多方发挥物理实验教学的职能作用

当前我国医学教育中物理实验教学存在弱点:对物理教育不重视,实验条件差,仪器、设备陈旧,实验选项过时,实验课时少.针对存在的问题及现状,在现有的条件之内,我们提出了物理实验课的改进措施:认真做好实验准备,发挥教师的主导作用,督查学生亲自动手,利用现有仪器设备,不断改善实验条件,重视教学情况的反馈信息.     

税费运用形式的国际比较及借鉴

探讨与研究各国对税费形式运用的理论原则与操作方式,对指导我国税费形式运用选择、实现政府提出的"费改税"目标具有一定的借鉴作用和启示.目前应加大税收在政府收入以及GDP中所占比例,建立以税收为主、以收费为辅的政府分配机制,清理各种不合理收费,把必要的具有税收性质的收费纳入规范化的税收轨道,并不断完善现行税制.     

A structured framework for assessing sensitivity to missing data assumptions in longitudinal clinical trials

The objective of this research was to demonstrate a framework for drawing inference from sensitivity analyses of incomplete longitudinal clinical trial data via a re‐analysis of data from a confirmatory clinical trial in depression. A likelihood‐based approach that assumed missing at random (MAR) was the primary analysis. Robustness to departure from MAR was assessed by comparing the primary result to those from a series of analyses that employed varying missing not at random (MNAR) assumptions (selection models, pattern mixture models and shared parameter models) and to MAR methods that used inclusive models. The key sensitivity analysis used multiple imputation assuming that after dropout the trajectory of drug‐treated patients was that of placebo treated patients with a similar outcome history (placebo multiple imputation). This result was used as the worst reasonable case to define the lower limit of plausible values for the treatment contrast. The endpoint contrast from the primary analysis was ? 2.79 (p = .013). In placebo multiple imputation, the result was ? 2.17. Results from the other sensitivity analyses ranged from ? 2.21 to ? 3.87 and were symmetrically distributed around the primary result. Hence, no clear evidence of bias from missing not at random data was found. In the worst reasonable case scenario, the treatment effect was 80% of the magnitude of the primary result. Therefore, it was concluded that a treatment effect existed. The structured sensitivity framework of using a worst reasonable case result based on a controlled imputation approach with transparent and debatable assumptions supplemented a series of plausible alternative models under varying assumptions was useful in this specific situation and holds promise as a generally useful framework. Copyright © 2012 John Wiley & Sons, Ltd.     

Linear models that allow perfect estimation

The general Gauss–Markov model, Y = Xβ + e, E(e) = 0, Cov(e) = σ ² V, has been intensively studied and widely used. Most studies consider covariance matrices V that are nonsingular but we focus on the most difficult case wherein C(X), the column space of X, is not contained in C(V). This forces V to be singular. Under this condition there exist nontrivial linear functions of Q′Xβ that are known with probability 1 (perfectly) where ${C(Q)=C(V)^\perp}$ . To treat ${C(X) \not \subset C(V)}$ , much of the existing literature obtains estimates and tests by replacing V with a pseudo-covariance matrix T = V + XUX′ for some nonnegative definite U such that ${C(X) \subset C(T)}$ , see Christensen (Plane answers to complex questions: the theory of linear models, 2002, Chap. 10). We find it more intuitive to first eliminate what is known about Xβ and then to adjust X while keeping V unchanged. We show that we can decompose β into the sum of two orthogonal parts, β = β ₀ + β ₁, where β ₀ is known. We also show that the unknown component of X β is ${X\beta_1 \equiv \tilde{X} \gamma}$ , where ${C(\tilde{X})=C(X)\cap C(V)}$ . We replace the original model with ${Y-X\beta_0=\tilde{X}\gamma+e}$ , E(e) = 0, ${Cov(e)=\sigma^2V}$ and perform estimation and tests under this new model for which the simplifying assumption ${C(\tilde{X}) \subset C(V)}$ holds. This allows us to focus on the part of that parameters that are not known perfectly. We show that this method provides the usual estimates and tests.     

Notes on Test Homogeneity of the Odds Ratio in Matched Pairs Under Stratified Sampling: A Monte Carlo Evaluation

Using Monte Carlo simulation, we compare the performance of five asymptotic test procedures and a randomized permutation test procedure for testing the homogeneity of odds ratio under the stratified matched-pair design. We note that the weighted-least-square test procedure is liberal, while Pearson's goodness-of-fit (PGF) test procedure with the continuity correction is conservative. We note that PGF without the continuity correction, the conditional likelihood ratio test procedure, and the randomized permutation test procedure can generally perform well with respect to Type I error. We use the data taken from a case–control study regarding the endometrial cancer incidence published elsewhere to illustrate the use of these test procedures.     

Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data

This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012 Fu, G., Xu, Q. (2012). Grouping variable selection by weight fused elastic net for multi-collinear data. Communications in Statistics-Simulation and Computation 41(2):205–221.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005 Zou, H., Hastie, T. (2005). Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 67(2):301–320.[Crossref], [Web of Science ®] , [Google Scholar]) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009 Zou, H., Zhang, H. (2009). On the adaptive elastic-net with a diverging number of parameters. Annals of Statistics 37(4):1733–1751.[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]), and a new group variable selection algorithm with oracle property (Fan and Li, 2001 Fan, J., Li, R. (2001). Variable selection via nonconcave penalized likelihood and its oracle properties. Journal of the American Statistical Association 96(456):1348–1360.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]; Zou, 2006 Zou, H. (2006). The adaptive lasso and its oracle properties. Journal of the American Statistical Association 101(476):1418–1429.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) is obtained.     

Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors

In this article, we use bockwise empirical likelihood technique to construct confidence regions for the parameter of the single-index models under negatively associated errors. It is shown that the blockwise empirical likelihood ratio statistic for the parameter of interest is asymptotically χ²-type distributed. The result can be used to obtain confidence regions for the parameter of interest.     

A simple method for constructing confounded designs for mixed factorial experiments

This paper presents the sinplesr procedure that uses wodular aryithmetic for constructing confounded designs for mixed factorial experiments. The present procedure and the classical one for confounding in symmetrical factorial experiments are both at the same mathema.tical level. The present procedure is written for

practitioners and is lllustrared with several examples.