Showing 1 - 10 of 1,643
Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where …
Persistent link: https://www.econbiz.de/10014141412
We reconsider the partial identification analysis of the regression model in Manski and Tamer (2002) where one …
Persistent link: https://www.econbiz.de/10014143561
Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where …
Persistent link: https://www.econbiz.de/10010417444
In productivity analysis an important issue is to detect how external (environmental) factors, exogenous to the production process and not under the control of the producer, might influence the production process and the resulting efficiency of the firms. Most of the traditional approaches...
Persistent link: https://www.econbiz.de/10008729548
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 … DT models, while finding an advantage to NNS in ST and large sample cases. Regression coefficients are sometimes regarded …
Persistent link: https://www.econbiz.de/10012967797
summarizing "big data" in regression settings, and it is often used for informal testing of substantive hypotheses such as … linearity or monotonicity of the regression function. This paper presents a foundational, thorough analysis of binscatter: We … regression function, and several other new methods, applicable to canonical binscatter as well as higher-order polynomial …
Persistent link: https://www.econbiz.de/10011986776
models for distributional regression is the generalized additive model for location, scale and shape (GAMLSS). In high …
Persistent link: https://www.econbiz.de/10011899137
order to model income, we apply distributional regression relating potentially each parameter of the conditional income …-term panel data from Germany, we build both mean and distributional regression models with the established 0.5 probability cutoff … income regression model into the distributional regression framework does not improve predictions further but has the …
Persistent link: https://www.econbiz.de/10011743759
the semiparametric efficiency bound for the quantile regression parameter β ( τ ) in Koenker and Bassett (1978). The first … implies that the Koenker–Bassett estimator semiparametrically efficiently estimates the quantile regression parameter that … produces parsimonious descriptive statistics for the conditional distribution. Therefore, quantile regression shares the …
Persistent link: https://www.econbiz.de/10011411323
This paper develops a novel statistic for firm efficiency called efficiency depth that allows for statistical inference in case of errors-in-variables. We derive statistical tests that require minimal statistical assumptions; neither the sample distribution nor the noise level is required. An...
Persistent link: https://www.econbiz.de/10014031522