, Achim; Wied, Dominik; … - In: AStA Advances in Statistical Analysis 108 (2023) 1, pp. 31-68

persons by using a conditional likelihood. Dementia onset after 2013 is a fixed right-censoring event. For each observed … health history, Jacod’s formula yields its conditional likelihood contribution. Asymptotic normality of the estimated …

Persistent link: https://www.econbiz.de/10015404258

Conditional likelihood ratio test with many weak instruments

Ayyar, Sreevidya; Matsushita, Yukitoshi; Otsu, Taisuke - 2022

Persistent link: https://www.econbiz.de/10014430070

On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Van de Sijpe, Nicolas; Windmeijer, Frank - In: Journal of econometrics 235 (2023) 1, pp. 82-104

Persistent link: https://www.econbiz.de/10014434384

On the power curves of the conditional likelihoodratio and related tests for instrumental variables regression with weak instruments

Van de Sijpe, Nicolas; Windmeijer, Frank - 2020

Persistent link: https://www.econbiz.de/10012492614

On optimal inference in the linear IV model

Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative Economics 10 (2019) 2, pp. 457-485

infinite length and shows numerically that the conditional likelihood ratio (CLR) CS of Moreira (2003) is not always 'very …

Persistent link: https://www.econbiz.de/10012215378

Identification- and singularity-robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative Economics 10 (2019) 4, pp. 1703-1746

sense under strong and semi-strong identification. Asymptotics conditional likelihood ratio test confidence set …

Persistent link: https://www.econbiz.de/10012215408

On optimal inference in the linear IV model

Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 457-485

infinite length and shows numerically that the conditional likelihood ratio (CLR) CS of Moreira (2003) is not always “very …

Persistent link: https://www.econbiz.de/10012042425

Identification‐ and singularity‐robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1703-1746

conditional likelihood ratio test confidence set identification inference moment conditions robust singular variance subvector …

Persistent link: https://www.econbiz.de/10012202897

Nonignorable missing data, single index propensity score and profile synthetic distribution function

Chen, Xuerong; Leung, Denis Heng-Yan; Qin, Jing - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 705-717

Persistent link: https://www.econbiz.de/10013534070