统计功效与分析软件

一、背景的说明统计功效（ＳｔａｔｉｓｔｉｃａｌＰｏｗｅｒ）是统计学中的一个重要概念,也是一个十分有用的测度指标。国外的许多教科书中对统计功效有过比较详细的讨论,国内出版的教科书中对此也有涉及（参见：袁卫等编著《新编统计学教程》,经济科学出版社,１９９９年２月）。简单地说,统计功效是指,在假设检验中,拒绝原假设后,接受正确的替换假设的概率。我们知道,在假设检验中有α错误和β错误。α错误是弃真错误,β错误是取伪错误。取伪错误是指,拒绝原假设后,接受错误的替换假设的概率。由此可知,统计功效等于１－β。…     

我国政府统计中多层次推断问题讨论

当前,多层次推断问题已成为我国在政府统计中推广抽样调查所面临的最大难题。本文回顾了现有解决多层次推断问题的方法,指出这些方法在使用上的限制;提出从改进估计的角度解决多层次推断问题,讨论了借助辅助信息改进估计的方法和建立统计模型进行推估的方法,并指出各种方法的优劣和适用情况;简要探讨了大数据背景下对解决多层次推断问题的一些启示。     

Reducing bias of the maximum-likelihood estimation for the truncated Pareto distribution

The Pareto distribution is an important distribution in statistics, which has been widely used in finance, physics, hydrology, geology, astronomy, and so on. Even though the parameter estimation for the Pareto distribution has been well established in the literature, the estimation problem for the truncated Pareto distribution becomes complex. This article investigates the bias and mean-squared error of the maximum-likelihood estimation for the truncated Pareto distribution, and some useful results are obtained.     

Storage Life Prediction for a High-Performance Capacitor Using Multi-Phase Wiener Degradation Model

Capacitance is a critical performance characteristic of high-voltage-pulse capacitor which is used to store and discharge electrical energy rapidly. The capacitors usually are stored for a long period of time before put into use. Experimental result and engineering experience indicate that the capacitance increases with storage time and will eventually exceed the failure threshold, which means that the capacitor may fail during storage. This is a typical mode of degradation failure for long storage products. Further, the capacitance degradation path can be extrapolated in several stages based on the shifting characteristics. That is, the capacitance increases slowly or fluctuates in the initial storage stage that lasts about three months. Then it increases sharply in the middle stage which lasts about four months. After the two stages, the capacitor enters into the third stage in which capacitance increases constantly. This degradation phenomenon motivates us to study the storage life prediction method based on multi-phase degradation path model. The storage performance degradation mechanism of high-voltage-pulse capacitor was investigated, which provides the physical basis for multi-phase Wiener degradation model. Identification procedure for the transition points in the degradation path was proposed using maximum likelihood principle (MLP). The result of Kruskal-Wallis test which is the method to test whether two populations are consistent or not in statistics showed that the transition points are statistically effective. Other parameters in the multi-phase degradation model are estimated with maximum likelihood estimation (MLE) after the transition points have been specified. The multi-phase Inverse Gaussian (IG) distribution for storage life was deduced for the capacitor, and the point and interval estimation procedure for reliable storage life are constructed with bootstrap method. The efficiency and effectiveness of the proposed multi-phase degradation model is compared with storage life prediction under single-phase condition.     

Detection of outliers in mixed regressive-spatial autoregressive models

ABSTRACT

This article studies the outlier detection problem in mixed regressive-spatial autoregressive model. The formulae for testing outliers and their approximate distributions are derived under the mean-shift model and the variance-weight model, respectively. The simulation studies are conducted for examining the power and size of the test, as well as for the detection of outliers when a simulated data contains several outliers. A real data is analyzed to illustrate the proposed method, and modified models based on mean-shift and variance-weight models in which detected outliers are taken into account are suggested to deal with the outliers and confirm theconclusions.     

B-spline estimation for partially linear varying coefficient composite quantile regression models

Abstract

In this article, a new composite quantile regression estimation (CQR) approach is proposed for partially linear varying coefficient models (PLVCM) under composite quantile loss function with B-spline approximations. The major advantage of the proposed procedures over the existing ones is easy to implement using existing software, and it requires no specification of the error distributions. Under the regularity conditions, the consistency and asymptotic normality of the estimators are also derived. Finally, a simulation study and a real data application are undertaken to assess the finite sample performance of the proposed estimation procedure.     

Sieve Estimation of Time-Varying Panel Data Models With Latent Structures

We propose a heterogeneous time-varying panel data model with a latent group structure that allows the coefficients to vary over both individuals and time. We assume that the coefficients change smoothly over time and form different unobserved groups. When treated as smooth functions of time, the individual functional coefficients are heterogeneous across groups but homogeneous within a group. We propose a penalized-sieve-estimation-based classifier-Lasso (C-Lasso) procedure to identify the individuals’ membership and to estimate the group-specific functional coefficients in a single step. The classification exhibits the desirable property of uniform consistency. The C-Lasso estimators and their post-Lasso versions achieve the oracle property so that the group-specific functional coefficients can be estimated as well as if the individuals’ membership were known. Several extensions are discussed. Simulations demonstrate excellent finite sample performance of the approach in both classification and estimation. We apply our method to study the heterogeneous trending behavior of GDP per capita across 91 countries for the period 1960–2012 and find four latent groups.     

中美石油安全水平对经济增长影响的对比研究——基于灰色关联分析

为科学地评价比较中美石油安全水平对经济增长的影响程度,文章采用主成分分析方法,选取采储比水平、储量接替率、消费弹性系数、原油价格波动系数、对外依存度和石油占一次能源消费比重等6个要素指标,构成一个新的石油安全指标评价体系,并利用灰色关联方法比较分析了不同时间段内中美两国的石油安全水平与经济增长之间的关联度,得出自21世纪以来,美国经济发展对石油安全水平的依赖程度要远大于中国的结论。     

Impacts of child development accounts on parenting practices: evidence from a randomised statewide experiment

ABSTRACT

This study examines the impact of Child Development Accounts (CDAs) on parenting practices of mothers with young children in a statewide randomised experiment conducted in the United States. The experiment included 2704 primary caregivers of children born in Oklahoma during 2007: 1358 were randomly assigned to the treatment group and 1346 to the control group. Structural equation modelling suggests that the punitive-parenting score among treatment participants was .12 standard deviations smaller than that among control participants (p < . 05). Findings indicate that CDAs reduce punitive parenting, and may serve as an additional tool for positive parent–child interactions.     

市场经济条件下经济犯罪的特点及其预防措施

论述了市场经济条件下经济犯罪的一些特点,说明了在发展社会主义市场经济过程中加强法制建设的重要性,并提出一些预防措施。