Text

A Unified Framework for Estimation in Lognormal Models

Lognormal models have broad applications in various research areas such as economics, actuarial science, biology, environmental science and psychology. In this article, we summarize all the existing estimators for lognormal models, which belong to 12 estimator families. As some estimators were only proposed for the independent and identical distribution setting, we further generalize these estimators to accommodate the general loglinear regression setting. Additionally, we propose 19 new estimators based on different optimization criteria. Mostly importantly, we present a unified framework for all the existing and proposed estimators. The application and comparison of the various estimators using a lognormal linear regression model are demonstrated by simulations and data from the Economic Research Service in the United States Department of Agriculture. A general recommendation for choosing an estimator in practice is discussed. An R package to implement 39 estimators is made available on CRAN.

Ketersediaan

Informasi Detail

Judul Seri

JOURNAL OF BUSINESS AND ECONOMIC STATISTICS; Vol.40 No.4 October 2022

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 1583-1595

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

LOGARITHMIC TRANSFORMATION
COBB–DOUGLAS FUNCTION MODEL
LOGNORMAL REGRESSION

Info Detail Spesifik

https://doi.org/10.1080/07350015.2021.1952878

Pernyataan Tanggungjawab

Fengqing Zhang, Jiangtao Gou

Versi lain/terkait

Lampiran Berkas

Komentar