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1.
通过惩罚估计方程,对响应变量随机缺失下的线性回归模型,给出了一个变量选择方法,并结合局部二次逼近,得到了一个迭代算法,证明了此变量选择方法是相合的并且所得估计达到最优的参数收敛速度,最后通过数据模拟研究了此方法的有限样本性质.  相似文献   

2.
考虑响应变量随机缺失下线性模型响应变量均值的估计问题,分别获得了基于完全观测样本数据、线性回归插补后的"完全样本"和逆概率加权插补后的"完全样本"得到的响应变量均值估计,并证明了其渐近正态性.  相似文献   

3.
本文在随机缺失的机制下,考虑了响应变量存在缺失时的非参数回归模型的统计推断,在回归函数m(x)在给定x=x0∈RP下均值的θ似然估计,并证明了该估计的渐进性,结合这个结果,给出了其渐进置信域.  相似文献   

4.
《滁州学院学报》2016,(5):18-20
函数型数据分析是分析高频数据的重要工具。在实际中函数型协变量和响应变量之间的线性假设通常不成立。本文提出了函数型非参数部分自回归模型来刻画函数型协变量和响应变量之间的非线性关系,本文接着使用非参数核估计方法给出了该模型的估计,并通过统计模拟验证了该估计方法的优良性,最后我们给出了上证指数的一个实例来说明我们模型的良好预测能力。  相似文献   

5.
在现代数据处理的很多场合下,变量pn会随着样本量的增加而变化甚至发散至无穷。由格拉斯曼流形上的数学工具和大样本理论,证明了坐标独立稀疏估计方法(CISE)在Pn发散至无穷时,在一定条件下仍具有oracle性质:在所得到的重要变量的筛选结果(最终估计)将以概率1收敛到真实的重要变量。  相似文献   

6.
本文对正态线性模型中存在不可忽略缺失数据时,如何使用贝叶斯方法对参数进行估计进行了探讨。并给出了相应的后验分布,介绍了相关的抽样方法。  相似文献   

7.
本文研究线性回归模型中响应变量受到另一随机变量序列污染时,模型参数和污染系数的估计问题.利用贝叶斯统计原理,给出了污染系数的贝叶斯区间估计及模型参数估计.  相似文献   

8.
文中吸收了诸多学者的研究成果,利用logit模型刻画缺失指示变量R的分布.对于一组有缺失的数据,首先假定出R的分布,然后估计出分布中的参数,最后利用得到的参数估计来判定数据的缺失机制类型.  相似文献   

9.
本文证明了:当工具变量与随机干扰项服从二维正态分布,样本容量大于2,解释变量与工具变量的样本相关系数绝对值小于相互独立随机变量的样本相关系数的0.75分位点时,最小二乘估计量的绝对误差小于工具变量估计量的绝对误差的概率大于0.5.  相似文献   

10.
基于Logistic响应模型,在二元响应数据下,将待估计的响应刺激量变换为模型的一个参数,应用鞍点逼近方法给出了该响应刺激量估计条件分布的高阶近似公式.在此基础上,引入Fiducial模型,并应用Fiducial模型给出了响应刺激量的区间估计,通过蒙特卡罗数值模拟表明,在样本量较小时,给合Fiducial模型,应用鞍点逼近方法,能够较好地估计响应刺激量.  相似文献   

11.
基于2008-2017年全国31个省、自治区和直辖市的面板数据,研究聚集经济、固定资产投资和人力资本水平对经济增长的影响,考虑到聚集经济的内生性问题,用滞后期的城市人口密度作为聚集经济的工具变量,运用面板数据工具变量分位数回归估计方法分析各变量对经济增长的影响。分析结果表明,三个变量都促进经济增长,在不同分位点上,聚集经济和人力资本水平对经济增长的促进作用随分位点的增加而减小,固定资产投资对经济增长的促进作用随分位点的增加缓慢增加。  相似文献   

12.
This paper examines the quantity-quality (QQ) trade-off of children in rural Northwestern China, using data collected from Gansu Province on a set of households whose children were born between the mid-1980s and early 1990s, the period when China’s one-child policy was temporarily relaxed. Under the relaxed policy, a second child was allowed if the first-born was a girl. Exploiting this policy change, this paper uses information on the sex of the first-born in a family to capture the causal effect of family size. In contrast to the results from ordinary least-squares regressions which suggest a strong QQ trade-off, the causal estimates based on the instrumental variable method indicate that rural parents hardly face such trade-off, at least in terms of their monetary investments in child education. The instrumental-variable estimation results remain similar when information on twin births is used for identification purpose.  相似文献   

