Registration of longitudinal data by means of musical notation

There is a lack of good registration methods for complex longitudinal data. Cumulating longitudinal data into cross-sections, even repeated ones, in order to allow for statistical analysis means considerable distortion of data; if they interact with each other, this is not possible to observe directly and the time factor is not taken into account to its full value, if at all. In this context, music may be defined as a complicated development in the course of time. Music is usually represented by musical notation which, if not ideal, means that we already possess a high precision registration method for complicated temporal developments. Musical notation used for registration of other longitudinal variables than musical ones allows for a multitude of qualitative variables being taken into account simultaneously and a high precision regarding the time factor. It should be no more difficult to analyse statistically a longitudinal pattern than a surface pattern.     

Econometric models based on count data. Comparisons and applications of some estimators and tests

This paper deals with specification, estimation and tests of single equation reduced form type equations in which the dependent variable takes only non-negative integer values. Beginning with Poisson and compound Poisson models, which involve strong assumptions, a variety of possible stochastic models and their implications are discussed. A number of estimators and their properties are considered in the light of uncertainty about the data generation process. The paper also considers the role of tests in sequential revision of the model specification beginr ing with the Poisson case and provides a detailed application of the estimators and tests to a model of the number of doctor consultations.     

On some applications of Hadamard matrices

Modern communications systems are heavily reliant on statistical techniques to recover information in the presence of noise and interference. One of the mathematical structures used to achieve this goal is Hadamard matrices. They are used in many different ways and some examples are given. This paper concentrates on code division multiple access systems where Hadamard matrices are used for user separation. Two older techniques from design and analysis of experiments which rely on similar processes are also included. We give a short bibliography (from the thousands produced by a google search) of applications of Hadamard matrices appearing since the paper of Hedayat and Wallis in 1978 and some applications in telecommunications.     

Extracting a common stochastic trend: Theory with some applications

This paper investigates the statistical properties of estimators of the parameters and unobserved series for state space models with integrated time series. In particular, we derive the full asymptotic results for maximum likelihood estimation using the Kalman filter for a prototypical class of such models—those with a single latent common stochastic trend. Indeed, we establish the consistency and asymptotic mixed normality of the maximum likelihood estimator and show that the conventional method of inference is valid for this class of models. The models we explicitly consider comprise a special–yet useful–class of models that may be employed to extract the common stochastic trend from multiple integrated time series. Such models can be very useful to obtain indices that represent fluctuations of various markets or common latent factors that affect a set of economic and financial variables simultaneously. Moreover, our derivation of the asymptotics of this class makes it clear that the asymptotic Gaussianity and the validity of the conventional inference for the maximum likelihood procedure extends to a larger class of more general state space models involving integrated time series. Finally, we demonstrate the utility of this class of models extracting a common stochastic trend from three sets of time series involving short- and long-term interest rates, stock return volatility and trading volume, and Dow Jones stock prices.     

A collective labor supply model with complementarities in leisure: Identification and estimation by means of panel data

We present a novel identification strategy for a collective labor supply model that allows for complementarities in leisure (i.e., individuals may enjoy leisure more in company of their spouse). Individual preferences and the Pareto weights (which capture the intra-household bargaining process) are identified by making use of panel data with couples and individuals who became a widow(er) in the observation period, along with the assumption that an individual's preferences can only change in a particular manner after the spouse's death. The change in preferences comes from changes in observable variables that can be controlled for (like mental health) and from the loss of the possibility to jointly enjoy leisure after the couple's dissolution. We apply the model to American households coming from the first nine waves of the Health and Retirement Study (1992-2008) and show that complementarities in leisure are indeed important when modeling spouses' labor supply choices.     

High precision registration of complicated longitudinal and cross-sectional data

In the article are given examples showing how, by using musical notation in registering (complicated) developments, considerably more qualitative variables may be taken into account than we were used to; furthermore, the temporal element may be represented with a degree of precision that corresponds to our needs. In case of cross-sectional data modifications of musical notation may be used. However, we have to recognize that there are also variables, maybe important ones, that — for several reasons — cannot be registered with a very high precision. Other complications are hinted at. The method described is rather a working method by means of which to improve the basis for a further quantitative analysis than a method suitable for showing final research results.     

