A nonparametric maximum likelihood approach for survival data with observed cured subjects,left truncation and right-censoring

We consider observational studies in pregnancy where the outcome of interest is spontaneous abortion (SAB). This at first sight is a binary ‘yes’ or ‘no’ variable, albeit there is left truncation as well as right-censoring in the data. Women who do not experience SAB by gestational week 20 are ‘cured’ from SAB by definition, that is, they are no longer at risk. Our data is different from the common cure data in the literature, where the cured subjects are always right-censored and not actually observed to be cured. We consider a commonly used cure rate model, with the likelihood function tailored specifically to our data. We develop a conditional nonparametric maximum likelihood approach. To tackle the computational challenge we adopt an EM algorithm making use of “ghost copies” of the data, and a closed form variance estimator is derived. Under suitable assumptions, we prove the consistency of the resulting estimator which involves an unbounded cumulative baseline hazard function, as well as the asymptotic normality. Simulation results are carried out to evaluate the finite sample performance. We present the analysis of the motivating SAB study to illustrate the advantages of our model addressing both occurrence and timing of SAB, as compared to existing approaches in practice.     

Statistical inference on censored data for targeted clinical trials under enrichment design

For the traditional clinical trials, inclusion and exclusion criteria are usually based on some clinical endpoints; the genetic or genomic variability of the trial participants are not totally utilized in the criteria. After completion of the human genome project, the disease targets at the molecular level can be identified and can be utilized for the treatment of diseases. However, the accuracy of diagnostic devices for identification of such molecular targets is usually not perfect. Some of the patients enrolled in targeted clinical trials with a positive result for the molecular target might not have the specific molecular targets. As a result, the treatment effect may be underestimated in the patient population truly with the molecular target. To resolve this issue, under the exponential distribution, we develop inferential procedures for the treatment effects of the targeted drug based on the censored endpoints in the patients truly with the molecular targets. Under an enrichment design, we propose using the expectation–maximization algorithm in conjunction with the bootstrap technique to incorporate the inaccuracy of the diagnostic device for detection of the molecular targets on the inference of the treatment effects. A simulation study was conducted to empirically investigate the performance of the proposed methods. Simulation results demonstrate that under the exponential distribution, the proposed estimator is nearly unbiased with adequate precision, and the confidence interval can provide adequate coverage probability. In addition, the proposed testing procedure can adequately control the size with sufficient power. On the other hand, when the proportional hazard assumption is violated, additional simulation studies show that the type I error rate is not controlled at the nominal level and is an increasing function of the positive predictive value. A numerical example illustrates the proposed procedures. Copyright © 2013 John Wiley & Sons, Ltd.     

辅以排序集样本的分层抽样方法研究

分层抽样中,样本在各层中的不同获取方式会对估计量的精度和试验费用产生一定的影响,而已有的理论方法大多不能在提高精度的同时降低调查费用。为此,将排序抽样与分层抽样方法相结合,提出了辅以排序集样本的分层抽样方案,并得到了总体均值的估计量以及这一估计量的良好性质。这些结果表明,与单一的分层随机抽样相比,这种抽样设计的估计量具有更高的精度,同时也节约了各层抽样调查的费用。     

流动人口女性个体的生育间隔影响因素研究——基于2016年全国流动人口动态监测调查数据

本文采用2016年全国流动人口动态监测调查数据,运用半参数Cox回归对我国流动人口的生育间隔进行分析。结果发现：第一,不仅人口流动会延迟女性的生育时间,而且受教育水平的提高对女性的婚育间隔、第一次生育间隔均有显著的延迟效应。第二,结婚年龄越大,婚后越有可能选择尽早生育,且不同初婚时间对生育间隔的影响差异明显。同时,参加医疗保险对婚育间隔存在显著的缩短效应,而参加生育保险对生育间隔存在显著的延迟效应。越有经济实力以及在工作中担任重要职位的女性越有可能扩大生育间隔;而随着婚育间隔的扩大,第一次生育间隔反而会缩短。第三,初育子女的性别对第一次生育间隔的影响存在显著差异,即若初次生育为女性,则第一次生育间隔会缩短。第四,根据生育政策效果分析发现,放开生育政策虽无法促使女性缩短婚育间隔,但会明显缩短第一次生育间隔。     

Reliability analysis for gap null gate based on model comparison criterion

The length of the gap is the key factor affecting its reliability. Based on the mechanism of the gap null gate, this paper regards the two endpoint thresholds of the gap length as bivariate random variables and establishes successful response models. Score test statistic is presented to test the correlation coefficient. The DIC criterion is also provided to compare the models. With the experimental data of the gap null gate, we build Probit model and Logit model as the successful response models, and prove that the correlation coefficients in the both models can be regarded as 0. By comparing the DIC value, we find that the Probit model is more suitable to describe the distribution of the endpoint thresholds of the reliability window. Finally, both the point estimation and interval estimation results of the reliability window are given to illustrate the feasibility of the method shown in the paper.     

