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Quasi Maximum Likelihood for MESS Varying Coefficient Panel Data Models with Fixed Effects
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作者 Yan Liu 《Journal of Economic Science Research》 2021年第3期60-64,共5页
The study of spatial econometrics has developed rapidly and has found wide applications in many different scientific fields,such as demog­raphy,epidemiology,regional economics,and psychology.With the deepening of... The study of spatial econometrics has developed rapidly and has found wide applications in many different scientific fields,such as demog­raphy,epidemiology,regional economics,and psychology.With the deepening of research,some scholars find that there are some model specifications in spatial econometrics,such as spatial autoregressive(SAR)model and matrix exponential spatial specification(MESS),which cannot be nested within each other.Compared with the common SAR models,the MESS models have computational advantages because it eliminates the need for logarithmic determinant calculation in maxi­mum likelihood estimation and Bayesian estimation.Meanwhile,MESS models have theoretical advantages.However,the theoretical research and application of MESS models have not been promoted vigorously.Therefore,the study of MESS model theory has practical significance.This paper studies the quasi maximum likelihood estimation for ma­trix exponential spatial specification(MESS)varying coefficient panel data models with fixed effects.It is shown that the estimators of model parameters and function coefficients satisfy the consistency and asymp­totic normality to make a further supplement for the theoretical study of MESS model. 展开更多
关键词 fixed effects MESS panel data Varying coefficient models Quasi maximum likelihood
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Selection of Fixed Effects in High-dimensional Generalized Linear Mixed Models
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作者 Xi Yun ZHANG Zai Xing LI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2023年第6期995-1021,共27页
The selection of fixed effects is studied in high-dimensional generalized linear mixed models(HDGLMMs)without parametric distributional assumptions except for some moment conditions.The iterative-proxy-based penalized... The selection of fixed effects is studied in high-dimensional generalized linear mixed models(HDGLMMs)without parametric distributional assumptions except for some moment conditions.The iterative-proxy-based penalized quasi-likelihood method(IPPQL)is proposed to select the important fixed effects where an iterative proxy matrix of the covariance matrix of the random effects is constructed and the penalized quasi-likelihood is adapted.We establish the model selection consistency with oracle properties even for dimensionality of non-polynomial(NP)order of sample size.Simulation studies show that the proposed procedure works well.Besides,a real data is also analyzed. 展开更多
关键词 fixed effects selection HDGLMMs penalized quasi-likelihood proxy covariance matrices theoretical properties
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Variable Selection for Fixed Effects Varying Coefficient Models 被引量:5
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作者 Gao Rong LI Heng LIAN +1 位作者 Peng LAI Heng PENG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2015年第1期91-110,共20页
We consider the problem of variable selection for the fixed effects varying coefficient models. A variable selection procedure is developed using basis function approximations and group nonconcave penalized functions,... We consider the problem of variable selection for the fixed effects varying coefficient models. A variable selection procedure is developed using basis function approximations and group nonconcave penalized functions, and the fixed effects are removed using the proper weight matrices. The proposed procedure simultaneously removes the fixed individual effects, selects the significant variables and estimates the nonzero coefficient functions. With appropriate selection of the tuning parameters, an asymptotic theory for the resulting estimates is established under suitable conditions. Simulation studies are carried out to assess the performance of our proposed method, and a real data set is analyzed for further illustration. 展开更多
关键词 Varying coefficient model fixed effect variable selection basis function
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ESTIMATION IN A SEMI-VARYING COEFFICIENT MODEL FOR PANEL DATA WITH FIXED EFFECTS 被引量:4
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作者 HU Xuemei 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第3期594-604,共11页
This paper considers a semi-varying coefficient model for panel data with fixed effects,proposes the profile-likelihood-based estimators for the parametric and nonparametric components,and establishes convergence rate... This paper considers a semi-varying coefficient model for panel data with fixed effects,proposes the profile-likelihood-based estimators for the parametric and nonparametric components,and establishes convergence rates and asymptotic normality properties for both estimators.Simulation results show that the proposed estimators behave well in finite sample cases. 展开更多
关键词 fixed effect profile likelihood semi-varying coefficient model for panel data.
