基尼系数的区间估计及其应用

 本文给出了收入为离散分布的三种计算基尼系数的新方法。利用收入份额法导出了基尼系数协方差算法的离散形式,并因此产生了计算基尼系数的回归系数法。文章重点讨论了基尼系数进行区间估计的两种方法,这些方法也适用于集中度指数,因而它们在测度社会经济领域的不平等中具有着十分广泛的用途。实际应用表明,新算法有效地简化了对基尼系数区间估计的标准差估算。     

EVVMA and cusum control charts in the presence of correlation

The statistical properties of control charts are usually evaluated under the assumption that the observations from the process are independent. For many processes however, observations which are closely spaced in time will be correlated. This paper considers EWMA and CUSUM control charts for the process mean when the observations are from an AR(1) process with additional random error. This simple model may be a reasonable model for many processes encountered in practice. The ARL and steady state ARL of the EWMA and CUSUM charts are evaluated numerically using an integral equation approach and a Markov chain approach. The numerical results show that correlation can have a significant effect on the properties of these charts. Tables are given to aid in the design of these charts when the observations follow the assumed model.     

Book reviews

Donald J. Koosis: Statistics. A Self-Teaching Guide, Fourth Edition. Wiley 1997, ISBN 0-471-14688-9

Christopher C. Heyde: Quasi-Likelihood and Its Applications, Springer Series in Statistics, 1997, pp. 235, [ISBN 0-387-98225-61

Jeffrey S. Simonoff: Smoothing Methods in Statistics, Springer Series in Statistics, 1996, pp. 338

Andr´e I. Khuri, Thomas Mathew and Birmal K. Sinha: Statistical Tests for Mixed Linear Models, Wiley Series in Probability and Statistics, 1998, pp. 352, PSBN 0-471-1 5653-11

Ronald Christensen: Log-Linear Models and Logistic Regression, Springer Texts in Statistics, 1997, pp. 483, [ISBN 0-387-98247-71

E. L. Lehmann: Testing Statistical Hypotheses, Springer Texts in Statistics, 1997, pp. 600, [ISBN 0-387-94919-41

S. R. Searle, G. Casella and Ch. E. McCulloch: Variance Components, Wiley and Sons, 1992, pp. 496, [ISBN 0-471-62162-51

B. J. T. Morgan: Analysis of Quantal Response Data, Chapman & Hall, 1992, pp. 51 1

Carl D. Huberty: Applied Discriminant Analysis, Wiley and Sons, 1994, pp. 490

C. R. Rao and H. Toutenburg: Linear Models. Least Squares and Alternatives, Springer Series in Statistics, 1995, 188 pp., [ISBN 0-387-94562-81     

Robust Correlation Structure for Multivariate Failure Time Data

When incomplete repeated failure times are collected from a large number of independent individuals, interest is focused primarily on the consistent and efficient estimation of the effects of the associated covariates on the failure times. Since repeated failure times are likely to be correlated, it is important to exploit the correlation structure of the failure data in order to obtain such consistent and efficient estimates. However, it may be difficult to specify an appropriate correlation structure for a real life data set. We propose a robust correlation structure that can be used irrespective of the true correlation structure. This structure is used in constructing an estimating equation for the hazard ratio parameter, under the assumption that the number of repeated failure times for an individual is random. The consistency and efficiency of the estimates is examined through a simulation study, where we consider failure times that marginally follow an exponential distribution and a Poisson distribution is assumed for the random number of repeated failure times. We conclude by using the proposed method to analyze a bladder cancer dataset.     

数字贸易测度的概念架构、指标体系和测度方法初探

数字贸易是构建“以国内大循环为主体、国内国际双循环相互促进”的新发展格局的新模式和新业态,也是各国参与国际竞争与合作的重要领域。然而,国际社会对数字贸易概念的认识还比较模糊,直接影响着数字贸易市场拓展和规则制定,数字贸易测度也成为国际贸易统计领域具有挑战性课题。本文在回顾和梳理国际社会关于数字贸易概念和测度方法既有论述的基础上,提出了数字贸易的“二元三环”概念架构,构建了测度数字贸易规模的指标体系,开发了以“实际数字交付比率”为关键的数字贸易测度法,并使用中国“两化融合”平台数据库的数据,对中国2018—2019 年数字贸易进出口总额进行了试测度。本文的研究成果对我国数字贸易测度研究以及有关部门建立数字贸易统计监测制度具有借鉴作用。     

环境规制强化的经济增长效应与机制研究

基于中国275个地级市2004-2018年的面板数据,以环境空气质量新标准的实施为准自然试验,采用渐进双重差分方法,实证研究环境-经济双重红利效应的理论依据及实现路径。研究发现,环境规制强化能显著促进地区经济增长,结论在经过一系列稳健性检验后依然成立。并且该效应会随着地区经济水平提高而呈现边际递增的规律。机制研究发现,环境规制强化会通过增加政府公共支出、倒逼企业创新、促进公众消费及人才流入提高地区经济发展水平。     

农村住户调查县级样本代表性评估方法研究

 全国农村住户调查县级样本在1984年抽选后几未改变,在全国农村住户新一轮样本轮换中对其代表性进行评估非常必要,因此研究开发县级样本代表性评估方法有重要意义。本文利用第二次全国农业普查和县市统计数据,以甘肃省为例,通过分析调查县样本特性、考察调查县的收入分布和地域分布,探索调查县农民收入水平对所在省农民收入水平代表性的评估与调查县调整方法。     

地区与国家GDP核算总量数据衔接方法比较研究

 本文以国家数据为准,通过采用2005-2009年的数据为样本,从理论与实证上比较分析了地区与国家GDP数据衔接的三种方法即Geary和Stark的产出估算方法、线性调整法与辅助回归法,比较结果显示：（1）从理论上分析,三种方法都有其合理性,只是辅助回归法较另两种方法更具可取性。（2）从衔接效果上看,辅助回归法优于Geary和Stark的产出估算方法,Geary和Stark的产出估算方法又优于线性调整法。不过不同的方法皆有相应的适用场合与特点以及不同的衔接效果,因而只能说三种方法中有趋优的方法,但不能明确断定何种方法可以具体应用于实际数据衔接中并能达到良好的调整效果。     

半参数变系数回归模型的空间相关性检验

对半参数变系数回归模型,构造了新的空间相关性检验统计量,利用三阶矩 逼近方法导出了其检验 值的近似计算公式,蒙特卡罗模拟结果表明该统计量在检测空间相关性方面具有较高的准确性和可靠性。同时考察了误差项服从不同分布时的检验功效,体现出该检验方法的稳健性。进一步,我们还给出了检验统计量的Bootstrap方法以及检验水平的模拟效果。     

Method of Moments Estimation in Linear Regression with Errors in both Variables

Recently, in this journal, there has been revised attention on estimating the parameters of the errors in variables, linear structural model. For example, O’Driscoll and Ramirez (2011) used a geometric approach to give insight into the performance of various slope estimators for the linear structural model as introduced by the present author. This article aims to provide a unified method of moments approach for estimating the parameters in the linear structural model, concentrating attention on estimators using the higher moments, which to date has received only little attention in the literature.