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Interaction terms in logit and probit models

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C Ai… - Economics Letters, 2003 - Elsevier
The magnitude of the interaction effect in nonlinear models does not equal the marginal
effect of the interaction term, can be of opposite sign, and its statistical significance is not
calculated by standard software. We present the correct way to estimate the magnitude ...
Cited by 1713 - Related articles - All 20 versions

[PDF] Computing interaction effects and standard errors in logit and probit models

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EC Norton, H Wang… - Stata Journal, 2004 - ageconsearch.umn.edu
Abstract. This paper explains why computing the marginal effect of a change in two variables
is more complicated in nonlinear models than in linear models. The command inteff
computes the correct marginal effect of a change in two interacted variables for a logit or ...
Cited by 609 - Related articles - View as HTML - BL Direct - All 14 versions

Efficient estimation of models with conditional moment restrictions containing unknown functions

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C Ai… - Econometrica, 2003 - Wiley Online Library
We propose an estimation method for models of conditional moment restrictions, which
contain finite dimensional unknown parameters (θ) and infinite dimensional unknown
functions (h). Our proposal is to approximate h with a sieve and to estimate θ and the ...
Cited by 317 - Related articles - BL Direct - All 9 versions

The impact of state incentive regulation on the US telecommunications industry

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C Ai… - Journal of Regulatory Economics, 2002 - Springer
We examine the impact of state incentive regulation on network modernization, aggregate
investment, revenue, cost, profit, and local service rates in the US telecommunications
industry between 1986 and 1999. We find evidence of greater network modernization ...
Cited by 150 - Related articles - BL Direct - All 14 versions

A semiparametric maximum likelihood estimator

C Ai - Econometrica: Journal of the Econometric Society, 1997 - JSTOR
This paper presents a procedure for analyzing a model in which the parameter vector has
two parts: a finite-dimensional component θ and a nonparametric component λ. The
procedure does not require parametric modeling of λ but assumes that the true density of ...
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A normative analysis of public capital

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C Ai… - Applied Economics, 1995 - Taylor & Francis
A normative analysis of short-term public capital investment is carried out using cost benefit
analysis. This cost benefit approach explicitly incorporates the durability of capital into the
computation and thus include an aspect of public capital omitted from previous studies ...
Cited by 73 - Related articles - All 5 versions

Standard errors for the retransformation problem with heteroscedasticity

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C Ai… - Journal of Health Economics, 2000 - Elsevier
Economists often estimate models with a log-transformed dependent variable. The results
from the log-transformed model are often retransformed back to the unlogged scale. Other
studies have shown how to obtain consistent estimates on the original scale but have not ...
Cited by 70 - Related articles - All 13 versions

Incentive regulation and telecommunications service quality

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C Ai, S Martinez… - Journal of Regulatory Economics, 2004 - Springer
We examine the impact of incentive regulation—price regulation and earnings sharing
regulation—on retail service quality in the US telecommunications industry between 1991
and 2002. We find that incentive regulation is associated with significantly higher service ...
Cited by 41 - Related articles - All 11 versions

On the comovement of commodity prices

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C Ai, A Chatrath… - American Journal of Agricultural …, 2006 - ajae.oxfordjournals.org
Abstract We present strong evidence against the excess-comovement hypothesis—that the
prices of commodities move together beyond what can be explained by fundamentals. Prior
studies employ broad macroeconomic indicators to explain common price movements, ...
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Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables

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C Ai… - Journal of Econometrics, 2007 - Elsevier
Newey and Powell [2003. Instrumental variable estimation of nonparametric models.
Econometrica 71, 1565–1578] and Ai and Chen [2003. Efficient estimation of conditional
moment restrictions models containing unknown functions. Econometrica 71, 1795–1843] ...
Cited by 29 - Related articles - All 14 versions

