کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097034 | 1376565 | 2009 | 15 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A nonparametric test for equality of distributions with mixed categorical and continuous data
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper we consider the problem of testing for equality of two density or two conditional density functions defined over mixed discrete and continuous variables. We smooth both the discrete and continuous variables, with the smoothing parameters chosen via least-squares cross-validation. The test statistics are shown to have (asymptotic) normal null distributions. However, we advocate the use of bootstrap methods in order to better approximate their null distribution in finite-sample settings and we provide asymptotic validity of the proposed bootstrap method. Simulations show that the proposed tests have better power than both conventional frequency-based tests and smoothing tests based on ad hoc smoothing parameter selection, while a demonstrative empirical application to the joint distribution of earnings and educational attainment underscores the utility of the proposed approach in mixed data settings.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 148, Issue 2, February 2009, Pages 186-200
Journal: Journal of Econometrics - Volume 148, Issue 2, February 2009, Pages 186-200
نویسندگان
Qi Li, Esfandiar Maasoumi, Jeffrey S. Racine,