发帖
雷达卡
摘要翻译：
Kitamura和Stoye(2014)提出了线性不等式约束的非参数检验，当这些约束表示为多面体的顶点而不是面时。他们将此测试应用于随机实用模型的非参数测试。正如他们在论文中指出的那样，测试这样的模型在计算上具有挑战性。在本文中，我们开发并实现了更高效的基于列生成的算法，并进行了测试。这些改进的算法允许我们处理更大的数据集。
---
英文标题：
《Column Generation Algorithms for Nonparametric Analysis of Random
Utility Models》
---
作者：
Bart Smeulders
---
最新提交年份：
2018
---
分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
--
---
英文摘要：
Kitamura and Stoye (2014) develop a nonparametric test for linear inequality constraints, when these are are represented as vertices of a polyhedron instead of its faces. They implement this test for an application to nonparametric tests of Random Utility Models. As they note in their paper, testing such models is computationally challenging. In this paper, we develop and implement more efficient algorithms, based on column generation, to carry out the test. These improved algorithms allow us to tackle larger datasets.
---
PDF链接：
https://arxiv.org/pdf/1812.01400
京公网安备 11010802022788号
