On the Application of Conditional Independence to Ordinal Data

A special log linear parameterization is described for contingency tables which exploits prior knowledge that an ordinal scale of the variables is involved. It is helpful, in particular, in guiding the possible merging of adjacent levels of variables and may simplify interpretation if higher-order interactions are present. Several sets of data are discussed to illustrate the types of interpretation that can be achieved. The simple structure of the maximum likelihood estimates is derived by use of Lagrange multipliers.     

克莱因教授认为中国15项统计指数与GDP增长率相一致

近来,国外有些经济学家写文章对我国的经济增长率统计数字提出质疑,认为实际经济增长要远低于公布的统计数字。在最近举行的世界联接模型会议(PROJECT LINK)上,诺贝尔经济学奖获得者、美国宾夕法尼亚大学教授克莱因(LAWRENCE KLEIN)和他的合作者发表了一篇演讲,题为“对中国经济增长率的估计”(THE ESTIMATION OF     

一种连锁加权指标的生产力增长测算模型

本文在生产力增长的福利理论基础上，详细分析了William D．Nordhaus的基于福利经济学的生产力水平测量模型和多部门总生产力增长的分解模型，并通过模型在美国的实际应用和比较，讨论了实践中应用理想的福利理论性测量指标的合适途径。同时，文章通过该模型对中国多部门生产力水平的测算，证明了测量生产力增长的方法所使用的连锁加权指标是一种较理想的指标，而基于连锁加权指标的生产力增长的分解模型及其测算方法也是一种较有效的方法。     

移动加权平均法库存差异原因的仿真分析

主要分析移动加权平均法下库存差异的形成原因。通过构建库存差异的系统动力学模型,对可能影响差异的各种因素进行仿真分析,明确了库存差异产生的原因,进而提出了控制与降低库存差异的方法。     

Locally Most Powerful and Other Rank Tests for Independence – with a Contaminated Weighted Alternative

Several authors in the literature have attempted the quantification of the concept of stochastic dependence for bivariate distribution. Two weighted rank tests for testing independence against a weighted contamination alternative is proposed and their distributional properties are studied. We also derived a locally most powerful rank test for the alternative setting. The rank tests proposed are shown to be asymptotic locally most powerful for specific distributions.     

样本数据缺失情形下泊松过程的强度估计和检验

文章讨论了样本数据缺失情形下泊松过程的强度估计和检验问题。用极大似然估计、矩估计法和最小二乘估计法对强度进行估计,分别得出了极大似然估计强度的迭代方法,矩估计值及最小二乘估计值。证明了矩估计值和最小二乘估计值的无偏性和相合性,导出了其统计量的极限分布。最后,对两个Poisson过程的差异进行了假设检验同时给出渐近置信区间。     

Estimation of International Demand Behaviour for Use with Input-Output Based Data

The making of projections often requires an economy-wide perspective, and the estimation of consumer demands at the international level. In this paper, an implicit, directly additive demand system (AIDADS) is estimated using cross- country data on consumer expenditures from two different sources: the International Comparison Programme (ICP), and the Global Trade Analysis Project (GTAP). The two data sets are found to produce results that are quite consistent despite their differing origins, and the fact that the former is based on consumer goods that embody wholesale/retail margins, while margin demands are treated separately in GTAP. Given the similarity of the results, the estimation based on GTAP data is favoured for economy-wide projection purposes because it can be readily matched to input-output based production and trade data. An additional benefit of the GTAP-based estimates is that they provide direct evidence concerning how aggregate margin expenditures vary with per capita income.     

Neyman–Pearson Lemma for Fuzzy Hypotheses Testing with Vague Data

In hypotheses testing, such as other statistical problems, we may confront imprecise concepts. One case is a situation in which both hypotheses and observations are imprecise. This paper tries to develop a new approach for testing fuzzy hypothesis when the available data are fuzzy, too. First, some definitions are provided, such as: fuzzy sample space, fuzzy-valued random sample, and fuzzy-valued random variable. Then, the problem of fuzzy hypothesis testing with vague data is formulated. Finally, we state and prove a generalized Neyman–Pearson Lemma for such problem. The proposed approach is illustrated by some numerical examples.     

Data depth for simple orthogonal regression with application to crack orientation

This paper studies tangential and simplicial data depth for simple orthogonal regression. Given N points in the plane, simple orthogonal regression means that we wish to determine the line through the origin that has smallest distance to the points measured in the direction orthogonal to the line. For both depth notions, it is proved that two lines which are orthogonal to each other, i.e. two lines forming a cross, have the same depth. Depth-based orthogonal regression can thus merely fit crosses, not lines. We investigated the robustness properties of maximum depth estimators using the notion of exact fit. Another topic the paper covers is the testing of the hypothesis that the data points form a cross-like pattern. After a simple transformation, such a test can be based on the biggest data depth. The paper discusses an application of this test for the investigation of stress fractures in materials.     