[PDF] The dynamics of housing demand by the elderly: User cost effects

[PDF] from nber.org
C Ai, J Feinstein, DL McFadden… - 1990 - nber.org
This paper is the second in a series of reports on the economic environment in which the
elderly must make housing decisions, on the choices they make, and on the consequences
of these choices. This report concentrates on the construction of housing prices and user ...
Cited by 22 - Related articles - View as HTML - All 8 versions

On public capital analysis with state data

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C Ai… - Economics Letters, 1997 - Elsevier
Based on state production models with fixed effects, recent studies have argued public
capital is not productive. We show multicollinearity is a potential problem and caution is
warranted in interpreting estimation results for models with public capital and fixed effects.
Cited by 20 - Related articles - All 6 versions

Estimation of some partially specified nonlinear models

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C Ai… - Journal of econometrics, 1997 - Elsevier
This paper presents a procedure for analyzing a partially specified nonlinear regression
model in which the nuisance parameter is an unrestricted function of a subset of regressors.
The procedure does not require parameteric modeling of the nuisance parameter but ...
Cited by 18 - Related articles - BL Direct - All 8 versions

Moral hazard and Marshallian inefficiency: Evidence from Tunisia

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JL Arcand, C Ai… - Journal of Development Economics, 2007 - Elsevier
We formalize the link between optimal cost-sharing contracts and the production technology
in the presence of moral hazard by appealing to several well-known results from duality
theory. Building on intuitions from the interlinkage literature, we show that optimal ...
Cited by 15 - Related articles - Library Search - All 14 versions

Reviewing the impact of incentive regulation on US telephone service quality

C Ai… - Utilities Policy, 2005 - Elsevier
This article reviews recent evidence regarding the effects of incentive regulation on retail
service quality in the US telecommunications industry. The evidence reveals neither a
systematic increase nor a systematic decrease in service quality under incentive ...
Cited by 8 - Related articles - Get it from MIT Libraries - All 5 versions

[PDF] Ownership and sector performance in current China-A regional study

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C Ai… - Annals of Economics and Finance, 2005 - aeconf.net
This paper uses the latest provincial data to study the productivity implications of ownership
diversification in China's industry. It investigates the different performance of different
ownership sectors. It is found that there are significant differences in both production ...
Cited by 7 - Related articles - View as HTML - BL Direct - All 4 versions

A semiparametric derivative estimator in log transformation models

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C Ai… - The Econometrics Journal, 2008 - Wiley Online Library
Summary This paper considers a regression model with a log-transformed dependent
variable. The log transformed model is estimated by simple least squares, but computing the
conditional mean of the dependent variable on the original scale given the explanatory ...
Cited by 6 - Related articles - All 15 versions

A semiparametric efficiency bound of a disequilibrium model without observed regime

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C Ai - Journal of econometrics, 1994 - Elsevier
Journal of Econometrics 62 (1994) 143-163. North-Holland A semiparametric efficiency bound
of a disequilibrium model without observed regime* Chunrong Ai SUNY, Stony Brook, NY
11794. USA Received September 1990, final version received from February 1993 This ...
Cited by 4 - Related articles - All 7 versions

An improved estimator for models with randomly missing data

C Ai - Journal of Nonparametric Statistics, 1997 - Taylor & Francis
In the context of estimating θ from the density f (y| x, z, θ), relating responses y to covariates x
and z, suppose that observations on y and z are available for the total sample but
observations on x are available only for a random subsample of the total sample, termed ...
Cited by 4 - Related articles - Get it from MIT Libraries

[BOOK] Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

[PDF] from 147.46.167.195
C Ai… - 2009 - 147.46.167.195
Abstract This paper computes the semiparametric effi ciency bound for finite dimensional
parame# ters identified by models of sequential moment restrictions containing unknown
functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for ...
Cited by 5 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 21 versions

Estimation of a fixed effects bivariate censored regression model

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C Ai… - Economics Letters, 1992 - Elsevier
Abstract This paper extends symmetrically trimmed least squares estimators to a fixed effects
bivariate truncated/censored regression model. The estimator proposed in this paper is
consistent and does not require specifying the joint density of the error terms.
Cited by 3 - Related articles - All 5 versions

