Estimation of Hyper-Parameters Based on Logit-Normal Model
Authors
Zehai Zhao, Mingzhong Jin, Minqing Gong, Siwen Yang
Corresponding Author
Zehai Zhao
Available Online November 2015.
- DOI
- 10.2991/ssemse-15.2015.315How to use a DOI?
- Keywords
- SAE; Logit-normal model; EB; Enumeration method; Poverty incidence
- Abstract
In this paper, we deduce a range of the hyper-parameters, and use Gauss-Hermite quadrature introduced in reference [1] to approximate the moment equation, estimating the moment estimators by enumeration method. Simulation experiment carried out to study the accuracy of estimates by Monte Carlo integration. Simulation experiment shows that estimating parameters from the moment equation of logit-normal model by enumeration method can get very accurate estimates, and verified the EB estimator is robust. We also use the method to estimate poverty incidences in Spain.
- Copyright
- © 2015, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Zehai Zhao AU - Mingzhong Jin AU - Minqing Gong AU - Siwen Yang PY - 2015/11 DA - 2015/11 TI - Estimation of Hyper-Parameters Based on Logit-Normal Model BT - Proceedings of the 2015 International Conference on Social Science, Education Management and Sports Education PB - Atlantis Press SP - 1226 EP - 1229 SN - 2352-5398 UR - https://doi.org/10.2991/ssemse-15.2015.315 DO - 10.2991/ssemse-15.2015.315 ID - Zhao2015/11 ER -