2 resultados para estimation of dynamic structural models
em DigitalCommons@University of Nebraska - Lincoln
Resumo:
Dynamic analysis is an increasingly important means of supporting software validation and maintenance. To date, developers of dynamic analyses have used low-level instrumentation and debug interfaces to realize their analyses. Many dynamic analyses, however, share multiple common high-level requirements, e.g., capture of program data state as well as events, and efficient and accurate event capture in the presence of threading. We present SOFYA – an infra-structure designed to provide high-level, efficient, concurrency-aware support for building analyses that reason about rich observations of program data and events. It provides a layered, modular architecture, which has been successfully used to rapidly develop and evaluate a variety of demanding dynamic program analyses. In this paper, we describe the SOFYA framework, the challenges it addresses, and survey several such analyses.
Resumo:
Regression coefficients specify the partial effect of a regressor on the dependent variable. Sometimes the bivariate or limited multivariate relationship of that regressor variable with the dependent variable is known from population-level data. We show here that such population- level data can be used to reduce variance and bias about estimates of those regression coefficients from sample survey data. The method of constrained MLE is used to achieve these improvements. Its statistical properties are first described. The method constrains the weighted sum of all the covariate-specific associations (partial effects) of the regressors on the dependent variable to equal the overall association of one or more regressors, where the latter is known exactly from the population data. We refer to those regressors whose bivariate or limited multivariate relationships with the dependent variable are constrained by population data as being ‘‘directly constrained.’’ Our study investigates the improvements in the estimation of directly constrained variables as well as the improvements in the estimation of other regressor variables that may be correlated with the directly constrained variables, and thus ‘‘indirectly constrained’’ by the population data. The example application is to the marital fertility of black versus white women. The difference between white and black women’s rates of marital fertility, available from population-level data, gives the overall association of race with fertility. We show that the constrained MLE technique both provides a far more powerful statistical test of the partial effect of being black and purges the test of a bias that would otherwise distort the estimated magnitude of this effect. We find only trivial reductions, however, in the standard errors of the parameters for indirectly constrained regressors.