基于增强回顾观测数据的响应概率估计

Estimation of Response Probabilities From Augmented Retrospective Observations

Journal of the American Statistical Association · 1985
被引 27
ABS 4

中文导读

研究了如何利用辅助信息(如边际分布数据或结构假设)从回顾性数据中识别响应概率,并提出了统计可靠且计算可行的估计方法。

Abstract

Abstract When augmented by suitable auxiliary information, retrospective data can identify response probabilities. The auxiliary information may take the form of data on marginal distributions or appropriate structural assumptions. When a combination of retrospective observation and auxiliary information suffices in principle to identify response probabilities, practical use of this fact requires that statistically sound and computationally tractable estimation methods be available. This article analyzes the problem of identification and presents the needed estimators.

计量经济学统计学数据挖掘估计方法