Composite quantile regression for varying-coefficient single-index models

ABSTRACT

The varying-coefficient single-index model (VCSIM) is a very general and flexible tool for exploring the relationship between a response variable and a set of predictors. Popular special cases include single-index models and varying-coefficient models. In order to estimate the index-coefficient and the non parametric varying-coefficients in the VCSIM, we propose a two-stage composite quantile regression estimation procedure, which integrates the local linear smoothing method and the information of quantile regressions at a number of conditional quantiles of the response variable. We establish the asymptotic properties of the proposed estimators for the index-coefficient and varying-coefficients when the error is heterogeneous. When compared with the existing mean-regression-based estimation method, our simulation results indicate that our proposed method has comparable performance for normal error and is more robust for error with outliers or heavy tail. We illustrate our methodologies with a real example.     

Semiparametric Smooth Coefficient Stochastic Frontier Model With Panel Data

ABSTRACT

We investigate the semiparametric smooth coefficient stochastic frontier model for panel data in which the distribution of the composite error term is assumed to be of known form but depends on some environmental variables. We propose multi-step estimators for the smooth coefficient functions as well as the parameters of the distribution of the composite error term and obtain their asymptotic properties. The Monte Carlo study demonstrates that the proposed estimators perform well in finite samples. We also consider an application and perform model specification test, construct confidence intervals, and estimate efficiency scores that depend on some environmental variables. The application uses a panel data on 451 large U.S. firms to explore the effects of computerization on productivity. Results show that two popular parametric models used in the stochastic frontier literature are likely to be misspecified. Compared with the parametric estimates, our semiparametric model shows a positive and larger overall effect of computer capital on the productivity. The efficiency levels, however, were not much different among the models. Supplementary materials for this article are available online.     

根植统计工作实践，促进统计事业发展 ——新中国政府统计科研工作60年回顾

 60年前,国家统计局的正式成立,标志着新中国政府统计机构正式建成运转。回首60年的历程,统计事业的兴衰与祖国命运紧密联系在一起;而统计科研工作作为整个统计事业的重要组成部分,也在曲折与挑战中不断发展和完善。本文从机构人员、科研活动、科研管理、学会建设和学术期刊等五个方面对政府统计科研工作进行了全面的回顾和梳理。今后统计科研工作仍将致力于统计科学的研究与实践,围绕国家统计局中心工作的同时,充分发挥中国统计学会的桥梁、纽带作用,利用杂志等学术平台,不断加强对全国统计科研工作的组织和管理,为我国统计事业的发展发挥重要作用。     

PES-C,(PP/Bis-T)PES的次级松驰与转变

描述了酚酞型聚芳醚砜(PES-C)的次级松驰和转变与其结构的关系.TBA和动态力学实验结果表明:PES-C及其共聚物(PP/Bis-T)PES分别在0～50℃和-100℃附近呈现出两个次级松驰峰;双酚T单元的引入导致了PES-C在0～50℃之间的次级松驰位置改变.证实了Cardo侧基的存在对-100℃的次级松驰有较大的贡献.     

20世纪阿拉伯人和伊朗人的思想冲突

阿拉伯民族和波斯民族是20世纪存在较多摩擦的中东两大民族。思想上的冲突是阿拉伯人和波斯人产生纷争的一个重要原因。教派分属的差异、阿拉伯民族主义和伊朗民族主义的对立以及泛阿拉伯主义和泛伊斯兰主义的斗争,是阿拉伯人和波斯人思想冲突的主要原因和表现。     

Testing the Only-Child Advantage in Cognitive Development in the Context of China’s One-Child Policy

Population Research and Policy Review - Using data from a recent national survey of approximately 20,000 Chinese middle school students, we tested the difference in cognitive development between...     

京津冀产业联动视角下河北省城市产业定位研究

本文在产业联动的视角下对京津冀的产业联动程度进行了测度,然后根据河北省各城市在强势联动产业上与京津的关联程度,对其产业发展进行了定位研究.     

"十二五"期间中国新农村建设的目标、理念和长效机制

强农惠农、加快社会主义新农村建设是"十二五"期间的一项重要任务,也是整个国家经济社会发展的重要战略.当前新农村建设的主要问题在于:一是新农村建设主要依靠各级政府的财政投入进行推动,农村内生资源和内生性力量的培育相对滞后;二是在快速工业化、城市化浪潮的冲击下,新农村建设面临生产要素流失、农民权利保护缺位的挑战,新农村建设依附于城市化战略.在新的历史时期,推进新农村建设,必须进一步深化农村改革,培育和壮大农村的内生性力量,确立新农村建设与城市化协调共进的关系,为农村经济发展和农民稳定就业提供长效的激励机制、保障机制、自强机制和反哺机制,从而促进农村社会的整体进步.     

我们走在大路上——辽宁交通公路建设十年回望

2013年7月31日,沈阳绕城、阜新至盘锦高速公路建成通车,同时宣告了辽宁高速公路通车总里程突破4000公里!斗转星移,岁月如歌。2003年,国家振兴东北老工业基地的号角正式吹响。这一刻,作为中国重工业基地的龙头,辽宁迎来了再次全新涅槃的历史机遇;这一刻,作为东北和内蒙东部地区的进关出海门户,辽宁凭借得天独厚的区位优势再次闪烁出熠熠的光芒。东北振兴十年,是辽宁省交通建设投资规模最大、建设速度最快、发展质量最好的时