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251.
252.
Liangjun Su Zhentao Shi Peter C. B. Phillips 《Econometrica : journal of the Econometric Society》2016,84(6):2215-2264
This paper provides a novel mechanism for identifying and estimating latent group structures in panel data using penalized techniques. We consider both linear and nonlinear models where the regression coefficients are heterogeneous across groups but homogeneous within a group and the group membership is unknown. Two approaches are considered—penalized profile likelihood (PPL) estimation for the general nonlinear models without endogenous regressors, and penalized GMM (PGMM) estimation for linear models with endogeneity. In both cases, we develop a new variant of Lasso called classifier‐Lasso (C‐Lasso) that serves to shrink individual coefficients to the unknown group‐specific coefficients. C‐Lasso achieves simultaneous classification and consistent estimation in a single step and the classification exhibits the desirable property of uniform consistency. For PPL estimation, C‐Lasso also achieves the oracle property so that group‐specific parameter estimators are asymptotically equivalent to infeasible estimators that use individual group identity information. For PGMM estimation, the oracle property of C‐Lasso is preserved in some special cases. Simulations demonstrate good finite‐sample performance of the approach in both classification and estimation. Empirical applications to both linear and nonlinear models are presented. 相似文献
253.
Employee engagement in environmental behaviors is an important topic in operations management. Drawing upon stakeholder, commitment, and organizational support theories, this study creates and tests an empirical model of how store managers (i.e., supervisors) influence their direct reports (i.e., subordinates) to become engaged in environmental behaviors. Based on a dataset derived from supervisors and their subordinates who are employed at the same grocery store location across a large retail grocery chain, we test our study's nomological model and find support for the linkages proposed. Key research and managerial implications are discussed. 相似文献
254.
Many firms have recently adopted virtual channels, based most notably on the Internet and the phone, to complement the delivery of services to their customers by their existing physical facilities. The success of such multichannel (MC) strategies relies on the alignment of service design decisions—namely those concerning the allocation of service activities to virtual channels—with customers’ MC behavior. Although prior studies have looked at the intensity with which customers use virtual channels, they have not addressed virtual channel use for different types of service activities. In our study, we investigate whether customers’ use of virtual channels for MC services varies with the type of service activities they engage in, and if so, in what way. In doing so, we address two objectives. First, we investigate the impact of accessibility to the physical channel on the degree of use of virtual channels (Internet and phone, aggregated) for different types of activities. Second, we look at channel preferences (Internet vs. phone) for different types of activities when customers do resort to virtual channels to conduct activities. To address our objectives, we develop and test hypotheses regarding customers’ use of virtual channels based on the match between activity attributes (complexity and volume) and channel attributes (access efficiency, interface efficiency, interface richness). Using data from a MC bank, we find that the impact of accessibility to physical channels (specifically, customer distance) on customers’ use of virtual channels, as well as the relative use of Internet versus phone, depend on the type of activities. 相似文献
255.
Allard Denis Emery Xavier Lacaux Céline Lantuéjoul Christian 《Statistics and Computing》2020,30(5):1479-1495
Statistics and Computing - Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which... 相似文献
256.
This paper analyses how network embeddedness affects the exploration and exploitation of R&D project performance. By developing joint projects, partners and projects are linked to one another and form a network that generates social capital. We examine how the location, which determines the access to information and knowledge within a network of relationships, affects the performance of projects. We consider this question in the setup of exploration and exploitation projects, using a database built from an EU framework. We find that each of the structural embeddedness dimensions (degree, betweenness and eigenvector centrality) have a different impact on the exploration and exploitation project performance. Our empirical analysis extends to project management literature and social capital theory, by including the effect that the acquisition of external knowledge has on the performance of the project. 相似文献
257.
Brajendra C. Sutradhar K.V. Vineetha Warriyar Nan Zheng 《Australian & New Zealand Journal of Statistics》2016,58(3):397-434
This paper deals with a longitudinal semi‐parametric regression model in a generalised linear model setup for repeated count data collected from a large number of independent individuals. To accommodate the longitudinal correlations, we consider a dynamic model for repeated counts which has decaying auto‐correlations as the time lag increases between the repeated responses. The semi‐parametric regression function involved in the model contains a specified regression function in some suitable time‐dependent covariates and a non‐parametric function in some other time‐dependent covariates. As far as the inference is concerned, because the non‐parametric function is of secondary interest, we estimate this function consistently using the independence assumption‐based well‐known quasi‐likelihood approach. Next, the proposed longitudinal correlation structure and the estimate of the non‐parametric function are used to develop a semi‐parametric generalised quasi‐likelihood approach for consistent and efficient estimation of the regression effects in the parametric regression function. The finite sample performance of the proposed estimation approach is examined through an intensive simulation study based on both large and small samples. Both balanced and unbalanced cluster sizes are incorporated in the simulation study. The asymptotic performances of the estimators are given. The estimation methodology is illustrated by reanalysing the well‐known health care utilisation data consisting of counts of yearly visits to a physician by 180 individuals for four years and several important primary and secondary covariates. 相似文献
258.
In this article, we provide a semiparametric approach to the joint measurement of technical and allocative inefficiency in a way that the internal consistency of the specification of allocative errors in the objective function (e.g., cost function) and the derivative equations (e.g., share or input demand functions) is assured. We start from the Cobb–Douglas production and shadow cost system. We show that the shadow cost system has a closed-form likelihood function contrary to what was previously thought. In turn, we use the method of local maximum likelihood applied to a system of equations to obtain firm-specific parameter estimates (which reveal heterogeneity in production) as well as measures of technical and allocative inefficiency and its cost. We illustrate its practical application using data on U.S. electric utilities. 相似文献
259.
Much research suggests that political experts are more likelyto structure attitudes toward different issues in an ideologicallyconsistent fashion. Based on recent studies of motivationalinfluences on social cognition, we hypothesize that only expertswith a high need to evaluatea strong motivation to establishevaluations of social objectsmay "apply" ideology toa variety of issues. Data from the 1998 NES Pilot and 2000 NESare used to examine this hypothesis. While experts do show moreideological constraint, this relationship appears to be limitedto individuals with a high need to evaluate. Additional analysesindicated that this interactive effect extended to other indicesof the use of ideology as well. 相似文献
260.
Provisions of the Adoption and Safe Families Act of 1997 mandated shorter time frames for making permanency decisions and facilitating adoption. Yet for many children, foster care continued to be a significant portion of their life experiences. This project explored the potential permanency option of birthfamilies and extended kin for children who languished in foster care while being free for adoption. Eighteen children achieved permanent placement with their birthfamilies. In addition, staff found that although many families could not provide permanent placements, they could offer appropriate relationships with the children. This project team recommends viewing family relationships as an integral component where placement is one option on a continuum that includes letters, phone calls, and visits. 相似文献