经济计量学教材

(二)多重共线性1.多重共线性与参数估计的关系多重共线性指的是同一多元回归方程中的解释变量间存在线性相关关系。如两解释变量的回归方程为:y=β_0+β_1x_1+β_2x_2+u如果x_1与x_2线性相关,则称该方程存在多重共线性。解释变量x_1和x_2的相关系数r_(x1x),可以表示两解释变量回归方程的多重共线性的程度。由前面已讲过的相关分析知,样本相     

黎卡提方程的两种变换

将黎卡提方程dy/dx+ay2=bxmm=0,-2,-4k/2k+1,-k4/2k-1,(k=1,2,…),通过适当的变换化为变量分离的方程;将黎卡提方程dy/dx=p(x)y2+q(x)y+r(x),通过适当的变换化为u'=r2+f(x)的形式。     

Z模型在我国的适用性与临界值研究

一、Z-score模型述评美国经济学家Edward.I.Altman(1968)通过分析33家破产公司和33家非破产公司5年的财务数据,从22个变量指标最终选取了5个变量建立了著名评分模型(Z-score Model):Z=1.2(x1)+1.4(x2)+3.3(x3)+0.6(x4)+0.999(x5),Z模型是以会计资料为基础的多变量信用评分模型。该模型通过分析一组变量,根据统计标准选入或舍去被选变量,从而得出Z判别函数。     

无截距项的经济计量模型的最小二乘法估计

在经济计量学中,一般的单方程线性经济计量模型(简称为模型)形如:Y_i=β_0+β_1X_(1i)+β_2X_(2i)+…+β_kX_(ki)+u_i (i=1,2,…,N,下同) (1)式中:Y为应变量;x_1、x_2……x_k为K个解释变量;u为随机扰动项;β_0、β_1……β_k为参数,β_0亦称为截距项,β_1,…,β_k亦称为偏回归系数;N为观察值数。     

个人所得税对社会公平的影响

<正>一、模型和数据本文尝试建立一个简单的模型来分析个人所得税和社会公平的相关关系:模型一:distcpiit=β0+β1inctotit+β2wthit+β3fetccpiit+β4ratioapit+β5eduit+μit在模型一中,下标i和t(t=1998,…,2006)分别代表第i个省份和第t年,样本包括了全国31个内地省、直辖市和自治区,μ是残差项。     

经济计量学理论和应用的一些新发展

一、联立方程模型的参数估计一般,联立方程组模型的任一个方程式可以表示成 y_1=Y_1β_1 X_1γ_1 u_1 (1.1)其中,y_1是因变量(t×1),Y_1是内生变量(t×G_1),X_1是外生变量(t×k_1),u_1是随机项(T×1),β_1是G_1维参数向量,γ_1是k_1维参数向量,t是样本个数。此外,设模型的全体外生变量为X≡[X_1X_2],其中X_2是在上述方程式中不出现的外生变量,是(t×k_2)矩阵。     

中国城镇居民收入与消费的协整分析

一、协整的基本原理 当两个变量均为非平稳时间序列时,这两个变量间所进行的回归就可能导致伪回归现象.这是因为传统的显著性检验所确定的变量间的关系在事实上是不存在的,这也是利用单位根检验数据序列是否平稳的原因之一.但在实证研宄中,多数的宏观经济变量部是非平稳的或带有趋势的,那么,当单位根检验无法拒绝所研究变量服从随机游走时,为了克服伪回归,通常采用下面的方法:对随机游走变量进行差分使其变为平稳序列,但是这可能导致所研宄变量间长期关系信息的损失;另一种方法就是所谓协整的办法.     

山东省技术进步贡献率研究

<正>一、技术进步贡献率的测算模型(一)C-D生产函数C-D生产函数的基本形式为:Y=AKαLβμ对式子两端取对数后,便可以得到对数线性形式的生产函数:lnY=lnA+αlnK+βlnL+lnμ用回归法,回归法采用有约束(即α+β=1)或无约束的生产函数模型,使用最小二乘法回归估计式,代入相应数值后,根据计量方法(即利用最小二乘法进行回归)估算出两个弹性系数α和β,及参数A。     

