Quasi Maximum Likelihood for MESS Varying Coefficient Panel Data Models with Fixed Effects

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.

Selection of Fixed Effects in High-dimensional Generalized Linear Mixed Models

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.

Variable Selection for Fixed Effects Varying Coefficient Models

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.

ESTIMATION IN A SEMI-VARYING COEFFICIENT MODEL FOR PANEL DATA WITH FIXED EFFECTS

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.

A comparison of the short-term effects of fixed platform versus rotating high-fiexion prosthesis for the patients with osteoarthrities of knee

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

The impact of Internet access on household dietary quality:Evidence from rural China

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.

Does community-based health insurance affect lifestyle and timing of treatment seeking behavior?Evidence from Ethiopia

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.

Estimation in Nonlinear Models with Random Effects

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.

Empirical Study on the Effect of Abolishing Agricultural Tax on Farmers' Income

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.

INFLUENCE ANALYSIS IN NONLINEAR MODELS WITH RANDOM EFFECTS

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.

INFLUENCE ANALYSIS ON EXPONENTIAL NONLINEAR MODELS WITH RANDOM EFFECTS

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.

Bootstrap inference of the skew-normal two-way classification random effects model with interaction

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.

An Empirical Study on the Effectiveness of Technology Market Promoting Technological Innovation Capability—Based on panel data in the Yangtze River Delta

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.

Factors Determining Health Expenditure in the Asian and the OECD Countries

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.

Relationship between Insecticide Spray and Infestation Level of Rice Planthopper in Large Spatial Scale and in Long Term

[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.

Relationship between Resistance of Rice Stem Borer and Insecticide Use Intensity in South China

[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.

Digital finance and renewable energy consumption:evidence from China

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.

Acupuncture and vitamin B_(12) injection for Bell's palsy:no high-quality evidence exists

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.

Panel data models with cross-sectional dependence: a selective review

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.

Has expansion of mobile phone and internet use spurred financial inclusion in the SAARC countries?

Exclusion from the mainstream financial world is a burden on the poor of many countries.The proliferation of new mobile and online financial services,such as e-banking,money transfers,and payment processing has the potential to provide access to basic financial products and services to financially excluded people.The purpose of this study was to investigate the effects of the growth of mobile phone and Internet use on financial inclusion in the South Asian Association for Regional Cooperation(SAARC)countries from 2004 to 2014.We applied principal component analysis to construct a financial inclusion index that served as a proxy variable for the accessibility of financial services in the SAARC countries.Using three different models-the fixed effect,random effect,and panel correction standard errors modelsthis study discovered a positive and significant relationship between the growth of financial inclusion and expansion of both mobile phone and Internet services.Moreover,an empirical study of the control variables showed that the levels of income and education were positively associated with financial inclusion,whereas the size of the rural population and unemployment were negatively related to financial inclusion.In addition,the empirical estimates posit a unidirectional causal flow from the growth of mobile and Internet services to expanded financial inclusion in the SAARC countries.