统计数据失真的动态博弈分析

各类统计主体都是利益主体,都有不同全局利益的个体利益。文章从博弈论和统计理论出发,建立了一个新的统计数据生成模型,首次给出了数据提供方报真与统计部门积极查假的充要条件,也提出了更有针对性的政策建议。     

A New Nonparametric Test for the Umbrella Alternative Problem

In this article, we propose a new nonparametric test for detecting umbrella alternatives. It is designed to improve the power of Pan (1996 Pan , G. ( 1996 ). Distribution-free tests for umbrella alternatives . Communications in Statistics—Theory and Methods 25 ( 12 ): 3185 – 3194 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar])'s test, which is based on the breakdown of umbrella alternatives into a union of simple-ordered alternatives. Distribution-free tests are proposed in the case where the peak of the umbrella is unknown. Some actual data examples and the results of a Monte Carlo power study are also discussed.     

沪深A、B股市场信息传递路径实证分析

运用计量经济学中的ARCH-LM检验、GARCH模型、Granger引导关系检验等分析方法，实证分析了B股市场对境内投资者开放前后沪深两市A指收益率序列与B指收益率序列和非预期收益率序列的Granger引导关系，给出沪深A、B股市场信息传递路径，并且指出从信息流动角度来说，A、B股市场整合的方式是从A股市场向B股市场的内幕消息的传递和从B股市场向A股市场的投资理念的趋同。     

A parametric approach for measuring the effect of the 10th revision of the international classification of diseases

Summary.  The World Health Organization revises the international classification of diseases about every 10 years to stay abreast of advances in medical science and to compare international health statistics. However, the new revision (i.e. the 10th revision) introduces discontinuities in mortality trends, making it impossible to compare the mortality statistics before and after the revision directly. The US National Center for Health Statistics published comparability ratios to correct the discontinuities between the two sets of mortality data: one coded by the ninth revision and the other by the 10th revision. We propose a parametric two-stage model to produce new comparability ratios and use these ratios to correct the discontinuities. The asymptotic behaviour of the comparability ratios is investigated. Our model not only measures the extent of discontinuities in trends in mortality but also can be used to forecast future mortality. Comparing with the National Center for Health Statistics's ratios, our comparability ratios smooth out the discontinuities better for most causes.     

国际生产网络视角下的增加值贸易结构分析与主导因素识别——以中美双边贸易为例

本文利用世界投入产出表测度了2001—2014年中美双边增加值贸易结构。结果表明,中国在双边贸易中的单位出口获利能力低于美国,国际分工地位的差异使得两国的贸易结构显示出较强的互补性。在对增加值贸易构成分解的基础上,本文识别并分析了国际生产网络体系下影响出口国内增加值的主导因素及其作用机制。研究发现,网络外最终需求、生产网络上游因素分别是推动中国和美国出口国内增加值扩大的主导因素。此外,产业层面的研究结果显示,中国高技术制造业出口国内增加值的扩大主要是由生产网络上游因素驱动的,生产网络外最终需求则是中国传统制造业出口国内增加值扩张的重要推动力。中国在扩大对外开放的同时应与国际生产网络中的上下游经济体形成多元化匹配,进而加快形成以国内大循环为主体、国内国际双循环相互促进的新发展格局。     

Akaike Information Criterion for Selecting Variables in the Nested Error Regression Model

The Akaike Information Criterion (AIC) is developed for selecting the variables of the nested error regression model where an unobservable random effect is present. Using the idea of decomposing the likelihood into two parts of “within” and “between” analysis of variance, we derive the AIC when the number of groups is large and the ratio of the variances of the random effects and the random errors is an unknown parameter. The proposed AIC is compared, using simulation, with Mallows' C _p , Akaike's AIC, and Sugiura's exact AIC. Based on the rates of selecting the true model, it is shown that the proposed AIC performs better.     