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A comparison of the short-term effects of fixed platform versus rotating high-fiexion prosthesis for the patients with osteoarthrities of knee
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作者 杨赞礼 《外科研究与新技术》 2011年第2期119-120,共2页
Objective To compare the preliminary clinical outcome between fixed platform and rotating high-flexion prosthesis following total knee replacement(TKR).Methods Form January 2007 to December 2009,68 patients with osteo... Objective To compare the preliminary clinical outcome between fixed platform and rotating high-flexion prosthesis following total knee replacement(TKR).Methods Form January 2007 to December 2009,68 patients with osteoarthritis of 展开更多
关键词 HSS high TKR A comparison of the short-term effects of fixed platform versus rotating high-fiexion prosthesis for the patients with osteoarthrities of knee
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The impact of Internet access on household dietary quality:Evidence from rural China 被引量:1
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作者 Yi Cui Qiran Zhao +1 位作者 Thomas Glauben Wei Si 《Journal of Integrative Agriculture》 SCIE CAS CSCD 2024年第2期374-383,共10页
Over the past few decades,the Internet has rapidly diffused across China.The spread of the Internet has had a profound economic and social impact on Chinese rural areas.Existing research shows that Internet access sig... Over the past few decades,the Internet has rapidly diffused across China.The spread of the Internet has had a profound economic and social impact on Chinese rural areas.Existing research shows that Internet access significantly impacts agricultural production and improves smallholder farmers’income.Beyond these,the Internet can affect other dimensions of social welfare.However,research about the impact of Internet access on dietary quality in rural China remains scarce.This study utilizes multi-period panel data from Fixed Observation Point in rural China from 2009 to 2015 to estimate the impact of Internet access on dietary quality and food consumption of rural households and conducts a causal analysis.Regression models with time and household fixed effects allow robust estimation while reducing potential issues of unobserved heterogeneity.The estimates show that Internet access has significantly increased rural household dietary quality(measured by the Chinese Diet Balance Index).Further research finds that Internet access has increased the consumption of animal products,such as aquatic and dairy products.We also examine the underlying mechanisms.Internet access improves dietary quality and food consumption mainly through increasing household income and food expenditure.These results encourage the promotion of Internet access as a valuable tool for nutritional improvements,especially in rural areas. 展开更多
关键词 dietary quality fixed effect model Internet access rural China
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Does community-based health insurance affect lifestyle and timing of treatment seeking behavior?Evidence from Ethiopia
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作者 Zecharias Fetene Anteneh Anagaw D.Mebratie +2 位作者 Zemzem Shigute Getnet Alemu Arjun S.Bedi 《Global Health Journal》 2024年第2期83-90,共8页
Objectives This paper aims to investigate the effects of enrollment in the Ethiopian community-based health insurance(CBHI)scheme on household preventive care activities and the timing of treatment-seeking behavior fo... Objectives This paper aims to investigate the effects of enrollment in the Ethiopian community-based health insurance(CBHI)scheme on household preventive care activities and the timing of treatment-seeking behavior for illness symptoms.There is growing concern about the financial sustainability of CBHI schemes in developing countries.However,few empirical studies have identified potential contributors,including ex-ante and ex-post moral hazards.Methods We implement a household fixed-effect panel data regression model,drawing on three rounds of household survey data collected face to face in districts where CBHI scheme is operational and in districts where it is not operational in Ethiopia.Results The findings show that enrolment in CBHI does not significantly influence household behaviour regarding preventive care activities such as water treatment before drinking and handwashing before meals.However,CBHI significantly increases delay in treatment-seeking behaviour for diseases symptoms.Particularly,on average,we estimate about 4-6 h delay for malaria symptoms,a little above 4 h for tetanus,and 10-11 h for tuberculosis among the insured households.Conclusions While there is evidence that CBHI improve the utilization of outpatient or primary care services,our study suggests that insured members may wait longer before visiting health facilities.This delay could be partly due to moral hazard problems,as insured households,particularly those from rural areas,may consider the opportunity costs associated with visiting health facilities for minor symptoms.Overall,it is essential to identify the primary causes of delays in seeking medical services and implement appropriate interventions to encourage insured individuals to seek early medical attention. 展开更多
关键词 Community-based health insurance Financial sustainability Preventive care Treatment-seeking behavior Household fixed effect Ethiopia
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Estimation in Nonlinear Models with Random Effects
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作者 宗序平 朱仲义 《Journal of Southeast University(English Edition)》 EI CAS 1998年第2期124-129,共6页
A necessary condition for existence of any weakly consistent estimator is presented in nonlinear models with random effects. Under mild regularity conditions, the strong consistency and the asymptotic normality of the... A necessary condition for existence of any weakly consistent estimator is presented in nonlinear models with random effects. Under mild regularity conditions, the strong consistency and the asymptotic normality of the estimator are proved. The results of Breslow and Calyton(1993), Lee and Nelder(1996) are improved. 展开更多
关键词 fixed effects random effects marginal likelihood
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Empirical Study on the Effect of Abolishing Agricultural Tax on Farmers' Income 被引量:3
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作者 蔡金阳 张同龙 《Agricultural Science & Technology》 CAS 2012年第3期682-685,共4页
The panel dataset which covered the socio-economic data of 31 provinces (municipalities and autonomous region) in China from 2000-2007 was used to do empirical analysis on the effect of abolishing agricultural taxes... The panel dataset which covered the socio-economic data of 31 provinces (municipalities and autonomous region) in China from 2000-2007 was used to do empirical analysis on the effect of abolishing agricultural taxes on farmers' income by referring to the fixed effect estimation method. It found that the abolition of agricultural taxes increased farmer's net income per capita by 2%. Combining with the results of empirical analysis, related policy suggestions were put forward to increase farmers' income. 展开更多
关键词 Abolishing of agricultural tax fixed effect model Net income per capita of farmers
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INFLUENCE ANALYSIS IN NONLINEAR MODELS WITH RANDOM EFFECTS 被引量:4
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作者 Wei Bocheng Zhong Xuping Dept. of Appl. Math., Southeast Univ., Nanning 210096. 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2001年第1期35-44,共10页
In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to t... In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to the mean shift outlier model.From this point of view,several diagnostic measures,such as Cook distance,score statistics are derived.The local influence measure of Cook is also presented. A numerical example illustrates that the method is available. 展开更多
关键词 Cook distance nonlinear models fixed effects local influence random effects.
