scholarly journals Partially Linear Models with Endogeneity: a conditional moment based approach

2021 ◽  
Author(s):  
Bertille Antoine ◽  
Xiaolin Sun
Keyword(s):  
Linear Models ◽  
Linear Part ◽  
Tuning Parameter ◽  
Regularity Conditions ◽  
Conditional Moment ◽  
Conditional Mean ◽  
Asymptotically Normal ◽  
Partially Linear ◽  
Coverage Rates ◽  
The Impact

Abstract In a partially linear conditional moment model, we propose a new estimator for the slope parameter of the endogenous variable of interest which combines a Robinson’s transformation (Robinson (1988)), to partial out the non-linear part of the model, with a smooth minimum distance approach (Lavergne and Patilea (2013)), to exploit all the information of the conditional mean independence restriction. Our estimator only depends on one tuning parameter, is easy to compute, consistent and $\sqrt{n}$-asymptotically normal under standard regularity conditions. Simulations show that our estimator is competitive with GMM-type estimators, and often displays a smaller bias and variance, as well as better coverage rates for confidence intervals. We revisit and extend some of the empirical results in Dinkelman (2011b) who estimates the impact of electrification on employment growth in South Africa: overall, we obtain estimates that are smaller in magnitude, more precise, and still economically relevant.

SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS

2002 ◽  
Vol 18 (3) ◽  
pp. 625-645 ◽  
Author(s):  
Qi Li ◽  
Jeffrey M. Wooldridge
Keyword(s):  
Linear Model ◽  
Linear Models ◽  
Rational Expectation ◽  
Kernel Method ◽  
Dependent Data ◽  
Partially Linear Model ◽  
Regularity Conditions ◽  
Dimensional Parameter ◽  
Partially Linear ◽  
Generated Regressors

In this paper we consider the problem of estimating a semiparametric partially linear model for dependent data with generated regressors. This type of model comes naturally from various econometric models such as a semiparametric rational expectation model when the surprise term enters the model nonparametrically, or a semiparametric type-3 Tobit model when the error distributions are of unknown forms, or a semiparametric error correction model. Using the nonparametric kernel method and under primitive conditions, we show that the [square root]n-consistent estimation results of the finite-dimensional parameter in a partially linear model can be generalized to the case of generated regressors with weakly dependent data. The regularity conditions we use are quite weak, and they are similar to those used in Robinson (1988, Econometrica 56, 931–954) for independent and observed data.

scholarly journals INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS

2020 ◽  
pp. 1-35
Author(s):  
Byunghoon Kang
Keyword(s):  
Confidence Intervals ◽  
Confidence Bands ◽  
Tuning Parameter ◽  
Partially Linear Model ◽  
Finite Sample ◽  
Wage Elasticity ◽  
Conditional Mean ◽  
Partially Linear ◽  
Model Setup ◽  
Inference Methods

Nonparametric series regression often involves specification search over the tuning parameter, that is, evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences for conditional mean functions in nonparametric series estimations that are uniform in the number of series terms. As a result, this paper constructs confidence intervals and confidence bands with possibly data-dependent series terms that have valid asymptotic coverage probabilities. This paper also considers a partially linear model setup and develops inference methods for the parametric part uniform in the number of series terms. The finite sample performance of the proposed methods is investigated in various simulation setups as well as in an illustrative example, that is, the nonparametric estimation of the wage elasticity of the expected labor supply from Blomquist and Newey (2002, Econometrica 70, 2455–2480).

scholarly journals Socio-economic consequences of mental distress: quantifying the impact of self-reported mental distress on the days of incapacity to work and medical costs in a two-year period: a longitudinal study in Germany

2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Gerhard Müller ◽  
Manuela Bombana ◽  
Monika Heinzel-Gutenbrenner ◽  
Nikolaus Kleindienst ◽  
Martin Bohus ◽  
...  
Keyword(s):  
Mental Disorders ◽  
Mental Distress ◽  
Linear Models ◽  
Longitudinal Research ◽  
Depression Scale ◽  
Routine Data ◽  
Medical Costs ◽  
First Year ◽  
Second Year ◽  
The Impact