The alpha error of the Taguchi method with L16 array for the LTB response variable using simulation

Taguchi's quality engineering concepts are of great importance in designing and improving product quality and process. However, most of the controversy and mystique have been centred on Taguchi's tactics. This research proposes an extension to the on-going research by investigating the probability of identifying insignificant factors as significant, or the so-called alpha error, with L₁₆ orthogonal array for the larger-the-better type response variable using simulation. The response variables in the L₁₆ array are generated from a normal distribution with the same mean and standard deviation. Consequently, the null hypothesis that all factors in the L₁₆ array will be identified as insignificant is true. Simulation results, however, reveal that some insignificant factors are wrongly identified as significant with a very high probability, which may provide a risky parameter design. Therefore, efficient and more valid statistical tactics should be developed put out Taguchi's important quality engineering concepts into practice.     

On the level probabilities for useful partially ordered alternatives in the analysis of variance

In the analysis of variance, we often encounter situations in which we want to test the null hypothesis of homogeneity of the normal means against various partially ordered alternative hypotheses. We study likelihood ratio tests for three useful types of alternatives: d-star, bipartite and broom tree. Especially, we give computational formulas for the level probabilities of the alternative types. The results permit us to obtain critical values for practical use.     

Estimation of Ratio of Two Finite-Population Means in the Presence of Non Response

It is well known that a ranked set sample under perfect ranking provides more information than an i.i.d. sample of the same size. Then it may be interesting to study how much information is lost due to imperfect ranking. In this article, we consider some ranking mechanisms and study the loss of the Fisher information according to the degree of imperfect ranking. Then we continue to discuss the optimal combination of the sample size and number of strata in terms of maximizing the Fisher information for the bivariate normal and exponential distributions.     

Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: An integrated approach

We give new classes of Strawderman-type improved estimators for the scale parameter σ₂ and the hazard rate parameter 1/σ₁ of the exponential distributions E(μ₂,σ₂) and E(μ₁,σ₁) under the entropy loss. We then use these estimators to construct improved estimators for the ratio ρ=σ₂/σ₁. The sampling framework we consider integrates important life-testing schemes separately studied in the literature so far, namely, (i) i.i.d. sampling, (ii) Type-II censoring, (iii) progressive Type-II censoring and adaptive progressive Type-II censoring and (iv) record values data. Furthermore, we establish simple identities connecting the risk functions of the estimators of σ₂ and 1/σ₁ and those of ρ that have a direct impact on studying the risk behavior of the latter estimators. Finally, we indicate that no matter which of the above life-testing schemes is employed for the estimation of σ₂, 1/σ₁ or ρ, the corresponding improved estimator, which may be of Stein-type or Brewster and Zidek-type or Strawderman-type, will offer the same improvement over the usual estimator as long as the number of observed complete failure times is the same for each scheme. Our results unify and extend existing results on the estimation of exponential scale parameters in one or two populations.     

Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion

The Bayesian information criterion (BIC) is widely used for variable selection. We focus on the regression setting for which variations of the BIC have been proposed. A version that includes the Fisher Information matrix of the predictor variables performed best in one published study. In this article, we extend the evaluation, introduce a performance measure involving how closely posterior probabilities are approximated, and conclude that the version that includes the Fisher Information often favors regression models having more predictors, depending on the scale and correlation structure of the predictor matrix. In the image analysis application that we describe, we therefore prefer the standard BIC approximation because of its relative simplicity and competitive performance at approximating the true posterior probabilities.     

我国引进FDI质量的实证研究

 摘要:利用FDI的质量可从引进FDI的质量和FDI的利用质量两方面分析,文章从项目平均规模、大中型企业的比例、结构、技术和管理知识含量、实际到位率和污染项目比例等指标实证分析了我国引进FDI的质量;并提出了提高引进FDI质量的对策。     

Nonparametric Bayesian modeling for monotonicity in catch ratio

This article proposes nonparametric Bayesian approaches to monotone function estimation. This approach uses a hierarchical Bayes framework and a characterization of stick-breaking process that allows unconstrained estimation of the monotone function. In order to avoid the limitation of parametric modeling, a general class of prior distributions, called stick-breaking priors, is considered. It accommodates much more flexible forms and can easily deal with skewness, multimodality, etc., of the dependent variable response. The proposed approach is incorporated to model the catch ratio based on automatic weather station (AWS) data.     

