局部平稳部分线性面板数据模型的统计推断

部分线性模型是一类非常重要的半参数回归模型,由于它既含有参数部分又含有非参数部分,与常规的线性模型相比具有更强的适应性和解释能力。文章研究带有局部平稳协变量的固定效应部分线性面板数据模型的统计推断。首先提出一个两阶段估计方法得到模型中未知参数和非参数函数的估计,并证明估计量的渐近性质,然后运用不变原理构造出非参数函数的一致置信带,最后通过数值模拟研究和实例分析验证了该方法的有效性。     

Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models

This article considers statistical inference for the heteroscedastic partially linear varying coefficient models. We construct an efficient estimator for the parametric component by applying the weighted profile least-squares approach, and show that it is semiparametrically efficient in the sense that the inverse of the asymptotic variance of the estimator reaches the semiparametric efficiency bound. Simulation studies are conducted to illustrate the performance of the proposed method.     

“动物与人”：叙事伦理、悖反性与双重困境指向——论“抉择之痛”作为功能指涉的效力边际

对初始情境中受难者“陷困”功能的探讨，是“动物叙事”叙事语法研究中不容忽视的一环，其中贯穿了一个最为基础的叙事功能指向——“抉择之痛”。强调“动物与人”两类受难者角色在身体、心理抑或情感维度陷入某种矛盾与纠结的状态，并且彼此间时常呈现出一定的矛盾悖反性。这一角色身份由动物形象与人类形象分别或共同承担，均指向一种叙事伦理层面的现代境遇的表达。在题材范畴方面，这一功能指涉涵盖了家养类与野生类“动物叙事”各自的叙事范畴。其效力边际已不仅仅局限在单纯生态视域与人性指涉的层面，而是凸显现代语境下人类所面临的共通性的伦理困境：一种挥之不去的矛盾、困惑与不安的情感和心境的写照。     

A Graphical Tool for Interpreting Regression Coefficients of Trinomial Logit Models

Multinomial logit (also termed multi-logit) models permit the analysis of the statistical relation between a categorical response variable and a set of explicative variables (called covariates or regressors). Although multinomial logit is widely used in both the social and economic sciences, the interpretation of regression coefficients may be tricky, as the effect of covariates on the probability distribution of the response variable is nonconstant and difficult to quantify. The ternary plots illustrated in this article aim at facilitating the interpretation of regression coefficients and permit the effect of covariates (either singularly or jointly considered) on the probability distribution of the dependent variable to be quantified. Ternary plots can be drawn both for ordered and for unordered categorical dependent variables, when the number of possible outcomes equals three (trinomial response variable); these plots allow not only to represent the covariate effects over the whole parameter space of the dependent variable but also to compare the covariate effects of any given individual profile. The method is illustrated and discussed through analysis of a dataset concerning the transition of master’s graduates of the University of Trento (Italy) from university to employment.     

Fast and approximate exhaustive variable selection for generalised linear models with APES

We present APproximated Exhaustive Search (APES), which enables fast and approximated exhaustive variable selection in Generalised Linear Models (GLMs). While exhaustive variable selection remains as the gold standard in many model selection contexts, traditional exhaustive variable selection suffers from computational feasibility issues. More precisely, there is often a high cost associated with computing maximum likelihood estimates (MLE) for all subsets of GLMs. Efficient algorithms for exhaustive searches exist for linear models, most notably the leaps‐and‐bound algorithm and, more recently, the mixed integer optimisation (MIO) algorithm. The APES method learns from observational weights in a generalised linear regression super‐model and reformulates the GLM problem as a linear regression problem. In this way, APES can approximate a true exhaustive search in the original GLM space. Where exhaustive variable selection is not computationally feasible, we propose a best‐subset search, which also closely approximates a true exhaustive search. APES is made available in both as a standalone R package as well as part of the already existing mplot package.     

康区"三魔女",还是"康区三度母"——近代康区妇女精英研究

二十世纪上半叶康区三位著名妇女精英甘孜的孔萨?央金堪珠、德格的夏克? 泽旺志玛和瞻对的甲日?其美志玛在康区政治生活中扮演了重要的角色。她们之所以获得权力，是因为康区的传统习惯法以及清末和民国时期的法律都允许妇女在一个家族没有男性继承人的情况下继承名号和土司或头人的地位。为了获得和巩固政治地位，她们往往陷入多方势力的权力争斗中，这些势力包括其家族中的男性、来自其它家族的男性、地方军阀、中央政府，有时还有西藏地方政府。研究揭示了正是康区在夹缝中生存的各土司统治区域割裂、分权的性质为地方首领，特别是妇女领袖提供了较多的施展其政治才能的空间。     

Restricted minimax estimation in semiparametric linear models

Abstract

In this article we develop the minimax estimation approach of general linear models to the semiparametric linear models when the parameters are simultaneously constrained by an ellipsoid and linear restrictions. Combining sample information and prior constraints the minimax estimator is obtained and compared with partially least square estimator by theoretical and simulation methods.     

线偏振光电矢量与入射面有夹角入射时的偏振态

讨论线偏振光入射 ,其电矢量与入射面有夹角 (该夹角称线偏振光的振动方位角 )时 ,反射光与折射光的偏振态 ,以及在全反射条件下 ,反射光的偏振态和获得圆偏振光的条件     

Using local linear kernel smoothers to test the lack of fit of nonlinear regression models

Herein, we propose a data-driven test that assesses the lack of fit of nonlinear regression models. The comparison of local linear kernel and parametric fits is the basis of this test, and specific boundary-corrected kernels are not needed at the boundary when local linear fitting is used. Under the parametric null model, the asymptotically optimal bandwidth can be used for bandwidth selection. This selection method leads to the data-driven test that has a limiting normal distribution under the null hypothesis and is consistent against any fixed alternative. The finite-sample property of the proposed data-driven test is illustrated, and the power of the test is compared with that of some existing tests via simulation studies. We illustrate the practicality of the proposed test by using two data sets.