Statistical Issues in Macroeconomic Modelling*

The paper describes the influx of mathematical statistics in economics. It focuses on an approach to macroeconometric modelling which is based on fundamental statistical concepts like the joint distribution function of all observable variables for the whole sample period. The methodology relies on valid conditioning and marginalization of this function in order to arrive at tractable subsystems, which can be analysed with statistical methods. Two case studies—the modelling of the household sector and of wages and prices in the Norges Bank RIMINI model—highlight this.     

Statistical Issues in Fisheries' Stock Assessments*

Decisions concerning the management of fisheries are founded on confidence statements for interest parameters such as biomass and exploitation rate, derived from complex structural models that describe the dynamics of fisheries. We identify four generic statistical issues and focus on how they impact on the reliability of those confidence statements: (a) parameters for which the data have little or no information; (b) competing structural relationships; (c) weighting of observations; and (d) alternative methods for computing confidence statements. Our purpose is to give an exposition of how these issues impact on fisheries' analyses, with the intent of stimulating thought on more effective alternatives. We describe the fisheries' management context and use two specific studies to illustrate how these generic statistical issues impact on fisheries assessment results. It is demonstrated that these statistical issues can have a profound impact on fishery management decisions and that established approaches to handle them have not been fully developed.     

经济预测中的Monte Carlo模拟及方差控制——以国际石油价格预测为例

从MDnte Carlo模拟的实现过程入手，首先通过对Monte Carlo方法原理的阐述来介绍该种方法。进一步结合具体的实例通过计算机进行模拟来解释Monte Carlo方法的具体实现过程。重点讨论在选择合理的数据生成过程的前提下，如何在Monte Carlo方法中减少模拟方差，从而提高估计精度，更好地应用这种方法来进行经济预测。     

Real-Time Forecasting With a Mixed-Frequency VAR

This article develops a vector autoregression (VAR) for time series which are observed at mixed frequencies—quarterly and monthly. The model is cast in state-space form and estimated with Bayesian methods under a Minnesota-style prior. We show how to evaluate the marginal data density to implement a data-driven hyperparameter selection. Using a real-time dataset, we evaluate forecasts from the mixed-frequency VAR and compare them to standard quarterly frequency VAR and to forecasts from MIDAS regressions. We document the extent to which information that becomes available within the quarter improves the forecasts in real time. This article has online supplementary materials.     

Forecasting obesity trends in England

Summary.  Forecasts of trends in obesity in England for 2010 are produced by treating the available data, which contain the proportions of the population, categorized by age and sex, falling into different body mass index ranges, as compositional data sets, so that the implicit simplex restrictions are automatically satisfied. Forecasts are calculated by using linear trend models for the log-ratio transformations and are accompanied by prediction regions. The advantages of treating data on proportions compositionally are emphasized and compared with forecasts that have been obtained by ignoring this restriction.     

Uncertainty Quantification in the Ensemble Kalman Filter

The ensemble Kalman filter (EnKF) provides an approximate, sequential Monte Carlo solution to the recursive data assimilation algorithm for hidden Markov chains. The challenging conditioning step is approximated by a linear updating, and the updating weights, termed Kalman weights, are inferred from the ensemble members. The EnKF scheme is known to provide unstable predictions and to underestimate the prediction intervals, and even sometimes to diverge. The underlying cause for these shortcomings is poorly understood. We find that the ensemble members couple in the conditioning procedure and that the coupling increase multiplicatively in the recursive conditioning steps. Under reasonable Gauss‐independence assumptions, exact expressions for this correlation are developed. Moreover, expressions for the precision of the predictions and the downward bias in the empirical variance introduced in one conditioning step are found. These results are confirmed by a Gauss‐linear simulation study. Furthermore, we quantitatively evaluate an alternative, improved EnKF scheme on the basis of transformations of ensemble members under the same Gauss‐independent assumptions. The scheme is compared with the frequently used ensemble inflation scheme.     

Statistical issues in phase III human immunodeficiency virus vaccine trial design

Several scientific questions are of interest in phase III trials of prophylactic human immunodeficiency virus (HIV) vaccines. In this paper we focus on some issues related to evaluating the direct protective effects of a vaccine in reducing susceptibility, VE_S, and its effect on reducing infectiousness, VE_I. An estimation of VE_I generally requires information on contacts between the infective and susceptible individuals. By augmenting the primary participants of an HIV vaccine trial by their steady sexual partners, information can be collected that allows an estimation of VE_I as well as VE_S. Exposure to infection information, however, may be expensive and difficult to collect. A vaccine trial design can include a small validation set with good exposure to infection data to correct bias in a larger, simpler main study with only coarse exposure data. The large main study increases the efficiency of the small validation set. More research into the combination of different levels of information in vaccine trial design will yield more efficient and less biased estimates of the efficacy measures of interest.     