中国电子信息行业上市公司董事结构与公司绩效的实证研究

从四个维度出发,在特定法律规范约束下,引入绝对合理独立董事人数概念,对2010年中国电子信息业171家上市公司董事会结构和企业绩效的关系进行了研究,结果显示:中国电子信息产业上市公司董事会规模大的企业绩效优于规模小的企业,规模较小时企业绩效不稳定;企业绩效并不直接取决于独立董事占董事会的比重,而与独立董事超过绝对合规独立董事人的比例有关;由于职业经理人市场不完善,董事长与总经理两职合一的企业绩效优于两职分离的企业;对董事会适当的股权激励将增加董事工作的积极性.     

Bayesian decision criteria in the presence of noises under quadratic and absolute value loss functions

Summary Misclassifications, or noises, in the sampling stage of a Bayesian scheme can seriously affect the values of decision criteria such as the Bayes Risk and the Expected Value of Sample Information. This problem does not seem to be much addressed in the existing literature. In this article, using an approach based on hypergeometric functions and numerical computation, we study the effects of these noises under the two most important loss functions: the quadratic and the absolute value. A numerical example illustrates these effects in a representative case, using both loss functions, and provides additional insights into the general problem. Research partially supported by NSERC grant A 9249 (Canada) and FICU Grant 2000/pas/13. The authors wish to thank colleagues at the University of Alberta in Edmonton, Canada, for very stimulating discussions, and an anonymous referee for drawing their attention to three relevant references that have enriched the content of this final version.     

Reflections on Changes in the Library and Serials Literature

Abstract

Johnson describes changes in library journal literature topics over the past one hundred years, with a focus on the period between her first Balance Point column in 2003 and this one, her last. She reminisces on her experience as a Balance Point column editor.     

Laws of the Iterated Logarithm and a Moderate Deviation of MLE for the Proportional Hazards Model with Incomplete Information

In this paper, we obtain a law of iterated logarithm, a Chung-type law of iterated logarithm, and a moderate deviation result of the maximum likelihood estimator (MLE) for the unknown regression parameter vector in a proportional hazards model with incomplete information.     

P-spline Estimation of Functional Classification Methods for Improving the Quality in the Food Industry

The aim of this article is to improve the quality of cookies production by classifying them as good or bad from the curves of resistance of dough observed during the kneading process. As the predictor variable is functional, functional classification methodologies such as functional logit regression and functional discriminant analysis are considered. A P-spline approximation of the sample curves is proposed to improve the classification ability of these models and to suitably estimate the relationship between the quality of cookies and the resistance of dough. Inference results on the functional parameters and related odds ratios are obtained using the asymptotic normality of the maximum likelihood estimators under the classical regularity conditions. Finally, the classification results are compared with alternative functional data analysis approaches such as componentwise classification on the logit regression model.     

癌症患者生命质量影响因素的结构模型构建

长期以来,癌症一直以其高死亡率使患者产生强烈的心理反应,鉴于癌症较难治愈,很难用治愈率来评价治疗效果,生存率的评价作用也有限,因此对癌症患者的生命质量研究更具有现实意义。而研究探讨癌症患者生命质量与应对方式、社会支持、心境状况等相关因素的关系,并构建出生命质量与各相关变量关系的结构模型,为进一步改善癌症患者的生命质量提供了统计学依据。     

Handling the Label Switching Problem in Latent Class Models Via the ECR Algorithm

Latent class models (LCMs) are specific cases of mixture models. Under a Bayesian setup, the symmetric posterior distribution of these models leads Markov chain Monte Carlo (MCMC) methods to suffer from the so-called label switching problem. In this article, we treat the corresponding MCMC outputs using a recent approach, namely, the Equivalence Classes Representative (ECR) algorithm and conclude that it can effectively solve the label switching problem by considering several examples of LCMs, such as mixtures of regressions, hidden Markov models, and Markov random fields. Moreover, the superiority of this method over other approaches becomes apparent.