Seemingly Unrelated Negative Binomial Regression

This paper discusses the specification and estimation of seemingly unrelated multivariate count data models. A new model with negative binomial marginals is proposed. In contrast to a previous model based on the multivariate Poisson distribution, the new model allows for over-dispersion, a phenomenon that is frequently encountered in economic count data. Semi-parametric estimation is possible if some of the assumption of the fully specified model are violated.     

Estimators of Regression Parameters for Truncated and Censored Data

Estimators of parameters in semi-parametric left truncated and right censored regression models are proposed. In contrast to the majority of existing estimators, the proposed estimators do not require the error term of the regression model to have a symmetric distribution. In addition the estimators use asymmetric “trimming” of observations. Consistency and asymptotic normality of the estimators are shown. Finite sample properties are considered in a small simulation study. For the left truncated case, an empirical application illustrates the usefulness of the estimator.     

A Selective Overview and Comparison of Robust Mixture Regression Estimators

Mixture regression models have been widely used in business, marketing and social sciences to model mixed regression relationships arising from a clustered and thus heterogeneous population. The unknown mixture regression parameters are usually estimated by maximum likelihood estimators using the expectation–maximisation algorithm based on the normality assumption of component error density. However, it is well known that the normality-based maximum likelihood estimation is very sensitive to outliers or heavy-tailed error distributions. This paper aims to give a selective overview of the recently proposed robust mixture regression methods and compare their performance using simulation studies.     

A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts

Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, background intensity levels, sample sizes, primary resolution levels, wavelet filters and performance criteria are employed. A demonstration is given of the use of some of the estimators to analyse a data set arising in high-energy astrophysics. Following the philosophy of reproducible research, the M atlab programs and real-life data example used in this study are made freely available.     

浅析二项分布、泊松分布和正态分布之间的关系

二项分布、泊松分布和正态分布一直是学习和研究概率统计的基础.在一定条件下,这三个分布之间存在着密切关系.文章通过求极限分布,研究了二项分布与泊松分布、二项分布与正态分布之间的关系,并利用特征函数和分布函数相互唯一确定这一性质,分析了泊松分布和正态分布之间的关系.     

浅析二项分布、泊松分布和正态分布之间的关系

二项分布、泊松分布和正态分布一直是学习和研究概率统计的基础。在一定条件下,这三个分布之间存在着密切关系。文章通过求极限分布,研究了二项分布与泊松分布、二项分布与正态分布之间的关系,并利用特征函数和分布函数相互唯一确定这一性质,分析了泊松分布和正态分布之间的关系。     

The Provision of Relative Performance Feedback: An Analysis of Performance and Satisfaction

This paper studies the effect of providing relative performance feedback on individuals’ performance, under two incentive schemes. In a laboratory setup, agents perform a real‐effort task. We show that relative performance feedback increases performance when performance is related to pay (piece‐rate) but has no effect on performance when pay is independent of performance (flat‐rate). These effects are independent of the agent's relative position. Subjects are also asked to rate their satisfaction during the experiment. We find that under flat‐rate, feedback has no effect on agents’ satisfaction, while under piece‐rate, feedback about relative position affects satisfaction.     

基于PMM多重插补法的线性模型系数估计量的模拟研究

在利用含无回答的经济数据建立线性回归模型,选择PMM多重插补法给出无回答的插补值。模拟结果显示,在任意无回答机制下,随着插补重数增大,系数估计量的偏差和均方误差减小不显著。对于任意无回答率,建议插补重数为5。在完全随机无回答机制下,随着无回答率增加,系数估计量的偏差或均方误差增大往往不显著。然而,在随机无回答机制下或在非随机无回答机制下,随着无回答率增加,系数估计量的偏差和均方误差增大往往显著。     

回归分析在企业效益中的应用

回归分析是数理统计中的一个重要内容,是利用统计学原理寻求隐藏在随机现象中的统计规律的计算方法和理论,它在各个学科领域以及社会经济各部门都得到广泛应用。运用回归分析建立回归模型,并通过逐步回归求得"最优"结果,利用最优回归模型对规模以上企业效益未来发展进行预测,从而为有关部门的决策提供一定的科学依据。     

