cross section and mri through the distal end of the right femur
Achieving sexual and reproductive health and rights for women and girls through the HIV response pot
... discussion and engaging men as codrivers of social change Through documenting and expanding our understanding of and approaches to the intersection of sexual and reproductive health and rights and HIV, ... knowledge and understanding of the needs of women and girls33 to underpin the complex and nuanced intersections between HIV prevention, treatment and care, and sexual and reproductive health and rights ... (UNAIDS) and The ATHENA Network All rights reserved The designations employed and the presentation of the material in this publication not imply the expression of any opinion whatsoever on the part of...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps
... analysis Volume of the Handbook of Econometrics and Volume 11 of the Handbook of Statistics contain nice surveys of these topics (Hajivassilou and Ruud, 1994; Hall, 1994; Hajivassilou, 1993; and Keane, ... available in Volume of the Handbook of Econometrics—see Powell (1994) and Hardle and Linton (1994)—as well as in ¨ Volume 11 of the Handbook of Statistics—see Horowitz (1993) and Ullah and Vinod (1993) ... refer to sections throughout the book first by chapter number followed by section number and, sometimes, subsection number Therefore, Section 6.3 refers to Section in Chapter 6, and Section 13.8.3...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot
... context, the ui are always independent and identically distributed, regardless of how they are related to the xi Assuming that the population mean of the error is zero is without loss of generality ... But the random sampling assumption, properly stated, does allow for temporal correlation What we will is assume random sampling in the cross Introduction section dimension The dependence in the ... cover—although the estimation methods we cover can be usually used—is seen when the cross section dimension and time series dimensions are roughly of the same magnitude, such as when the sample consists of...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf
... expectation operator, and several additional properties that are consequences of the randomness of mðxÞ Some of the statements we make are proven in the appendix, but general proofs of other assertions ... shows that the elasticity is a function of x When y and x are random, it makes sense to use the right- hand side of equation (2.8), but where f ðxÞ is the conditional mean, mðxÞ Therefore, the (partial) ... how the notion of statistical independence relates to conditional expectations If u is a random variable independent of the random vector x, then Eðu j xÞ ¼ EðuÞ, so that if EðuÞ ¼ and u and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt
... is the square root of the appropriate diagonal ele^N ment of V =N The asymptotic standard errors can be loosely thought of as estimating ^ the standard deviations of the elements of yN , and they ... Limiting Behavior of Estimators and Test Statistics In this section, we apply the previous concepts to sequences of estimators Because estimators depend on the random outcomes of data, they are properly ... terms of the asymptotic variance of g ^ ^ ^ c Suppose that, for a sample of data, y ¼ and seðyÞ ¼ What is g and its (asymptotic) standard error? d Consider the null hypothesis H0 : y ¼ What is the...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt
... a1 denote the average partial e¤ect (across the distribution of the explanatory variables) of x1 on Eð y j x1 ; x2 Þ, and let a2 be the same for x2 Find a1 and a2 in terms of the bj and mj b ... (Consistency of OLS): Under Assumptions OLS.1 and OLS.2, the ^ OLS estimator b obtained from a random sample following the population model (4.5) is consistent for b The simplicity of the proof of Theorem ... simple way ^ to determine the sign, and perhaps the magnitude, of the inconsistency in bK If g > and xK and q are positively correlated, the asymptotic bias is positive The other combinations are...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc
... Þ=ðx1 À x0 Þ where y0 and x0 are the sample averages of yi and xi over the part of the sample with zi ¼ 0, and y1 and x1 are the sample averages of yi and xi over the part of the sample with zi ... define the linear combination of interest, say y a1 b1 þ a2 b2 þ Á Á Á þ aK bK , and then to write one of the bj in terms of y and the other elements of b Then, substitute into the equation of interest ... larger than the OLS standard errors Not suprisingly, the magnitudes of the 2SLS standard errors depend, among other things, on the quality of the instrument(s) used in estimation For the following...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt
... elements of x i and xi0 x i : the levels, squares, and cross products of the regressors in the conditional mean The Breusch-Pagan and White tests have degrees of freedom that depend on the number of ... Rather than comparing the OLS and 2SLS estimates of a particular linear combination of the parameters—as the original Hausman test does—it often makes sense to compare just the estimates of the ... instruments The tools needed to make the proof rigorous are introduced in Chapter 12, but the key components of the proof can be given here in the context of the linear model Write the model as...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot
... will often need to indicate the equation for a generic cross section unit i When we study the asymptotic properties of various estimators of the bg , the asymptotics is done with G fixed and N tending ... infinity In the household demand example, we are interested in a set of three demand functions, and the unit of obser- Estimating Systems of Equations by OLS and GLS 145 vation is the family Therefore, ... parameter vector of interest and ui is a G Â vector of unobservables Equation (7.9) explains the G variables yi1 ; ; yiG in terms of Xi and the unobservables ui Because of the random sampling...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf
... dependence (conditional or unconditional) The reason we can allow this generality is that we fix the row dimension of Zi and u i and let N ! y Therefore, we are assuming that N, the size of the cross ... periods for the same crosssectional unit (so G ¼ T, the total number of time periods) Therefore, the following analysis applies to panel data models where T is small relative to the cross section ... no di¤erence whether the first-stage u ^ residuals ^i are used in place of ^ i The square roots of diagonal elements of this u u matrix are the asymptotic standard errors of the optimal GMM estimator...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc
