Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics

We propose an influence diagnostic methodology for linear regression models with stochastic restrictions and errors following elliptically contoured distributions. We study how a perturbation may impact on the mixed estimation procedure of parameters in the model. Normal curvatures and slopes for assessing influence under usual schemes are derived, including perturbations of case-weight, response variable, and explanatory variable. Simulations are conducted to evaluate the performance of the proposed methodology. An example with real-world economy data is presented as an illustration.     

女性欲望的分裂与张扬--对张爱玲《心经》中女性形象的再认识

旨在探讨《心经》中独特的女性形象以及张爱玲写此文的深层原因。生活在父权制社会下,男性凝望世界中的女性,渴望直接与男性对话,从而产生异样感情,特殊的母女关系经历了分裂到张扬再到重组的过程,表现出女性在与男性相抗衡的过程中的绝望与疯狂,也隐含作者内心深处的希望。     

An elastic-net penalized expectile regression with applications

To perform variable selection in expectile regression, we introduce the elastic-net penalty into expectile regression and propose an elastic-net penalized expectile regression (ER-EN) model. We then adopt the semismooth Newton coordinate descent (SNCD) algorithm to solve the proposed ER-EN model in high-dimensional settings. The advantages of ER-EN model are illustrated via extensive Monte Carlo simulations. The numerical results show that the ER-EN model outperforms the elastic-net penalized least squares regression (LSR-EN), the elastic-net penalized Huber regression (HR-EN), the elastic-net penalized quantile regression (QR-EN) and conventional expectile regression (ER) in terms of variable selection and predictive ability, especially for asymmetric distributions. We also apply the ER-EN model to two real-world applications: relative location of CT slices on the axial axis and metabolism of tacrolimus (Tac) drug. Empirical results also demonstrate the superiority of the ER-EN model.     

时光·梦想

生活在19世纪的人们,乐于听到工业革命的轰鸣声。他们知道,这是“现代”的召唤。21世纪的我们,现代的我们则渴望着回到自然的怀抱。这是文明的又一道曲线。它从一个欣欣向荣滑到另一个欣欣向荣。而这两个时代都打上了进步的鲜明烙印,都同样是我们光荣的、关于自身、关于梦想的珍贵记忆。如果好奇于日常生活中的周遭事务,并执着于探求它们的来源,我们会惊奇地发现:时常光顾的超市、购物中心、度假村、俱乐部,始于世界博览会;电视机、留声机、电灯,在世博会上首次展出;甚至第一台纺织机、第一架飞机竟也是从世博会步入我们的生活。“一切始于…     

A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression

The smooth integration of counting and absolute deviation (SICA) penalty has been demonstrated theoretically and practically to be effective in nonconvex penalization for variable selection and parameter estimation. However, solving the nonconvex optimization problem associated with SICA penalty in high-dimensional setting remains to be enriched, mainly due to the singularity at the origin and the nonconvexity of the SICA penalty function. In this paper, we develop a fast primal dual active set (PDAS) with continuation algorithm for solving the nonconvex SICA-penalized least squares in high dimensions. Upon introducing the dual variable, the PDAS algorithm iteratively identify and update the active set in the optimization using both the primal and dual information, and then solve a low-dimensional least square problem on the active set. When combined with a continuation strategy and a high-dimensional Bayesian information criterion (BIC) selector on the tuning parameters, the proposed algorithm is very efficient and accurate. Extensive simulation studies and analysis of a high-dimensional microarray gene expression data are presented to illustrate the performance of the proposed method.     

A comparative study of confidence intervals to assess biosimilarity from analytical data

Assessment of analytical similarity of tier 1 quality attributes is based on a set of hypotheses that tests the mean difference of reference and test products against a margin adjusted for standard deviation of the reference product. Thus, proper assessment of the biosimilarity hypothesis requires statistical tests that account for the uncertainty associated with the estimations of the mean differences and the standard deviation of the reference product. Recently, a linear reformulation of the biosimilarity hypothesis has been proposed, which facilitates development and implementation of statistical tests. These statistical tests account for the uncertainty in the estimation process of all the unknown parameters. In this paper, we survey methods for constructing confidence intervals for testing the linearized reformulation of the biosimilarity hypothesis and also compare the performance of the methods. We discuss test procedures using confidence intervals to make possible comparison among recently developed methods as well as other previously developed methods that have not been applied for demonstrating analytical similarity. A computer simulation study was conducted to compare the performance of the methods based on the ability to maintain the test size and power, as well as computational complexity. We demonstrate the methods using two example applications. At the end, we make recommendations concerning the use of the methods.     

政府俘获理论的比较分析——芝加哥学派与弗吉尼亚学派

芝加哥学派和弗吉尼亚学派是公共选择理论的两个重要学派,它们都从经济学角度对规制领域中的政府俘获问题(或利益集团问题)进行了深入研究,提出了规制机构为特殊利益集团服务的观点。但是,二者在理论假设、研究内容、研究方法、竞争影响、租金耗散等问题上观点迥异,从而形成20世纪七八十年代政府俘获理论研究上的不同派别。     

修德而后可讲学——论《明儒学案》的精神

长期以来,学界主要从哲学、学术史、体例学等方面来研究《明儒学案》,很少有人从修德角度来探讨《明儒学案》。其实黄宗羲的创作宗旨在于修德,《明儒学案》的精神是“修德而后可讲学”。围绕着修德,黄宗羲从三方面来评论明代学术:一是修德重在自得,学术要在自家身心上生根。二是修德深浅关乎学术深浅。判断学术深浅要考察其圆融性和深刻性。圆融性要求说话前后一贯,理论没有矛盾。深刻性可以从如何解决本体与工夫,从如何回答理-心凑泊、儒-释分别这两个问题,从如何进行学术辩论,从如何讨论同一个话题这四方面看出。三是修德具有效果,可以使人坦然面对贫穷、危险、死亡,可以“所过者化”。本文通过考察黄宗羲对明儒学术的评论,再现了黄宗羲修德的深浅,建构了黄宗羲的修德理论,同时期望引起现代学者能对自己的学术研究进行深刻反思。     

On high fertility rates in developing countries: birth limits, birth taxes, or education subsidies?

In this paper, we consider two types of population policies observed in practice: birth limits and birth taxes. We find that both achieve very similar equilibrium solutions if tax revenue finances lump-sum transfers. By reducing fertility and promoting growth, both birth policies may achieve higher welfare than conventional education subsidies financed by income taxes. A birth tax for education subsidies can achieve the first-best solution. The welfare gain of the first-best policy may be equivalent to a massive 10–50% rise in income, depending on the degree of human capital externalities and the elasticity of intertemporal substitution.      

中国高龄老年人口生活质量研究

本文从《中国高龄老人健康长寿调查数据集 (1998)》所提供的资料中筛选出有关生理健康、心理健康、日常生活功能和社会完好性等四个方面的评价指标 ,将这些指标的加权值进行量化处理。发现中国高龄老年人口总体生活质量的平均等级分最高 ,生理健康的平均等级分最低 ,心理健康与日常生活功能的平均等级分居中。同时 ,还发现中国男性高龄老人生活质量的平均等级分高于女性高龄老人 ;80— 90岁组生活质量的平均等级分高于 90— 99级老人 ,更高于 10 0— 10 5岁级老人 ;城镇高龄老人生活质量的平均等级分高于农村高龄老人。