757 resultados para estimator
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All meta-analyses should include a heterogeneity analysis. Even so, it is not easy to decide whether a set of studies are homogeneous or heterogeneous because of the low statistical power of the statistics used (usually the Q test). Objective: Determine a set of rules enabling SE researchers to find out, based on the characteristics of the experiments to be aggregated, whether or not it is feasible to accurately detect heterogeneity. Method: Evaluate the statistical power of heterogeneity detection methods using a Monte Carlo simulation process. Results: The Q test is not powerful when the meta-analysis contains up to a total of about 200 experimental subjects and the effect size difference is less than 1. Conclusions: The Q test cannot be used as a decision-making criterion for meta-analysis in small sample settings like SE. Random effects models should be used instead of fixed effects models. Caution should be exercised when applying Q test-mediated decomposition into subgroups.
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The synthetic control (SC) method has been recently proposed as an alternative to estimate treatment effects in comparative case studies. The SC relies on the assumption that there is a weighted average of the control units that reconstruct the potential outcome of the treated unit in the absence of treatment. If these weights were known, then one could estimate the counterfactual for the treated unit using this weighted average. With these weights, the SC would provide an unbiased estimator for the treatment effect even if selection into treatment is correlated with the unobserved heterogeneity. In this paper, we revisit the SC method in a linear factor model where the SC weights are considered nuisance parameters that are estimated to construct the SC estimator. We show that, when the number of control units is fixed, the estimated SC weights will generally not converge to the weights that reconstruct the factor loadings of the treated unit, even when the number of pre-intervention periods goes to infinity. As a consequence, the SC estimator will be asymptotically biased if treatment assignment is correlated with the unobserved heterogeneity. The asymptotic bias only vanishes when the variance of the idiosyncratic error goes to zero. We suggest a slight modification in the SC method that guarantees that the SC estimator is asymptotically unbiased and has a lower asymptotic variance than the difference-in-differences (DID) estimator when the DID identification assumption is satisfied. If the DID assumption is not satisfied, then both estimators would be asymptotically biased, and it would not be possible to rank them in terms of their asymptotic bias.
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Mode of access: Internet.
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Mode of access: Internet.
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Mode of access: Internet.
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p. 113, advertising matter.
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Mode of access: Internet.
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Mode of access: Internet.
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Microfilm. Ann Arbor, Mich., University Microfilms [n.d.] (American culture series, Reel 35.10)
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Mode of access: Internet.
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Includes bibliographical references (leaves 19-21).
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Thesis (Master's)--University of Washington, 2016-06
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The generalized secant hyperbolic distribution (GSHD) proposed in Vaughan (2002) includes a wide range of unimodal symmetric distributions, with the Cauchy and uniform distributions being the limiting cases, and the logistic and hyperbolic secant distributions being special cases. The current article derives an asymptotically efficient rank estimator of the location parameter of the GSHD and suggests the corresponding one- and two-sample optimal rank tests. The rank estimator derived is compared to the modified MLE of location proposed in Vaughan (2002). By combining these two estimators, a computationally attractive method for constructing an exact confidence interval of the location parameter is developed. The statistical procedures introduced in the current article are illustrated by examples.