scholarly journals Parameter Interval Estimation of Semiparametric Spline Truncated Regression Model for Longitudinal Data

Author(s):  
Dasty Dewi Prawanti ◽  
I Nyoman Budiantara ◽  
Jerry D.T. Purnomo
Author(s):  
Sunil Sapra

While a variety of specification tests are routinely employed to test for misspecification in linear regression model, such tests and their applications to the truncated and censored regression models are uncommon. This paper develops a regression error specification test (RESET) for the truncated regression model as an extension of the popular RESET for the linear regression model (Ramsey (1969)). The two proposed extensions TRESET1 and TRESET2 developed in the paper are applied to labor force participation data from Mroz (1987). The paper studies the empirical size and power properties of the proposed tests via Monte Carlo experiments. Our simulation results suggest that both TRESET tests have reasonably good size and power properties for the truncated regression model in medium to large samples. However, TRESET2 consistently outperforms TRESET1 both in terms of empirical size and power in our experiments.  


2020 ◽  
Vol 28 (109) ◽  
pp. 1076-1097
Author(s):  
David Daniel Hammes Junior ◽  
Leonardo Flach ◽  
Luísa Karam de Mattos

Abstract This study aims to describe the determining factors in efficiency of public expenditures in Brazilian Federal Universities. A two-stage survey method was applied for a sample of fifty-nine Brazilian Federal Universities, from 2013 to 2017. The Data Envelopment Analysis (DEA) was applied for the first stage in order to measure the efficiency of public expenditures. For the second stage, a truncated regression model was applied, with a double bootstrap procedure for bias correction and statistical significance test of the variables. Results show that some Brazilian Federal Universities were inefficient during this period. Considering the truncated regression model of Simar and Wilson (2007), significant variables that influence the efficiency of public expenditures in federal universities were: public expenditures in Higher Education, number of professors, amount of enrolments, amount of graduates, total expenditures with employees and total amount of employees. Therefore, this study has contributed to scientific literature showing that these variables play a key role to public efficiency in federal universities.


2021 ◽  
pp. 89-104
Author(s):  
R. Russell Rhinehart ◽  
Robert M. Bethea

SpringerPlus ◽  
2012 ◽  
Vol 1 (1) ◽  
Author(s):  
Fernando Brito Lopes ◽  
Cláudio Ulhôa Magnabosco ◽  
Fernanda Paulini ◽  
Marcelo Corrêa da Silva ◽  
Eliane Sayuri Miyagi ◽  
...  

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