A Statistical analysis of spatial point patterns A case study

In the project "statistical image analysis" of CWI we have studied some spatial point patterns that originated from biological observations. These observations were the positions of so called EGF-receptors on the surface of human carcinoma cells.
We propose a stochastic model for these point patterns. Since the EGF-receptors appear in clusters on the cell surface, we have opted for the Poisson-cluster-process as the model. We estimated the three parameters in this process by means of a method described by Diggle. We also did some work in assessing the statistical reliability of our estimates.     

Tests for zero inflation in a bivariate zero‐inflated Poisson model

The score test statistics for testing zero inflation and covariance parameter are proposed in the bivariate zero‐inflated Poisson (BZIP) regression model. The Monte Carlo studies show that the score test and likelihood ratio test for testing zero inflation underestimate the nominal significance level, while the score test for covariance parameter keeps the significance level close to the nominal one. To overcome this nominal level underestimation, we propose a bootstrap method of the score test for the testing problem of zero inflation. An empirical example with covariates is provided to illustrate the results. In addition, score test for zero inflation is also proposed in the BZIP model, which allows a flexible dependence structure using copula.     

The Performance of Structural Change Tests

This paper provides analytical and Monte Carlo studies of the effect of different types of structural change (residual variance, process mean and process persistence) on the performance of the Chow/Wald stability test. We focus on the first-order autoregressive model, which has been used to estimate and assess changes in inflation persistence. Our results show that the autoregressive model is a difficult subject for the Chow test.     

The Asymptotic Efficacies and Relative Efficiencies of Various Linear Rank Tests for Independence

In this paper we consider eight general models of independence, the Hájek–Šidák model, the Janssen–Mason model, Konijn’s model, Steffensen’s model, the Farlie model, the bivariate Gamma distribution, the Mardia model and the Frechet model. The asymptotic efficacies and relative efficiencies of various linear rank tests are computed. It turns out that the asymptotic power depends heavily on the underlying model. However, for the vast majority of considered models, the Spearman test is, asymptotically, a good choice.     

Improving the J Test in the SARAR Model by Likelihood-based Estimation

Abstract

It has been demonstrated recently that in small-to-medium samples the empirical significance levels of the asymptotic J-type tests for the SARAR model introduced by Kelejian (2008) can be controlled in many cases by the use of a bootstrap to construct a reference distribution. A feature of the popular GMM estimator in this context that deserves to receive more attention is that in small samples it will often deliver spatial parameter estimates that lie outside the invertibility region of the model. Using such illegitimate estimates to construct bootstrap samples is then problematic; the present paper finds that this practical obstacle may be removed by the use of quasi-maximum likelihood estimates that guarantee invertibility. The effects of different spatial weight patterns and sample size on the empirical significance levels and power of the tests are illustrated, and the paper demonstrates that estimation using QMLE, allied to a simple bootstrap, yields tests with reliable significance levels and reasonable power, in a majority of cases.

RÉSUMÉ dans des échantillons petits à moyens, il est possible, dans de nombreux cas, de contrôler les niveaux à signification empirique des tests asymptotiques introduits par Kelejian (2008) à l'aide d'un ‘bootstrap’. Dans ce contexte, une caractéristique de l'estimateur GMM, très répandu, est qu'il fournit, dans de petits échantillons, des estimations de paramètres spatiaux situés hors de la région d'inversibilité du modèle. L'emploi de telles estimations illégitimes pour la réalisation d’échantillons ‘bootstrap’ devient alors problématique; la présente communication indique que l'on peut supprimer cet obstacle pratique en utilisant le QMLE garantissant l'inversibilité. Les effets des tendances du poids spatial et la taille des échantillons sur les niveaux d'importance et la puissance sont illustrés, et la communication démontre que le QMLE, allié à un simple ‘bootstrap’, permet de réaliser des tests offrant, dans la plupart des vas, des niveaux d'importance fiables et une puissance raisonnable.

