Methodological considerations in the use of name generators and interpreters

With data from the Clergy Health Initiative Longitudinal Survey, we look for interviewer effects, differences between web and telephone delivery, and panel conditioning bias in an “important matters” name generator and interpreter, replicated from the U.S. General Social Survey. We find evidence of phone interviewers systematically influencing the number of confidants named, we observe that respondents assigned to the web survey reported a larger number of confidants, and we uncover strong support for panel conditioning. We discuss the possible mechanisms behind these observations and conclude with a brief discussion of the implications of our findings for similar studies.     

On fiducial generators

Fiducial inference has been gaining presence recently and it is the intention of the present article to look at the notion of fiducial generators; meaning procedures to simulate parameter values that in some sense correspond to simulations from some implicit fiducial distribution. It is well known that when the distribution has group structure, stemming from the natural pivotal associated, a fiducial may be obtained. It is in the non group distributions that there appears to be still room for finding a fiducial distribution. Recently some general procedures have been proposed for dealing with generalized fiducials, but these depend on certain choices for a structural equation or a fiducial equation, as in Hannig (2009 Hannig, J. (2009). On generalized fiducial inference. Stat. Sin. 19:491–544.[Web of Science ®] , [Google Scholar]) or Taraldsen and Lindqvist (2013 Taraldsen, G., Lindqvist, B.H. (2013). Fiducial theory and optimal inference. Ann. Stat. 41(1):323–341.[Crossref], [Web of Science ®] , [Google Scholar]), respectively. A brief presentation is made of an earlier approach to fiducial inference for multivariate parameters, as in Brillinger (1962 Brillinger, D.R. (1962). Examples bearing on the definition of fiducial probability with a bibliography. Ann. Math. Stat. 33(4):1349–1355.[Crossref] , [Google Scholar]), and the implied fiducial generator introduced in Engen and Lillegård (1997 Engen, S., Lillegård, M. (1997). Stochastic simulation conditioned on sufficient statistics. Biometrika 84(1):235–240.[Crossref], [Web of Science ®] , [Google Scholar]), trying to connect them. Three interesting non group distributions are seen; two of them, the truncated exponential and the two-parameter gamma, already reported in literature. A third non group distribution is analyzed; the inverse Gaussian, connecting the fiducial that results following Brillinger (1962 Brillinger, D.R. (1962). Examples bearing on the definition of fiducial probability with a bibliography. Ann. Math. Stat. 33(4):1349–1355.[Crossref] , [Google Scholar]), with a result pertaining confidence limits for the shape parameter in Hsieh (1990 Hsieh, H.K. (1990). Inferences on the coefficient of variation of an inverse-Gaussian distribution. Commun. Stat. - Theory Methods 19(5):1589–1605.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]). In the three cases, comparisons are made with the Bayesian posteriors that have been known to be close numerically. Some discussion is made on the issue of singularities of the fiducial density and its connection with densities that do not integrate to unity. As to the case of discrete observables, some comments are made for the Bernoulli distribution, only.     

电力期货套期保值功能下发电商电能配置策略的仿真模拟

伴随我国电力市场改革的进程,电力期货有望成为新的期货交易品种,研究其套期保值功能下的发电商电能配置策略具有必要性。基于较成熟市场数据,首先通过一系列计量研究弥补了相关理论假设的不足,特别是对两电力风险市场报酬分布进行了更准确的刻画。在此基础上,文章分析了发电商的套期保值特点,并设计了一个以远期合同电量为标的、引入电力期货风险对冲机制的发电商利润模型,通过对指定目标进行模拟与仿真,证明其具有可行性以及可操作性。该模型可以帮助发电商在市场条件下更科学地进行电能资产的配置,以提高发电商在多市场条件下的利润与风险定量化管理水平。     

A general method of constructing E(s2)-optimal supersaturated designs

There has been much recent interest in supersaturated designs and their application in factor screening experiments. Supersaturated designs have mainly been constructed by using the E ( s ²)-optimality criterion originally proposed by Booth and Cox in 1962. However, until now E ( s ²)-optimal designs have only been established with certainty for n experimental runs when the number of factors m is a multiple of n-1 , and in adjacent cases where m = q ( n -1) + r (| r | 2, q an integer). A method of constructing E ( s ²)-optimal designs is presented which allows a reasonably complete solution to be found for various numbers of runs n including n ,=8 12, 16, 20, 24, 32, 40, 48, 64.     