... restrictions, the matrix R1 consists only of zeros and ones, and the number of rows in R1 equals the number of excluded right- hand-side endogenous variables, G À G1 À 1, plus the number of excluded ... solve for either crime or spending (or any other transformation of them) in terms of z, u1 , u2 , and the parameters And there is no way to define y1 and y2 to yield a linear SEM in two endogenous ... that the linear projection of the square is the square of the linear projection What the 2SLS estimator does in the first stage is project each of y2 and y2 onto the original exogenous variables and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf
... normality of the uit ), we can test the equality of the ci using a standard F test for T of any size [The degrees of freedom are N À and NðT À 1Þ À K.] Unfortunately, the properties of this test ... between the composite errors vit and vis 2 does not depend on the di¤erence between t and s: Corrðvis ; vit Þ ¼ sc =ðsc þ su Þ b 0; s t This correlation is also the ratio of the variance of ci to the ... variance of the composite error, and it is useful as a measure of the relative importance of the unobserved e¤ect ci Assumptions (10.28) and (10.29) are special to random e¤ects For e‰ciency of feasible...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot
... that the variance matrix W of the composite error vi ¼ ci jT þ ui has the random e¤ects structure and Assumption SIV.5 from Section 8.3.4 holds Neither of these is necessary, but together they ... in a single cross section on the seconddi¤erenced data, so that if the second-di¤erence error is homoskedastic conditional on xi , the standard OLS analysis on the cross section of second di¤erences ... ÞÀ1 Zi0 ð11:45Þ the projection matrix onto the null space of Zi [the matrix Zi ðZi0 Zi ÞÀ1 Zi0 is the projection matrix onto the column space of Zi ] In other words, for each cross section observation...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc
... degrees -of- freedom adjustment, where P is the dimension of y.] As always, the asymptotic standard error of ^ each element of y is the square root of the appropriate diagonal element of matrix ... is simply on ui~i1 , ui~i2 The number of regressors in the final regression of the robust test is always the same as the degrees of freedom of the test ~ Finally, thesepffiffiffiffi procedures are easily ... depends on Ao , Bo , Co , and , and can be estimated by using consistent estimators of Ao , Bo , and Co When we add assumption (12.53), then the special versions of the Wald and LM statistics and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf
... ðy Þ; and i¼1 t¼1 ^ ^ s it ðy Þs it ðy Þ ð13:50Þ i¼1 t¼1 The validity of the second of these follows from a standard iterated expectations argument, and the last of these follows from the conditional ... lit ðy Þ There are several important features of these formulas First, the matrix A o is just the sum across t of minus the expected Hessian Second, the matrix Bo generally depends on the correlation ... correlation in the score The first term on the right- hand side of equation (13.51) can be replaced by one of the other two estimators in equation (13.50) The asymptotic variance of ^ ^ ^^ ^ ^ y...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx
... with L À P degrees of freedom under the conditions of Theorem 14.2 Therefore, the value of the objective function (properly standardized by the sample size) can be used as a test of any overidentifying ... Montgomery, Shaw, and Benedict, 1992; Hagy, 1998), where the assumption is that the demand and supply functions not change across region or industry but the type of matching does, and therefore pi ... a linear demand and supply system for G attributes of a good or service (see Epple, 1987; Kahn and Lang, 1988; and Wooldridge, 1996) The demand and supply system is written as demandg ¼ h1g þ...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 15 docx
... analysis The bj , their standard errors, and the value of the likelihood func^ tion are reported by all software packages that binary response analysis The bj give the signs of the partial e¤ects of ... from probit of y on x and z (the unrestricted model), and let Lr denote the value of the likelihood function from probit of y on x (the restricted model) Then the likelihood ratio test of H0 : g ... Models 459 the sign of the e¤ect is given by the sign of bj Also, the relative e¤ects not depend on x: for continuous variables xj and xh , the ratio of the partial e¤ects is constant and qpðxÞ=qxj...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 16 potx
... between zero and one Therefore, the sign of bj is the same as the sign of the partial e¤ect of xj Other functional forms are easily handled Suppose that x1 ¼ logðz1 Þ (and that this is the only ... estimates by the adjustment factors in equations (16.11) and (16.16), evaluated at the estimates and the mean values of the xj (but where we square exper rather than use the average of the experi2 ... about whether the median or mean is more relevant for determining the e¤ects of the xj on y It depends on the context and is somewhat a matter of taste In some cases a quantile other than the median...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 17 pot
... exper, and exper The results of OLS on the selected sample and the Heckit method are given in Table 17.1 The di¤erences between the OLS and Heckit estimates are practically small, and the inverse ... rather than a probit, equation The analysis of the models in this section comes from Wooldridge (1998) The model in Section 17.5.1 is a special case of the model studied by Vella (1992) in the ... it These first two assumptions ensure consistency of FE on the unbalanced panel In the case of a randomly rotating panel, and in other cases where selection is entirely random, s i is independent...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 19 pptx
... depends on the distribution of x i That is, in addition to assumption (19.7), identification of bo requires some restrictions on the distribution of explanatory variables, and these depend on the ... place of b, and A i is the rights ^ hand side of equation (19.13) with b in place of bo This is the fully robust variance matrix estimator in the sense that it requires only assumption (19.7) and ... and Trivedi (1994) and the references therein discuss the problems of data censoring, truncation, and two-tier or hurdle models 19.5.1 Endogeneity We approach the problem of endogenous explanatory...
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