粮食主产区农村居民食物消费行为的计量分析

“民以食为天”,食物消费是人类生存和发展首要的物质基础。农村居民的食物消费水平是决定农村居民身体健康的物质基础,是农村居民生活水平的重要标志。研究和掌握食物消费结构特征,有利于农业产业结构调整和制定正确的农业产业政策,从而促进农民增收,实现农业的可持续发展。粮食主产区的粮食产量占全国粮食总产量的60%以上,对中国的粮食供给和安全具有举足轻重的作用,增加主产区农民收入有利于提高农民种粮食积极性,保证中国的粮食供给和粮食安全。为此,借助几乎理想的需求系统模型(Almost Ideal Demand System,简称AIDS),建立联立方程…     

A computationally efficient method for bootstrapping systems of demand equations: A comparison to traditional techniques

The solution to a Liapunov matrix equation (LME) has been proposed to estimate the parameters of the demand equations derived from the Translog, the Almost Ideal Demand System and the Rotterdam demand models. When compared to traditional scemingly unrelated regression (SUR) methods the LME approach saves both computer time and space, and it provides parameter estimates that are less likely to suffer from round-off error. However, the LME method is difficult to implement without the use of specially written computer programs and, unlike traditional SUR methods, it does not automatically provide an estimate of the covariance of the parameters. This paper solves these two problems, the first by providing a simplified solution to the Liapunov matrix equation which can be written in a few lines of code in computer languages such as SAS PROC MATRIX/IML^TM or GAUSS^TM; the second, by bootstrapping the parameter covariance matrix.     

非线性定价、家庭人口特征和收入再分配效应调整

本文以分时阶梯定价为例,在人口老龄化及生育政策逐渐放宽的背景下,通过建立结构计量模型,实证分析了引入家庭人口特征后,非线性定价对收入再分配效应这一政策目标的影响。通过构建引入家庭人口特征的二次近乎理想需求（QUAIDS）函数,基于相对等价补偿方法建立收入再分配效应调整的测度模型。估计了为保持相同效用增加家庭不同类型的人口需要增加的电费补偿率及其金额。研究结论表明,引入家庭人口特征后收入再分配效应得到了强化;家庭人口特征对消费者行为选择有显著影响;不同人口规模的家庭的电费补贴结构存在明显差异;动态分析显示,随着预算水平的提高,家庭人口特征对收入再分配效应的影响在减小。     

Comment on “recent developments in bootstrapping time series”

The paper develops a general framework for identification, estimation, and hypothesis testing in cointegrated systems when the cointegrating coefficients are subject to (possibly) non-linear and cross-equation restrictions, obtained from economic theory or other relevant a priori information. It provides a proof of the consistency of the quasi maximum likelihood estimators (QMLE), establishes the relative rates of convergence of the QMLE of the short-run and the long-run parameters, and derives their asymptotic distributions; thus generalizing the results already available in the literature for the linear case. The paper also develops tests of the over-identifying (possibly) non-linear restrictions on the cointegrating vectors. The estimation and hypothesis testing procedures are applied to an Almost Ideal Demand System estimated on U.K. quarterly observations. Unlike many other studies of consumer demand this application does not treat relative prices and real per capita expenditures as exogenously given.     

LONG-RUN STRUCTURAL MODELLING

The paper develops a general framework for identification, estimation, and hypothesis testing in cointegrated systems when the cointegrating coefficients are subject to (possibly) non-linear and cross-equation restrictions, obtained from economic theory or other relevant a priori information. It provides a proof of the consistency of the quasi maximum likelihood estimators (QMLE), establishes the relative rates of convergence of the QMLE of the short-run and the long-run parameters, and derives their asymptotic distributions; thus generalizing the results already available in the literature for the linear case. The paper also develops tests of the over-identifying (possibly) non-linear restrictions on the cointegrating vectors. The estimation and hypothesis testing procedures are applied to an Almost Ideal Demand System estimated on U.K. quarterly observations. Unlike many other studies of consumer demand this application does not treat relative prices and real per capita expenditures as exogenously given.     

