A win ratio approach to comparing continuous non‐normal outcomes in clinical trials

Clinical trials are often designed to compare continuous non‐normal outcomes. The conventional statistical method for such a comparison is a non‐parametric Mann–Whitney test, which provides a P‐value for testing the hypothesis that the distributions of both treatment groups are identical, but does not provide a simple and straightforward estimate of treatment effect. For that, Hodges and Lehmann proposed estimating the shift parameter between two populations and its confidence interval (CI). However, such a shift parameter does not have a straightforward interpretation, and its CI contains zero in some cases when Mann–Whitney test produces a significant result. To overcome the aforementioned problems, we introduce the use of the win ratio for analysing such data. Patients in the new and control treatment are formed into all possible pairs. For each pair, the new treatment patient is labelled a ‘winner’ or a ‘loser’ if it is known who had the more favourable outcome. The win ratio is the total number of winners divided by the total numbers of losers. A 95% CI for the win ratio can be obtained using the bootstrap method. Statistical properties of the win ratio statistic are investigated using two real trial data sets and six simulation studies. Results show that the win ratio method has about the same power as the Mann–Whitney method. We recommend the use of the win ratio method for estimating the treatment effect (and CI) and the Mann–Whitney method for calculating the P‐value for comparing continuous non‐Normal outcomes when the amount of tied pairs is small. Copyright © 2016 John Wiley & Sons, Ltd.     

Group sequential monitoring based on the weighted log‐rank test statistic with the Fleming–Harrington class of weights in cancer vaccine studies

In recent years, immunological science has evolved, and cancer vaccines are now approved and available for treating existing cancers. Because cancer vaccines require time to elicit an immune response, a delayed treatment effect is expected and is actually observed in drug approval studies. Accordingly, we propose the evaluation of survival endpoints by weighted log‐rank tests with the Fleming–Harrington class of weights. We consider group sequential monitoring, which allows early efficacy stopping, and determine a semiparametric information fraction for the Fleming–Harrington family of weights, which is necessary for the error spending function. Moreover, we give a flexible survival model in cancer vaccine studies that considers not only the delayed treatment effect but also the long‐term survivors. In a Monte Carlo simulation study, we illustrate that when the primary analysis is a weighted log‐rank test emphasizing the late differences, the proposed information fraction can be a useful alternative to the surrogate information fraction, which is proportional to the number of events. Copyright © 2016 John Wiley & Sons, Ltd.     

团队反思对员工绩效影响的跨层次研究

通过建立跨层次的中介效应模型,运用多层线性模型方法,考察团队反思对员工绩效的影响。选取交互记忆系统和团队绩效两个中介变量,基于86个企业团队的数据进行实证研究,指出团队反思对员工绩效存在跨层次的影响,并且在此影响机制中交互记忆系统起到了中介作用,但团队绩效对员工绩效的直接影响效应不显著,即团队绩效对员工绩效无明显促进作用。     

Temporal Disaggregation: Methods,Information Loss,and Diagnostics

This research provides a generalized framework to disaggregate lower-frequency time series and evaluate the disaggregation performance. The proposed framework combines two models in separate stages: a linear regression model to exploit related independent variables in the first stage and a state–space model to disaggregate the residual from the regression in the second stage. For the purpose of providing a set of practical criteria for assessing the disaggregation performance, we measure the information loss that occurs during temporal aggregation while examining what effects take place when aggregating data. To validate the proposed framework, we implement Monte Carlo simulations and provide two empirical studies. Supplementary materials for this article are available online.     

减刑假释实行申请制之倡导

根据我国刑法规定,减刑假释程序是由执行机关提出减刑假释意见书,法院组成合议庭作出裁定。现有制度存在很大不合理性,犯罪人作为减刑假释的直接获益人,被排斥在程序之外并不能保障犯罪人的利益,而且会导致假释使用率被执行机关人为降低。减刑假释本质都应采用权利说,二者本质上并无差别,且优劣互补,只是具体执行方式不同,因此减刑假释应当实行申请制,由犯罪人根据自身情况自由选择减刑或者假释并先行提出申请,执行机关提出意见书,法院居中裁定。减刑假释实行申请制有利于司法机关选择真正适合犯罪人的执行措施,提高犯罪人改造的积极性,使得对犯罪人的改造更加有效、更加彻底,同时也保障了犯罪人的合法权益。     

能效标识对节能产品选择的引导效用分析——基于京东家电线上销售的实证检验

搜集冰箱、洗衣机、空调三种大家电的线上销售数据,通过描述性分析、组间差异比较、多元回归分析等方式分析能效标识的市场引导效果。结果显示消费者对不同等级家电产品的选择量存在差异,但不同能效等级间消费者满意度并无明显差异,能效等级并非是影响消费者选择和满意度的显著因素。     

扶贫政策的负外部性及其化解

在脱贫攻坚中,对重点贫困地区的精确瞄准与偏向投入,在一定程度上对非贫困县、非贫困村与非贫困户产生了必然的政策负外部性,表现为县域脱贫结构失衡、村庄帮扶悬崖效应与边缘人群争贫风险。究其原由,在公共政策过程中,竞争性的政策汲取、排他性的政策分配与分割性的政策评价是负外部性的三种发生机理。为此需要建立上下融合减贫机制,探索社区主导发展模式,拓展村民赋权参与空间,通过政策纠正、调适以消解和弥补政策负效应,强化政治决策与分配的正义性。     

上证180指数效应实证研究

选取上证180指数2002年12月到2005年1月期间五次成份股调整为样本,采用标准化残差方法 克服了事件研究中因聚类问题对统计结果的影响,对指数调整期间的价格和成交量效应进行 实证研究。研究发现,调入和调出股票均对调整信息做出了相应的反应,调入股票存在正的 持久的超额收益,调出股票负的超额收益发生了反转。这种非对称现象可以由投资者关注和 市场分割假说解释     

中国内地与香港经济周期协同性的门限性质检验——兼论两地经济周期协同性中的美国因素

运用M arkov区制转移模型,对中国内地与香港经济周期协同性的门限性质以及美国对两地经济周期协同性的影响进行分析。结果显示:一方面,两地经济周期的协同性依赖于区制状态的"门限性质",即在不同的经济周期区制内呈现出不同的协同性水平。另一方面,两地经济周期的协同程度隐含了美国作为两地之间经济冲击的传递渠道以及两地共同的外部冲击源的影响。当剥离美国经济的影响之后,两地经济周期的协同程度较为微弱。因此,促进两地经济周期的长期趋同,应科学甄别和合理利用美国经济对两地经济周期协同性的影响。     

汇率对中国对韩直接投资影响的实证研究

利用1989-2003年年度数据对汇率水平和波动对中国对韩国直接投资的影响进行实证研究。研究表明,人民币对韩元升值对中国对韩国直接投资有不够显著的正影响,人民币对韩元波动程度增加对中国对韩国直接投资有显著的正影响。政策含义在于：2005年人民币汇率改革对中国企业实施“走出去”战略和缓解人民币升值压力有深远影响。