综合投入与柯布——道格拉斯生产函数的估算

柯布——道格拉斯生产函数一般形式为 Q=AK~αL~β取对数,得到 lnQ=a+αlnK+βlnL 再用二元回归,估算a、α、β。但实际情况往往是,由于K和L之间存在强烈的共线性,以致α和β无法识别。例如我们根据近二十年上海工业的统计资料建立模型时,就遇到这种困难。在lnK与lnL的相关系数高达0.978的情况下,样本数据近似于一段曲线而不是一个曲面。逐步回归的结果仅仅得到一个单变量模型:     

回归分析法在物流成本预测中的应用

一、回归分析及一元线性回归法 （一）回归分析概述回归分析是研究变量之间的依赖关系的一种数学方法。一般来说,变量之间的关系可大致分为两类：第一类是变量之间的关系完全确定,一个变量能够被一个或若干个其他变量按某一规律惟一确定,这种关系称为函数关系;第二类是变量之间具有非确定性的依赖关系,即变量之间既存在密切的数量关系,又不能由一个或几个变量精确求出另一个变量值,     

Under the influence of the team? An investigation of the relationships between team autonomy,individual autonomy and social influence within teams

This study contributes to the debate about whether teamwork facilitates or constrains the single team member's autonomy at work. We investigate whether team autonomy can explain employees' individual autonomy, the teams' informal influence on its members and employees' desire for either individual or team influence. Questionnaire data were collected among employees in four Danish companies from different industries with various types of team organization: permanent, project-based and mixed teams. The results of the multiple regression analyses show that team autonomy is positively associated with individual autonomy, which is neither moderated by the team's ability to make the employee feel responsible nor by team support. Team autonomy is positively associated with facilitative social influence, i.e. team reward, team support and we find a negative association between team autonomy and team coercion. Moreover, employees who experienced more team than individual autonomy wanted their teams to control more work issues compared to employees who experienced lower team than individual autonomy.     

Affective diversity and emotional intelligence in cross-functional sourcing teams

In cross-functional sourcing teams, differences in goals and personality traits can lead to tensions and reduced effectiveness. Diversity in teams can be conceptualized as surface-level diversity (e.g., gender, nationality) or as deep-level diversity (e.g., personality, attitudes). This study investigates the potentially negative effects of one category of deep-level diversity – namely, affective trait diversity – on sourcing team performance and how such negative effects might be mitigated through team members' emotional intelligence. The study analyzes a sample of 88 sourcing teams (234 team members) using moderated regression analyses. Sourcing team cohesion is found to fully mediate the relationship between affective diversity and team performance, while the collective emotional intelligence of the sourcing team positively moderates the diversity-cohesion relationship (moderated mediation). Thus, this study provides insights into both the mechanics of team diversity and the critical role of collective emotional intelligence in sourcing teams and thereby enables supply managers to better understand cross-functional team setups and effectiveness.     

Optimizing the allocation of funds of an NFL team under the salary cap

Every NFL team faces the complex decision of having to choose how to allocate salaries to each position while being limited by the salary cap. This paper uses regression strategies to identify which positions are worthy of greater investment, under the assumption that players are paid in an efficient market. Using a combination of univariate regression models, we identify that it is worth investing in elite players at the quarterback, guard, defensive line, and linebacker positions. In addition, through a separate set of regression models we also consider the possibility that markets are not actually efficient. We determine that the optimal way to take advantage of inefficiency is through the draft, in order to find players who can provide significant win contributions early in their careers while they are being paid on relatively low rookie contracts.     

关于含四个未知函数的费马型丢番图函数方程的非平凡解的研究

本文利用亚纯函数值分布论的思想方法,对费马型丢番图函数方程fn1(z)+fn2(z)+fn3(z)+fn4(z)=1的非平凡解的状况进行研究,得到如下结果:假设函数方程fn1(z)+fn2(z)+fn3(z)+fn4(z)=1存在非常数的亚纯函数解f1,f2,f3,f4令τn:=|f31 f32 f33 f34 f21f′1 f22f′3 f23f′3 f24f′4L1(f1)L1(f2)L1(f3)L1(f4)L2(f1)L2(f2)L2(f3)L2(f4)|及T*(r)=T(r,f1)+T(r,f2)+T(r,f3)+T(r,f4),这里L(1fm)=(n-1)fmf′m2+f m2f″m,L(2fm)=(n-1)(n-2)f′m3+3(n-1)fmf′mf″m+f m2+fm''(m=1,2,3,4)。那么,(1)当n≥17时,τ(nz)是整函数;(2)当n≥13时,m(r,τn)=S*(r);这里S*(r)=O{T*(r)(}r→∞,rE),E是R+的线性测度有限的某子集。     