EXTRACTO En muestras entre pequeñas y medianas, los niveles de significancia empírica de las pruebas asintóticas de tipo J para el modelo SARAR introducidas por Kelejian (2008) pueden controlarse en muchos casos mediante el uso de un bootstrap. Una característica del popular estimador GMM dentro de este contexto es que en las muestras pequeñas, a menudo producirá estimaciones de parámetros espaciales que están fuera de la región de reversibilidad del modelo. No obstante, el empleo de este tipo de estimaciones ilegítimas para construir muestras bootstrap es problemático; el estudio actual muestra que este obstáculo práctico puede eliminarse mediante el uso del QMLE que garantiza la reversibilidad. Se ilustran los efectos de las pautas de peso espacial y del tamaño de la muestra sobre el poder y los niveles de significancia, y el estudio demuestra que el QMLE, aliado a un bootstrap simple, dota a las pruebas de niveles de significancia fiables y de un poder razonable, en la mayoría de los casos.

     

协整向量误设对相关检验的影响

常用于检验既定协整关系的统计量有tDF和tECM两种，但由于真实数据生成过程未知，估计模型中可能存在一定程度的协整向量误设，从而使统计量的分布特征受到影响。本文首先探讨tDF检验的隐含系数约束α=γ，即短期弹性等于先验长期弹性；其次分析零假设下两种统计量的分布特征，以及先验设定γ对信号噪声比q进而对tECM分布特征的影响；最后在局部备择假设下，给出两种统计量的渐近分布，并表明向量误设会降低协整检验的势，其程度与设定误差d正相关。     

Tests of independence in a bivariate exponential distribution

The problem of testing independence in a two component series system is considered. The joint distribution of component lifetimes is modeled by the Pickands bivariate exponential distribution, which includes the widely used Marshall and Olkins distribution and the Gumbels type II distribution. The case of identical components is first addressed. Uniformly most powerful unbiased test (UMPU) and likelihood ratio test are obtained. It is shown that inspite of a nuisance parameter, the UMPU test is unconditional and this test turns out to be the same as the likelihood ratio test. The case of nonidentical components is also addressed and both UMPU and likelihood ratio tests are obtained. A UMPU test is obtained to test the identical nature of the components and extensions to the type II censoring scheme and multiple component systems are also discussed. Some modifications to account for the difference in parameters under test and use conditions are also discussed.     

Some Improved Tests for Multivariate One-Sided Hypotheses

Multivariate one-sided hypothesis-testing problems are very common in clinical trials with multiple endpoints. The likelihood ratio test (LRT) and union-intersection test (UIT) are widely used for testing such problems. It is argued that, for many important multivariate one-sided testing problems, the LRT and UIT fail to adapt to the presence of subregions of varying dimensionalities on the boundary of the null parameter space and thus give undesirable results. Several improved tests are proposed that do adapt to the varying dimensionalities and hence reflect the evidence provided by the data more accurately than the LRT and UIT. Moreover, the proposed tests are often less biased and more powerful than the LRT and UIT.     

Testing for random effects in panel models with spatially correlated disturbances

In the empirical analysis of panel data the Breusch–Pagan (BP) statistic has become a standard tool to infer on unobserved heterogeneity over the cross-section. Put differently, the test statistic is central to discriminate between the pooled regression and the random effects model. Conditional versions of the test statistic have been provided to immunize inference on unobserved heterogeneity against random time effects or patterns of spatial error correlation. Panel data models with spatially correlated error terms are typically set out under the presumption of some known adjacency matrix parameterizing the correlation structure up to a scaling factor. This paper delivers a bootstrap scheme to generate critical values for the BP statistic allowing robust inference under misspecification of the adjacency matrix. Moreover, asymptotic results are derived for the case of a finite cross-section and infinite time dimension. Finite sample simulations show that misspecification of spatial covariance features could lead to large size distortions, while the robust bootstrap procedure retains asymptotic validity.     