Shrinkage and penalized estimators in weighted least absolute deviations regression models

In this paper, we consider the estimation problem of the weighted least absolute deviation (WLAD) regression parameter vector when there are some outliers or heavy-tailed errors in the response and the leverage points in the predictors. We propose the pretest and James–Stein shrinkage WLAD estimators when some of the parameters may be subject to certain restrictions. We derive the asymptotic risk of the pretest and shrinkage WLAD estimators and show that if the shrinkage dimension exceeds two, the asymptotic risk of the shrinkage WLAD estimator is strictly less than the unrestricted WLAD estimator. On the other hand, the risk of the pretest WLAD estimator depends on the validity of the restrictions on the parameters. Furthermore, we study the WLAD absolute shrinkage and selection operator (WLAD-LASSO) and compare its relative performance with the pretest and shrinkage WLAD estimators. A simulation study is conducted to evaluate the performance of the proposed estimators relative to that of the unrestricted WLAD estimator. A real-life data example using body fat study is used to illustrate the performance of the suggested estimators.     

非参数随机条件持续期模型及其迭代算法

 随机条件持续期（SCD）模型能有效刻画超高频时间序列中持续期的变化,但该模型假定期望持续期生成机制固定,且模型参数估计存在一定的困难。文章在不假定条件均值形式和冲击项分布的基础上结合核估计方法提出了非参数SCD模型及其迭代求解方法。然后,基于TEACD(1,1)模型生成的模拟数据,将非参数SCD模型与用卡尔漫滤波进行伪似然估计的参数SCD模型和用Gibbs抽样进行马尔科夫蒙特卡罗估计的参数SCD模型的拟合效果进行比较,实证表明在大样本条件下非参数SCD模型的拟合效果与用MCMC估计的参数SCD模型的拟合结果相差不大,但明显优于用QML估计的参数SCD模型的拟合结果,且非参数SCD模型能为参数SCD模型的参数设定提供参考。     

中国产业结构变动与就业水平的实证研究

文章运用时间序列和计量模型研究了中国产业结构与就业水平之间的发展关系.首先运用格兰杰因果检验分析了第一、二、三次产业的产值与其就业之间的因果影响关系,继而从产值与就业两个角度定量分析了第一、二、三次产业各自对总就业水平的贡献,得出结论:第一产业和第三产业是劳动力就业的决定因素,而第二产业不是就业的决定因素;从产值角度来看,第三产业对劳动力就业的贡献最大,从就业角度来看,第一产业的就业对总体就业水平的贡献最高,其次是第三产业,而第二产业的就业对总体就业水平的贡献最小.最后根据研究结论提出相应的建议措施.     

脱实向虚和金融强监管对金融实体行业间极端风险关联的影响

随着金融机构影子银行业务的扩张和部分实体企业“脱实向虚”倾向的加剧,金融与实体经济的联系愈发紧密,对于极端风险的研究不应只局限于金融体系内部。故此,本文首先基于行业指数日度数据与五分钟高频数据测算行业风险价值,其次利用Elastic-Net-VHAR模型构建金融实体极端风险网络进行动态演化分析,最后研究实体与金融行业间风险溢出水平的影响因素。结果显示:第一,基于横截面维度,材料和工业行业在网络中居于中心位置,金融行业的风险净溢出水平为负;第二,2017年金融强监管政策开启后,网络整体密度明显下降,实体行业对金融行业风险输出水平降低,而金融行业对实体行业风险输出水平略有提升;第三,面板回归结果显示,实体行业“脱实向虚” 程度显著提升了实体与金融行业之间双向风险溢出水平,并且在金融强监管与双向风险溢出水平之间起到了正向调节效应。根据上述结论,建议监管层进一步推进金融强监管政策,注意金融监管政策与供给侧结构性改革政策之间的配合,还应特别重视对实体企业金融化规模进行严格监控,更加有效地防范系统性风险。     