Abstract Background Mental disorders are related to high individual suffering and significant socio-economic burdens. However, it remains unclear to what extent self-reported mental distress is related to individuals’ days of incapacity to work and their medical costs. This study aims to investigate the impact of self-reported mental distress for specific and non-specific days of incapacity to work and specific and non-specific medical costs over a two-year span. Method Within a longitudinal research design, 2287 study participants’ mental distress was assessed using the Hospital Anxiety and Depression Scale (HADS). HADS scores were included as predictors in generalized linear models with a Tweedie distribution with log link function to predict participants’ days of incapacity to work and medical costs retrieved from their health insurance routine data during the following two-year period. Results Current mental distress was found to be significantly related to the number of specific days absent from work and medical costs. Compared to participants classified as no cases by the HADS (2.6 days), severe case participants showed 27.3-times as many specific days of incapacity to work in the first year (72 days) and 10.3-times as many days in the second year (44 days), and resulted in 11.4-times more medical costs in the first year (2272 EUR) and 6.2-times more in the second year (1319 EUR). The relationship of mental distress to non-specific days of incapacity to work and non-specific medical costs was also significant, but mainly driven from specific absent days and specific medical costs. Our results also indicate that the prevalence of presenteeism is considerably high: 42% of individuals continued to go to work despite severe mental distress. Conclusions Our results show that self-reported mental distress, assessed by the HADS, is highly related to the days of incapacity to work and medical costs in the two-year period. Reducing mental distress by improving preventive structures for at-risk populations and increasing access to evidence-based treatments for individuals with mental disorders might, therefore, pay for itself and could help to reduce public costs.

Self-Acceleration in the Parameterization of Orographic Gravity Wave Drag

2010 ◽  
Vol 67 (8) ◽  
pp. 2537-2546 ◽  
Author(s):  
John F. Scinocca ◽  
Bruce R. Sutherland
Keyword(s):  
Gravity Wave ◽  
Middle Atmosphere ◽  
Wave Train ◽  
Leading Edge ◽  
Wave Theory ◽  
Wave Drag ◽  
Tuning Parameter ◽  
Mean Flow ◽  
Propagating Waves ◽  
The Impact

Abstract A new effect related to the evaluation of momentum deposition in conventional parameterizations of orographic gravity wave drag (GWD) is considered. The effect takes the form of an adjustment to the basic-state wind about which steady-state wave solutions are constructed. The adjustment is conservative and follows from wave–mean flow theory associated with wave transience at the leading edge of the wave train, which sets up the steady solution assumed in such parameterizations. This has been referred to as “self-acceleration” and it is shown to induce a systematic lowering of the elevation of momentum deposition, which depends quadratically on the amplitude of the wave. An expression for the leading-order impact of self-acceleration is derived in terms of a reduction of the critical inverse Froude number Fc, which determines the onset of wave breaking for upwardly propagating waves in orographic GWD schemes. In such schemes Fc is a central tuning parameter and typical values are generally smaller than anticipated from conventional wave theory. Here it is suggested that self-acceleration may provide some of the explanation for why such small values of Fc are required. The impact of Fc on present-day climate is illustrated by simulations of the Canadian Middle Atmosphere Model.

FPCA-based estimation for generalized functional partially linear models

2019 ◽  
Vol 61 (6) ◽  
pp. 2715-2735 ◽  
Author(s):  
Ruiyuan Cao ◽  
Jiang Du ◽  
Jianjun Zhou ◽  
Tianfa Xie
Keyword(s):  
Linear Models ◽  
Partially Linear Models ◽  
Partially Linear

241 Skeletal Muscle Mitochondrial Capacities Are Impacted by Breed and Temperament in Young Angus and Brahman Steers

2021 ◽  
Vol 99 (Supplement_3) ◽  
pp. 127-127
Author(s):  
Chloey P Guy ◽  
Lauren T Wesolowski ◽  
Audrey L Earnhardt ◽  
Dustin Law ◽  
Don A Neuendorff ◽  
...  
Keyword(s):  
Skeletal Muscle ◽  
Fixed Effects ◽  
Linear Models ◽  
Citrate Synthase ◽  
Volume Density ◽  
Skeletal Muscle Mitochondria ◽  
Mitochondrial Volume ◽  
Mitochondrial Volume Density ◽  
Brahman Steers ◽  
The Impact