Semi-parametric and Non-parametric methods in panel data models

C Ai… - The Econometrics of Panel Data, 2008 - Springer
Common approach for modeling panel data {(yit, xit), i= 1, 2,..., N; t= 1, 2,..., T} involves
postulating that the data generating process depends on a time invariant individual specific
effect αi and some model parameters, and satisfies some statistical restrictions. The ...
Cited by 3 - Related articles - BL Direct

SEMINONPARAMETRIC MAXIMUM LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS*

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C Ai - International Economic Review, 2007 - Wiley Online Library
This article studies estimation of a conditional moment restriction model with the
seminonparametric maximum likelihood approach proposed by Gallant and Nychka
(Econometrica 55 (March 1987), 363–90). Under some sufficient conditions, we show that ...
Cited by 2 - Related articles - BL Direct - All 8 versions

[CITATION] Norton. 003.“Interaction Terms in Logit and Probit Models.”

C Ai… - Economics Letters
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[CITATION] Norton. 2000. Standard Errors For The Restransformation Problem With Heteroskedasticity

C Ai… - Journal of Health Economics
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An alternative root-n consistent estimator for panel data binary choice models

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C Ai… - Journal of Econometrics, 2010 - Elsevier
In this paper, we present an alternative root-n consistent estimator for panel data fixed-
effects binary choice models. The proposed estimator relaxes one of the key conditions that
are required for the consistency of the estimator proposed in Honoré and Lewbel (2002), ...
Cited by 2 - Related articles - All 7 versions

[CITATION] Norton (2001)," Interaction Terms in Nonlinear Models,"

C Ai… - Triangle Health Economics Working Paper Series
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Nonlinear Smooth Transition of Chinese Business Cycle [J]

W Chengyong… - Economic Research Journal, 2010 - en.cnki.com.cn
Applying STAR type model theory, this paper establishes two regimes, three regimes and
four regimes LSTAR model respectively, to investigate the partition method, the asymmetry
and persistence characteristics, and the internal involve mechanism of Chinese business ...
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OWNERSHIP AND SECTOR PERFORMANCE IN PRESENT‐DAY CHINA: A REGIONAL STUDY

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C Ai… - Pacific Economic Review, 2005 - Wiley Online Library
Abstract. Using the latest provincial data to investigate the different performance of different
ownership sectors, we found that there are significant differences in both production
technology and the determinants of performance at provincial level between state ...
Cited by 2 - Related articles - BL Direct - All 8 versions

[PDF] An Alternative Estimation of Regression Discontinuity Models

[PDF] from ohio-state.edu
C Ai - 2007 - econ.ohio-state.edu
Abstract This paper proposes a new estimation for regression discontinuity model studied in
Hahn, Todd, and Van der Klaauw (2001) and Porter (2003). Under additional assumptions
that the treatment effect function has a polynomial form in one underlying variable and the ...
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[CITATION] Steven (1995)∴'A normative analysis of public capital,"

C Ai… - Applied Economics
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[CITATION] Semiparametric Engel curves with endogenous expenditure

C Ai, R Blundell… - 2000 - mimeo, UCL
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Determinants of Chinese Residents' Demand for Medical Care——An Application of Semiparametric Estimation of Ordered Probit Model [J]

L Xiangsen… - Statistical Research, 2008 - en.cnki.com.cn
To investigate determinants of individual demand for medical care, we build up an ordered
probit model where the extent of morbidity is the explained variable and variablesindicating
individual demographic characteristics and social-economic status are chosen ...
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[CITATION] De l'Efficacite Allocative des Contrats Agricoles: Cheung avait-il Raison?