Robust analysis of longitudinal data with nonignorable missing responses

We encounter missing data in many longitudinal studies. When the missing data are nonignorable, it is important to analyze the data by incorporating the missing data mechanism into the observed data likelihood function. The classical maximum likelihood (ML) method for analyzing longitudinal missing data has been extensively studied in the literature. However, it is well-known that the ordinary ML estimators are sensitive to extreme observations or outliers in the data. In this paper, we propose and explore a robust method, which is developed in the framework of the ML method, and is useful for downweighting any influential observations in the data when estimating the model parameters. We study the empirical properties of the robust estimators in small simulations. We also illustrate the robust method using incomplete longitudinal data on CD4 counts from clinical trials of HIV-infected patients.     

Minimizing maximum lateness on one machine: computational experience and some applications

We consider the problem of scheduling jobs on a single machine subject to given release dates and precedence constraints, in order to minimize maximum lateness. The algorithms of B aker and S u (Naval Res. Logist. Quart. 21 (1974) 171–176) and of M c M ahon and F lorian (Operations Res. 23 (1975) 475–482) for the problem without precedence constraints are extended to the general case. An extensive computational comparison establishes the superiority of the latter algorithm. We describe applications to the theory of job-shop scheduling and to a practical scheduling situation.     

数据挖掘在高校后勤中的应用

如何快速有效地从日益膨胀的高校后勤数据中,挖掘出潜在的、有价值的信息,使之有效地在高校后勤管理、经营服务和决策中发挥作用,是急需解决的问题。文章针对数据挖掘技术及其在高校后勤中的应用展开讨论和研究。     

Asymptotic normality of M-estimators in a semiparametric model with longitudinal data

Suppose that the longitudinal observations (Y _ij , X _ij , t _ij ) for i = 1, . . . ,n; j = 1, . . . ,m _i are modeled by the semiparamtric model where β ₀ is a k × 1 vector of unknown parameters, g(·) is an unknown estimated function and e _ij are unobserved disturbances. This article consider M-type regressions which include mean, median and quantile regressions. The M-estimator of the slope parameter β ₀ is obtained through piecewise local polynomial approximation of the nonparametric component. The local M-estimator of g(·) is also obtained by replacing β ₀ in model with its M-estimator and using local linear approximation. The asymptotic distribution of the estimator of β ₀ is derived. The asymptotic distributions of the local M-estimators of g(·) at both interior and boundary points are also established. Various applications of our main results are given. The research is supported in part by National Natural Science Foundation of China (Grant No. 10671089).     

New aspects of risk aversion some applications in portfolio theory

In the paper the demand for a risky asset is considered as a function of additional random effects on wealth. For special structures of stochastic dependency between the rate of return of the risky asset and additional random wealth it is demonstrated that expected utility theory is a too inflexible instrument to analyze these effects. Expected local utility theory is shown to be more flexible. In case of independency absolute risk aversion is a proper criterion to give intuitive results in this case, too.

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Sunto La domanda di un titolo aleatorio è assunta come funzione di effetti aleatori addizionali sulla ricchezza.Per tipi speciali di dipendenza stocastica tra tasso di rendimento del titolo aleatorio e effetti aleatori addizionali si dimostra che la teoria dell'utilità attesa è troppo rigida come strumento di analisi efficace.Si mostra la maggior flessibilità della teoria dell'utilità attesa locale. Inoltre, in caso di indipendenza, l'avversione al rischio assoluta è un criterio adatto per dare risultati intuitivi.

     

Specification and testing of some modified count data models

This paper explores the specification and testing of some modified count data models. These alternatives permit more flexible specification of the data-generating process (dgp) than do familiar count data models (e.g., the Poisson), and provide a natural means for modeling data that are over- or underdispersed by the standards of the basic models. In the cases considered, the familiar forms of the distributions result as parameter-restricted versions of the proposed modified distributions. Accordingly, score tests of the restrictions that use only the easily-computed ML estimates of the standard models are proposed. The tests proposed by Hausman (1978) and White (1982) are also considered. The tests are then applied to count data models estimated using survey microdata on beverage consumption.     

Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models

Nonparametric estimation and inferences of conditional distribution functions with longitudinal data have important applications in biomedical studies. We propose in this paper an estimation approach based on time-varying parametric models. Our model assumes that the conditional distribution of the outcome variable at each given time point can be approximated by a parametric model, but the parameters are smooth functions of time. Our estimation is based on a two-step smoothing method, in which we first obtain the raw estimators of the conditional distribution functions at a set of disjoint time points, and then compute the final estimators at any time by smoothing the raw estimators. Asymptotic properties, including the asymptotic biases, variances and mean squared errors, are derived for the local polynomial smoothed estimators. Applicability of our two-step estimation method is demonstrated through a large epidemiological study of childhood growth and blood pressure. Finite sample properties of our procedures are investigated through simulation study.     

Estimation of ratio of population means in survey sampling when some observations are missing

This paper considers the estimation of the ratio of population means when some observations are missing. Four estimators are presented and their bias and mean square error properties are studied. Received: June 1998     

Public capital and regional output : Another look at some Japanese and American data

Japanese and American data are used to recover estimates of regional production functions that include government capital as an input. Estimated parameters are used to simulate allocations of government capital which would have resulted in equal per employee outputs across states and regions. Base case estimates indicate that complete equalization would have increased aggregate output by about 8 percent in 1954 but reduced it by 14 percent in 1963, in Japan, and reduced aggregate output by about 25 percent in the U.S. in 1972. Sensitivity analyses show that these results are not affected much by small changes in the parameters.     

Analyzing party competition through the comparative manifesto data: some theoretical and methodological considerations

This paper deals with some of the theoretical and methodological concerns arising from an in-depth analysis of one of the most successful research groups in comparative politics: the Comparative Manifesto Project. The first part of the paper discusses its theoretical background: the dimensionality of the political space, the operationalisation of the saliency theory and whether through election manifestos it is possible to determine the actual party positions. The second part attempts to contribute to the methodological debate by focusing on generally neglected weaknesses of the CMP’s method with regard to both the classification scheme and the coding procedure. In particular, it shows that it is probably impossible to correct the major problems here identified without destroying their comparability across time and space, since they are so deeply rooted in the CMP’s approach.     

Attrition in longitudinal panel data and the empirical analysis of dynamic labour market behaviour

In the empirical analysis of unemployment durations and job durations, it is generally assumed that the stochastic processes underlying labour market behaviour and the behaviour concerning participation in a panel survey are independent. However, there are reasons to believe that the probability of dropping out of the panel is related to the rate at which a (different) job is found. If there is such a relation, and if it is ignored, then the estimator of the rate at which individuals become employed or change jobs will generally be inconsistent. In this paper we analyse the relation between the duration spent in a particular labour market state and the duration of panel survey participation, by explicitly modelling and estimating the joint distribution of both durations. The emphasis will be on models allowing for stochastically related unobserved determinants of both types of duration. We estimate models both for unemployment durations and for job durations.     

Two applications of the Points-of-View model to subject variations in sorting data

In many of the social sciences it is useful to explore the “working models” or mental schemata that people use to organise items from some cognitive or perceptual domain. With an increasing number of items, versions of the Method of Sorting become important techniques for collecting data about inter-item similarities. Because people do not necessarily all bring the same mental model to the items, there is also the prospect that sorting data can identify a range within the population of interest, or even distinct subgroups. Anthropology provides one tool for this purpose in the form of Cultural Consensus Analysis (CCA). CCA itself proves to be a special case of the “Points of View” approach. Here factor analysis is applied to the subjects’ method-of-sorting responses, obtaining idealized or prototypal modes of organising the items—the “viewpoints”. These idealised modes account for each subject’s data by combining them in proportions given by the subject’s factor loadings. The separate organisation represented by each viewpoint can be made explicit with clustering or multidimensional scaling. The technique is illustrated with job-sorting data from occupational research, and social-network data from primate behaviour.     

法院查封的土地也可办理变更登记

张某从李某处购得一所房屋,并办理了房屋所有权变更登记,但尚未办理土地使用权变更登记,后由于民事债务纠纷,法院查封了张某的这所房屋。现张某向所在市国土资源局申请变更登记,要求将该房屋使用范围内的土地使用权从李某处过户到自己名下。