نتایج جستجو برای: hausman

تعداد نتایج: 549  

Journal: :Communications in Statistics - Simulation and Computation 2009
Kevin E. Staub

This article investigates power and size of some tests for exogeneity of a binary explanatory variable in count models by conducting extensive Monte Carlo simulations. The tests under consideration are Hausman contrast tests as well as univariate Wald tests, including a new test of notably easy implementation. Performance of the tests is explored under misspecification of the underlying model a...

2008
Catherine DEHON Marjorie GASSNER Vincenzo VERARDI Catherine Dehon Marjorie Gassner Vincenzo Verardi

In the presence of outliers in a dataset, a least squares estimation may not be the most adequate choice to get representative results. Indeed estimations could have been excessively influenced even by a very limited number of atypical observations. In this article, we propose a new Hausman-type test to check for this. The test is based on the trade-off between robustness and efficiency and all...

2009
Jason T. Abaluck Jonathan Gruber Amy Finkelstein Panle Jia Jerry Hausman Jim Hendrix Chris Messner Pallavi Mudumby Steven Pieri Matthew Harding Iuliana Pascu Arnaldo Pereira Charles Wu Josephine Duh

We are grateful to Amy Finkelstein, Panle Jia, Jerry Hausman and seminar participants at Boston University, Carnegie Mellon University, Duke, MIT and the NBER for helpful comments; to Jim Hendrix, Chris Messner, Pallavi Mudumby, Steven Pieri and John Porell from Wolters Kluwer for providing data; to Matthew Harding for providing Matlab code, to Iuliana Pascu, Arnaldo Pereira, Charles Wu, Joseph...

2004
GUIDO HEINECK Daniel Hamermesh

This paper analyzes whether taller workers earn more then their shorter counterparts. Using GSOEP data from 1991 to 2002, earnings functions are estimated separately for male and female workers in both West and East German regions. The Hausman-Taylor IV estimator ist applied to account for unobservable heterogeneity including also timeinvariant indicators. The results do not suggest for an effe...

2017
Hui Zhang Jing Liu Zheng Dong Yue Ding Qiaoxia Qian Jingru Zhou Yanyun Ma Zhendong Mei Xiangxiang Chen Yuan Li Ziyu Yuan Juan Zhang Yajun Yang Xingdong Chen Li Jin Hejian Zou Xiaofeng Wang Jiucun Wang

Aim A Mendelian randomization study (MRS) can be linked to a "natural" randomized controlled trial in order to avoid potential bias of observational epidemiology. We aimed to study the possible association between serum urate (SU) and total bilirubin (TBIL) using MRS. Materials and Methods An observational epidemiological study using ordinary least squares (OLS) regression and MRS using two-s...

2015

the nonlinear budget set in the labor supply application, Figure A1 depicts a nonlinear budget set induced by a simple progressive tax. The after-tax wage, w, that a worker faces varies with the tax rate, t.2 The labor supply application examines the effect of the after-tax wage (the slope) on hours (the horizontal axis) controlling for income (the vertical axis). Similarly, I examine the effec...

Background Determinants of health or health production function in health economics literature constitute noticeable issues in health promotion. This study aimed at estimating a health production function for East Mediterranean Region (EMR) based on the Grossman theoretical model.   Methods This ecological study was performed using the econometric methods. The panel data model was used in order...

2015

the nonlinear budget set in the labor supply application, Figure A1 depicts a nonlinear budget set induced by a simple progressive tax. The after-tax wage, w, that a worker faces varies with the tax rate, t.2 The labor supply application examines the effect of the after-tax wage (the slope) on hours (the horizontal axis) controlling for income (the vertical axis). Similarly, I examine the effec...

2011
Liangjun Su Halbert White

We provide straightforward new nonparametric methods for testing conditional independence using local polynomial quantile regression, allowing weakly dependent data. Inspired by Hausman’s (1978) speci…cation testing ideas, our methods essentially compare two collections of estimators that converge to the same limits under correct speci…cation (conditional independence) and that diverge under th...

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