第二届世界聋篮锦标赛中国队与前四名队技术统计比较分析

运用文献资料法、观察法、数理统计法及对比分析等方法,对第二届世界聋人篮球锦标赛中国队与前四名队的比赛数据及现场情况进行了对比分析。结果表明:现阶段我国男、女聋篮在比赛中存在的问题相对一致,在攻防两端的表现均明显弱于世界强队;命中率低,失误率高,身体条件及个人能力不足则是导致中国队失利的主要原因。此外,针对发现的问题,并结合现阶段我国聋人篮球发展现状,提出了相应对策。     

Regional information and market efficiency: the case of spread betting in United States college football

Using game results over a seven year span (1999–2006), we find that United States college football teams in arid regions “win” against the spread in 56.64% of games in which they host a team from a humid region. This result provides statistically significant evidence for both weak and strong form inefficiency in the spread betting markets of such games. By examining other cases of intraregional and interregional competition within the sport, we conclude that this inefficiency does not arise from the effects of travel or home field advantage. Rather, the result indicates that climate aridity is an observed characteristic for which college football betting markets do not accurately control. It is quite rare to find strong form market inefficiency arise from a single variable rather than from an elaborate, multivariable betting strategy. Therefore, the effect of climate aridity upon college football spread betting market efficiency can be characterized as dramatic. It is conjectured that remote market participants may need to “experience” certain types of relevant regional information, such as climate, to act in a market efficient manner.     

组织支持感、组织认同感与OCB的关系研究

回收了金域集团上海子公司和贵阳子公司共161份有效问卷。数据分析结果表明:①组织支持感与组织认同感呈显著正相关关系;②组织支持感与组织公民行为呈显著正相关关系;③组织认同感与OCB呈显著正相关关系;④组织认同感组织支持感与OCB之间起完全中介作用。研究结果为国内医学监测行业管理员工,提高组织公民行为提供了实证依据。     

Creating high performance teamwork in organizations

The adoption of teams continues to increase in almost every domain of modern work life. In the current article we review evidence of the complexity of modern work, industry trends in the use of teams, and the challenges of achieving the full potential of organizational work teams. We aimed to meaningfully move forward the science of high performance teamwork by assembling a focused set of review articles in the present special issue. We consider four themes that capture the articles in this special issue and avenues for achieving the full potential of teams: (1) work across boundaries; (2) build effective team processes and states; (3) manage team development issues; and (4) leverage human capital. Collectively, the contents of this special issue offer important new opportunities for advancing future research and for making a practical difference in the effectiveness of teams in organizations. We identify six areas in which future research efforts in high performance teamwork should be directed based on “realities” that, in our view, need to be addressed.     

图解法求实长方法的变换推广及“形”“数”关系分析

图解法求实长的方法有三种,即旋转法、直角三角形法和换面法。三种方法既有联系又有区别,虽然作图形式不同,但三种作图方法的原理一致:都是依据正投影原理及直线的投影特性来求得实长,三种求实长方法的实质相同:直线AB的实长等于其三个几何尺度的平方根,即AB=(△X)2+(△Y)2+(△Z)2姨。三种方法互为变式:直角三角形法是换面法的简化形式,换面法是直角三角形法的一般形式,旋转法则可看成是直角三角形法和换面法的最简形式。三种方法中直角三角形法应用最广。三种方法都可以利用直角三角形的性质及代数计算来加以证明。     

论营销团队建设与管理

随着现代企业环境的信息化、全球化、人本化,企业间的竞争也愈发激烈,传统的个人营销模式已完全被团队营销模式所取代,如企业拥有高效的营销团队可在激烈的市场竞争中占据强大的竞争优势。文章阐述了企业团队建设的重要性,以及高效团队所具备的特征,并分析了我国目前卷烟营销团队存在的观念老化、能力老化、心态老化、精神状态老化等问题,同时对建设高效营销团队的途径进行了探讨。