C Ai, JL Arcand… - Revue d'economie du developpement, 1997
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A semiparametric estimation of the optimal hedge ratio

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C Ai, A Chatrath… - The Quarterly Review of Economics and …, 2007 - Elsevier
Standard static hedging models employing futures contracts yield poor results for most
commodities, especially when compared with the evidence for financial instruments such as
stock indexes and currencies. Moreover, the efforts in the dynamic hedging of commodity ...
Cited by 1 - Related articles - All 5 versions

PRACTITIONERS CORNER A POSITIVE SEMI‐DEFINITE COVARIANCE MATRIX FOR HAUSMAN SPECIFICATION TESTS OF CONDITIONAL AND MARGINAL …

Full text - MIT Libraries
C Ai - Oxford Bulletin of Economics and Statistics, 1995 - Wiley Online Library
ABSTRACT When the joint density of data can be factorized into a conditional and marginal
densities, Hausman test can be used for diagnosing misspecifications of these densities.
However, since common covariance estimates of the difference of the two estimators used ...
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[PDF] E¢ cient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions¤

[PDF] from ens.fr
C Ai… - Manuscript, London School of Economics, 1999 - adres.ens.fr
Abstract We propose an estimation method for models of conditional moment restrictions
that contain… nite dimensional unknown parameters (µ) as well as unknown functions (h),
and that the unknowns can interact with endogenous variables. Our proposal is to ...
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A locally linear estimation of regression discontinuity

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C Ai… - Frontiers of Economics in China, 2011 - Springer
Abstract In this paper, we propose a locally linear estimation of a regression discontinuity
model. The proposed estimator is applicable to evaluation of the effectiveness of the
program treatment, and it improves upon the existing literature by providing not just the ...
All 5 versions

[PDF] Economics of Aging

[PDF] from agingcenters.net
C Ai, J Feinstein, D McFadden… - agingcenters.net
Ai, Chunrong, Jonathan Feinstein, Daniel McFadden and Henry Pollakowski, "The Dynamics
of Housing Demand by the Elderly: User Cost Effects", in D. Wise (ed.), Issues in the Economics
of Aging, University of Chicago Press, 1990. Ausink, John and David Wise, "The Military ...
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[CITATION] TRIANGLE HEALTH ECONOMICS

C Ai… - 2001
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[PDF] Extending Regression Discontinuity Models Beyond the Jump Point

[PDF] from york.ac.uk
C Ai, E Norton… - Health, Econometrics and Data Group (HEDG) …, 2011 - york.ac.uk
Abstract This paper proposes a new estimation method for regression discontinuity models,
allowing for estimation of a treatment effect beyond the jump point (with additional
assumptions). The proposed procedure consistently estimates the treatment effect function ...
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Multi‐Stage Inventory Control under Unknown Demand Distribution Function

R Ke… - 2008 - link.aip.org
The traditional stochastic inventory model often supposes that the demand distribution
function is known, so the scheme produced is apt to solve it. However, along with the sales
message unceasing renewal, the parameters of the demand distribution function ...
All 4 versions

A Semiparametric Regression Model with Structural Change

W Chengyong, A Chunrong… - Chinese Journal of …, 2010 - en.cnki.com.cn
Combined with semiparametric regression model and structural change model with
unknown change point, a new regression model—semiparametric regression model with
structural change—has been proposed. The weighted least squares estimator of ...
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[CITATION] Micro Data Publication and Confidentiality Protection

C Ai, S Feng…

[CITATION] Semiparametric and Nonparametric Methods in Panel Models

C Ai… - 2004
Related articles

Hall, Arden, 259 Hanoch, G., 231 Hansen, LP, 343 Harris, Milton, 293 385

C Ai, X Amemiya, KH Anderson… - Issues in the …, 1990 - books.google.com
Author Index Ai, Chunrong, 2-3, 33-87 Amemiya, X, 96 Anderson, Kathryn H., 259 Auerbach,
Alan J., 29-32 Becker, Gary S., 287, 293, 314 Beresford, J. C, 149 Berger, Mark C, 301
Berkovec, J., 343 Bernheim, B. Douglas, 9-10, 259-85 Bertsekas, D, 319 Blackley, DM, ...

