Generalized linear mixed models with informative dropouts and missing covariates

Generalized linear mixed models (GLMM) are useful in many longitudinal data analyses. In the presence of informative dropouts and missing covariates, however, standard complete-data methods may not be applicable. In this article, we consider a likelihood method and an approximate method for GLMM with informative dropouts and missing covariates. The methods are implemented by Monte–Carlo EM algorithms combined with Gibbs sampler. The approximate method may lead to inconsistent estimators but is computationally more efficient than the likelihood method. The two methods are evaluated via a simulation study for longitudinal binary data, and appear to perform reasonably well. A dataset on mental distress is analyzed in details.     

A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies

This paper uses Bayesian stochastic frontier methods to measure the productivity gap between Poland and Western countries that existed before the beginning of the main Polish economic reform. Using data for 20 Western economies, Poland and Yugoslavia (1980–1990) we estimate a translog stochastic frontier and make inference about individual efficiencies. Following the methodology proposed in our earlier work, we also decompose output growth into technical, efficiency and input changes and examine patterns of growth in the period under consideration. This revised version was published online in July 2006 with corrections to the Cover Date.     

Testing population variance in case of one sample and the difference of variances in case of two samples: Example of wage and pension data sets in Serbia

Testing one population variance and the difference in variances of two populations based on the ordinary t-statistics combined with the bootstrap method are suggested in this article. Suggested techniques are combined with Hall's transformation approach. Application of presented methods in domain of real economic data set is described and analyzed. We compare the outputs of suggested methods and traditional methods for considered data set. The results show that these introduced methods have small advantages in comparisons with traditional methods especially for small samples.     

一种新的基于交互多模型的序贯重要采样算法

通过将交互多模型（IMM）算法和粒子滤波（SIS）算法结合，提出了一种新的IMM～SIS算法。在每个模型中，都有一个标准的粒子滤波器，模型之间的交互与传统的IMM一样。由于在新的算法中，每个模型中粒子滤波都保证固定数量的粒子，因此不会出现粒子退化和贫乏现象。仿真证明了新的IMM—SIS算法在收敛速度和精度方面都要优于传统的IMM—EKF算法。     

基于频率响应屏蔽技术的采样率变换新结构

介绍了频率响应屏蔽(FRM)技术在采样率变换技术中的应用,分析了FRM的简化结构——内插滤波器的设计方法。将此滤波器应用于采样率变换中,并结合多相滤波思想提出了一种高效的FRM采样率变换结构,此结构能极大降低采样率变换实现复杂度。最后通过设计实例,验证了此结构的高效性。     

R软件及其在标准化中的应用

标准化工作中经常需要运用统计方法进行数据收集和分析，但由于统计方法应用的复杂性和专业性，使得方法应用受到了限制。随着统计软件和计算机技术的发展，统计方法应用得到了简单化。文章介绍了一种近年来普及速度非常快的免费应用统计软件——R软件的简单应用，并给出了几个应用实例，便于实际应用者理解和学习。     

Maximum likelihood estimation of a binomial proportion using one‐sample misclassified binary data

In this article, we construct two likelihood‐based confidence intervals (CIs) for a binomial proportion parameter using a double‐sampling scheme with misclassified binary data. We utilize an easy‐to‐implement closed‐form algorithm to obtain maximum likelihood estimators of the model parameters by maximizing the full‐likelihood function. The two CIs are a naïve Wald interval and a modified Wald interval. Using simulations, we assess and compare the coverage probabilities and average widths of our two CIs. Finally, we conclude that the modified Wald interval, unlike the naïve Wald interval, produces close‐to‐nominal CIs under various simulations and, thus, is preferred in practice. Utilizing the expressions derived, we also illustrate our two CIs for a binomial proportion parameter using real‐data example.     

Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test

This study applies the bootstrap panel causality test proposed by Kónya (2006. Econ Modell 23, 978) to investigate the causal link between political uncertainty and stock prices for seven OECD countries over the monthly period of 2001.01 to 2013.04. This modeling approach allows us to examine both cross-sectional dependency and country-specific heterogeneity. Our empirical results indicate that not all the countries are alike and that the theoretical prediction that stock prices fall at the announcement of a policy change is not always supported. Specifically, we find evidence for the stock price leading hypothesis for Italy and Spain, while the political uncertainty leading hypothesis cannot be rejected for the United Kingdom and the United States. In addition, the neutrality hypothesis was supported in the remaining three countries (Canada, France and Germany), while no evidence for the feedback hypothesis was found.     

第五次全国人口普查表长表抽样方法

20 0 0年第五次全国人口普查首次采用了普查表长短表技术。论述了人口普查长短表技术的特点、组织实施方法、长表抽样方法以及长表抽样误差分析     

基于FPGA 的1GHz高速采样处理平台设计

介绍了一种高速宽带采样的数字信号处理平台设计方法，论述了在XilinxV4 FPGA中如何实现高速同步时钟设计和高速数据同步接收设计，介绍了与该设计相关的一些高速模数混合电路设计方法和一种采样后数据捕获的方法。该设计方案已用于瞬时测频中，并取得了良好的效果。