A bootstrap procedure in linear regression with nonstationary errors

In the context of linear regression with dependent and nonstationary errors, the classical moving-block bootstrap (MBB) fails to capture the nonstationarity of the errors. A new bootstrap procedure called the blocking external bootstrap (BEB) is proposed to overcome the problem. The consistency of the BEB in estimating the variance of the least-squares estimator is studied in the case of α-mixing and nonstationary sequence of errors. It is shown that the BEB only achieves partial correction if the block size is fixed. Complete consistency is achieved by the BEB when the block size is allowed to go to infinity. We also study the first-order consistency of the least squares estimator based on the BEB. A simulation study is carried out to assess the performance of the BEB versus the MBB in estimating the variance of the least-squares estimator. Finally, some open problems are discussed.     

中国国家价值链：区域关联特征与增加值收益变化

本研究通过1997、2002、2007、2012年中国区域间投入产出表,从中间品关联、增加值关联、投入产出关联三方面的视角度考察了中国8大区域间的国家价值链（NVC）现状及其演变趋势,并测算了不同地区参与NVC的增加值收益变化。研究发现,无论是中间品关联,还是增加值关联,中国8大区域间的关联程度总体呈现上升趋势,当然,不同地区也呈现分化现象：西北、京津、中部地区的国内中间品关联指数更高一些,而东北与东南沿海地区的该指数更低一些;京津、西北地区的增加值后向关联指数较大,而中部地区与北部沿海地区的增加值前向关联指数较大。从投入产出关联视角看,中国8大区域的上游度指数与下游度指数在1997年时均超过2,而且1997-2012年间,更多地区的上、下游度指数呈现上升态势。当然,从区域的角度考察,中国国内价值链不具有明显的“微笑曲线”特征。从参与NVC的增加值获益率上看,则是内陆地区普遍高于沿海地区,但随着参与GVC程度的增加,各地区从参与NVC的增加值获益率有下降的趋势。     

基于计量模型的西部农业投入产出效率研究

通过构建西部农业投入产出的指标体系和建立西部农业投入产出效率的综合计量模型,研究了西部农业投入产出之间的相关关系和联动效应。研究结果表明：西部农业人力投入、财力投入对农业价值量产出贡献度基本一致,西部农业人力投入对农业实物量产出贡献度较高。     

陕西省期刊业发展水平综合评价

陕西省是一个期刊出版和消费大省,评价本地区期刊业综合发展状况,对深化期刊业改革、加快其发展步伐具有重要的现实意义.在分析陕西省期刊业现状的基础上,利用综合指数法对全国各省区期刊业发展水平进行综合评价,评价结果为:陕西省期刊业发展水平总体上排在全国第8位,排名靠前,但与其他期刊业发达省份差距较大;利用聚类分析法对全国31个省区进行分层,也说明陕西省期刊业仍属于发展水平较低的省份.为此,提出改革出版管理体制、创建期刊品牌、实现多媒体发展、提高人均阅读率、发挥科教文化优势等建议,以期加快陕西省期刊业的发展.     

Bayesian inference and prediction analysis of the power law process based on a natural conjugate prior

Under a natural conjugate prior with four hyperparameters, the importance sampling (IS) technique is applied to the Bayesian analysis of the power law process (PLP). Samples of the parameters of the PLP are obtained from IS. Based on these samples, not only the posterior analysis of parameters and some parameter functions in the PLP are performed conveniently, but also single-sample and two-sample prediction procedures are constructed easily. Furthermore, the sensitivity of the posterior mean of the parameter functions in the PLP is studied with respect to the hyperparameters of the natural conjugate prior and it can guide the selections of the hyperparameters directly. Coupled this sensitivity with the relations between the prior moments and the hyperparameters in the natural conjugate prior, it is possible to give directions about the selections of the prior moments to a certain degree. After some numerical experiments illustrate the rationality and feasibility of the proposed methods, an engineering example demonstrates its application.     

