Psychometric properties of the “parent-child relationship inventory” (PCRI) in a portuguese forensic sample

In Portugal, there is a gap regarding psychological tests validated for forensic contexts, particularly those related to child custody issues. The Parent–Child Relationship Inventory (PCRI) is one of the most used instruments in child custody contexts. This study aimed to analyze the psychometric properties of PCRI in a Portuguese forensic sample. PCRI factorial structure and psychometric properties were analyzed in a sample of 144 parents involved in child custody assessments. The questionnaire showed good internal consistency, except for the parental support, autonomy, and role orientation scales. It also showed good discriminant capacity. The confirmatory factor analysis did not replicate the 7-factor model proposed by Gerard. The results were discussed based on the use of PCRI in the context of child custody assessment.     

Noninformative priors for linear combinations of normal means with unequal variances

For normal populations with unequal variances, we develop matching priors and reference priors for a linear combination of the means. Here, we find three second-order matching priors: a highest posterior density (HPD) matching prior, a cumulative distribution function (CDF) matching prior, and a likelihood ratio (LR) matching prior. Furthermore, we show that the reference priors are all first-order matching priors, but that they do not satisfy the second-order matching criterion that establishes the symmetry and the unimodality of the posterior under the developed priors. The results of a simulation indicate that the second-order matching prior outperforms the reference priors in terms of matching the target coverage probabilities, in a frequentist sense. Finally, we compare the Bayesian credible intervals based on the developed priors with the confidence intervals derived from real data.     

Bayesian testing of restrictions on vector autoregressive models

In this study, we propose a prior on restricted Vector Autoregressive (VAR) models. The prior setting permits efficient Markov Chain Monte Carlo (MCMC) sampling from the posterior of the VAR parameters and estimation of the Bayes factor. Numerical simulations show that when the sample size is small, the Bayes factor is more effective in selecting the correct model than the commonly used Schwarz criterion. We conduct Bayesian hypothesis testing of VAR models on the macroeconomic, state-, and sector-specific effects of employment growth.     

Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets

We develop an econometric methodology to infer the path of risk premia from a large unbalanced panel of individual stock returns. We estimate the time‐varying risk premia implied by conditional linear asset pricing models where the conditioning includes both instruments common to all assets and asset‐specific instruments. The estimator uses simple weighted two‐pass cross‐sectional regressions, and we show its consistency and asymptotic normality under increasing cross‐sectional and time series dimensions. We address consistent estimation of the asymptotic variance by hard thresholding, and testing for asset pricing restrictions induced by the no‐arbitrage assumption. We derive the restrictions given by a continuum of assets in a multi‐period economy under an approximate factor structure robust to asset repackaging. The empirical analysis on returns for about ten thousand U.S. stocks from July 1964 to December 2009 shows that risk premia are large and volatile in crisis periods. They exhibit large positive and negative strays from time‐invariant estimates, follow the macroeconomic cycles, and do not match risk premia estimates on standard sets of portfolios. The asset pricing restrictions are rejected for a conditional four‐factor model capturing market, size, value, and momentum effects.     

基于企业生命周期的组织创新要素与技术创新要素协同模式研究

为解决我国企业技术创新高投入低产出的问题,本文提出了同时实施与技术创新具有互补性的组织创新的必要性。以组织创新与技术创新内部复杂相关关系作为研究对象,深入分析了不同企业生命周期阶段组织创新与技术创新协同的不同导向关系。构建企业出生、成长、成熟与蜕变阶段的组织创新要素与技术创新要素协同模型,并应用129家企业的问卷调研数据对理论模型进行验证。研究将有助于管理者深入理解企业不同生命阶段的创新行为,并据此科学地实施组织创新与技术创新来延长企业的生命周期。     

基于知识流动的软件需求开发双因素模型

软件需求开发本质上是知识流动的过程。基于需求开发知识流动的发生过程,从双因素理论的视角,将影响软件需求开发过程中知识流动的各种因素归纳为保障因素和促进因素两大类,提出了需求开发知识流动的"双因素"模型,并对各类因素及其相互关系进行了较为详细的论述。     

100家中国500强企业价值观导向实证研究

采用内容分析法对100家中国500强企业的价值观陈述进行了实证分析和评价。通过多维尺度描绘技术,将价值观陈述中的要素分为4个类型:外部激励、外部约束、内部约束和内部激励。根据不同类型价值观要素的特点,采取Q型分层聚类法,将价值观陈述内容划分为7种导向,并结合样本企业在500强排行榜中的地位变化,分析了不同价值观导向企业的竞争力变化。研究表明,导向4的企业保持500强地位比例较高(85%),具有这种价值观导向的企业往往以内部和外部约束型要素为主导价值观,但缺乏外部激励型价值观;导向2的企业保持500强地位比例较低(62%),具有这种价值观导向的企业仅仅以内部约束型要素为主导价值观,但是同时缺乏外部激励型与外部约束型价值观。     

创新能力与创新型企业评价研究

将创新能力在创新型企业形成过程中的关键作用作为研究基础,认为创新能力是创新型企业的本质及生存发展的基础,因此,在评价创新型企业时,必须将创新能力的评价置于核心地位。在专家访谈和因子分析方法的基础上对这一假设进行了验证,发现创新能力的一些基本维度,如创新资源与投入、创新过程管理与激励控制等都能够进入创新型企业的评价体系。最后,给出一个基于创新能力形成过程的创新型企业的评价标准和评价体系。     

Bayesian t-tests for correlations and partial correlations

In this paper, we develop Bayes factor based testing procedures for the presence of a correlation or a partial correlation. The proposed Bayesian tests are obtained by restricting the class of the alternative hypotheses to maximize the probability of rejecting the null hypothesis when the Bayes factor is larger than a specified threshold. It turns out that they depend simply on the frequentist t-statistics with the associated critical values and can thus be easily calculated by using a spreadsheet in Excel and in fact by just adding one more step after one has performed the frequentist correlation tests. In addition, they are able to yield an identical decision with the frequentist paradigm, provided that the evidence threshold of the Bayesian tests is determined by the significance level of the frequentist paradigm. We illustrate the performance of the proposed procedures through simulated and real-data examples.     

影响河南省企业战略重组因素的因子分析

在企业战略重组对河南省企业发展起到了积极作用的同时,仍然有部分企业战略重组效果不佳。采用多元统计分析方法,建立影响河南省企业战略重组因素的因子分析模型,分析发现,在目前以政府主导的企业战略重组中,政府监管层对企业重组的政策支撑度、行政干预程度与监管力度是关键的影响因素。