Optimal sampling for repeated binary measurements

The authors consider the optimal design of sampling schedules for binary sequence data. They propose an approach which allows a variety of goals to be reflected in the utility function by including deterministic sampling cost, a term related to prediction, and if relevant, a term related to learning about a treatment effect To this end, they use a nonparametric probability model relying on a minimal number of assumptions. They show how their assumption of partial exchangeability for the binary sequence of data allows the sampling distribution to be written as a mixture of homogeneous Markov chains of order k. The implementation follows the approach of Quintana & Müller (2004), which uses a Dirichlet process prior for the mixture.     

ELICITING A DIRECTED ACYCLIC GRAPH FOR A MULTIVARIATE TIME SERIES OF VEHICLE COUNTS IN A TRAFFIC NETWORK

The problem of modelling multivariate time series of vehicle counts in traffic networks is considered. It is proposed to use a model called the linear multiregression dynamic model (LMDM). The LMDM is a multivariate Bayesian dynamic model which uses any conditional independence and causal structure across the time series to break down the complex multivariate model into simpler univariate dynamic linear models. The conditional independence and causal structure in the time series can be represented by a directed acyclic graph (DAG). The DAG not only gives a useful pictorial representation of the multivariate structure, but it is also used to build the LMDM. Therefore, eliciting a DAG which gives a realistic representation of the series is a crucial part of the modelling process. A DAG is elicited for the multivariate time series of hourly vehicle counts at the junction of three major roads in the UK. A flow diagram is introduced to give a pictorial representation of the possible vehicle routes through the network. It is shown how this flow diagram, together with a map of the network, can suggest a DAG for the time series suitable for use with an LMDM.     

中国各地区医疗卫生服务的生产效率分析

医疗卫生是与国民密切相关的一个问题，所以医疗卫生服务的生产效率如何倍受人们的关注。运用DEA模型可以对中国各地区的医疗卫生服务生产效率进行研究，分析不同地区效率高低的原因。结果显示，虽然总体上中国的医疗卫生服务的生产效率处于一个较低水平，但地区之间还是存在着很大的区别，并且地区间即便都是高效率或者低效率的地区，其投入和产出水平也不尽相同。     

开发区类企业的企业化博弈演进分析

基于我国开发区发展瓶颈现象和一个动态博弈模型，指出开发区类企业所具有的特殊的企业形态．该类企业在开发区初创阶段，以完成政府的效用为其义务．政府在开发区发展的各个阶段，其效用函数是不同的．当政府的期望效用基本完成之后，就应当逐渐退出其行政控制．由于政府的政绩诉求和权威惯性，其行政控制的退出往往比较迟缓．通过开发区类企业与政府的利益博弈，开发区类企业逐步完成其纯企业化的过程．这种博弈引发的交易成本可能使得开发区类企业的纯企业化过程时间过长，从而导致整个过程的非效率性．     

Model Diagnostics for Remote Access Regression Servers

To protect public-use microdata, one approach is not to allow users access to the microdata. Instead, users submit analyses to a remote computer that reports back basic output from the fitted model, such as coefficients and standard errors. To be most useful, this remote server also should provide some way for users to check the fit of their models, without disclosing actual data values. This paper discusses regression diagnostics for remote servers. The proposal is to release synthetic diagnostics—i.e. simulated values of residuals and dependent and independent variables–constructed to mimic the relationships among the real-data residuals and independent variables. Using simulations, it is shown that the proposed synthetic diagnostics can reveal model inadequacies without substantial increase in the risk of disclosures. This approach also can be used to develop remote server diagnostics for generalized linear models.     

从分笔交易数据透视中国债券市场流动性

采用分笔交易数据,用相对买卖价差分析我国债券市场流动性,可以得出如下结论:各期限国债流动性差异不大,短期和长期国债流动性相对较好;国债买卖价差最小,可转债累计深度最大;债券市场流动性和波动性特征之间存在紧密的内在联系。     

试析高职高专学校近年来女生人数大幅度增加的现象

近年来高职高专学校女生人数大幅度增加这是一个不争的事实,其原因有主客观方面的因素。在这种情况下,学校原有的设施、专业和课程都难以适应,必须做出较大的调整和改进。     

Issues in applying recent CPMP ‘Points to Consider’ and FDA guidance documents with biostatistical implications

The International Conference on Harmonisation guideline ‘Statistical Principles for Clinical Trials’ was adopted by the Committee for Proprietary Medicinal Products (CPMP) in March 1998, and consequently is operational in Europe. Since then more detailed guidance on selected topics has been issued by the CPMP in the form of ‘Points to Consider’ documents. The intent of these was to give guidance particularly to non‐statistical reviewers within regulatory authorities, although of course they also provide a good source of information for pharmaceutical industry statisticians. In addition, the Food and Drug Administration has recently issued a draft guideline on data monitoring committees. In November 2002 a one‐day discussion forum was held in London by Statisticians in the Pharmaceutical Industry (PSI). The aim of the meeting was to discuss how statisticians were responding to some of the issues covered in these new guidelines, and to document consensus views where they existed. The forum was attended by industry, academic and regulatory statisticians. This paper outlines the questions raised, resulting discussions and consensus views reached. It is clear from the guidelines and discussions at the workshop that the statistical analysis strategy must be planned during the design phase of a clinical trial and carefully documented. Once the study is complete the analysis strategy should be thoughtfully executed and the findings reported. Copyright © 2003 John Wiley & Sons, Ltd.     

经济预测中的Monte Carlo模拟及方差控制——以国际石油价格预测为例

从MDnte Carlo模拟的实现过程入手，首先通过对Monte Carlo方法原理的阐述来介绍该种方法。进一步结合具体的实例通过计算机进行模拟来解释Monte Carlo方法的具体实现过程。重点讨论在选择合理的数据生成过程的前提下，如何在Monte Carlo方法中减少模拟方差，从而提高估计精度，更好地应用这种方法来进行经济预测。     

THE SOCIAL IMPACT OF BROADBAND HOUSEHOLD INTERNET ACCESS

Broadband changes everything. Or so we are told. But does it? There is only one way to find out - follow people who move from narrowband to broadband internet access and see what changes. This paper reports exactly this kind of analysis using data from a two wave European panel study (e-Living) and the lagged endogenous regression approach to see if switching to broadband increases the time spent online, the use of online communication services, the breadth of internet activities and the amount of online spend, and whether it decreases the time spent watching TV and the level of social leisure activities. The results suggest, in the main, that switching to broadband made little difference for this group of early broadband adopters who were already heavy internet users. There was no evidence of an online spend or social leisure substitution effect although there was evidence of a reduction in time spent watching television, and an increase in email in use, time spent online and breadth of internet use. In all cases however it was the previous levels of behaviour that were the most significant and switching to broadband was, in general, one of the least strong effects.