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Variance estimation for Brier Score decomposition
Variance estimation Brier Score decomposition
2013/4/28
The Brier Score is a widely-used criterion to assess the quality of probabilistic predictions of binary events. The expectation value of the Brier Score can be decomposed into the sum of three compone...
Permanent Income and the Black-White Test Score Gap
Permanent Income Black-White Test Score Gap
2016/3/9
Analysts often examine the black-white test score gap conditional on current family income. We describe a method for identifying the gap conditional on the family’s permanent income. Current income ex...
Abstract art grandmasters score like class D amateurs
Abstract art grandmasters score like class D amateurs
2011/7/6
Hawley-Dolan and Winner had asked the art students to compare paintings by abstract artists with paintings made by a child or by an animal. In 67% of the cases, art students said that the painting by ...
Propensity Score Analysis with Matching Weights
Propensity score Causal inference Observational Study Match Inverse prob-ability weighting Double robustness Augmented Mirror histogram
2011/6/17
The propensity score analysis is one of the most widely used methods for study-
ing the causal treatment e ect in observational studies. This paper studies treatment
e ect estimation with the method...
Local power of the LR, Wald, score and gradient tests in dispersion models
Asymptotic expansions Chi-square distribution Dispersion models Gradient test Likelihood ratio test Local power Score test Wald test
2011/3/24
We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under...
Simple Fuzzy Score for Russian Public Companies Risk of Default
Russian Public Companies Risk Default
2010/4/27
The model is aimed to discriminate the 'good' and the 'bad' companies in Russian corporate sector based on their financial statements data based on Russian Accounting Standards. The data sample consis...
DATA-DRIVEN SCORE TEST OF FIT FOR CONDITIONAL DISTRIBUTION IN THE GARCH(l,l) MODEL
GARCH(1,l) model noise distribution efficient score vector score test BIC Schwarz selection rule
2009/9/18
A data-driven score test for a conditional distribution
in the GARCH(1,l) model is proposed. Conditional distribution assumption
is verified by a score test, obtained from nesting the null
density ...
DATA-DRIVEN SCORE TESTS FOR HOMOSCEDASTIC LINEAR REGRESSION MODEL:ASYMPTOTIC RESULTS
Efficient score hypothesis testing data-driven test linear regression selection rule
2009/9/18
We describe and investigate new tests for testing the
validity of a semiparametric random-design linear regression model.
The tests were introduced in Inglot and Ledwina (2006a, b). We repeat
here ...
Score Tests for Pairwise Interaction Parameters of Gibbs Point Processes
Score Tests Pairwise Interaction Parameters Gibbs Point Processes
2009/9/17
Score Tests for Pairwise Interaction Parameters of Gibbs Point Processes。
Data-driven efficient score tests for deconvolution problems
Hypothesis testing statistical inverse problems deconvolution efficient score test model selection data-driven test
2010/4/30
We consider testing statistical hypotheses about densities of
signals in deconvolution models. A new approach to this problem is proposed.
We constructed score tests for the deconvolution with the k...
An Assessment of Propensity Score Matching as a Nonexperimental Impact Estimator: Evidence from Mexico’s PROGRESA Program
Evidence Mexico’s PROGRESA
2016/3/7
Not all policy questions can be addressed by social experiments. Nonexperimental evaluation methods provide an alternative to experimental designs but their results depend on untestable assumptions. T...