Simple Stepwise Tests of Hypotheses and Multiple Comparisons

Holm's (1979) step-down and Hochberg's (1988) step-up procedures for tests of multiple hypotheses are simple to apply and are widely used. Holm's procedure controls the familywise error rate (FWE), while Hochberg's is more powerful. This paper investigates a step-down procedure (labelled CS) of Seneta & Chen (1997) which is a sharpening of Holm's, takes into account the degree of association between test statistics, and also controls the FWE. Computation for the CS procedure may be minimized by using the procedure as an adjustment to Holm's. The computational steps are detailed, and the adjustment is then illustrated by an application to a text-book example of multiple comparisons, in which step-wise procedures are shown to perform better than the usual Tukey T -comparison. Simulation investigations in a standard comparison with a control setting show that the CS step–down procedure is more powerful than Hochberg's step-up procedure and the procedure of Simes (1986), especially in regard to error rate, and not much less powerful than an optimal, but very specific, step-up procedure of Dunnett & Tamhane (1992).     

On Tests for a Normal Mean with Known Coefficient of Variation

Hinkley (1977) derived two tests for testing the mean of a normal distribution with known coefficient of variation (c.v.) for right alternatives. They are the locally most powerful (LMP) and the conditional tests based on the ancillary statistic for μ. In this paper, the likelihood ratio (LR) and Wald tests are derived for the one‐ and two‐sided alternatives, as well as the two‐sided version of the LMP test. The performances of these tests are compared with those of the classical t, sign and Wilcoxon signed rank tests. The latter three tests do not use the information on c.v. Normal approximation is used to approximate the null distribution of the test statistics except for the t test. Simulation results indicate that all the tests maintain the type‐I error rates, that is, the attained level is close to the nominal level of significance of the tests. The power functions of the tests are estimated through simulation. The power comparison indicates that for one‐sided alternatives the LMP test is the best test whereas for the two‐sided alternatives the LR or the Wald test is the best test. The t, sign and Wilcoxon signed rank tests have lower power than the LMP, LR and Wald tests at various alternative values of μ. The power difference is quite large in several simulation configurations. Further, it is observed that the t, sign and Wilcoxon signed rank tests have considerably lower power even for the alternatives which are far away from the null hypothesis when the c.v. is large. To study the sensitivity of the tests for the violation of the normality assumption, the type I error rates are estimated on the observations of lognormal, gamma and uniform distributions. The newly derived tests maintain the type I error rates for moderate values of c.v.     

Locally minimax test of independence in elliptically symmetrical distributions with additional observations

Summary LetX=(X _ij )=(X ₁, ...,X _n )’,X’ _i =(X _i1, ...,X _ip )’,i=1,2, ...,n be a matrix having a multivariate elliptical distribution depending on a convex functionq with parameters, 0,σ. Let ϱ²=ϱ ₂ ^-2 be the squared multiple correlation coefficient between the first and the remainingp ₂+p ₃=p−1 components of eachX _i . We have considered here the problem of testingH ₀:ϱ²=0 against the alternativesH ₁:ϱ ₁ ^-2 =0, ϱ ₂ ^-2 >0 on the basis ofX andn ₁ additional observationsY ₁ (n ₁×1) on the first component,n ₂ observationsY ₂(n ₂×p ₂) on the followingp ₂ components andn ₃ additional observationsY ₃(n ₃×p ₃) on the lastp ₃ components and we have derived here the locally minimax test ofH ₀ againstH ₁ when ϱ ₂ ^-2 →0 for a givenq. This test, in general, depends on the choice ofq of the familyQ of elliptically symmetrical distributions and it is not optimality robust forQ.     

Diagnostic Tests for the Necessity of Weight in Regression With Survey Data

To weight or not to weight in regression analyses with survey data has been debated in the literature. The problem is essentially a tradeoff between the bias and the variance of the regression coefficient estimator. An array of diagnostic tests for informative weights have been developed. Nonetheless, studies comparing the performance of the tests, especially for finite samples, are scarce, and the theoretical equivalence of some tests has not been investigated. Focusing on the linear regression setting, we review a collection of such tests and propose enhanced versions of some of them that require an auxiliary regression model for the weight. Further, the equivalence of two popular tests is established which has not been reported before. In contrast to existing reviews with no empirical comparison, we compare the sizes and powers of the tests in simulation studies. The reviewed tests are applied to a regression analysis of the family expenditure using the data from the China Family Panel Study.     