13.
同伴效应是近年来教育和经济相关研究的热点话题之一,学生在成绩上的同伴效应格外引人关注,而这一效应不仅受同伴特征影响,更受同伴间关系影响。基于在浙江省一所初中调查所获得的学生成绩和朋友关系网络信息,本文将同伴效应的核心研究对象从同学间转向朋友间,并基于关系网络信息构建工具变量,消除择友导致的内生性。研究发现,朋友间在数学和英语成绩上存在显著的同伴效应,并且在数值上远大于此前研究基于外生群组估计的同学间同伴效应。本文的结果意味着,只有将学生间关系网络的作用纳入分析框架之中,才有可能深入理解同伴效应,并基于此来指导相关的政策和教学实践。  相似文献   

14.
Factors Which Influence Precision of School-Level IRT Ability Estimates   总被引:1,自引:0,他引:1  
The precision of the group-level IRT model applied to school ability estimation is described, assuming use of Bayesian estimation with precision represented by the standard deviation of the posterior distribution. Similarities and differences between the school-level model and the familiar individual-level IRT model are considered. School size and between-school variability, two factors not relevant at the student level, are dominant determinants of school-level precision. Under the multiple-matrix sampling design required for the school-level IRT, the number of items associated with a scale does not influence the precision at the school level. Also, the effects of school ability and item quality on school-level precision are often relatively weak. It was found that the use of Bayesian estimation could result in a systematic distortion of the true ranking of schools based on ability because of an estimation bias which is a function of school size.  相似文献   

15.
In this paper we analyze class size effects in the case of primary schools in Poland. We use two empirical strategies to avoid endogeneity bias. First, we use average class size in a grade as an instrumental variable for actual class size. This allows us to control for within school selection of pupils with different abilities to classes of different sizes. Additionally, we estimate fixed effects for schools to control for differences between them. Second, we exploit the fact that there is an informal maximum class size rule. We estimate class size effect only for those enrollment levels where some schools decide to add a new class and thus dramatically lower class sizes. For such enrollment levels variance of class size is mainly exogenous and we argue that this allows estimation of quasi-experimental class size effects. In this case we again use average class size as an instrument with enrollment as a key control variable. Using both strategies we obtain similar findings. We found that the positive effects observed with OLS regression disappear when we use instrumental variables. If we avoid endogeneity bias, then class size negatively affects student achievement. However, this effect is rather small. We discuss methodology, possible bias of results and the importance of our findings to current policy issues in Poland.  相似文献   

16.
以某一地区的地形图为例,研究了基于ArcGIS数据互操作扩展模块(ArcGIS Data Interoper-ability)实现ArcGIS与AutoCAD之间空间数据共享的方法.结果表明:借助ArcGIS数据互操作扩展模块,可以不必购买和安装额外的软件、不用编程,就能方便地实现多种常见格式空间数据间的"无损"转换;可以将AutoCAD方便、灵活的编辑功能与ArcGIS软件强大的空间分析功能有效地结合起来,更好地满足行业GIS应用和研究的需要.  相似文献   

17.
The control of goal-directed, instrumental actions by primary motivational states, such as hunger and thirst, is mediated by two processes. The first is engaged by the Pavlovian association between contextual or discriminative stimuli and the outcome or reinforcer presented during instrumental training. Such stimuli exert a motivational influence on instrumental performance that depends upon the relevance of the associated outcome to the current motivational state of the agent. Moreover, the motivational effects of these stimuli operate in the absence of prior experience with the outcome under the relevant motivational state. The second, instrumental, process is mediated by knowledge of the contingency between the action and its outcome and controls the value assigned to this outcome. In contrast to the Pavlovian process, motivational states do not influence the instrumental process directly; rather, the agent has to learn about the value of an outcome in a given motivational state by exposure to it while in that state. This incentive learning is similar in certain respects to the acquisition of “cathexes” envisaged by Tolman (1949a, 1949b).  相似文献   

18.
In this paper we present new evidence on the impact of school characteristics on secondary student achievement using a rich dataset from rural Bangladesh. We deal with a potentially important selectivity issue in the South Asian context: the non-random sorting of children into madrasas (Islamic faith schools). We do so by employing a combination of fixed effects and instrumental variable estimation techniques. Our empirical results do not reveal any difference in test scores between religious and secular schools when selection into secondary school is taken into account. However, we document significant learning deficit by gender and primary school type: girls and graduates of primary madrasas have significantly lower test scores even after controlling for school and classroom-specific unobservable correlates of learning.  相似文献   

19.
数据的模糊化处理   总被引:1,自引:0,他引:1  
该文引入了“由模糊集导出的随机变量”这一概念,建立了模糊集与随机变量之间的关系,在此基础上,给出了隶属函数中的参数的矩估计,得到了一种将观测数据模糊化的方法。  相似文献   

20.
提出了变精度双向变异S-粗集的概念和它的变异结构,给出了变精度双向变异S-粗集的有关性质定理和推论,并对此进行了讨论。通过实例分析并验证了动态系统由于属性集合的双向动态迁移特性与变精度参数的变化所产生的双向变异S-粗集的上近似、下近似、近似边界区域以及分类近似精度的变化关系和趋势,指出了变精度双向变异S-粗集的研究与应用方向。  相似文献   

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