Abstract Temperament impacts skeletal muscle mitochondria in Brahman heifers, but this has not been investigated in steers or between cattle breeds. We hypothesized mitochondrial measures would be greater in Angus than Brahman, temperamental than calm steers, and the trapezius (TRAP) than the longissimus thoracis (LT) muscle. Samples from calm (n = 13 per breed), intermediate (n = 12 per breed), and temperamental (n=13 per breed) Angus and Brahman steers (mean±SD 10.0±0.8 mo) were evaluated for mitochondrial enzyme activities via colorimetry. Calm and temperamental LT samples were evaluated for oxidative phosphorylation (P) and electron transfer (E) capacities by high-resolution respirometry. Data were analyzed using linear models with fixed effects of breed, muscle, temperament, and all interactions. Brahman tended to have greater mitochondrial volume density (citrate synthase activity; CS) than Angus (P = 0.08), while intrinsic (relative to CS) mitochondrial function (cytochrome c oxidase activity) was greater in Angus than Brahman (P = 0.001) and greater in TRAP than LT (P = 0.008). Angus exhibited greater integrative (per mg tissue) and intrinsic P with complex I (PCI), P with complexes I+II (PCI+II), maximum noncoupled E, and E with complex II (ECII; P ≤ 0.04) and tended to have greater intrinsic leak (P = 0.1) than Brahman. Contribution of PCI to total E was greater in Angus than Brahman (P = 0.01), while contribution of ECII to total E was greater in Brahman than Angus (P = 0.05). A trend for the interaction of breed and temperament (P = 0.07) indicated calm Angus had the greatest intrinsic ECII (P ≤ 0.03) while intrinsic ECII was similar between temperamental Angus and calm and temperamental Brahman. Integrative PCI+II and ECII, and the contribution of PCI and PCI+II to overall E tended to be greater in temperamental than calm steers (P ≤ 0.09), while intrinsic ECII tended to be greater in calm than temperamental steers (P = 0.07). The impact of these mitochondrial differences on meat quality measures remains to be determined.

scholarly journals Impact of the pan-Canadian Oncology Drug Review on provincial concordance with respect to cancer drug funding decisions and time to funding

2017 ◽  
Vol 24 (5) ◽  
pp. 295 ◽  
Author(s):  
A. Srikanthan ◽  
H. Mai ◽  
N. Penner ◽  
E. Amir ◽  
A. Laupacis ◽  
...  
Keyword(s):  
Linear Models ◽  
Drug Product ◽  
Median Number ◽  
Cancer Drug ◽  
Cancer Drugs ◽  
Oncology Drug ◽  
Before And After ◽  
Canadian Provinces ◽  
The Impact ◽  
Drug Review

Background The pan-Canadian Oncology Drug Review (pcodr) was implemented in 2011 to address uneven drug coverage and lack of transparency with respect to the various provincial cancer drug review processes in Canada. We evaluated the impact of the pcodr on provincial decision concordance and time from Notice of Compliance (noc) to drug funding.Methods In a retrospective review, Health Canada’s Drug Product Database was used to identify new indications for cancer drugs between January 2003 and May 2014, and provincial formulary listings for drug-funding dates and decisions between 1 January 2003 and 31 December 2014 were retrieved. Multiple linear models and quantile regressions were used to evaluate changes in time to decision-making before and after the implementation of the pcodr. Agreement of decisions between provinces was evaluated using kappa statistics.Results Data were available from 9 provinces (all Canadian provinces except Quebec), identifying 88 indications that represented 51 unique cancer drugs. Two provinces lacked available data for all 88 indications at the time of data collection. Interprovincial concordance in drug funding decisions significantly increased after the pcodr’s implementation (Brennan-Prediger coefficient: 0.54 pre-pcodr vs. 0.78 post-pcodr; p = 0.002). Nationwide, the median number of days from Health Canada’s noc date to the date of funding significantly declined (to 393 days from 522 days, p < 0.001). Exploratory analyses excluding provinces with incomplete data did not change the results.Conclusions After the implementation of the pcodr, greater concordance in cancer drug funding decisions between provinces and decreased time to funding decisions were observed.

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