非嵌套替代方案下的样本分层:理论与享乐价格示例

Sample Stratification with Non-Nested Alternatives: Theory and a Hedonic Example

Review of Economics and Statistics · 1990
被引 22
人大 AFT50ABS 4

中文导读

提出用非嵌套检验来比较非嵌套的分层方案,定义了计量问题并展示了J、JA、Cox和非嵌套F检验的适用性,最后用四个检验比较了房价决定模型中的空间分层。

Abstract

Econometric analysis often addresses model misspecification due to the improper pooling of observations. One major problem in testing for improper pooling is the requirement that alternative stratifications be obtained from others through sets of restrictions (i.e., that they be nested stratifications), thus eliminating a large class of alternative non-nested stratifications. We propose that non-nested tests can be used to compare non-nested stratifications. We formally define the econometric problem, and show the applicability of the J, JA, Cox and non-nested F tests. We then use the four tests to compare spatial stratifications in a model of a house price determination. Copyright 1990 by MIT Press.

样本分层非嵌套检验空间分层享乐价格模型