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INFLUENCE ANALYSIS ON EXPONENTIAL NONLINEAR MODELS WITH RANDOM EFFECTS 被引量:2
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作者 宗序平 赵俊 +1 位作者 王海斌 韦博成 《Acta Mathematica Scientia》 SCIE CSCD 2003年第3期297-308,共12页
This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivale... This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnostic measures, such as Cook distance, score statistics are derived. The local influence measure of Cook is also presented. Numerical example illustrates that our method is available. 展开更多
关键词 Cook distance exponential nonlinear models fixed effects local influence random effects
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Bootstrap inference of the skew-normal two-way classification random effects model with interaction
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作者 YE Ren-dao AN Na +1 位作者 LUO Kun LIN Ya 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2022年第3期435-452,共18页
In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test stati... In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness. 展开更多
关键词 skew-normal two-way classification random effects model with interaction fixed effect variance component functions BOOTSTRAP generalized approach
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An Empirical Study on the Effectiveness of Technology Market Promoting Technological Innovation Capability—Based on panel data in the Yangtze River Delta
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作者 Xiaojing Lv(u) Dongphil Chun 《经济管理学刊(中英文版)》 2021年第1期81-92,共12页
Based on panel data such as 2009-2018 R&D expenditures,full-time equivalent of R&D personnel,Number of valid invention patents,and technology market turnover in China's Shanghai,Jiangsu,Zhejiang,and Anhui ... Based on panel data such as 2009-2018 R&D expenditures,full-time equivalent of R&D personnel,Number of valid invention patents,and technology market turnover in China's Shanghai,Jiangsu,Zhejiang,and Anhui provinces(cities),using Griliches-Jaffe knowledge to produce Function,construct Time fixed effects model,conduct empirical research on the main factors affecting the technological innovation capability of the Yangtze River Delta,focusing on the relationship between the technological market and technological innovation capability.The results show that human capital and R&D expenditures have a significant and positive impact on the technological innovation capacity of the Yangtze River Delta.Although the technology market has a positive effect on the scientific and technological innovation capacity of the Yangtze River Delta,the effect is not significant.Propose countermeasures and suggestions to strengthen the influence of the technology market on technological innovation. 展开更多
关键词 Technology Market Technological Innovation Capability Yangtze River Delta Region fixed effects Model
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Factors Determining Health Expenditure in the Asian and the OECD Countries 被引量:2
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作者 Paitoon Kraipornsak 《Economics World》 2017年第5期407-417,共11页
It is widely recognized that developed countries have been spending more than developing countries on health care. Objective of the study is to examine determinants of health expenditure and what factors influence it.... It is widely recognized that developed countries have been spending more than developing countries on health care. Objective of the study is to examine determinants of health expenditure and what factors influence it. Fifteen Asian countries and 30 OECD countries were chosen to explore the difference of their health expenditure structures. Model of health expenditure per person was estimated to be dependent on market demand, market supply, and other exogenous factors. A model with country specific and time effects of health expenditure was used and estimated. The study found a negative but insignificant relationship between price and health expenditure and a positive and significant relationship between GDP and health expenditure. Urban population density as proxy of urbanization was found to induce the health expenditure in the OECD. Out-of-pocket payment was also found to induce health expenditure for both the Asian and the OECD countries. A net effect of improvement in the health status or a lower mortality rate and a higher life expectancy caused an increase in the health expenditure among the Asian countries studied but decreased health expenditure in the OECD countries. In terms of income elasticity, it was found to be smaller than one in both groups of the countries. Since the income has changed faster than the other factors, the net effect of changes of all factors over period of time will cause rising in health care expenditure. Finally, the model indicated that both the Asian and OECD countries will continue to have a rising health expenditure per person over a period of time. 展开更多
关键词 health expenditure rising trend of health expenditure Asian countries OECD countries country fixed effect time fixed effect income elasticity necessary service
