Local influence in multilevel models

The authors study the local influence of observations in multilevel regression models. To this end, they perturb simultaneously the variances, responses and design matrix. To measure the local change caused by these perturbations, they use generalized Cook statistics for the fixed and random parameter estimates. Closed form local influence measures also allow them to assess the joint influence of various observations. They suggest a simple computation method and illustrate their results using two examples.     

基于广义第二价格拍卖的多级带宽定价模型

在差异化服务机制的基础上，研究了互联网的多级带宽定价问题．通过导入广义第二价格拍卖，构造了基于差异化服务的互联网多级带宽定价模型．该模型能够有效地解决Internet拥塞问题，促进网络资源的合理利用．     

A Bayesian Hierarchical Model for the Evaluation of a Website

Consider a website and the surfers visiting its pages. A typical issue of interest, for example while monitoring an advertising campaign, concerns whether a specific page has been designed successfully, i.e. is able to attract surfers or address them to other pages within the site. We assume that the surfing behaviour is fully described by the transition probabilities from one page to another, so that a clickstream (sequence of consecutively visited pages) can be viewed as a finite-state-space Markov chain. We then implement a variety of hierarchical prior distributions on the multivariate logits of the transition probabilities and define, for each page, a content effect and a link effect. The former measures the attractiveness of the page due to its contents, while the latter signals its ability to suggest further interesting links within the site. Moreover, we define an additional effect, representing overall page success, which incorporates both effects previously described. Using WinBUGS, we provide estimates and credible intervals for each of the above effects and rank pages accordingly.     

Feeling well while chronically ill or impaired: a multilevel study on the moderating role of employment and volunteering in Europe

People with a chronic condition tend to report poorer subjective well-being than people without. This article examines the dependence of the relationship on doing paid and voluntary work, and on macro-level labour market exclusion of people with and without chronic conditions. Data from the European Quality of Life Survey (2011–2012) of people aged between 25 and 65 are analysed using multilevel regression techniques. A chronic condition has a stronger negative effect on subjective well-being for persons who are economically inactive or who never engage in voluntary work. The importance of paid work, however, varies with national levels of labour exclusion.     

Quasi-minimax estimation in the partial linear model

This article discusses the minimax estimator in partial linear model y = Zβ + f + ε under ellipsoidal restrictions on the parameter space and quadratic loss function. The superiority of the minimax estimator over the two-step estimator is studied in the mean squared error matrix criterion.     

Does transformational leadership predict group emotional intelligence in work settings? / ¿Es el liderazgo transformacional un predictor de la inteligencia emocional grupal en los contextos laborales?

Contagion of emotions is a widely accepted characteristic of transformational leaders. However, the impact they may have on the Emotional Intelligence of their subordinates is an open question. In this paper, we analyse whether Transformational Leadership (LTF) perceptions influence the Emotional Intelligence of their groups (GEI). This is a novel approach within the actual interest on emotional intelligence and its role in group results. The participants were 272 subordinates from 52 groups that belonged to different private and public organizations in Spain. They completed a questionnaire including the variables of interest. Our study helps to clarify the relations between TFL perceptions and GEI, showing that TFL and GEI relate at the group level and that TFL is one of the predictors of the perception of GEI in work settings. Thus, the development of emotionally competent transformational leaders will produce emotionally competent groups that might increase their performance, efficiency and other processes (i.e., engagement).     

自助多水平统计模型在代际收入流动研究中的应用

文章首先对代际收入流动的相关文献进行简单回顾，在此基础上运用自助法多水平统计模型对不同年份的CHNS数据进行分析。结果表明在控制了个体属性变量后，农村家庭子女收入受户主收入影响，即表现出一定程度的代际流动性；文章的结果同时表明农村地区代际流动性不存在中部、东部以及西部之间地域上的差别。最后，文章指出研究中的一些不足之处，指出了未来研究方向。     

New Ridge Regression Estimator in Semiparametric Regression Models

In the context of ridge regression, the estimation of shrinkage parameter plays an important role in analyzing data. Many efforts have been put to develop the computation of risk function in different full-parametric ridge regression approaches using eigenvalues and then bringing an efficient estimator of shrinkage parameter based on them. In this respect, the estimation of shrinkage parameter is neglected for semiparametric regression model. Not restricted, but the main focus of this approach is to develop necessary tools for computing the risk function of regression coefficient based on the eigenvalues of design matrix in semiparametric regression. For this purpose the differencing methodology is applied. We also propose a new estimator for shrinkage parameter which is of harmonic type mean of ridge estimators. It is shown that this estimator performs better than all the existing ones for the regression coefficient. For our proposal, a Monte Carlo simulation study and a real dataset analysis related to housing attributes are conducted to illustrate the efficiency of shrinkage estimators based on the minimum risk and mean squared error criteria.     

Imposing and Testing for Shape Restrictions in Flexible Parametric Models

In many economic models, theory restricts the shape of functions, such as monotonicity or curvature conditions. This article reviews and presents a framework for constrained estimation and inference to test for shape conditions in parametric models. We show that “regional” shape-restricting estimators have important advantages in terms of model fit and flexibility (as opposed to standard “local” or “global” shape-restricting estimators). In our empirical illustration, this is the first article to impose and test for all shape restrictions required by economic theory simultaneously in the “Berndt and Wood” data. We find that this dataset is consistent with “duality theory,” whereas previous studies have found violations of economic theory. We discuss policy consequences for key parameters, such as whether energy and capital are complements or substitutes.