New Zealand Consumption Equivalence Scales From Quasi-unit Record Data

This paper uses quasi-unit record data on expenditures and incomes of New Zealand households of different demographic profiles to estimate consumption equivalence scales which measure the relative levels of spending required by households of different composition to attain given levels of utility. The equivalence scales with respect to specific items of consumption, as well as total consumption, have been obtained from the parameters of the preference-consistent Extended Linear Expenditure System and a few alternative versions of a rank 3 complete demand system with demand shifters. Among the demographic variables included in the models, the type of housing tenure and the actual age of children have special relevance. For the sake of comparison, a few heuristic scales are also computed. The results are largely in line with those found in similar studies of Australia and New Zealand. The analysis is developed within the framework of hypothesized utility-maximizing behaviour of households.     

SPC—making it work for the gas transportation business

Transco is the main provider of gas transportation to domestic and commercial customers in mainland Britain. Gas arrives in Britain at a steady rate but is consumed with a distinct diurnal pattern. The safe and timely movement of gas from arrival at the beach in various places in Britain to delivery at burners is the main driver for System Operations. The movement of gas is meticulously controlled and monitored resulting in a mass of information on pressure, flow and temperature. Gas is stored temporarily in various storage vessels and is moved around the pipes and in and out of storage as demand dictates. Demand is mostly dictated by the weather and is therefore subject to much variation. Transco and its predecessors have been transporting gas for over 50 years and are very successful as judged by their excellent safety record and the continual delivery of gas. Nevertheless, the company wished to improve itself and make further use of the many measurements collected. SPC is ideal for improving communication and understanding through increased visibility of data. All companies have special issues to face when they implement SPC, and this paper describes the way these were dealt with in System Operations and the lessons learnt along the way. The first part describes how performance measures were chosen for investigation. It includes a novel use of correlation between output and day-to-day conditions, which was successfully turned into a measure to check the uncheckable. The second part is about the issues involved with early application of SPC when features of the system are still unexplained. SPC has helped enhance understanding of the complex transportation process, encouraged team work, improved performance and provided an objective means of decision making.     

中国石油需求模型研究

一、引言在所有的能源类别中,石油一直是全球消费比例最高的能源。由于经济飞速发展,在全球能源形势日趋紧张的严峻对局中,中国对能源需求急剧增多,2004年中国石油进口超过日本成为全球仅次于美国的世界第二大石油进口国,石油对外依存度有增无减。据资料显示,2004年生产原油1.7     

Demand Systems Estimation With Microdata: A Censored Regression Approach

Demand systems estimation increasingly makes use of household-level microdata, mainly to measure the effects of demographic variables. Data based on these household-expenditure surveys present a major estimation problem. For any given household, many of the goods have zero consumption, implying a censored dependent variable. Techniques which do not take this censored dependent variable into account will yield biased results. We utilize a censored regression approach that is computationally simple, consistent, and asymptotically efficient. The results are then presented and compared with those obtained using an uncensored technique.     

A New Lens on High School Dropout: Use of Correspondence Analysis and the Statewide Longitudinal Data System

The combination of log-linear models and correspondence analysis have long been used to decompose contingency tables and aid in their interpretation. Until now, this approach has not been applied to the education Statewide Longitudinal Data System (SLDS), which contains administrative school data at the student level. While some research has been conducted using the SLDS, its primary use is for state education administrative reporting. This article uses the combination of log-linear models and correspondence analysis to gain insight into high school dropouts in two discrete regions in Kentucky, Appalachia and non-Appalachia, defined by the American Community Survey. The individual student records from the SLDS were categorized into one of the two regions and a log-linear model was used to identify the interactions between the demographic characteristics and the dropout categories, push-out and pull-out. Correspondence analysis was then used to visualize the interactions with the expanded push-out categories, boredom, course selection, expulsion, failing grade, teacher conflict, and pull-out categories, employment, family problems, illness, marriage, and pregnancy to provide insights into the regional differences. In this article, we demonstrate that correspondence analysis can extend the insights gained from SDLS data and provide new perspectives on dropouts. Supplementary materials for this article are available online.     

