| 1. |
- Brännäs, Kurt, et al.
(författare)
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Heteroskedasticity in the Tobit model
- 1989
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Ingår i: Statistical papers. - 0932-5026 .- 1613-9798. ; 30:1, s. 185-196
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Tidskriftsartikel (refereegranskat)abstract
- The paper deals with parameter estimation and the testing of individual parameters in heteroskedastic Tobit models. The statistical properties of semiparametric and maximum likelihood estimators are evaluated. Corresponding t-test statistics are compared. Results from a Monte Carlo experiment indicate that the semiparametric estimator performs relatively better than the maximum likelihood estimator. The associated t-test statistics appear to perform better than the corresponding maximum likelihood test statistics.
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| 2. |
- Coder Gylling, Kira, 1988-
(författare)
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Cut-off and coordinated survey sampling
- 2023
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Licentiatavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The problem of estimation from a sample is well known and its solutions are the foundation for the sample surveys conducted at e.g. national statistical institutes. This dissertation looks at the estimation problem from the perspective of business survey methodology. The focus is on two types of survey sampling: Cut-off sampling and coordinated sampling. We introduce and evaluate new method for estimation in cut-off sampling as well as a tool for drawing coordinated samples in the R programming language.
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| 3. |
- Daas, Piet, et al.
(författare)
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Guidelines on the usage of the prototype of the computerized version of QRCA, and Report on the overall evaluation results. (Deliverable WP8.2)
- 2013
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Rapport (refereegranskat)abstract
- In this report the findings of the evaluation of various administrative data sources used by Dutch, Italian and Swedish National Statistical Institutes are reported. Administrative data sources were studied from both the data source quality and input oriented output quality point of view (deliverable 4.2). Since not all of the institutes were able to directly apply the statistical measurement methods implemented in the R-package developed in WP 4 (deliverable 4.3), the measurement methods required were implemented in the (standard) programming language of choice for each institute. The experiences and results obtained by the NSIs involved are generally discussed in this report. In the appendices, the findings of each source foreach individual NSI are included. This report also contains the manual for the methods implemented in the dataquality R-package and the most recent version of the Quality Report Card for Administrative data (QRCA).
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| 4. |
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| 5. |
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| 6. |
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| 7. |
- Ilves, Maiki, et al.
(författare)
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Probability-sampling approach to editing
- 2009
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Ingår i: Austrian journal of statistics. - : Österreichische Statistische Gesellschaft. - 1026-597X. ; 38:3, s. 171-182
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Tidskriftsartikel (refereegranskat)abstract
- Editing for measurement errors is always part of data processing. In traditional editing, all data records are checked for errors and inconsistencies. In a new way of editing, only the subset with the most important erroneous responses is considered for editing. This approach is applied in selective editing procedures, which have been shown to save resources considerably. However, selective editing lacks a probabilistic basis and the properties of estimators cannot be established using standard methods. In particular, bias properties of the estimator are unknown except for level estimates based on historical data. This paper proposes combining selective editing with an editing procedure based on the traditional probability-sampling framework. The variance of a bias-corrected Horvitz-Thompson estimator is derived and a variance estimator is proposed. The results of a simulation study support the use of the combined editing procedure.
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| 8. |
- Karlsson, Maria, et al.
(författare)
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A semiparametric regression estimator under left truncation and right censoring
- 2008
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Ingår i: Statistics and Probability Letters. - : Elsevier BV. - 0167-7152 .- 1879-2103. ; 78:16, s. 2567-2571
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Tidskriftsartikel (refereegranskat)abstract
- An estimator is proposed for semiparametric linear regression models with left truncated and right censored dependent variables. The estimator is derived from a moment condition following the principles of Newey [Newey, W.K., 2001. Conditional moment restrictions in censored and truncated regression models. Econometric Theory 17, 863–888] on conditional moment conditions. Consistency of the estimator is shown and simulation is used for illustration of the small sample properties.
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| 9. |
- Karlsson, Maria, 1975-
(författare)
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Estimators of semiparametric truncated and censored regression models
- 2005
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis contributes in several ways to the existing knowledge on estimation of truncated, censored, and left truncated right censored (LTRC) regression models. Three new semiparametric estimators are proposed, allowing for asymmetric error distributions. A bootstrap method for estimation of the covariance matrix of the quadratic mode estimator (QME) is proposed and studied. In addition, finite sample properties of estimators for truncated, censored, and LTRC data are studied within simulation studies and applications with real data. The first paper consists of a simulation study of the QME and other estimators of truncated regression models. The paper contributes with results suggesting the bootstrap technique being potentially useful for estimation of the QME covariance matrix. In the second paper estimators of truncated and censored semiparametric regression models are proposed. These estimators are generalizations of the QME and the winsorized mean estimator (WME) by allowing asymmetric ``trimming'' of observations. Consistency and asymptotic normality of the estimators are shown. By combining the two moment restrictions used to derive the estimators in the second paper, a consistent estimator of LTRC regression models is proposed in the third paper. The fourth paper contains an application where LTRC interpurchase intervals of cars are analysed. Results regarding the interpurchase behaviour of consumers are provided, as are results on estimator properties.
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| 10. |
- Karlsson, Maria, et al.
(författare)
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Finite mixture modeling of censored regression models
- 2014
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Ingår i: Statistical papers. - : Springer Science and Business Media LLC. - 0932-5026 .- 1613-9798. ; 55:3, s. 627-642
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Tidskriftsartikel (refereegranskat)abstract
- A finite mixture of Tobit models is suggested for estimation of regression models with a censored response variable. A mixture of models is not primarily adapted due to a true component structure in the population; the flexibility of the mixture is suggested as a way of avoiding non-robust parametrically specified models. The new estimator has several interesting features. One is its potential to yield valid estimates in cases with a high degree of censoring. The estimator is in a Monte Carlo simulation compared with earlier suggestions of estimators based on semi-parametric censored regression models. Simulation results are partly in favor of the proposed estimator and indicate potentials for further improvements.
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