Influence measures on profile analysis with elliptical data through Frèchet’s metric

In this paper, from Frèchet’s metric, diagnostic tools are constructed for the detection of influential observations in Profile Analysis with elliptically distributed random errors . This distributional hypothesis allows the application of the proposed diagnostics to a wide variety of random experiences, not only for data from a multivariate normal distribution but also from other symmetric distributions, commonly used in studies of several sciences. The diagnostics are based on Frèchet’s distance between the distributions of the basic statistics in Profile Analysis, in the postulated model and in the perturbed model obtained by deleting an observation from the sample data. This metric is highly useful since it enables the analysis of the influence on the point estimation and the estimation error. Applications on two data sets are provided.     

Misuse of the ‘modified’ t statistic in regulatory telecommunications

Since the enactment of the Telecommunications Act of 1996 (1996), extensive expert testimony has justified use of the ‘modified’ t statistic (Brownie et al. Biometrics 46 (1990) 259–266) for performing two-sample hypothesis tests on Bell companies’ CLEC and ILEC performance measurement data. This paper demonstrates how key statistical claims made about the ‘modified’ t in this setting are false, leading not only to incorrect inferences as it currently is being used, but also to the possible undermining of the primary stated objective of the Act—the promotion of competition in the newly deregulated local telephone service markets. A simulation study provides strong evidence for the use of several other easily-implemented statistical procedures in this context; they should be useful in other settings as well.     

产业集群发展形态与转型升级机理研究

我国产业集群主要集中在珠江三角洲、长江三角洲、环渤海湾和闽南地区。产业集群内部的转型、升级存在产业梯度转移、帕累托最优、产业链条延伸、核心企业带动、产业布局综合成本最低等机理。加快发展产业集群的主要对策是:把培育、发展和升级产业集群列为政府的公共职能,加快建立区域性的技术创新平台;加快转变经济增长方式,推进新型工业化;改善引资结构,引进价值链高端项目;加快重大产业项目在东南沿海的布局,调整产业布局的空间结构等。     

消费者法治意识：促进还是约束中国FinTech创新*——来自P2P网贷的证据

消费者法治意识是促进还是约束了中国金融科技创新呢？在美英等国纷纷促进本国FinTech创新的背景下，这一问题既是一个理论问题，也是一个事关中国金融全球崛起的现实问题。为此，本文依据挑战/威胁、冷/热系统两大心理学理论，基于2009—2017年中国31个省市区非平衡面板数据，采用差分GMM研究这一问题。结果表明，消费者法治意识水平与FinTech创新数量、质量之间均为倒U型非线性关系，过弱或过强的消费者法治意识均不利于FinTech创新数量、质量的提升。因此，在保护消费者时，应当遵循适度原则。进一步分析发现，消费者法治意识还通过行业自律组织和研究机构建设、信贷缺口，间接影响FinTech创新数量。最后，本文就促进中国FinTech创新提出了相关建议。     

我国农业上市公司非农化经营倒“U”型趋势研究

通过对40家农业上市公司主营业务资料数据的梳理,笔者首次提出了我国农业上市公司非农化经营呈倒"U"型趋势的观点,即非农化程度逐渐扩大到一定时期后开始降低并归核化。同时建立了国家与农业上市公司之间的3阶段博弈模型,对倒"U"型趋势进行理论解释。     

关于隧洞围岩破坏特征的连续-离散耦合分析

为探究不同侧压系数下断面形状对隧洞破坏特征的影响,基于齐热哈塔尔地区地质条件,构建连续-离散耦合数值模型,从洞室围岩塑性区演化、洞室围岩位移及裂纹发育状态进行探讨.结果表明:断面形状相同时,随着侧压系数的增加,洞室顶底板塑性区变化较为明显,且位移集中区域由两帮转移至顶底板;洞室顶底板始终为拉剪复合破坏,而两帮则随着侧压系数的增加由张拉破坏变为拉剪复合破坏;侧压系数一定时,圆形断面洞室破坏程度最小.     

Selection of influential variables in ordinal data with preponderance of zeros

Presence of excess zero in ordinal data is pervasive in areas like medical and social sciences. Unfortunately, analysis of such kind of data has so far hardly been looked into, perhaps for the reason that the underlying model that fits such data, is not a generalized linear model. Obviously some methodological developments and intensive computations are required. The current investigation is concerned with the selection of variables in such models. In many occasions where the number of predictors is quite large and some of them are not useful, the maximum likelihood approach is not the automatic choice. As, apart from the messy calculations involved, this approach fails to provide efficient estimates of the underlying parameters. The proposed penalized approach includes ?₁ penalty (LASSO) and the mixture of ?₁ and ?₂ penalties (elastic net). We propose a coordinate descent algorithm to fit a wide class of ordinal regression models and select useful variables appearing in both the ordinal regression and the logistic regression based mixing component. A rigorous discussion on the selection of predictors has been made through a simulation study. The proposed method is illustrated by analyzing the severity of driver injury from Michigan upper peninsula road accidents.     

空中庭院与半围合式住宅感知密度的关联性研究——以广州万科峯境为例

在半围合式城市住宅中,感知密度是居住体验的重要环节。空中庭院能够缓解高密度环境中的拥挤感,优化其空间形态,是改善环境感知的建构基础。使用虚拟现实技术进行密度感知实验,能探讨与空中庭院形态相关的视觉因素——可视性和绿视率对环境感知密度的影响。将广州万科峯境作为原型建立15组以可视性与绿视率为变量的实验模型,通过采集受试者对不同环境感知密度的主观评价,反映实验样本的空间特征,进而分析主观评价与客观量化之间的关联机制。分析结果表明：半围合式城市住宅空中庭院的可视性与绿视率是影响居住环境感知密度的重要因素;呈线状分布的、具有视觉层次性的空中庭院更受大众青睐。     

浅析“公差原则”在形位公差新,旧标准中之差异

分析了公差原则在形位公差新、旧国标中的不同之处。     

Reconsidering the Relationship between Inflation and Relative Price Variability

It has long been popularly believed that the relationship between inflation and relative price variability (RPV) is positive and stable. Using disaggregated CPI data for the United States and Japan, however, this study finds that the relationship is neither linear nor stable over time. The overall relationship is approximately U‐shaped around a nonzero threshold inflation rate. RPV therefore changes not with the inflation rate per se, but with the deviation of inflation from the threshold inflation rate. More importantly, the relationship is by no means stable over time but instead varies significantly in a way that coincides with regime changes of inflation or monetary policy. The relationship was positive during the period of high inflation of the 1970s and the early 1980s, as has been documented by a number of previous studies, whereas it takes a U‐shape profile during the Great Moderation. The results are robust to the use of core inflation, which excludes the traditionally volatile prices of food and energy. This paper then presents a modified version of the Calvo‐type sticky price model to describe the observed empirical regularities. Simulation experiments show that the modified Calvo model fits the data well, and that the underlying relationship hinges upon the degree of price rigidity, which is systematically related to inflation regime. For countries and periods with low inflation rates, the relationship takes a U‐shape as price adjustment is more sticky. In a high‐inflation environment, when price setting becomes more flexible, the U‐shaped profile vanishes.