SPC—making it work for the gas transportation business

Transco is the main provider of gas transportation to domestic and commercial customers in mainland Britain. Gas arrives in Britain at a steady rate but is consumed with a distinct diurnal pattern. The safe and timely movement of gas from arrival at the beach in various places in Britain to delivery at burners is the main driver for System Operations. The movement of gas is meticulously controlled and monitored resulting in a mass of information on pressure, flow and temperature. Gas is stored temporarily in various storage vessels and is moved around the pipes and in and out of storage as demand dictates. Demand is mostly dictated by the weather and is therefore subject to much variation. Transco and its predecessors have been transporting gas for over 50 years and are very successful as judged by their excellent safety record and the continual delivery of gas. Nevertheless, the company wished to improve itself and make further use of the many measurements collected. SPC is ideal for improving communication and understanding through increased visibility of data. All companies have special issues to face when they implement SPC, and this paper describes the way these were dealt with in System Operations and the lessons learnt along the way. The first part describes how performance measures were chosen for investigation. It includes a novel use of correlation between output and day-to-day conditions, which was successfully turned into a measure to check the uncheckable. The second part is about the issues involved with early application of SPC when features of the system are still unexplained. SPC has helped enhance understanding of the complex transportation process, encouraged team work, improved performance and provided an objective means of decision making.     

A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING

Three types of polynomial mixed model splines have been proposed: smoothing splines, P‐splines and penalized splines using a truncated power function basis. The close connections between these models are demonstrated, showing that the default cubic form of the splines differs only in the penalty used. A general definition of the mixed model spline is given that includes general constraints and can be used to produce natural or periodic splines. The impact of different penalties is demonstrated by evaluation across a set of functions with specific features, and shows that the best penalty in terms of mean squared error of prediction depends on both the form of the underlying function and the signal:noise ratio.     

塔里木河流域天然植被生态水权及其计量研究

塔里木河流域天然植被退化等生态环境问题主要源于天然植被生态水权内涵界定模糊与缺少计量和分配,为此界定了天然植被生态水权,确定了计量方法与模型,计算了天然植被生态水权需求。研究表明:天然植被生态水权的实际主体和执行主体及其所有权等权利和承担的责任的明确界定,成为生态水权分配的权责保证,而且天然植被生态水权需求计量成为生态水权分配的基础;塔河流域天然植被生态水权需求为61.598亿m3,主要集中在干流,年内需求又在6-9月和3-5月;除阿克苏河流域以草地生态水权需求为主外,其它流域天然植被生态水权需求都以草地和林地生态水权需求为主,其中正常生长天然植被生态水权需求又占主导地位,这成为流域绿洲生态水权时空分配的基础。     

陕西省农村居民消费结构的计量分析

消费需求是拉动经济增长的根本动因。运用扩展线性支出系统模型对陕西省农村居民的边际消费倾向、收入弹性和价格弹性进行实证分析，结果显示：陕西省农村居民仍然处于生存型消费阶段，消费支出主要集中在食品、教育和居住方面。要提高农村居民消费水平，必须千方百计增加农民收入，普及农村教育，改善农村消费环境。     

甘肃省城镇居民消费函数阶段性分析

在不同的收入水平下,消费者行为特征不一样,因此在不同时期消费函数也应有所区别.文章以1978～2004年甘肃省城镇居民消费为研究对象,通过分析发现大致可将整个时期分为两段:1978～1988年和1989～2004年.在此基础上,分别建立了两个时期的消费函数模型,通过对两个模型的比较分析得出了一些有意义的结论.     