An exploratory comparison of name generator content: Data from rural India

Since the 1970s sociologists have explored the best means for measuring social networks, although few name generator analyses have used sociocentric data or data from developing countries, partly because sociocentric studies in developing countries have been scant. Here, we analyze 12 different name generators used in a sociocentric network study conducted in 75 villages in rural Karnataka, India. Having unusual sociocentric data from a non-Western context allowed us to extend previous name generator research through the unique analyses of network structural measures, an extensive consideration of homophily, and investigation of status difference between egos and alters. We found that domestic interaction questions generated networks that were highly clustered and highly centralized. Similarity between respondents and their nominated contacts was strongest for gender, caste, and religion. We also found that domestic interaction name generators yielded the most homogeneous ties, while advice questions yielded the most heterogeneous. Participants were generally more likely to nominate those of higher social status, although certain questions, such as who participants talk to uncovered more egalitarian relationships, while other name generators elicited the names of social contacts distinctly higher or lower in status than the respondent. Some questions also seemed to uncover networks that were specific to the cultural context, suggesting that network researchers should balance local relevance with global generalizability when choosing name generators.     

Tests for the umbrella alternative under normality

Consider a one-way layout of the analysis of variance assuming independence, normality, and homogeneity of variance. Test the null hypothesis H_o that the means, j., of each of Amp; columns, i = 1,…, k are equal versus the alternative that they follow an umbrella pattern. That is, the alternative is H₁-H₀ where H₁: μ₁> μ₂>… > μk, and m is known. We derive a class of tests which are unbiased and lie in a nontrivial complete class. We recommend specific tests within the class. A simulation of the power functions of some tests is contrasted with the simulated power function of the likelihood ratio test.     

异质发电商竞争下电力市场减排锦标博弈——结构与行为

利用行为经济学理论研究了电力市场中异质发电商竞争下的减排锦标博弈问题，先后讨论了不同市场与奖金结构下均衡的边际获胜概率及其最优减排努力程度． 从实验经济学角度对理论模型进行了实验检验，在此基础上将模型拓展到考虑影响发电商减排决策的非金钱因素，如社会比较的减排锦标模型，并给出了模型的最优参数估计与均衡预测值． 通过比较分析发现，在3、4 人减排锦标赛中，针对不同发电主体构成，增加胜利者奖励数量既不能驱动强者提高也不会迫使弱者降低各自的最优减排量; 无论初始调度禀赋如何，只要检验实验信息完全公开，所有发电商均存在过度减排投资行为，且在双强者单弱者参与情形下，强势发电商的减排努力水平与获胜者数量正相关关系与标准理论预测相悖; 对参数的约束条件显著降低行为经济学模型拟合度，其中广义模型均衡预测最契合检验实验的基本特征，而特定嵌套模型验证理论预测的可行性．     

A Comparison of Two Random Number Generators for the Birnbaum–Saunders Distribution

Abstract

The Birnbaum–Saunders distribution was developed to describe fatigue failure lifetimes, however, the distribution has been shown to be applicable for a variety of situations that frequently occur in the engineering sciences. In general, the distribution can be used for situations that involve stochastic wear–out failure. The distribution does not have an exponential family structure, and it is often necessary to use simulation methods to study the properties of statistical inference procedures for this distribution. Two random number generators for the Birnbaum–Saunders distribution have appeared in the literature. The purpose of this article is to present and compare these two random number generators to determine which is more efficient. It is shown that one of these generators is a special case of the other and is simpler and more efficient to use.     

A New Test of Randomness for Lehmer Generators Based on the Manhattan Distance Between Pairs of Consecutive Random Numbers

This article considers the Marsaglia effect by proposing a new test of randomness for Lehmer random number generators. Our test is based on the Manhattan distance criterion between consecutive pairs of random numbers rather than the usually adopted Euclidian distance. We derive the theoretical distribution functions for the Manhattan distance for both overlapping (two dimensional) as well as non-overlapping cases. Extensive goodness-of-fit testing as well as empirical experimentation provides ample proof of the merits of the proposed criterion.     

Partner Naming and Forgetting: Recall of Network Members

Network researchers must contend with recall, forgetting, alters whose names are not known, and other potential biases in estimating the size of personal (ego) networks. We use data from a longitudinal study of sexual and drug use ego networks. Results show 6% forgetting for 30-day sex partners, 18% for drug use partners, and 26% for close friends. Forgetting is decreased by behavioral specificity and salience. Forgetting increases with network size and time frame. In the domain of sex relationships, global estimates of network size, at least over a period of 30 days, are equivalent to estimates from partner naming 92% of the time if anonymous partners are accounted for.