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Relationship between Insecticide Spray and Infestation Level of Rice Planthopper in Large Spatial Scale and in Long Term
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作者 周克 闫苗苗 《Agricultural Science & Technology》 CAS 2013年第1期100-102,共3页
[Objective] This study aimed at revealing the effect of insecticide spray on the infestation level of rice planthopper in large spatial scale and in long term. [Method] The data set included twenty counties from 1991 ... [Objective] This study aimed at revealing the effect of insecticide spray on the infestation level of rice planthopper in large spatial scale and in long term. [Method] The data set included twenty counties from 1991 to 2009. Therefore fixed effect model was established to evaluate the effect of insecticide spray on the infes- tation level of rice planthopper. The OLS method was used to estimate the fixed ef- fect model. [Result] The regression results of the fixed effect model suggested that one period lag insecticide spray had a significant effect on the infestation level of rice planthopper. [Conclusion] Even though rice planthopper is a migratory rice pest, insecticide spray has a significant effect on the infestation level of rice planthopper in large spatial scale and in long term. 展开更多
关键词 Rice planthopper fixed effect model RESISTANCE
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Relationship between Resistance of Rice Stem Borer and Insecticide Use Intensity in South China
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作者 周克 闫苗苗 《Agricultural Science & Technology》 CAS 2013年第2期315-316,332,共3页
[Objective] This study aimed to survey the effect of insecticide use intensity on the resistance of rice stem borer in South China. [Method] The data includes 19 counties from Guangdong Province and Guangxi Province f... [Objective] This study aimed to survey the effect of insecticide use intensity on the resistance of rice stem borer in South China. [Method] The data includes 19 counties from Guangdong Province and Guangxi Province from 1991 to 2010. A fixed effect model was established to evaluate the effect of insecticide use intensity on the resistance of rice stem borer. [Result] The regression results suggest that one-period lagged total number of insecticide sprays has significant effect on the infestation level of rice stem borer. [Conclusion] Although rice stem borer is a migratory rice pest, insecticide use intensity has significant effect on the resistance level of rice stem borer in South China. 展开更多
关键词 Rice stem borer fixed effect model RESISTANCE
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Digital finance and renewable energy consumption:evidence from China 被引量:2
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作者 Minli Yu Fu-Sheng Tsai +1 位作者 Hui Jin Hejie Zhang 《Financial Innovation》 2022年第1期1384-1402,共19页
While digital finance and renewable energy consumption(REC)are two timely issues,it remains unclear whether the former affects the latter,especially in developing economies.This paper examines the impact of digital fi... While digital finance and renewable energy consumption(REC)are two timely issues,it remains unclear whether the former affects the latter,especially in developing economies.This paper examines the impact of digital finance on China’s REC between 2011 and 2018 and explores the underlying mechanisms.Results show that digital finance,along with its coverage breadth and usage depth,significantly improved REC in China and that digital finance in the area of credit has had the most significant impact.Additionally,the results show that loan scale and income level are the main mediation variables,through which digital finance affects REC.The findings also suggest that economic growth and technological progress have increased REC in China,while carbon dioxide emissions have had no meaningful effect on this consumption.The results further indicate that policymakers must pay close attention to the role of digital finance when formulating policies on REC.To promote REC and environmental sustainability,developing economies like China should strengthen the breadth and depth of digital finance development,focus on the influence channels of digital finance,and promote economic growth and technological progress. 展开更多
关键词 Digital finance Renewable energy consumption Developing economy Two-way fixed effects model
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Acupuncture and vitamin B_(12) injection for Bell's palsy:no high-quality evidence exists 被引量:1
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作者 Li-li Wang Ling Guan +2 位作者 Peng-liang Hao Jin-long Du Meng-xue Zhang 《Neural Regeneration Research》 SCIE CAS CSCD 2015年第5期808-813,共6页