Residuals and leverages in the linear mixed measurement error models

Residuals are frequently used to evaluate the validity of the assumptions of statistical models and may also be employed as tools for model selection. In this paper, we consider residuals and their limiting properties in the linear mixed measurement error models. Also, we develop types of residuals for these models and then review some of the residual analysis techniques. Further, by using the definition of generalized leverage, we derive generalized leverage matrices for identification of high-leverage points for these models. Finally, we analyse a real data set.     

面板数据的可加分位回归模型研究与应用

本文在贝叶斯分析的框架下讨论了面板数据的可加模型分位回归建模方法。首先通过低秩薄板惩罚样条展开和个体效应虚拟变量的引进将非参数模型转换为参数模型,然后在假定随机误差项服从非对称Laplace分布的基础上建立了贝叶斯分层分位回归模型。通过对非对称Laplace分布的分解,论文给出了所有待估参数的条件后验分布,并构造了待估参数的 Gibbs抽样估计算法。计算机模拟仿真结果显示,新提出的方法相比于传统的可加模型均值回归方法在估计稳健性上明显占优。最后以消费支出面板数据为例研究了我国农村居民收入结构对消费支出的影响,发现对于农村居民来说,无论是高、中、低消费群体,工资性收入与经营净收入的增加对其消费支出的正向刺激作用更为明显。进一步,相比于高消费农村居民人群,低消费农村居民人群随着收入的增加消费支出上升速度较为缓慢。     

Influence of human immunodeficiency virus infection on neurological impairment: an analysis of longitudinal binary data with informative drop-out

A study to investigate the human immunodeficiency virus (HIV) status on the course of neurological impairment, conducted by the HIV Center at Columbia University, followed a cohort of HIV positive and negative gay men for 5 years and assessed the presence or absence of neurological impairment every 6 months. Almost half of the subjects dropped out before the end of the study for reasons that might have been related to the missing neurological data. We propose likelihood-based methods for analysing such binary longitudinal data under informative and non-informative drop-out. A transition model is assumed for the binary response, and several models for the drop-out processes are considered which are functions of the response variable (neurological impairment). The likelihood ratio test is used to compare models with informative and non-informative drop-out mechanisms. Using simulations, we investigate the percentage bias and mean-squared error (MSE) of the parameter estimates in the transition model under various assumptions for the drop-out. We find evidence for informative drop-out in the study, and we illustrate that the bias and MSE for the parameters of the transition model are not directly related to the observed drop-out or missing data rates. The effect of HIV status on the neurological impairment is found to be statistically significant under each of the models considered for the drop-out, although the regression coefficient may be biased in certain cases. The presence and relative magnitude of the bias depend on factors such as the probability of drop-out conditional on the presence of neurological impairment and the prevalence of neurological impairment in the population under study.     

财政支农、农村居民消费与农民增收的动态分析——以辽宁省为例

政府财政支出和居民消费的关系一直是经济界争论的焦点,文章基于1980-2007年辽宁省的时间序列数据,从宏观和动态的角度,运用单位根检验,Granger因果检验和向量自回归模型考察辽宁省财政支农,农村居民消费以及收入之间的关系,向量自回归模型的动态分析表明：农村居民收入和消费之间具有相互促进的正向联系,而财政支出的各方面对居民收入和消费的影响不尽相同,其中,基本建设支出对居民消费和收入都有负影响．即产生“挤出效应”,而生产性支出对居民收入产生正影响,而对居民消费却产生“挤出效应”,科技项目支出对居民收入和消费,先产生负影响,随着时间的推移,影响变为正;其他财政支出对居民收入产生正的影响,而对居民消费先产生“挤出效应”,随后又促进居民消费。     

西藏农村居民消费支出发展趋势的GM(1,1)预测模型及因素分析

本文以近9年西藏自治区农村居民人均生活消费支出为研究对象,应用灰色系统理论建立了人均消费支出指标发展趋势的 预测模型,分析得出：在未来四年中西藏农村人均生活消费支出平均年增长率预计达到14.2%。运用关联度分析方法确定了反映农村居民消费水平的八项主要统计指标因素相对于消费支出的关联程度,对影响消费支出的主要指标因素进行了系统的分析。