交互效应面板模型的EM算法和MCMC算法

交互效应面板模型是目前计量经济学前沿研究的热点,有着广阔的应用空间。但是对很多应用者而言,模型内的参数估计是一个非常棘手的问题。通常的Newton-Raphson算法在优化似然函数的过程中,常常会出现优化失败的情况。本文依据EM算法和MCMC算法理论,为应用研究者提供了一套获得参数估计值的流程。计算机上的试验证实两种估计方法都非常稳健可靠,并在很多情况下,差异不是很大。     

The Use of Data Envelopment Analysis with Probabilistic Assurance Regions for Measuring Hospital Efficiency

This paper uses Data Envelopment Analysis (DEA) for an estimation of the cost efficiency of 70 Danish hospitals. The analysis relates to a cost function based on 483 outputs in combination with a set of probabilistic assurance regions defined by the cost distributions for each output. It is demonstrated that the probabilistic assurance region approach allows for (i) a frontier estimation in the full output space, i.e., no fixed aggregation is required, and (ii) a controlling of the variation in heterogeneity of the output clusters, in casu Diagnosis Related Groups. The likelihood of the estimated efficiency score for a given hospital can be measured based on the sensitivity of the score w.r.t. the probability levels used in the specification of confidence intervals for the probabilistic assurance regions.     

Methods for the Analysis of Explanatory Linear Regression Models with Missing Data Not at Random

Since the work of Little and Rubin (1987) not substantial advances in the analysisof explanatory regression models for incomplete data with missing not at randomhave been achieved, mainly due to the difficulty of verifying the randomness ofthe unknown data. In practice, the analysis of nonrandom missing data is donewith techniques designed for datasets with random or completely random missingdata, as complete case analysis, mean imputation, regression imputation, maximumlikelihood or multiple imputation. However, the data conditions required to minimizethe bias derived from an incorrect analysis have not been fully determined. In thepresent work, several Monte Carlo simulations have been carried out to establishthe best strategy of analysis for random missing data applicable in datasets withnonrandom missing data. The factors involved in simulations are sample size,percentage of missing data, predictive power of the imputation model and existenceof interaction between predictors. The results show that the smallest bias is obtainedwith maximum likelihood and multiple imputation techniques, although with lowpercentages of missing data, absence of interaction and high predictive power ofthe imputation model (frequent data structures in research on child and adolescentpsychopathology) acceptable results are obtained with the simplest regression imputation.     

On the Kuiper test for normality with mean and variance unknown

Summary If one wants to test the hypothesis as to whether a set of observations comes from a completely specified continuous distribution or not, one can use the Kuiper test. But if one or more parameters have to be estimated, the standard tables for the Kuiper test are no longer valid. This paper presents a table to use with the Kuiper statistic for testing whether a sample comes from a normal distribution when the mean and variance are to be estimated from the sample. The critical points are obtained by means of Monte-Carlo calculation; the power of the test is estimated by simulation; and the results of the powers for several alternative distributions are compared with the estimated powers of the Kolmogorov-Smirnov test.     

On Bayesian analysis and computation for functions with monotonicity and curvature restrictions

Our goal is inference for shape-restricted functions. Our functional form consists of finite linear combinations of basis functions. Prior elicitation is difficult due to the irregular shape of the parameter space. We show how to elicit priors that are flexible, theoretically consistent, and proper. We demonstrate that uniform priors over coefficients imply priors over economically relevant quantities that are quite informative and give an example of a non-uniform prior that addresses this issue. We introduce simulation methods that meet challenges posed by the shape of the parameter space. We analyze data from a consumer demand experiment.     

推进发电企业“创先争优”与企业文化结合研究

文章结合发电企业的工作性质,提出以企业文化推动创先争优活动,将创先争优深化到日常工作、生活中,要求发电企业员工从最基本的工作做起,从小事做起,认认真真、踏踏实实地履行发电安全职责。深化企业文化与创先争优的结合,在党、团员中树立一个创先争优的风向标,全心全意为人民服务,带头干实事、做好事,带领广大职工群众积极进取,在平凡的工作岗位上争创一流业绩。     

On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

We consider M-estimators for a class of semiparametric mixed-effect models without time-dependent covariates and show that the simple marginal estimation method is generally better than the same M-estimator applied to the de-correlated response based on a known or estimated covariance matrix for each subject.     

On recursive construction for balanced incomplete block designs with nested rows and columns

This paper presents a recursive method for the construction of balanced incomplete block designs with nested rows and columns.     

On the Edgeworth conjecture for production economies with public goods: A contract-based approach

The paper applies and elaborates a contractual approach to study economies with a production of public goods. The barter contractual approach was developed in  and  for exchange economies; it is now modified and extended to the production economy. This includes hereby the introduction of a production contract and the adoption of known earlier notions: a web of contracts, coalitional domination for webs, a partial breaking of contracts, and so on. Thus specific notions of properly contractual and fuzzy contractual allocations for an economy with public goods are introduced and their equivalence with Lindahl equilibria is stated. These theorems can be interpreted as a new way of perfect competition presentation.     

河流主导型城市湿地的功能——以兰州市为例

西北干旱与半干旱区的大部分城市的城市河流湿地在整个城市湿地系统中占有主导作用,对于这些地区的城市河流湿地的研究能很好地反映整个城市湿地系统状况。在分析兰州城市湿地特征的基础上,指出兰州城市湿地目前存在的问题,并对兰州城市湿地的建设和保护进行了探讨。     

On the stopping boundary for sequential selection of the normal population with the largest mean

This paper provides an improved stopping boundary for open sequential selection of the normal population with the largest mean when all populations have common known variance. The proof relies on the theory of Brownian motion processes with drift.