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Yoshihiko Nishiyama Peter M. Robinson 《Econometrica : journal of the Econometric Society》2005,73(3):903-948
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate. However, smoothing can inflate the error in the normal approximation, so that refined approximations are of interest, especially in sample sizes that are not enormous. We show that a bootstrap distribution achieves a valid Edgeworth correction in the case of density‐weighted averaged derivative estimates of semiparametric index models. Approaches to bias reduction are discussed. We also develop a higher‐order expansion to show that the bootstrap achieves a further reduction in size distortion in the case of two‐sided testing. The finite‐sample performance of the methods is investigated by means of Monte Carlo simulations from a Tobit model. 相似文献
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Daisuke Yamazaki 《Journal of Statistical Computation and Simulation》2019,89(11):2006-2030
It is known that several widely used structural change tests have non-monotonic power because the long-run variance is poorly estimated under the alternative hypothesis. In this paper, we propose a modified long-run variance estimator to alleviate this problem. We theoretically show that the tests with our long-run variance estimator are consistent against large multiple structural changes. Simulation results show that the proposed test performs well in finite samples. 相似文献
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Yoh Murayama Masami Hasebe Sachiko Yamazaki Jun Yamaguchi Erika Kobayashi 《Asian Social Work and Policy Review》2023,17(3):162-175
During the Coronavirus disease pandemic (COVID-19), working conditions became increasingly difficult for social workers, as they had to deal with new challenges and added workloads. This study describes the difficulties faced by social workers of the Self-Reliance Support System in Japan and clarifies the solution for each difficulty while conducting their duties to support vulnerable people during COVID-19. To this end, we conducted an open-ended questionnaire survey and an interview survey. The data were analyzed using qualitative coding. The results showed that the difficulties faced in consultation support work included supporting hitherto socially invisible groups such as sole traders and foreigners. Social workers also faced an ethical dilemma, as they could not provide support to clients who “did not try to solve their problems” or for whom “interventional attempts did not lead to counseling support” and who only sought benefits at the risk of becoming isolated and impoverished. Following this, consultants collaborated to resolve such difficulties while maximizing the use of various local resources. The study's findings clarify that it would be effective to understand the difficulties faced by social workers to obtain hints toward their resolution. 相似文献