论优化阴极表面凸台密度对改善新型阴极电解槽性能的影响

新型阴极电解槽由于其凸台密度较大,在运行过程中存在电解质和铝液流动性差、电解质发黏等问题,通过采取对异型阴极凸台密度进行合理优化,寻找合适的凸台密度等措施可有效解决此类问题,并进一步降低吨铝电耗。     

Estimating the Size of a Criminal Population from Police Records Using the Truncated Poisson Regression Model

The truncated Poisson regression model is used to arrive at point and interval estimates of the size of two offender populations, i.e. drunk drivers and persons who illegally possess firearms. The dependent capture–recapture variables are constructed from Dutch police records and are counts of individual arrests for both violations. The population size estimates are derived assuming that each count is a realization of a Poisson distribution, and that the Poisson parameters are related to covariates through the truncated Poisson regression model. These assumptions are discussed in detail, and the tenability of the second assumption is assessed by evaluating the marginal residuals and performing tests on overdispersion. For the firearms example, the second assumption seems to hold well, but for the drunk drivers example there is some overdispersion. It is concluded that the method is useful, provided it is used with care.     

泊松积分在概率论中的应用

文章介绍了泊松积分在正态分布、二维正态分布、对数正态分布等问题中常见的应用,并给出了具体的例子。     

泊松积分在概率论中的应用

文章介绍了泊松积分在正态分布、二维正态分布、对数正态分布等问题中常见的应用,并给出了具体的例子。     

Practical Considerations for Choosing Between Tobit and SCLS or CLAD Estimators for Censored Regression Models with an Application to Charitable Giving*

Practical considerations for choosing between Tobit, symmetrically censored least squares (SCLS) and censored least absolute deviations (CLAD) estimators are offered. Practical considerations deal with when a Hausman test is better than a conditional moment test for judging the severity of a misspecification, the need to bootstrap the sampling distributions of the Hausman tests, what to look for in a graphical examination of the residuals and the limited value of SCLS. The practical considerations are applied to a model of the intergenerational transmission of charitable giving using new data from the Panel Study of Income Dynamics (PSID). The paper shows how to use relative distribution methods to calculate CLAD‐based marginal effects on the observable dependent variable.     

审计失灵:国家审计"负绩效"的根源

审计失灵是国家审计绩效低下的深层原因,审计失灵存在着制度根源与社会基础.要解决审计失灵问题,可以采用审计独立制度、职业准入制度和效率监察制度等制度改革的治理方案.     

On a study of the exponential and Poisson characteristics of the Poisson process

Based on the exponential and Poisson characteristics of the Poisson process, in this work we present some characterizations of the Poisson process as a renewal process. More precisely, let γ_t be the residual life at time t of the renewal process A={A(t),t≥0 }, under suitable condition, we prove that if Var(γ_t)=E ² (γ_t),∀t≥0, then A is a Poisson process. Secondly, we show that if Var (A(t)) is proportional to E (A(t)), then A is a Poisson process also, and Var (A(t))=E (A(t)). Received: August 1999     

微博使人脑“沙漠化”

那天在微博中看到吴伯凡老师的留言,微博不尽兴,心里想着给吴老师回电话,却因为事务繁多一直拖了很久。我和吴老师是老朋友,以前交往是面谈、手机通话,现在赶时髦改微博了．我们的通话就从微博中来,到微博中去．聊起微博来。     

Introduction to the Symposium on Tournaments,Contests, and Relative Performance Evaluation

The papers in this symposium reflect several of the directions taken by current research on tournaments, contests and relative performance evaluation. The papers help us understand the implications of agent heterogeneity on the incentives of agents to perform or self‐select the offers designed for them. They encompass various issues such as career concerns and promotion incentives, interim disclosure of information obtained by the principal about agent performance, exposure to risk choices, and competing for talent.