The Coverage Properties of Confidence Regions After Model Selection

It is very common in applied frequentist ("classical") statistics to carry out a preliminary statistical (i.e. data-based) model selection by, for example, using preliminary hypothesis tests or minimizing AIC. This is usually followed by the inference of interest, using the same data, based on the assumption that the selected model had been given to us  a priori . This assumption is false and it can lead to an inaccurate and misleading inference. We consider the important case that the inference of interest is a confidence region. We review the literature that shows that the resulting confidence regions typically have very poor coverage properties. We also briefly review the closely related literature that describes the coverage properties of prediction intervals after preliminary statistical model selection. A possible motivation for preliminary statistical model selection is a wish to utilize uncertain prior information in the inference of interest. We review the literature in which the aim is to utilize uncertain prior information directly in the construction of confidence regions, without requiring the intermediate step of a preliminary statistical model selection. We also point out this aim as a future direction for research.     

The asymmetry of judgemental confidence intervals in time series forecasting

In forecasting a time series, one may be asked to communicate the likely distribution of the future actual value, often expressed as a confidence interval. Whilst the accuracy (calibration) of these intervals has dominated most studies to date, this paper is concerned with other possible characteristics of the intervals. It reports a study in which the prevalence and determinants of the symmetry of judgemental confidence intervals in time series forecasting was examined. Most prior work has assumed that this interval is symmetrically placed around the forecast. However, this study shows that people generally estimate asymmetric confidence intervals where the forecast is not the midpoint of the estimated interval. Many of these intervals are grossly asymmetric. Results indicate that the placement of the forecast in relation to the last actual value of a time series is a major determinant of the direction and size of the asymmetry.     

Confidence intervals: An empirical investigation of the series in the M-competition

This paper empirically evaluates the uncertainty of forecasts. It does so using the 1001 series of the M-Competition. The study indicates that although, in model fitting the percentage of observations outside the confidence intervals is close to that postulated theoretically, this is not true for forecasting. In the latter case the percentage of observations outside the confidence intervals is much higher than that postulated theoretically. This is so for the great majority of series, forecasting horizonts, and methods. In addition to evaluating the extent of uncertainty, we provide tables to help users to construct more realistic confidence intervals for their forecasts.     

企业科技创新景气问卷调查研究

介绍了企业科技创新景气问卷调查的研究步骤和计算方法,基于2015年深圳市700家企业的景气问卷调查数据,提出了存在的问题和应对措施。研究发现：深圳市企业家科技创新信心指数和企业科技创新环境总体指数均有所上升;深圳市技术环境支持指数涨幅最明显;深圳市人才环境虽有所改善但其仍是企业科技创新的最大瓶颈;深圳市企业融资环境亟待继续优化和改善。     

Forecasting another’s enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice

In two experiments, participants received advice from another participant on a task either with a correct answer (intellective tasks) or without a correct answer (judgmental task), in which the participant had to make a forecast. In both experiments, the level of trust in the advisor and a perception of the advisor having similar values were important predictors of the acceptance of advice for a judgmental, taste forecast task, whereas advisor confidence was a more important predictor of the acceptance of advice on the intellective task. In Experiment 2, the face-to-face interactions between the decision-maker and the advisor were videotaped and coded. Advisors provided more information to decision-makers for the taste forecast than for the intellective task. Further, whether the advisor provided information to supplement their recommendation or not was a significant predictor of the acceptance of advice on the taste forecast, but not on the intellective task. The results are discussed in the context of previous research on advice, which has predominately used intellective tasks.     

化纤检测标准中置信区间的应用

置信区间在化纤检测标准中的应用处于刚刚起步的阶段。笔者在本文中对如何在化纤检测标准中应用置信区间来提升纺织行业的检测水平进行了详细的阐述,并建议纺织生产企业、检测机构引入该方法,这将有利于相关部门提高检测的科学性、合理性,正确反映产品的性能,又可节约检测成本。     

Nonparametric Varying-Coefficient Models for the Analysis of Longitudinal Data

Longitudinal methods have been widely used in biomedicine and epidemiology to study the patterns of time-varying variables, such as disease progression or trends of health status. Data sets of longitudinal studies usually involve repeatedly measured outcomes and covariates on a set of randomly chosen subjects over time. An important goal of statistical analyses is to evaluate the effects of the covariates, which may or may not depend on time, on the outcomes of interest. Because fully parametric models may be subject to model misspecification and completely unstructured nonparametric models may suffer from the drawbacks of "curse of dimensionality", the varying-coefficient models are a class of structural nonparametric models which are particularly useful in longitudinal analyses. In this article, we present several important nonparametric estimation and inference methods for this class of models, demonstrate the advantages, limitations and practical implementations of these methods in different longitudinal settings, and discuss some potential directions of further research in this area. Applications of these methods are illustrated through two epidemiological examples.     

由普通法观点论对商业秘密和机密信息的保护

我国《反不正当竞争法》主导下的商业秘密保护模式对商业秘密的认定遵循“不为公众所知悉”“具有商业价值”以及“权利人采取保密措施”三个要件,而作为商业秘密法起源地的普通法系对商业秘密的保护大部分是通过违反信赖关系（breach of confidence）之诉实现的。与我国的商业秘密保护体系相比,违反信赖关系之诉的保护客体范围更广、对保密义务的认定更依赖司法实践且注重诚实信用原则。同时,为了在保护商业秘密和维持市场公平竞争的不同政策目的间维持平衡,普通法系对竞业禁止协议的适用做出了更严格的限制。本文以英国及我国香港特别行政区关于机密信息与商业秘密的司法实践为基础,探索其为完善我国商业秘密保护体系可能提供的借鉴。     

The roles of trust and experience in consumer confidence in conducting e‐commerce: a cross‐cultural comparison between France and Germany

Based on the Eurobarometer survey data, this study examined the roles of experience and cultural propensity to trust in consumer confidence in conducting e‐commerce. Compared with consumers in a low‐trust culture (France), consumers from a high‐trust society (West Germany) exhibit more confidence in conducting e‐commerce. This cultural difference is only evident among consumers with no prior e‐commerce experience but disappears among consumers with prior e‐commerce experience. There is no interaction effect of culture and experience. While consumer confidence in conducting e‐commerce declines with age within each culture, consumers of the same age groups tend to have higher confidence in conducting e‐commerce in West Germany than in France. Academic and practical implications were provided.     

"共同开发"模式初探:南中国海争端之解决

南中国海争端的解决急需具体的"共同开发"措施.本文在对"南极公约"模式和国际实践中常见的三种"共同开发"模式进行分析的基础上,提出信任构建措施有助于合作的达成,而且,应更注重合作机制的设置,以便有效解决南中国海争端.