Estimation of finite population variance using random non-response in survey sampling

In this paper, an estimator of finite population variance proposed by Isaki (1983) is studied under the two different situations of random non-response suggested by Tracy and Osahan (1994). A distribution is proposed for the number of sampling units on which information could not be obtained due to random non-response. The estimators for the mean square errors of the proposed strategies are also suggested. This paper was written while both authors were members of the Dept. of Econometrics, Monash University, Clayton 3168, Australia. This paper was presented on SISC—1996, Sydney, Australia. The opinions and results discussed in this paper are of authors and not necessarily of their institutes.     

Estimating the variance of the ratio estimator for theMidzuno-Sen sampling scheme

Summary The problem of estimating the variance of the ratio estimator for theMidzuno-Sen sampling scheme is further studied in this paper. Sufficient conditions are derived for which the suggested variance estimator is always positive definite.     

Quantile interval estimation in finite population using a multivariate ratio estimator

A new method to derive confidence intervals for quantiles in a finite populations is presented. This method uses multi-auxiliary information through a multi-variate ratio type estimator of the population distribution function.     

Survey statisticians celebrate golden jubilee year 2003 of the linear regression estimator

In the present investigation, a general set-up for inference from survey data that covers the estimation of variance of estimators of totals and distribution functions has been considered, using known first and second order moments of auxiliary information at the estimation stage. The traditional linear regression estimator of population total owed to Hansen et al. Sample survey methods and theory. vol. 1 & 2, New York, Wiley (1953) is shown to be unique in its class of estimators, and celebrates Golden Jubilee Year-2003 for its outstanding performance in the literature by following Singh Advanced sampling theory with applications: How Michael selected Amy, vols 1 & 2, Kluwer, The Netherlands, pp 1–1247 2003. This particular paper has been designed to repair the methodology of Rao J. Off Stat 10(2):153–165 (1994) and hence that of Singh Ann Ins Stat Math 53(2):404–417 (2001). Although there is no need of simulation study to demonstrate the superiority of the proposed technique, because the theoretical results are crystal clear, but a small scale level simulation study have been designed to show the performance of the proposed estimators over the existing estimators in the literature.     

Combining Data from Surveys and Administrative Record Systems. The Norwegian Experience

At Statistics Norway administrative data have been extensively used in order to improve the quality of survey data. Various techniques have been used to reduce sampling variance and/or to reduce the effects of non-response. In the present article some of the most commonly used methods are being presented, and based on empirical rather than theoretical evaluations, we give our conclusions concerning their potentials and limitations.     

利用参数法进行自密实混凝土配比设计的探讨

自密实混凝土因其经济性和环保性得到了广泛的应用,文章对自密实混凝土做了简要介绍,并结合自身工作实践对一种自密实混凝土配比设计方法——参数设计法进行分析探讨。     

What moves housing markets: A variance decomposition of the rent–price ratio

We apply the dynamic Gordon growth model to the housing market in 23 US metropolitan areas, the four Census regions, and the nation from 1975 to 2007. The model allows the rent–price ratio at each date to be split into the expected present discounted values of rent growth, real interest rates, and a housing premium over real rates. We show that housing premia are variable and forecastable and account for a significant fraction of rent–price ratio volatility at the national and local levels, and that covariances among the three components damp fluctuations in rent–price ratios. Thus, explanations of house-price dynamics that focus only on interest rate movements and ignore these covariances can be misleading. These results are similar to those found for stocks and bonds.     

The mean and variance of the likelihood ratio criterion for the multinomial distribution

Summary The mean and variance of — 2 In A for the multinomial distribution are derived in closed form. A comparison is made betweenSchaffer's [1957] approximations to the moments and the exact moments for varying sample size.     

The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests

This study examines the random walk hypothesis for the Shanghai and Shenzhen stock markets for both A and B shares, using daily data over the period 1992–2007. The hypothesis is tested with new multiple variance ratio tests – Whang-Kim subsampling and Kim's wild bootstrap tests – as well as the conventional multiple Chow-Denning test. We find that Class B shares for Chinese stock exchanges do not follow the random walk hypothesis, and therefore are significantly inefficient. The Class A shares seem more efficient.     

The analysis of unbalanced linear models with variance components

Statistical inference for fixed effects, random effects and components of variance in an unbalanced linear model with variance components will be discussed. Variance components will be estimated by Restricted Maximum Likelihood. Iterative procedures for computing the estimates, such as Fisher scoring and the EM-algorithm, are described.     

城市化率指标的本质与合理目标进度问题

针对当前我国地方政府制定高城市化率目标提出质疑,分析和讨论了这一现象的根源和本质,并指出地方政府不应盲目攀比,而须根据自身基础和发展条件,制定合理的、合适的城市化率目标.     

