Semiparametric linear regression with censored data and stochastic regressors

We propose three new estimation procedures in the linear regression model with randomly-right censored data when the distribution function of the error term is unspecified, regressors are stochastic and the distribution function of the censoring variable is not necessarily the same for all observations ("unequal censoring"). The proposed procedures are derived combining techniques which produce accurate estimates with "equal censoring" with kernel-conditionalı Kaplan-Meier estimates. The performance of six estimation procedures (the three proposed methods and three alternative ones) is compared by means of some Monte Carlo experiments

“La Primavera del Inmigrante”: Media and Voice in the Making of Chicago’s Immigrant Rights’ Movement, 2005-2006

Abstract: As the most draconian legislative bill in modern immigration history, the Sensenbrenner Bill (H.R. 4437) aimed to criminalize the eleven million people living in this country without legal documents. What was intended to be the last nail on the “illegal alien” coffin instead generated a political blowback—it set in motion mass protests on a scale which had no parallel in American history. What began in Chicago on March 10, 2006 became contagious, spreading to the rest of the country at a speed that caught all by surprise. Millions participated in dozens of events in what came to be known as “la primavera del inmigrante.” This paper examines the relationship between media, especially Spanish-language radio, and voice (the mass mobilizations) in Chicago’s two earliest marches. On July 1, 2005 50,000 people marched to protest the Minuteman Project while the March 10 (2006) event was the first national mass action against the Sensenbrenner Bill. Using video, photographs, press clippings and field notes, I argue in this research project that the Spanish language media played a crucial role in both mobilizations, not only in promoting the events but also as main forum where people, mainly immigrants, waged their many concerns regarding all issues related to immigration. On the other hand, people (regardless of legal status) came out by the thousands because the Sensenbrenner Bill affected them in one way or another

THE TWO-SAMPLE PROBLEM WITH REGRESSION ERRORS: AN EMPIRICAL PROCESS APPROACH

We describe how to test the null hypothesis that errors from two parametrically specified regression models have the same distribution versus a general alternative. First we obtain the asymptotic properties of test-statistics derived from the difference between the two residual-based empirical distribution functions. Under the null distribution they are not asymptotically distribution free and, hence, a consistent bootstrap procedure is proposed to compute critical values. As an alternative, we describe how to perform the test with statistics based on martingale-transformed empirical processes, which are asymptotically distribution free. Some Monte Carlo experiments are performed to compare the behaviour of all statistics with moderate sample sizes.Two-Sample Problem; Residual-Based Empirical Process; Smooth Bootstrap; Martingale Transform

A nonparametric test for serial independence of errors in linear regression

A test for serial independence of regression errors, consistent in the direction of first order alternatives, is proposed. The test statistic is a function of a Hoeffding-Blum-Kiefer-Rosenblatt type of empirical process, based on residuals. The resultant statistic converges, surprisingly, to the same limiting distribution as the corresponding statistic based on true errors

Nonparametric and semiparametric estimation with discrete regressors

This paper presents and discusses procedures for estimating regression curves when regressors are discrete and applies them to semiparametric inference problems. We show that pointwise root-n-consistency and global consistency of regression curve estimates are achieved without employing any smoothing, even for discrete regressors with unbounded support. These results still hold when smoothers are used, under much weaker conditions than those required with continuous regressors. Such estimates are useful in semiparametric inference problems. We discuss in detail the partially linear regression model and shape-invariant modelling. We also provide some guidance on estimation in semiparametric models where continuous and discrete regressors are present. The paper also includes a Monte Carlo study

Regional and farm specialisation in Spanish agriculture before and after integration in the European Union

In this paper, we study the evolution of agricultural product specialisation at farm and county level from 1979 to 1997 in Spain, thus covering all the stages of the gradual implementation of the Common Agricultural Policy. We use a multiproduct version of Theil and Finizza's index of segregation that allows us to decompose farm product specialisation into county specialisation with respect to the national level, i.e., the usual measure of regional specialisation, and farm specialisation within counties. Our results confirm the importance of increasing regional specialisation but also highlight that trends of farm specialisation within counties have varied across large agricultural areas. In particular, regions more specialised in export-oriented products seem to have speeded regional specialisation

Inference on semiparametric models with discrete regressors

We study statistical properties of coefficient estimates of the partially linear regression model when some or all regressors, in the unknown part of the model, are discrete. The method does not require smoothing in the discrete variables. Unlike when there are continuous regressors. when all regressors are discrete independence between regressors and regression errors is not required. We also give some guidance on how to implement the estimate when there are both continuous and discrete regressors in the unknown part of the model. Weights employed in this paper seem straightforwardly applicable to other semiparametric problems

ON THE PERFORMANCE OF NONPARAMETRIC SPECIFICATION TESTS IN REGRESSION MODELS

Some recently developed nonparametric specification tests for regression models are described in a unified way. The common characteristic of these tests is that they are consistent against any alternative hypothesis. The performance of the test statistics is compared by means of Monte Carlo simulations, analysing how heteroskedasticity, number of regressors and bandwidth selection influence the results. The statistics which do not use a bandwidth perform slightly better if the regression model has only one regressor; otherwise, some of the statistics which use a bandwidth behave better if the bandwidth is chosen adequately. These statistics are applied to test the specification of three commonly used Mincer-type wage equations with Uruguayan and Spanish data; all of them are rejected.

WAGE DISTRIBUTION IN SPAIN, 1994-1999: AN APPLICATION OF A FLEXIBLE ESTIMATOR OF CONDITIONAL DISTRIBUTIONS

To investigate the trends in wages in Spain in 1994-1999, we propose a flexible estimator of conditional distributions. The estimator, based on a piecewise-linear specification of the conditional hazard function, allows us to capture almost any underlying relationship and is unaffected by the curse of dimensionality. Our results reveal that the main changes in the labor market involved graduate workers entering the labor market: the ¿overeducation¿ phenomenon intensified in Spain between 1994 and 1999, provoking a decrease in returns to schooling at higher levels of education. En este trabajo proponemos analizar la evolución de los salarios en España entre 1994 y 1999 utilizando un estimador flexible de las distribuciones condicionales. Este estimador, basado en una especificación lineal a tramos de la función de razón de fallo condicional, permite captar casi cualquier relación subyacente, y no se ve afectado por la maldición de la dimensionalidad. Los resultados que obtenemos muestran que los cambios más importantes en el mercado laboral se han producido en el grupo de los trabajadores con estudios superiores que entran al mercado laboral. En concreto, se observa que el fenómeno de “sobreeducación” se intensificó en España entre 1994 y 1999, provocando un descenso de los rendimientos de la educación en los niveles de educación superiores.Estimación basada en la función de fallo; Distribución salarial Hazard-Based Estimation; Wage Distribution