论文标题
半参数估计边缘和分位数效应的方法
Semiparametric Approach to Estimation of Marginal and Quantile Effects
论文作者
论文摘要
我们考虑了该模型中边缘和分位效应的半参数通用线性模型和研究估计。我们提出了一个近似的最大似然估计量，并严格地确定我们方法的一致性，渐近正态性和半参数效率在边际效应和分数效应估计中。进行了仿真研究以说明有限的样本性能，我们应用了新工具来分析瑞士非劳动收入数据并发现新的有趣预测指标。
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic normality, and the semiparametric efficiency of our method in both the marginal effect and the quantile effect estimation. Simulation studies are conducted to illustrate the finite sample performance, and we apply the new tool to analyze a Swiss non-labor income data and discover a new interesting predictor.
