| 主讲人 |
Tao Chen |
简介 |
<div style="font-size: 13px;"><span style="font-size: 10pt;">The abstract is: </span>We consider a method of moments approach for dealing with <span style="font-size: 10pt;">censoring at zero for data expressed in levels when researchers </span><span style="font-size: 10pt;">would like to take logarithms. A Box–Cox transformation is </span><span style="font-size: 10pt;">employed. We explore this approach in the context of linear </span><span style="font-size: 10pt;">regression where both dependent and independent variables are </span><span style="font-size: 10pt;">censored. We contrast this method to two others, (1) dropping </span><span style="font-size: 10pt;">records of data containing censored values and (2) assuming </span>normality for censored observations and the residuals in the model. <span style="font-size: 10pt;">Across the methods considered, where researchers are interested </span><span style="font-size: 10pt;">primarily in the slope parameter, estimation bias is consistently </span><span style="font-size: 10pt;">reduced using the method of moments approach.</span></div> |
| 时间 |
2014-11-25(星期二)16:30-18:00 |
地点 |
N303 经济楼/Economics Building |
| 讲座语言 |
English |
主办单位 |
WISE-SOE |
| 承办单位 |
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类型 |
系列讲座 |
| 联系人信息 |
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主持人 |
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| 专题网站 |
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专题 |
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| 主讲人简介 |
<p>Assistant Professor of Economics, University of Waterloo </p> |
期数 |
厦门大学高级计量经济学与统计学系列讲座2014秋季学期第五讲（总第49讲） |