民航Ku波段卫星通信站的链路测试及维护

文章主要对民航Ku波段卫星通信网进行了简要介绍,并提出Ku卫星通信站日常维护中所应用的链路测试的方法,详细说明了本地环、远端环的测试步骤及链路走向。同时,将Ku波段与C波段卫星通信进行对比,对如何降低雨衰对于Ku通信质量所造成的影响进行了说明。最后,对日常维护中遇到的故障判断及解决方法进行了详细的描述。     

Tests of risk premia in linear factor models

We show that statistical inference on the risk premia in linear factor models that is based on the Fama–MacBeth (FM) and generalized least squares (GLS) two-pass risk premia estimators is misleading when the β$\beta$’s are small and/or the number of assets is large. We propose novel statistics, that are based on the maximum likelihood estimator of Gibbons [Gibbons, M., 1982. Multivariate tests of financial models: A new approach. Journal of Financial Economics 10, 3–27], which remain trustworthy in these cases. The inadequacy of the FM and GLS two-pass t$t$/Wald statistics is highlighted in a power and size comparison using quarterly portfolio returns from Lettau and Ludvigson [Lettau, M., Ludvigson, S., 2001. Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying. Journal of Political Economy 109, 1238–1287]. The power and size comparison shows that the FM and GLS two-pass t$t$/Wald statistics can be severely size distorted. The 95% confidence sets for the risk premia in the above-cited work that result from the novel statistics differ substantially from those that result from the FM and GLS two-pass t$t$-statistics. They show support for the human capital asset pricing model although the 95% confidence set for the risk premia on labor income growth is unbounded. The 95% confidence sets show no support for the (scaled) consumption asset pricing model, since the 95% confidence set of the risk premia on the scaled consumption growth consists of the whole real line, but do not reject it either.     

针对儿童的电梯安全警示标识系统的研究

在中国2～12岁儿童中,绝大多数儿童安全意识淡薄,对生活中可能出现的危险缺少应有的防范知识。儿童不能单独乘电梯,这已成为社会共识。但是在现实生活中,很少有人关注和研究与儿童安全乘电梯有关的警示标示图片系统的研究。文章在介绍了目前国内现行的电梯安全乘用警示标示图片的使用情况的基础上,从研究电梯安全警示标识的对象、内容、方式和强度入手,总结了针对儿童的电梯安全警示标示的文字、图形和色彩设计原则,并分别提供了针对垂直乘客电梯层门警示标识的参考图样和针对自动扶梯／移动走道安全警示标识的参考图样。     

Tests of cointegrating rank with a trend-break

The conventional testing procedure may mislead one into accepting the null of no cointegration or the null of a cointegrating rank smaller than the true rank when there is a trend-break under the alternative hypothesis. This paper proposes tests for cointegrating rank that have power against the trend-break alternative. The proposed tests are applied to the US money demand function. The results support the Campbell–Perron conjecture: money, income and interest rates are cointegrated around a broken trend.     

在公共场所设置手语服务窗口的可行性探究

随着我国城市化建设的不断进步和完善,城市公共场所也在一定程度上满足了广大人民群众在生活中休闲娱乐的要求。目前,城市公共场所在为聋哑人设置手语服务窗口这一举措未得到普及,使得聋哑群体在公共场所获取信息时存在一定的障碍。论文首先阐述了公共场所设置手语服务窗口的必要性,其次分析了在城市公共服务场所设置手语窗口的现状,最后为公共场所设置手语服务窗口提供了解决方案。     

浅谈计算机故障的判断分析检测

日新月异的电脑技术不断涌现出来,电脑硬件软件也不断地更新,生活中,不管人们从事何种行业,电脑已是生活中不可缺少的一部分。本文针对计算机故障的问题进行阐述。     

股市理性泡沫的检验方法比较研究

首先在理性预期和无套利条件下得到理性泡沫模型;然后基于实证对理性泡沫的四种典型检验方法:方差界检验、设定检验、单位根和协整检验、内在性泡沫检验方法进行比较分析,并得出结论。