Showing 1 - 10 of 1,369
In this paper we describe some applications of the Random Recursive Partitioning (RRP) method. This method generates a proximity matrix which can be used in non parametric hot-deck missing data imputation, classification, prediction, average treatment effect estimation and, more generally, in...
Persistent link: https://www.econbiz.de/10014057923
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10012966219
Gini index is a widely used measure of economic inequality. This article develops a theory and methodology for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width without assuming any specific distribution of the data. Fixed sample size...
Persistent link: https://www.econbiz.de/10011506483
We derive the asymptotic sampling distribution of various estimators frequently used to order distributions in terms of poverty, welfare and inequality. This includes estimators of most of the poverty indices currently in use, as well as estimators of the curves used to infer stochastic...
Persistent link: https://www.econbiz.de/10014065360
A new matching method is proposed for the estimation of the average treatment effect of social policy interventions (e.g., training programs or health care measures). Given an outcome variable, a treatment and a set of pre-treatment covariates, the method is based on the examination of random...
Persistent link: https://www.econbiz.de/10014068505
We present a fundamentally unique method of nonparametric regression using clusters and test it against classically established methods. We compare two nonlinear regression estimation packages called ‘NNS', Viole (NNS: nonlinear nonparametric statistics, 2016), and ‘np', Hayfield and Racine...
Persistent link: https://www.econbiz.de/10012967797
In this paper we introduce the Random Recursive Partitioning (RRP) method. This method generates a proximity matrix which can be used in applications like average treatment effect estimation in observational studies. RRP is a Monte Carlo method that randomly generates non-empty recursive...
Persistent link: https://www.econbiz.de/10012733530
The problem of multicollinearity in the assessments of coefficients is well established. However, it is rarely researched in the estimations of macroeconomic variables and economic performance of developing countries. Predicatively, it has impacts on the estimations of coefficients that should...
Persistent link: https://www.econbiz.de/10014179444
The data on JIFs provided by Thomson Scientific can only be considered as a sample since they do not cover the entire universe of those documents that cite an intellectual output (paper, article, etc) or are cited by others. Then, questions arise if the empirical distribution (best fit to the...
Persistent link: https://www.econbiz.de/10014197738
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a meta-analysis. Specifically, we address the small sample behaviour of the OLS, the fixed effects regression and the mixed effects meta-estimators under three alternative...
Persistent link: https://www.econbiz.de/10014225495