Estimating the underlying change in unemployment in the UK

By setting up a suitable time series model in state space form, the latest estimate of the underlying current change in a series may be computed by the Kalman filter. This may be done even if the observations are only available in a time-aggregated form subject to survey sampling error. A related series, possibly observed more frequently, may be used to improve the estimate of change further. The paper applies these techniques to the important problem of estimating the underlying monthly change in unemployment in the UK measured according to the definition of the International Labour Organisation by the Labour Force Survey. The fitted models suggest a reduction in root-mean-squared error of around 10% over a simple estimate based on differences if a univariate model is used and a further reduction of 50% if information on claimant counts is taken into account. With seasonally unadjusted data, the bivariate model offers a gain of roughly 40% over the use of annual differences. For both adjusted and unadjusted data, there is a further gain of around 10% if the next month's figure on claimant counts is used. The method preferred is based on a bivariate model with unadjusted data. If the next month's claimant count is known, the root-mean-squared error for the estimate of change is just over 10000.     

On the potential in the estimation of linear functions in regression

New aspects of potential in Cook's Influence measure for linear combinations are explored. It is shown that this potential can be considered as a case influence measure in the scatter of estimated combinations. The potential is related to precise estimation directions and multicollinearity concepts; It Is also used as a basis for selection of new cases.     

Estimating the parameter in the Pauling equation

Four procedures are suggested for estimating the parameter ‘a’ in the Pauling equation:

e-X/a+e ? Y/a = 1.

The procedures are: using the mean of individual solutions, least squares with Y the subject of the equation, least squares with X the subject of the equation and maximum likelihood using a statistical model. In order to compare these estimates, we use Efron's bootstrap technique (1979), since distributional results are not available. This example also illustrates the role of the bootstrap in statistical inference.     

Estimation of the parameter in the problem of the nile

Estimation of the parameter in the problem of the Nile is treated as a decision problem with squared error loss, It is shown that the minimum risk scale equivariant estimator dominates the incomplete sufficient unbiased estimators considered by Iwase and Seto, Sharper bounds for the equivariant estimator are derived which may be used to obtain the values of the same from the sample with sufficient accuracy.     

我国统计学高等教育与学科建设若干问题研究

统计学是 2 0世纪人类取得突出成就的学科之一 ,可是目前我国统计学专业高等教育和学科建设面对的现实却很严峻 :随着企业纷纷裁减合并统计从业人员 ,撤消专职统计岗位以及政府统计部门机构精简、编制压缩 ,传统的社会经济统计在市场选择中处于尴尬地位 ;高校统计学专业生源锐减 ,毕业生就业困难 ;社会经济统计学专业发展步履维艰 ,令人困惑 ;在国家颁布实施的学科分类体系中 ,统计学的归属问题分歧较大 ,引发许多争论。如国家技术监督局制定的ＧＢ Ｔ1 4745- 96《学科分类与代码》中 ,统计学作为与经济学并列的一级学科 ,归入哲学与人文科…     

Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques

We are concerned in this article with the estimation of the degree of dependence between the observations of the monthly temperatures in the northern hemisphere from 1854 to 1989 by means of using fractionally integrated semi-parametric techniques. We use several estimation procedures proposed by P. M. Robinson in a number of papers, and the results indicate that the order of integration of the series is around 0.37, implying that the time series is stationary but with long memory behaviour. Separating the data in two subsamples (1854-1921 and 1922-89), the results show that there has been an increase in the degree of dependence across time by about 0.05-0.10, the order of integration oscillating around 0.3 (0.35) for the time period 1854-1921, and around 0.35 (0.40) for the period 1922-89.     

构建新时代现代化统计调查体系的问题研究

通过总结中国现行统计调查体系存在的问题,对统计调查制度与方法等相关环节问题进行研究,提出建立一套与新时代中国特色社会主义相适应的现代化统计调查体系。这套体系将传统的统计调查方法与新式电子化记录的大数据有效融合使用,注重大数据与抽样调查数据及其推断估计方法的结合,在不显著增加整体调查经费的前提下,更加准确、及时、全面和连续地产生各类宏观时间序列调查数据和微观纵向调查数据,推进中国政府统计管理体制的深化改革与发展。     

Estimation of regression parameters in the presence of outliers in the response

In this paper, we consider a regression model with non-spherical covariance structure and outliers in the response. The generalized least squares estimator obtained from the full data set is generally not used in the presence of outliers and an estimator based on only the non-outlying observations is preferred. Here we propose as an estimator a convex combination of the full set and the deleted set estimators and compare its performance with the other two.     