基于DQAF框架的我国统计数据质量管理及改进

本文首先考察了我国现行统计数据生产体系,然后依据国际货币基金组织（IMF）提出的“数据质量评估框架（DQAF）”,分析了目前我国统计数据质量管理方面存在的问题,最后提出了改进建议。     

中国统计数据质量理论研究与实践历程

本文通过对改革开放以来我国统计数据质量理论研究和实践成果的回顾,归纳出三十年来有关统计数据质量的理论研究和实践脉络。在总结三十年来我国统计数据质量说取得的理论与实践成就的基础上,分析了存在的问题及面临的挑战。     

Identifying Dispersion Effects in Robust Design Experiments—Issues and Improvements

The two experimental methods most commonly used for reducing the effect of noise factors on a response of interest Y aim either to estimate a model of the variability (V(Y), or an associated function), that is transmitted by the noise factors, or to estimate a model of the ratio between the response (Y) and all the control and noise factors involved therein. Both methods aim to determine which control factor conditions minimise the noise factors' effect on the response of interest, and a series of analytical guidelines are established to reach this end. Product array designs allow robustness problems to be solved in both ways, but require a large number of experiments. Thus, practitioners tend to choose more economical designs that only allow them to model the surface response for Y. The general assumption is that both methods would lead to similar conclusions. In this article we present a case that utilises a design based on a product design and for which the conclusions yielded by the two analytical methods are quite different. This example casts doubt on the guidelines that experimental practice follows when using either of the two methods. Based on this example, we show the causes behind these discrepancies and we propose a number of guidelines to help researchers in the design and interpretation of robustness problems when using either of the two methods.     

A family of methods for statistical disclosure control

Statistical disclosure control (SDC) is a balancing act between mandatory data protection and the comprehensible demand from researchers for access to original data. In this paper, a family of methods is defined to ‘mask’ sensitive variables before data files can be released. In the first step, the variable to be masked is ‘cloned’ (C). Then, the duplicated variable as a whole or just a part of it is ‘suppressed’ (S). The masking procedure's third step ‘imputes’ (I) data for these artificial missings. Then, the original variable can be deleted and its masked substitute has to serve as the basis for the analysis of data. The idea of this general ‘CSI framework’ is to open the wide field of imputation methods for SDC. The method applied in the I-step can make use of available auxiliary variables including the original variable. Different members of this family of methods delivering variance estimators are discussed in some detail. Furthermore, a simulation study analyzes various methods belonging to the family with respect to both, the quality of parameter estimation and privacy protection. Based on the results obtained, recommendations are formulated for different estimation tasks.     

中国经济普查数据质量评估的改进与完善

 根据官方公布的两次中国经济普查方案和相关数据质量抽查实施办法,本文在分析现有经济普查数据质量评估特点的基础上,具体论述了引入基于事后重复调查的偏差估计、扩展普查登记数据准确性的评估方法、在普查数据质量抽查中采用系统完善的抽样设计等改进措施,期望能够进一步完善经济普查数据质量评估的理论方法。     

Statistical and quality control standards in the U.S

The U.S. standards system is a system of voluntary consensus standards in the private sector. There are more than 750 orgainzations in the U.S. that issue standards. Two very important standards orgainzations are ASTM Committee E-11 on Statistical Methods and ANSI Committee Z-1 on Quality Assurance develop statistical standards, and standards under the jurisdiction of these committees are listed. The most widely-used statistical standards are the standard tables for sampling inspection, which were developed by the U. S. militart, and have been adopted, modifed or revised to appear in various standard systems, both military and civilian, national and international     

Building a National Strategy for Digital Preservation: Issues in Digital Media Archiving

Abstract

Workflow mapping can yield valuable results wherever complex processes are used. Some of its many benefits include knowledge retention, identification of inefficiencies, and more effective decision making. However, despite the promise of improved productivity and stewardship of library resources, tackling diagrams of complex and often long-unexamined workflows can seem too daunting a task to even attempt—at least without the right tool. This review takes a look at the robust features for flowchart creation offered by Lucidchart, a free online software that greatly reduces the challenges of constructing complicated diagrams. Lucidchart’s intuitive interface and built-in library of templates and design elements bring the benefits of visual mapping well within the reach of busy librarians and managers attempting to chart, understand, and streamline workflows in their units.     

Performance of standard imputation methods for missing quality of life data as covariate in survival analysis based on simulations from the International Breast Cancer Study Group Trials VI and VII*

Abstract

Imputation methods for missing data on a time-dependent variable within time-dependent Cox models are investigated in a simulation study. Quality of life (QoL) assessments were removed from the complete simulated datasets, which have a positive relationship between QoL and disease-free survival (DFS) and delayed chemotherapy and DFS, by missing at random and missing not at random (MNAR) mechanisms. Standard imputation methods were applied before analysis. Method performance was influenced by missing data mechanism, with one exception for simple imputation. The greatest bias occurred under MNAR and large effect sizes. It is important to carefully investigate the missing data mechanism.     

Monitoring paper production using a spectral control chart designed to detect in the presence of multiple cycles

In this paper we introduce a spectral control chart that is designed to detect the onset of cyclic behaviour in a process, even in the presence of multiple cycles. This new spectral control chart is based on the periodogram test proposed by Bølviken (1983a, b). While no more difficult to implement than the traditional spectral control based on Fisher's test statistic, this new control chart shows improvement in detecting the presence of compound periodicity, which the chart based on Fisher's test is not designed to handle. This is assessed using Monte Carlo simulations to estimate and compare the average run lengths of several spectral control charts. In addition, the spectral control charts are applied to paper production data, published by Pandit & Wu (1993), in which the stock flow and paper thickness are monitored. The application of the new spectral control chart to the stock flow process detects out-of-control behaviour that is not found using standard control charts. This behaviour, in turn, appears to be related to out-of-control behaviour that is observed in the paper thickness measurements later in the production process.