Small‐scale Inference: Empirical Bayes and Confidence Methods for as Few as a Single Comparison

Empirical Bayes methods of estimating the local false discovery rate (LFDR) by maximum likelihood estimation (MLE), originally developed for large numbers of comparisons, are applied to a single comparison. Specifically, when assuming a lower bound on the mixing proportion of true null hypotheses, the LFDR MLE can yield reliable hypothesis tests and confidence intervals given as few as one comparison. Simulations indicate that constrained LFDR MLEs perform markedly better than conventional methods, both in testing and in confidence intervals, for high values of the mixing proportion, but not for low values. (A decision‐theoretic interpretation of the confidence distribution made those comparisons possible.) In conclusion, the constrained LFDR estimators and the resulting effect‐size interval estimates are not only effective multiple comparison procedures but also they might replace p‐values and confidence intervals more generally. The new methodology is illustrated with the analysis of proteomics data.     

Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain

This article presents the empirical Bayes method for estimation of the transition probabilities of a generalized finite stationary Markov chain whose ith state is a multi-way contingency table. We use a log-linear model to describe the relationship between factors in each state. The prior knowledge about the main effects and interactions will be described by a conjugate prior. Following the Bayesian paradigm, the Bayes and empirical Bayes estimators relative to various loss functions are obtained. These procedures are illustrated by a real example. Finally, asymptotic normality of the empirical Bayes estimators are established.     

Monotone empirical Bayes estimators for the continuous one-parameter exponential family

Abstract  A class of empirical Bayes estimators (EBE's) is proposed for estimating the natural parameter of a one-parameter exponential family. In contrast to related EBE's proposed and investigated until now, the EBE's presented in this paper possess the nice property of being monotone by construction. Based on an arbitrary reasonable estimator of the underlying marginal density, a simple algorithm is given to construct a monotone EBE. Two representations of these EBE's are given, one of which serves as a tool in establishing asymptotic results, while the other one, related with isotonic regression, proves useful in the actual computation.     

国内外石油公司财务风险实证研究

根据我国实际修正Z值模型,研究国内外多家石油公司财务数据的财务风险问题,得出我国石油上市公司财务风险逐年上升的结论,由此研究我国石油上市公司财务风险控制弱于国际顶尖石油公司的原因,并从资本运动角度提出了一些合理化建议。     

Objective Bayes Factors for Inequality Constrained Hypotheses

This paper will present a Bayes factor for the comparison of an inequality constrained hypothesis with its complement or an unconstrained hypothesis. Equivalent sets of hypotheses form the basis for the quantification of the complexity of an inequality constrained hypothesis. It will be shown that the prior distribution can be chosen such that one of the terms in the Bayes factor is the quantification of the complexity of the hypothesis of interest. The other term in the Bayes factor represents a measure of the fit of the hypothesis. Using a vague prior distribution this fit value is essentially determined by the data. The result is an objective Bayes factor.     

Estimation of multiple poisson means: A compromise between maximum likelihood and empirical bayes estimators

For estimatingp(⩾ 2) independent Poisson means, the paper considers a compromise between maximum likelihood and empirical Bayes estimators. Such compromise estimators enjoy both good componentwise as well as ensemble properties. Research supported by the NSF Grant Number MCS-8218091.     

基于贝叶斯方法的项目投资风险决策

由于投资受政策、社会环境、经济环境、管理水平等诸多因素的制约，因而投资成败的不确定性极大。本文将贝叶斯决策理论应用于投资决策中，建立了投资贝叶斯风险决策模型，分析了决策模型中各种参数的确定方法，并阐述了该模型对降低决策风险的作用。在风险决策中，信息的价值可以定量，运用贝叶斯公式分析在风险决策中增大信息量，有益于降低决策风险。     

企业人力资源主管人员胜任力模型实证研究

基于某企业人力资源主管人员岗位,首先运用行为事件访谈法,根据访谈结果,进行编码,确定胜任特征,建立胜任力过渡模型;然后通过抽样调查,进行科学分析,完成人力资源主管人员胜任力模型。并将其与通用模型做比较,发现二者的差异。研究结果表明:企业人力资源主管人员胜任力模型由知识、技能和素养三个维度八个胜任特征组成,与通用模型有不同的侧重。     

城市交通碳排放分析及实证研究

城市经济发展使得城市交通迅速发展,同时也造成了能源消耗过多、排放污染加剧。文章构建数学模型对城市交通子系统碳排放进行分析,并以西安市为例进行实证分析。结果表明,城市私人载客汽车和道路运输营运部门是主要交通碳排放源,占总排放的67%以上,并且有序发展私人交通、改变交通需求结构、提高能源利用率能有效降低城市交通碳排放。     

Correlates of Drug Testing Attitudes in a Sample of Blue Collar Workers

Using responses from 1429 workers employed in the wood products industry, we examine the relationship between drug testing (DT) attitudes and several demographic, organizational, job attitude, and job outcome variables. After controlling for age and marital status, analyses revealed moderate correlations between DT attitudes and alcohol and drug variables, DT program characteristics, organizational, and work attitude variables. DT attitudes were weakly but significantly related to absences, late work arrivals, accidents, and injuries. Implications of the findings and future research suggestions are discussed.     