OBJECTIVE: To assess the efficacy of acupuncture combined with vitamin B12 acupoint injection versus acupuncture alone to reduce incomplete recovery in patients with Bell's palsy. DATA RETRIEVAL: A computer-based o... OBJECTIVE: To assess the efficacy of acupuncture combined with vitamin B12 acupoint injection versus acupuncture alone to reduce incomplete recovery in patients with Bell's palsy. DATA RETRIEVAL: A computer-based online retrieval of Medline, Web of Science, CNKI, CBM databases until April 2014 was performed for relevant trials, using the key words "Bell's palsy or idiopathic facial palsy or facial palsy" and"acupuncture or vitamin B12 or methylcobalamin". STUDY SELECTION: All randomized controlled trials that compared acupuncture with acupuncture combined with vitamin B12 in patients with Bell's palsy were included in the me- ta-analysis. The initial treatment lasted for at least 4 weeks. The outcomes of incomplete facial recovery were monitored. The scoring index varied and the definition of healing was consistent. The combined effect size was calculated by using relative risk (RR) with 95% confidence interval (C/) using the fixed effect model of Review Manager. MAIN OUTCOME MEASURES: Incomplete recovery rates were chosen as the primary outcome. RESULTS: Five studies involving 344 patients were included in the final analysis. Results showed that the incomplete recovery rate of Bell's palsy patients was 44.50% in the acupuncture combined with vitamin B12 group but 62.57% in the acupuncture alone group. The major acupoints were Taiyang (EX-HN5), Jiache (ST6), Dicang (ST4) and Sibai (ST2). The combined effect size showed that acupuncture combined with vitamin B12 was better than acupuncture alone for the treatment of Belrs palsy (RR = 0.71, 95%CI: 0.58-0.87; P = 0.001), this result held true when 8 patients lost to follow up in one study were included into the analyses (RR = 0.70, 95%CI: 0.58-0.86; P = 0.0005). In the subgroup analyses, the therapeutic effect in patients of the electroacupuncture subgroup was better than in the non-electroacupuncture subgroup (P = 0.024). There was no significant dif- ference in the incomplete recovery rate by subgroup analysis on drug types and treatment period. Most of the included studies were moderate or low quality, and bias existed. CONCLUSION: In patients with Bell's palsy, acupuncture combined with vitamin 812 can reduce the risk of incomplete recovery compared with acupuncture alone in our meta-analysis. Because of study bias and methodological limitations, this conclusion is uncertain and the clinical appli- cation of acupuncture combined with vitamin B12 requires further exploration. 展开更多
关键词 nerve regeneration brain injury facial palsy Bell's palsy comparison methodologicalquality therapy fixed effect model ACUPUNCTURE incomplete recovery randomized controlled trials ELECTROACUPUNCTURE NSFC grants neural regeneration
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Panel data models with cross-sectional dependence: a selective review 被引量:1
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作者 XU Qiu-hua CAI Zong-wu FANG Ying 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2016年第2期127-147,共21页
In this review, we highlight some recent methodological and theoretical develop- ments in estimation and testing of large panel data models with cross-sectional dependence. The paper begins with a discussion of issues... In this review, we highlight some recent methodological and theoretical develop- ments in estimation and testing of large panel data models with cross-sectional dependence. The paper begins with a discussion of issues of cross-sectional dependence, and introduces the concepts of weak and strong cross-sectional dependence. Then, the main attention is primarily paid to spatial and factor approaches for modeling cross-sectional dependence for both linear and nonlinear (nonparametric and semiparametric) panel data models. Finally, we conclude with some speculations on future research directions. 展开更多
关键词 Panel data models Cross-sectional dependence Spatial dependence Interactive fixed effects Common factors.
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Modelling energy efficiency in China:a fixed-effects panel stochastic frontier approach
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作者 Feng Song Yihua Yu 《Economic and Political Studies》 2018年第2期158-175,共18页
This paper combines energy demand modelling with stochastic frontier analysis to investigate the changing trends,variations and determinants of energy efficiency for 27 Chinese provinces over the period 1995 to 2014.A... This paper combines energy demand modelling with stochastic frontier analysis to investigate the changing trends,variations and determinants of energy efficiency for 27 Chinese provinces over the period 1995 to 2014.An aggregate‘frontier’energy demand function and an efficiency function are estimated simultaneously.We obtained several findings.First,the energy intensity is not a particularly good indicator of energy efficiency.Second,the energy efficiency levels for all the provinces improved during the sample period,but the current efficiency levels are still low,implying great potential for energy saving.In addition,the energy efficiency gap among the provinces seems to have widened over the past 20 years,as the variance has increased by almost three times.Finally,technological progress driven by new investment and the development of market mechanisms are two important drivers of energy efficiency improvement. 展开更多
关键词 Energy efficiency stochastic frontier models fixed effects panel data China
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