On Testing Sample Selection Bias Under the Multicollinearity Problem

ABSTRACT

This paper reviews and extends the literature on the finite sample behavior of tests for sample selection bias. Monte Carlo results show that, when the “multicollinearity problem” identified by Nawata (1993 Nawata , K. ( 1993 ). A note on the estimation of models with sample-selection biases . Economics Letters 42 : 15 – 24 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) is severe, (i) the t-test based on the Heckman–Greene variance estimator can be unreliable, (ii) the Likelihood Ratio test remains powerful, and (iii) nonnormality can be interpreted as severe sample selection bias by Maximum Likelihood methods, leading to negative Wald statistics. We also confirm previous findings (Leung and Yu, 1996 Leung , S. F. , Yu , S. ( 1996 ). On the choice between sample selection and two-part models . Journal of Econometrics 72 : 197 – 229 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) that the standard regression-based t-test (Heckman, 1979 Heckman , J. J. ( 1979 ). Sample selection bias as a specification error . Econometrica 47 : 153 – 161 . [CSA] [Crossref], [Web of Science ®] , [Google Scholar]) and the asymptotically efficient Lagrange Multiplier test (Melino, 1982 Melino , A. ( 1982 ). Testing for sample selection bias . Review of Economic Studies 49 : 151 – 153 . [CSA] [Crossref], [Web of Science ®] , [Google Scholar]), are robust to nonnormality but have very little power.     

Tests for Detecting Overdispersion in the Positive Poisson Regression Model

This article derives score tests for extra-Poisson variation in the positive or truncated-at-zero Poisson regression model against truncated-at-zero negative binomial family alternatives. It also develops size-corrected tests of overdispersion that are expected to improve their small-sample properties. Further, small-sample performance of the tests is investigated by means of Monte Carlo experiments. As an illustration, the proposed tests are applied to a model of strikes in U.S. manufacturing. The proposed tests have an interpretation as conditional moment tests and require only the positive Poisson model to be estimated. It is shown that most of the tests for overdispersion in the regular Poisson model given in the econometric and statistical literature can be obtained as special cases of the tests developed in this article. Monte Carlo experiments indicate that the size correction, based on the asymptotic expansions of the score function, is effective in improving the accuracy of the size and power of the tests in small samples.     

Diagnostics for glms with linear inequality parameter constraints

This paper proposes an iterative process, that can be implemented using GLIM, for fitting generalized linear models with linear inequality parameter constraints, when the maximum likelihood estimates exist and are unique. A one-step estimate is also introduced and some diagnostic measures are obtained. Finally an example is given for illustration.     

Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing

This paper uses Monte Carlo simulation analysis to study the finite-sample behavior of bootstrap estimators and tests in the linear heteroskedastic model. We consider four different bootstrapping schemes, three of them specifically tailored to handle heteroskedasticity. Our results show that weighted bootstrap methods can be successfully used to estimate the variances of the least squares estimators of the linear parameters both under normality and under nonnormality. Simulation results are also given comparing the size and power of the bootstrapped Breusch-Pagan test with that of the original test and of Bartlett and Edgeworth-corrected tests. The bootstrap test was found to be robust against unfavorable regression designs.     

Checking the Grouped Data Version of the Cox Model for Interval-grouped Survival Data

Abstract.  Epidemiology research often entails the analysis of failure times subject to grouping. In large cohorts interval grouping also offers a feasible choice of data reduction to actually facilitate an analysis of the data. Based on an underlying Cox proportional hazards model for the exact failure times one may deduce a grouped data version of this model which may then be used to analyse the data. The model bears a lot of resemblance to a generalized linear model, yet due to the nature of data one also needs to incorporate censoring. In the case of non-trivial censoring this precludes model checking procedures based on ordinary residuals as calculation of these requires knowledge of the censoring distribution. In this paper, we represent interval grouped data in a dynamical way using a counting process approach. This enables us to identify martingale residuals which can be computed without knowledge of the censoring distribution. We use these residuals to construct graphical as well as numerical model checking procedures. An example from epidemiology is provided.     

论慈善事业发展的乘数效应

慈善事业发展的乘数效应能够体现在:慈善组织的示范效应、志愿者群体的放大效应、慈善项目的宣传效应。要保证慈善事业发展的乘数效应能充分体现,需要慈善事业的内部和外部两方面因素的配合。     

用GaAs FET实现宽带有源倍频链技术研究

介绍一种用砷化镓场效应管实现宽带信号的倍频技术,该技术具有有源倍频的有增益、单向性及隔离度好、稳定性好等特点,并对其进行了仿真实验,结果表明:使用砷化镓场效应管实现的宽带有源倍频是低次倍频中一种有效的技术手段。     

环保产业发展的乘数效应分析

环保产业发展创造的乘数效应体现在:环保产业发展产生的企业增值效应、引起的技术革命效应和社会和谐效应。要保证我国环保产业发展的乘数效应能充分体现,应对当前存在的问题进行分析,在此基础上从环保产业发展的内部和外部因素两个方面寻求解决的对策。     

185GHz固态二倍频器研究

在毫米波及亚毫米波范围,通常采用半导体器件倍频方法获得固态源。该文首先建立了电路拓扑结构,采用CAD技术进行偶次倍频器的电路模型设计和仿真分析,主要工作包括利用非线性分析方法对二极管的阻抗—频率特性进行分析;最佳偏置点的仿真;输出阻抗匹配及输入阻抗匹配仿真;最后,通过ADS和HFSS等软件的联合仿真,设计出185GHz平衡式无源二倍频器。对该倍频器进行了加工测试,结果表明,在180GHz～190GHz,倍频损耗最小为16.8dB,最大为22dB。     

A new test for single against competing risks models in duration analysis

This paper shows that the single-risk duration model with two event types is a limiting case of bivariate dependent competing risks model, where the joint distribution of event times are degenerate. Then a new test is proposed for the null hypothesis of single risk against dependent competing risks model under the proportional hazard model assumption.