路面合成坡度与超高渐变率的选用

根据《公路路线设计规范》(JTGD20-2006)和工程设计实践,分析了超高过渡处路面合成坡度对超高渐变率的选用影响,并提出检验方法,供设计参考。     

现金流贴现模型下的企业估值

随着中国市场经济的发展,企业交易例如并购、整合等越来越频繁。企业估值的意义在于寻找被市场低估的企业进行套利投资,为行业整合提供价值基础。企业估值已成为行业整合的价值基础,更多的投资者通过评估企业的价值来寻找被市场低估的企业进而进行套利投资。与其他估价方法相比,现金流量折现法是企业估值使用最广泛,理论最健全的方法,它量化了企业未来的风险、盈利及增长、成本等因素。更能有效的评估企业的价值。本文详细地介绍了现金流量折现评估方法,包括现金流量折现模型,折现率以及未来现金流量的预测。     

喷粉桩在广州地区软基处理中的应用

文章通过分析喷粉桩工作原理,总结广州地区的经验,对喷粉桩的设计提出了见解。     

A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation

In a binary choice panel data model with individual effects and two time periods, Manski proposed the maximum score estimator based on a discontinuous objective function and proved its consistency under weak distributional assumptions. The rate of convergence is low ( N ^1/3) and its limit distribution cannot easily be used for statistical inference. In this paper we apply the idea of Horowitz to smooth Manski's objective function. The resulting smoothed maximum score estimator is consistent and asymptotically normal with a rate of convergence that can be made arbitrarily close to N ^1/2, depending on the strength of the smoothness assumptions imposed. The estimator can be applied to panels with more than two time periods and to unbalanced panels. We apply the estimator to analyze labour force participation of married Dutch females.     

An exchange algorithm for computing the least quartile difference estimator

We propose an exchange algorithm (EA) for computing the least quartile difference estimate in a multiple linear regression model. Empirical results suggest that the EA is faster and more accurate than the usual p-subset algorithm.     

Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors

Many applied researchers have to deal with spatially autocorrelated residuals (SAR). Available tests that identify spatial spillovers as captured by a significant SAR parameter, are either based on maximum likelihood (MLE) or generalized method of moments (GMM) estimates. This paper illustrates the properties of various tests for the null hypothesis of a zero SAR parameter in a comprehensive Monte Carlo study. The main finding is that Wald tests generally perform well regarding both size and power even in small samples. The GMM-based Wald test is correctly sized even for non-normally distributed disturbances and small samples, and it exhibits a similar power as its MLE-based counterpart. Hence, for the applied researcher the GMM Wald test can be recommended, because it is easy to implement.     

The association between two random elements: A complete characterization and odds ratio models

For random elements X and Y (e.g. vectors) a complete characterization of their association is given in terms of an odds ratio function. The main result establishes for any odds ratio function and any pre-specified marginals the unique existence of a corresponding joint distribution (the joint density is obtained as a limit of an iterative procedure of marginal fittings). Restricting only the odds ratio function but not the marginals leads to semi-parmetric association models for which statistical inference is available for samples drawn conditionally on either X or Y. Log-bilinear association models for random vectors X and Y are introduced which generalize standard (regression) models by removing restrictions on the marginals. In particular, the logistic regression model is recognized as a log-bilinear association model. And the joint distribution of X and Y is shown to be multivariate normal if and only if both marginals are normal and the association is log-bilinear.Acknowledgements The author thanks both referees for their helpful comments which improved the first draft of the paper.     

基于信息素养提升的高职计算机基础课程教学方式初探

信息素养包含文化素养、信息技能以及信息意识,是当今信息时代背景下高职人才培养工作的重要内容之一。本文分析了目前高职学生在信息素养培养方面存在的问题,结合笔者的教学实践,提出了在计算机基础教学中培养学生信息素养的具体方法和建议。     

Probabilistic population forecasting: Short to very long-term

Population forecasts are used by governments and the private sector for planning, with horizons up to about three generations (around 2100) for different purposes. The traditional methods are deterministic using scenarios, but probabilistic forecasts are desired to get an idea of accuracy, assess changes, and make decisions involving risks. In a significant breakthrough, since 2015, the United Nations has issued probabilistic population forecasts for all countries using a Bayesian methodology that we review here. Assessment of the social cost of carbon relies on long-term forecasts of carbon emissions, which in turn depend on even longer-range population and economic forecasts, to 2300. We extend the UN method to very-long range population forecasts by combining the statistical approach with expert review and elicitation. While the world population is projected to grow for the rest of this century, it will likely stabilize in the 22nd century and decline in the 23rd century.