多阶模型在地区消费差异研究中的应用

 当组间差异显著时，应该运用多阶模型纳入更高阶的场景变量进行分析。对2007年广东省11市7县、区的1600个家庭的消费数据研究表明，不同城市之间居民的消费水平、边际消费倾向都存在显著差异。文章引入微观层面的家庭人均可支配收入（PDI）和是否拥有住房（HOUSE）虚拟变量来解释微观层面的家庭消费差异；引入宏观层面的地区人均可支配收入（GPDI）和是否为发达地区（D）虚拟变量作为场景变量解释家庭消费跨地区的差异。实证结果表明，微观层面变量对家庭消费差异（组内差异）的解释程度达48％以上，两个场景变量对城镇居民消费跨地区差异（组间差异）的解释程度达99％以上。     

Women in the nation

A selection of statistical data on women in the former Soviet Union is presented for the years 1979, 1989, 1990, and 1991. The data concern number of women by republic and by age group; marriage, divorce, and birth rates; number of household members and singles; infant mortality; abortion and natality; life expectancy; single mothers; education; and employment.     

Blowing in the wind

Part of the answer to rising energy needs and costs may literally be blowing in the wind. Among sustainable sources of electricity, only wind energy has the capacity and technology needed to compete in the open marketplace. The largest onshore wind farm in Europe is being built in Scotland, the largest in the USA is planned for southern California, and the biggest offshore wind farm production in the world is slated for the Thames Estuary. But wind is intermittent. Marc Genton and Amanda Hering explain how advanced statistical techniques will enable wind energy to be more efficiently incorporated into the electrical grid.     

Bastardy in the UK

Joseph Fletcher's monumental articles "Moral and educational statistics of England and Wales" were introduced as "a few facts illustrative of the moral and intellectual condition of the English people", but went on to 237 pages of analysis and discussion of data on, for example, education, crime, "improvident marriages", bastardy, pauperism and savings. The data are reported for individual counties and are notable for their illustration with early examples of shaded maps of relative rates.     

Women in the USSR

This is a selection of statistical data on women in the USSR; it covers the period 1970-1989. Tabular data are provided on the number of women by Union republic; the number of women and men by age group and rural or urban area; women's educational levels, sources of income, and occupations; family size for the whole country and for rural and urban areas; women's marital status by age; marriages and divorces; divorce by women's education, age, and number of children; birth rate by Union republic and by nationality; abortion and childbirth for selected years and by Union republic; maternal deaths by Union republic; infant deaths; and female life expectancy.     

Women in the USSR

This is a selection of statistical data on women from the 1989 Soviet census. The data include total female population by republic; rural and urban female population; women's age distribution, income, labor force participation, educational status, and life expectancy; marriage and divorce; birth weight of children born to unmarried women; induced abortion; maternal mortality; and infant mortality.     

Statistical materials: the family in the USSR

Statistical data are presented on the family in the USSR. Data from the 1979 census are included on number of families and their distribution by size; distribution of families by size and type, social class, and nationality; number of families including members of different nationalities, 1959-1979; number of marriages and divorces, 1960-1981; changes in age at marriage, 1960-1981; and distribution of births by age of mother, 1969-1970, 1974-1975, and 1980-1981.     

Testing the Normality Assumption in the Tobit Model

This paper examines a number of statistics that have been proposed to test the normality assumption in the tobit (censored regression) model. It argues that a number of commonly proposed statistics can be interpreted as different versions of the Lagrange multiplier, or score, test for a common null hypothesis. This observation is useful in examining the Monte Carlo results presented in the paper. The Monte Carlo results suggest that the computational convenience of a number of statistics is obtained at the cost of poor finite sample performance under the null hypothesis.