Equivalence of the standard and the modified switching regression models

Article Abstract:

Hans V. Ophem proposed a switching regression model to investigate earnings differential between the public and private sectors in his paper 'Modified Switching Regression Model for Earnings Differentials between the Public and Private Sectors in the Netherlands.' His modified switching regression model has been proven to be similar to the standard switching regression model and his likelihood function is similar to the likelihood function obtained from the standard switching analysis. Thus, Ophem's improved identification and efficiency arguments are erroneous.

Mathematical models, Criticism and interpretation, Regression analysis, Correlation (Statistics)

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Instrumental-variable estimation of count data models applications to models of cigarette smoking behavior

Article Abstract:

A nonlinear instrumental-variable strategy is applied to models of cigarette smoking behavior to obtain a general solution to an estimation problem that involves microdata. When an statistical model is applied to microdata, applications of count data models must recognize and account exactly for the likely presence of unobserved heterogeneity in the data-generating process. The count model literature has generally showed that unobservables and observed covariates are statistically independent.

Research and Development in the Physical, Engineering, and Life Sciences, Statistics, Models, Analysis, Smoking, Statistics (Mathematics), Instrumental variables (Statistics), Instrumental variables

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The Durbin-Watson test for autocorrelation in nonlinear models

Article Abstract:

The ease with which the exact distribution of the Durbin-Watson Test Statistic is estimated for nonlinear models is demonstrated. It is also shown that the proposed Approximate Nonlinear Durbin-Watson test has good power and size.

Testing, Autocorrelation (Statistics)

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