非正规部门角色定位与发展机理：基于机构部门的考察

主流观点视非正规部门为劳动力市场分割的弱势部分,政府亦将劳动力市场的正规化当作近年来的政策目标。本文基于国民经济机构部门视角考察并分析了我国非正规部门的发展机理。周期性反应函数的估计结果并不支持主流观点认可的市场分割假说,“不对称的逆周期”发展轨迹暗示着非正规部门内部并非同质,而存在“高层非正规部门”和“低层非正规部门”的分化。面对在衰退期比繁荣期更为敏感的特征,我们提出了一种理论假说,即非正规部门发展是受经济周期与正规部门后向关联效应相互作用的一个可解释的结果。进一步地,利用投入产出表的相关数据证实了上述假说。     

Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W,LR and LM tests

The shrinkage preliminary test ridge regression estimators (SPTRRE) based on the Wald (W), the likelihood ratio (LR) and the Lagrangian multiplier (LM) tests are considered in this paper. The bias and the risk functions of the proposed estimators are derived. The regions of optimality of the estimators are determined under the quadratic risk function. Under the null hypothesis, the SPTRRE based on LM test has the smallest risk, followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameter moves away from the subspace of the restrictions. The conditions of superiority of the proposed estimator for both ridge and departure parameters are discussed. The optimum choice of the level of significance becomes the traditional choice by using the W test for all non-negative ridge parameters.     

利润最大化区位理论与广州高房价的根源

本文利用利润最大化区位理论,建立房价模型,实证研究广州房价持续上涨的根源。发现影响房价的主要因素是住房供给的短缺,次要原因是高成本以及严重的贫富分化。其体制根源在于自由竞争的地产需求市场与计划经济的地产供给市场之间的矛盾,政策根源在于政府变为“经济人”,一味经营城市,经济根源在于因竞争和权力垄断所导致的产业分化,社会根源在于广州市民不合理的住房消费习惯。因而,近期来讲,加大土地供给、改革土地出让方式、实行房地产累进累退税是抑制房价的关键,从长远来讲,要建立自由竞争的地产供给市场,变“经济人”政府为服务性政府,优化产业结构,取消“国字头”行业特权。     

劳动力成本上升与中国制造业转移

制造业合理有序的转移对于我国经济的稳定平衡发展具有重要意义。本文使用1998-2013年中国工业企业数据库加总得到的城市层面制造业数据和最低工资代表的劳动力成本数据,首次考察了最低工资与制造业空间分布的因果关系。研究结果表明,最低工资标准的提高降低了城市制造业产值的份额、就业人数份额和规模以上企业数目份额,并推动制造业就近转移。同时,最低工资对制 造业份额的影响存在着明显的异质性,资本密度越高和国有企业占比越多的地区制造业份额受影响越小。进一步的机制检验发现,最低工资标准的上升抑制新企业的设立,促进企业跨区域资本配置和推动企业退出。本文的研究结论有助于厘清劳动力成本上升对制造业空间分布的影响效应,为制造业在区域间的分布和转移提供了重要的政策借鉴。     

speed of covergence to the extreme value distributions on their probability ploting parers

The speed of convergence of the distribution of the normalized maximum, of a sample of independent and identically distributed random variables, to its asymptotic distribution is considered in this article. Assuming that the cumulative distribution function of the random variables is known, the error committed replacing the actual distribution of the normalized maximum by its asympotic distribution is studied. Instead of using the arithmetical scale of probabilities, we measure the difference between the actual and asympotic distribution in terms of the double-log scale used for building the probability plotting paper for the the latter. We demonstrate that the difference between the double-log values corresponding to two probabilities in the upper tail is almost exactly equal to the logarithm of the distribution may not be uniform in this double-log scale and that the difference between the actual and asymptotic distributions, on the probebility plotting paper, may be a logarithmic, power, or even exponential function in the upper tail when the latter distribution is of Fisher-Tippett type I, but that difference is at most logarithmic in the upper tail for type II and III distributions. This fact is exploited to obtain transformed variables that converge tothe asymptotic distribution faster than the original variable on the probabilites plotting paper     

In dispraise of the exact test: Do the marginal totals of the 2X2 table contain relevant information respecting the table proportions?

The use of the “exact test” with the 2X2 table that records the observations obtained in a comparative trial has been widely considered to be the paradigm of statistical tests of significance. This is attributable to the fact that it is based on the theories of R.A. Fisher and as a result has acquired the sobriquet ‘exact’.The Fisherian basis of the exact test, that the marginal totals are “ancillary statistics,” and therefore provide no information respecting the configuration of the body of the table is shown to be incorrect.The exact test for the one-sided case is compared with the normal test for the nominal significance levels P=0.05 and P=0.01. It is shown by direct computation that the effective level is closer to the nominal level with the normal test than with the exact test, and that the power of the normal test is considerably larger than the power of the exact test, the increased power exceeding the change of effective level.It is concluded that the exact test should not be used in preference to the normal test.