Search Results - subject:"Mixture Models"

A finite mixture modelling perspective for combining experts' opinions with an application to quantile-based risk measures

Makariou, Desponia; Barrieu, Pauline; Tzougas, George - In: Risks 9 (2021) 6, pp. 1-25

mixture models. Moreover, we consider that the components of the mixture are not necessarily assumed to be from the same …

Persistent link: https://www.econbiz.de/10013200781

Finite Mixture Models for Linked Survey and Administrative Data: Estimation and Post-estimation

Jenkins, Stephen P.; Rios-Avila, Fernando - 2021

Researchers use finite mixture models to analyze linked survey and administrative data on labour earnings (or similar … types of error. We introduce a set of Stata commands to fit a general class of finite mixture models to fit to linked survey …

Persistent link: https://www.econbiz.de/10012597550

Reconciling Reports: Modelling Employment Earnings and Measurement Errors Using Linked Survey and Administrative Data

Jenkins, Stephen P.; Rios-Avila, Fernando - 2021

We contribute new UK evidence about measurement errors and employment earnings to a field dominated by findings about the USA. We develop and apply new econometric models for linked survey and administrative data that generalize those of Kapteyn and Ypma (Journal of Labor Economics, 2007). Our...

Persistent link: https://www.econbiz.de/10012597551

Identifying Marginal Treatment Effects in the Presence of Sample Selection

Bartalotti, Otávio; Kédagni, Désiré; Possebom, … - 2021

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive uniformly sharp bounds on this parameter under three...

Persistent link: https://www.econbiz.de/10012597574