Minimax‐Optimal Strength of Statistical Evidence for a Composite Alternative Hypothesis

While the likelihood ratio measures statistical support for an alternative hypothesis about a single parameter value, it is undefined for an alternative hypothesis that is composite in the sense that it corresponds to multiple parameter values. Regarding the parameter of interest as a random variable enables measuring support for a composite alternative hypothesis without requiring the elicitation or estimation of a prior distribution, as described below. In this setting, in which parameter randomness represents variability rather than uncertainty, the ideal measure of the support for one hypothesis over another is the difference in the posterior and prior log‐odds. That ideal support may be replaced by any measure of support that, on a per‐observation basis, is asymptotically unbiased as a predictor of the ideal support. Such measures of support are easily interpreted and, if desired, can be combined with any specified or estimated prior probability of the null hypothesis. Two qualifying measures of support are minimax‐optimal. An application to proteomics data indicates that a modification of optimal support computed from data for a single protein can closely approximate the estimated difference in posterior and prior odds that would be available with the data for 20 proteins.     

Canadian and American Reactions to Drug and Alcohol Testing Programs in the Workplace

We investigated U.S. and Canadian reactions to workplace drug and alcohol testing programs. Canadian truck drivers (n = 183) deemed drug and alcohol testing policies less fair, and were less accepting of these policies, than their American counterparts (n = 153). We also compared the perspectives of recipients versus third-party observers with regard to their reactions to a drug testing program. Unlike the pattern observed among American observers, the responses by Canadian observers were highly similar to those of the recipients. Canadian observers were more inclined to file a formal protest regarding the implementation of a drug and alcohol testing program than were U.S. observers. The results also showed that procedural and interactional justice principles contributed to the program's fairness, acceptance, and lower levels of protest intentions in both Canada and the United States. We propose that scholars and practitioners can gain a better understanding of multinational reactions to drug and alcohol testing by considering not only cultural but also historical, social, political, and other environmental factors that can shape reactions to personnel practices.     

CMM软件测试H模型研究

本文对当前的测试模型、CMM（Capability Maturity Model,能力成熟度模型）与工作流技术进行了研究和分析,提出了在CMM软件开发过程中,采用改进型H过程模型进行软件测试,该模型能很好地解决CMM测试管理环境中的测试流程定义、解释执行和监控等相关问题,在测试过程中始终贯穿着敏捷思想,对中小型软件开发的测试有着很好的适用性。     

企业组织沉默对组织承诺影响的实证研究

以组织沉默作为组织承诺的前因变量、组织承诺作为组织沉默的后果变量来构建组织沉默各维度对组织承诺各维度影响的结构方程模型,在运用结构方程模型的分析方法并运用相关软件处理调查研究数据的基础上,从实证的视角检验了组织沉默各维度对组织承诺各维度的负向影响效应。     

分散型供应链需求预测动力方程模型及实证分析

为提高分散供应链计划的有效性,基于微分方程理论,建立了适合于历史数据资料、具有曲线增长特征的产品需求预测动力方程模型,并进行了实证分析。     

An Empirical Assessment of the Influence of March and Simon’s Organizations: The Realized Contribution and Unfulfilled Promise of a Masterpiece

March and Simon’s Organizations is a seminal work in management studies. We assess the contribution Organizations has made to management studies through a citation context analysis of 1,400 articles from top management journals. By categorizing the content from Organizations cited in subsequent works, we find that two related categories associated with cognitive limits and routines or programs account for half (50.5%) of all citation contexts since 1990. We also investigate whether citations to Organizations have been peripheral or substantial to the citing authors’ claims, how cited content has changed over time, and the extent to which citing works have provided empirical evidence to test March and Simon’s propositions or have been critical of their assertions. Our investigation reveals disturbingly few attempts to empirically validate the assertions made in Organizations. Overall, we provide a critical reflection on how well subsequent scholarship fulfils the aims and promise heralded by this masterpiece.     

Optimal Design Approach to GMM Estimation of Parameters Based on Empirical Transforms

Parameter estimation based on the generalized method of moments (GMM) is proposed. The proposed method employs a distance between an empirical and the corresponding theoretical transform. Estimation by the empirical characteristic function (CF) is a typical example, but alternative empirical transforms are also employed, such as the empirical Laplace transform when dealing with non‐negative random variables. D‐optimal designs are discussed, whereby the arguments of the empirical transform are chosen by maximizing the determinant of the asymptotic Fisher information matrix for the resulting estimators. The methods are applied to some parametric models for which classical inference is complicated.     

浙江省区域物流与经济增长的实证研究

基于浙江省1990~2012年统计数据,运用ADL模型及格兰杰因果检验对浙江省区域物流与经济增长的相互关系进行了研究。结果表明:从长期来看,浙江省GDP、全社会货物周转量及港口货物吞吐量三者之间存在着单向的因果关系。港口货物吞吐量是全社会货物周转量增加的格兰杰原因,全社会货物周转量和港口货物吞吐量平均每增长1%,分别带动浙江省GDP增长0.8672%和0.9903%。     

油气配产问题的多目标规划模型及实证研究

在进行油气配产时,为了得到最优的配产计划,决策者往往需要考虑多个因素、多个目标,然而这些目标有的是不协调的,甚至是相互矛盾的。笔者根据石油企业油气配产的实际,提出了运用多目标规划的方法来解决该问题,建立了总资金投入量最小、总采油成本最低、总产量最大以及总利润最大的"多位一体"的多目标规划模型,并以D油田为例进行了实证研究,据此制订了该油田2010年的多目标配产方案,并与该油田实际的配产方案进行了对比,结果验证了模型的有效性,并指出了下一步研究的方向。