Search results for "Semiparametric estimation"

showing 2 items of 2 documents

Estimating Engel curves under unit and item nonresponse

2010

SUMMARY This paper estimates food Engel curves using data from the first wave of the Survey on Health, Aging and Retirement in Europe (SHARE). Our statistical model simultaneously takes into account selectivity due to unit and item nonresponse, endogeneity problems, and issues related to flexible specification of the relationship of interest. We estimate both parametric and semiparametric specifications of the model. The parametric specification assumes that the unobservables in the model follow a multivariate Gaussian distribution, while the semiparametric specification avoids distributional assumptions about the unobservables. Copyright © 2011 John Wiley & Sons, Ltd.

Economics and EconometricsSettore SECS-P/05 - EconometriaStatistical modelMultivariate normal distributionUnit (housing)Engel curve Unit nonresponse Item nonresponse Endogeneity semiparametric estimationEngel curveStatisticsEconomicsEconometricsStatistics::MethodologyEndogeneitySocial Sciences (miscellaneous)Parametric statistics
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Goodness-of-fit tests for parametric excess hazard rate models with covariates

2017

In this paper we propose a general methodology for testing the null hypothesis that an excess hazard rate model, with or without covariates, belongs to a parametric family. Estimating the excess hazard rate function parametrically through the maximum likelihood method and non-parametrically (or semi-parametrically) we build a discrepancy process which is shown to be asymptotically Gaussian under the null hypothesis. Based on this result we are able to build some statistical tests in order to decide wether or not the null hypothesis is acceptable. We illustrate our results by the construction of chi-square tests which the behavior is studied through a Monte-Carlo study. Then the testing proc…

[STAT]Statistics [stat]Proportional excess hazards modelSemiparametric estimation[ STAT ] Statistics [stat]Maximum likelihood estimationNonparametric estimationcolon cancer dataCovariatesExcess hazard model[STAT] Statistics [stat]
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