A Simple Specification Test for Nonnested Regressions

C Ai - 1997 - papers.ssrn.com
Abstract: This paper present a simple procedure for comparing two regression models that
are intrinsically nonnested. The procedure requires only conditional moment conditions and
the test statistic is computable from 2SLS output via auxiliary 2SLS regressions. ...

[PDF] The Effects of Foreign Trading of US Treasuries

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C Ai, A Chatrath, RA Christie-David… - 2012 - student.bus.olemiss.edu
Abstract We examine the effects of foreign trading of US Treasuries on the market's
microstructure. Two intervals, the first characterized by heavy run-ups in foreign ownership
(1/1994-6/1997), and the second by multiple indicators of peaking of foreign ownership (7/ ...
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[CITATION] Issues in the Economics of Aging: The Dynamics of Housing Demand by the Elderly: User Cost Effects

C Ai, J Feinstein, D McFadden… - NBER Book Chapter, 1990 - papers.ssrn.com
This paper is the second in a series of reports on the economic environment in which the
elderly must make housing decisions, on the choices they make, and on the consequences
of these choices. This report concentrates on the construction of housing prices and user ...
Related articles

A Modified Average Derivatives Estimator

Full text - MIT Libraries
C Ai - Econometric Reviews, 2001 - Taylor & Francis
We extend the average derivatives estimator to the case of functionally dependent
regressors. We show that the proposed estimator is consistent and has a limiting normal
distribution. A consistent covariance matrix estimator for the proposed estimator is ...
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Retesting of the Relationship between Fiscal Decentralization and Economic Growth in China

L Wenxing, A Chunrong… - Zhejiang Social Sciences, 2009 - en.cnki.com.cn
Employing provincial panel data over the period of 1979-2004 in China and the bias-
corrected LSDV method, this paper investigates the relationship between fiscal
decentralization and economic growth in China again. The results suggest that China's ...
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[CITATION] A diagnostic test without numerical integration (Economics Letters 42, nos. 2-3, 1993, pp. 129-132)

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C Ai… - Economics Letters, 1994 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to
view it first. Information about this may be contained in the File-Format links below. In case of
further problems read the IDEAS help page. Note that these files are not on the IDEAS site ...
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Consistent Speciffcation Tests for Regression Models

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C Ai - Annals of Economics and Finance, 2001 - ideas.repec.org
This paper presents three procedures for testing specifications of regression models. The
first procedure is parametric and it tests the specification of an unconditional moment
restriction model against a nonnested unconditional moment restriction model. The ...
Cached - All 4 versions

[CITATION] Efficient semiparametric estimations of generalized regression models

C Ai - 1990 - Massachusetts Institute of …
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Equivalence of the Standard and the Modified Switching Regression Models

Full text - MIT Libraries
C Ai… - The Review of Economics and Statistics, 1996 - ideas.repec.org
Hans van Ophem (1993) employed a switching regression model with earnings entering the
choice equation to investigate earnings differentials between the public and private sectors.
Ophem also described a'modified switching regression model'in which only the equation ...
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A diagnostic test without numerical integration

Full text - MIT Libraries
C Ai… - Economics Letters, 1993 - Elsevier
Abstract This paper describes a testing procedure for non-nested hypotheses for models
requiring high-dimensional integration. Independent and unbiased simulators replace the
integrals. The procedure is computationally simple and is not influenced by the asymptotic ...
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Inefficacité marshallienne, partage de coûts et modèles contractuels avec marchés manquants: Résultats empiriques tunisiens

[PDF] from erudit.org
C Ai, JL Arcand… - L'Actualité économique, 1998 - erudit.org
En présence de risque moral, la théorie des contrats prédit que le métayage sera assujetti
au problème de l'inefficacité marshallienne, ce qui veut dire que les métayers utiliseront des
quantités d'intrants différents sur les terres qu'ils exploitent par opposition aux ...
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