The Impact of Negativity on Separability Testing
研究在可分离性检验中施加负性条件的影响,使用Barten广义需求系统和蒙特卡洛模拟分析两组商品,发现负性条件对模型估计和检验结果影响有限。
Abstract During separability testing, it has not been common practice to verify if the data satisfy the negativity condition. The impacts of imposing negativity on separability test results are examined for two groups of commodities using Barten's generalized demand system and with Monte Carlo simulations. Results indicate that imposing negativity did not alter model estimates when negativity was spontaneously satisfied. Also, imposing negativity rarely altered separability test results when the data did not spontaneously satisfy negativity.