Semiparametric transformation models for multivariate panel count data with dependent observation process

This article discusses regression analysis of multivariate panel count data in which the observation process may contain relevant information about or be related to the underlying recurrent event processes of interest. Such data occur if a recurrent event study involves several related types of recurrent events and the observation scheme or process may be subject-specific. For the problem, a class of semiparametric transformation models is presented, which provides a great flexibility for modelling the effects of covariates on the recurrent event processes. For estimation of regression parameters, an estimating equation-based inference procedure is developed and the asymptotic properties of the resulting estimates are established. Also the proposed approach is evaluated by simulation studies and applied to the data arising from a skin cancer chemoprevention trial.     

THE DUALITY DIAGRAM IN DATA ANALYSIS: EXAMPLES OF MODERN APPLICATIONS

Today's data-heavy research environment requires the integration of different sources of information into structured datasets that can not be analyzed as simple matrices. We introduce an old technique, known in the European data analyses circles as the Duality Diagram Approach, put to new uses through the use of a variety of metrics and ways of combining different diagrams together. This issue of the Annals of Applied Statistics contains contemporary examples of how this approach provides solutions to hard problems in data integration. We present here the genesis of the technique and how it can be seen as a precursor of the modern kernel based approaches.     

Simultaneous marginal survival estimators when doubly censored data is present

A doubly censoring scheme occurs when the lifetimes T being measured, from a well-known time origin, are exactly observed within a window [L, R] of observational time and are otherwise censored either from above (right-censored observations) or below (left-censored observations). Sample data consists on the pairs (U, δ) where U = min{R, max{T, L}} and δ indicates whether T is exactly observed (δ = 0), right-censored (δ = 1) or left-censored (δ = −1). We are interested in the estimation of the marginal behaviour of the three random variables T, L and R based on the observed pairs (U, δ). We propose new nonparametric simultaneous marginal estimators [^(S)]_T, [^(S)]_L{\hat S_{T}, \hat S_{L}} and [^(S)]_R{\hat S_{R}} for the survival functions of T, L and R, respectively, by means of an inverse-probability-of-censoring approach. The proposed estimators [^(S)]_T, [^(S)]_L{\hat S_{T}, \hat S_{L}} and [^(S)]_R{\hat S_{R}} are not computationally intensive, generalize the empirical survival estimator and reduce to the Kaplan-Meier estimator in the absence of left-censored data. Furthermore, [^(S)]_T{\hat S_{T}} is equivalent to a self-consistent estimator, is uniformly strongly consistent and asymptotically normal. The method is illustrated with data from a cohort of drug users recruited in a detoxification program in Badalona (Spain). For these data we estimate the survival function for the elapsed time from starting IV-drugs to AIDS diagnosis, as well as the potential follow-up time. A simulation study is discussed to assess the performance of the three survival estimators for moderate sample sizes and different censoring levels.     

基于2007年投入产出表的我国投资乘数测算和变动分析

 本文对固定资产投资乘数、凯恩斯投资乘数和投入产出投资乘数等三种投资乘数进行了测算分析,结果表明近年来我国投资乘数并没有发生大幅度下降,对经济增长的拉动贡献较大。通过对4万亿投资计划的具体测算,表明投资对拉动内需和抵御外部冲击发挥了巨大作用。作为发展中国家,保持较高的投资增速是经济可持续发展的必要条件,未来投资仍将是拉动我国经济增长的主要动力。但应当积极调整投资结构,避免产能过剩、抑制房地产价格上涨,提高投资效率。     

国际金融危机就业效应的投入产出分析

 本文分别利用2007年非竞争型投入占用产出模型和引入非线性因子的局部非线性投入产出模型,从受国际金融危机影响最为直接的出口、投资角度出发,测算了国际金融危机对我国就业的影响。测算结果显示：在最近一年金融危机对我国就业影响是逐步加剧的;重点行业影响较为集中;由于我国宏观调控政策的及时准确,刺激经济计划的有效实施在很大程度上抵消了金融危机的影响;同时,非线性就业弹性能够更准确的反应行业产值和就业人数之间的非线性关系,将其引入投入产出经典模型能使模型更好地反映真实经济情况。     

国家调控市场 市场导向企业——宏观管理与微观搞活有机结合的模式探讨

党的十二届三中全会科学地总结了建国以来我国经济建设的经验教训和十一届三中全会以后我国经济体制改革的成绩,作出了社会主义经济是建立在生产资料公有制基础上的有计划的商品经济的科学论断,指出:“商品经济的充分发展,是社会经济发展不可逾越的阶段,是实现我国经济现代化的必要条件。”这就为我国经济体制改革指明了正确的方向和目     

发挥统计科研在统计改革发展中的超前导向作用

随着我国经济、社会和科技的迅猛发展以及改革开放的不断深入,理论创新、制度创新与技术创新已经成为各项事业发展的主导因素.统计事业的发展也同样如此,社会主义市场经济体制的建立和完善、科学发展观的贯彻实施、和谐社会的努力构建,都需要科学的统计来反映和衡量.     

对关于统计推断性质的十四个难以理解和有待澄清的问题的思考（下）

十四、概率上限和概率下限在理论和实际中有什么作用?　　由于具体的或认识上的概率的上、下限产生于不同的环境,短语概率“上限”和概率“下限”可以从不同的角度来解释。在格罗宁根,从20世纪70年代中期以来,就有一种对后验概率构造置信区间的传统[126,4]。在罗吉斯蒂回归中,即使对比例风险回归模型,也可得到类似的结果,见[70,17]。标准误和置信限加深了评估中涉及的统计不确定性的印象。除了这些统计不确定性外,还存在系统误差引起的不确定性:参数模型在某种程度上总是错误的。因此将精力集中在这些统计不确定性上多少是一种误导。然而在…     

呆坏账核算的修订及其对我国核算影响的研究——1993年SNA修订问题研究系列之七

一、问题的提出1997年亚洲金融危机后,许多国家的银行和政府出现了大量的呆坏账,因此,泰国当局向国际国民核算工作组(ISWGNA)提出如何处理呆坏账的问题,希望工作组就应付利息计算给予解释,并确定一个标准和方法来冲销呆坏账,此方法应与其他主要宏观经济统计体系(国际收支、政府财政、货币与银行统计)保持一致。从我国的实际情况看,我国商业银行特别是四大国有商业银行中也存在大量的呆坏账,2005年全部商业银行不良贷款余额为1·3万亿元,不良贷款率为8·6%,其中很多不良贷款变为呆坏账(见表1)。所以,我国也面临着同样的呆坏账核算问题,研…     

杨志的买官与渎职

《水浒》中的职业军人落草为寇，各有不同的路径。后期的呼延灼、徐宁、关胜、孙立等人是在宋江的极力招揽下，半推半就。前期几位武官中，杨志落草的原因和家破人亡的林冲、抱打不平的鲁智深不一样，他从一开始就非常明确地划清与贼寇的界线，甭说泄漏国家机密的宋江没法和他相比，就是鲁达、武松这些公人，对国家的忠贞都不如他。