Two-Step Hierarchical Estimation: Beyond Regression Analysis
Two-Step Hierarchical Estimation: Beyond Regression Analysis
复制标题
两步分层估计：超越回归分析
DOI：
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发表时间：
2005
影响因子：
5.4
通讯作者：
Christopher H. Achen
中科院分区：
文献类型：
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作者：
Christopher H. Achen
即使两个阶段都不是传统的线性回归模型，也可以构造层次模型的两步估计。例如，第一阶段可能包括概率模型、持续时间模型或事件计数模型。第二阶段可能是非线性回归规范。本文概述了在确保两步估计在这种情况下是一致的过程中出现的一些注意事项。
Two-step estimators for hierarchical models can be constructed even when neither stage is a conventional linear regression model. For example, the first stage might consist of probit models, or duration models, or event count models. The second stage might be a nonlinear regression specification. This note sketches some of the considerations that arise in ensuring that two-step estimators are consistent in such cases.