A Simple Approximate Procedure for Constructing Binomial and Poisson Tolerance Intervals

The problems of constructing tolerance intervals for the binomial and Poisson distributions are considered. Closed-form approximate equal-tailed tolerance intervals (that control percentages in both tails) are proposed for both distributions. Exact coverage probabilities and expected widths are evaluated for the proposed equal-tailed tolerance intervals and the existing intervals. Furthermore, an adjustment to the nominal confidence level is suggested so that an equal-tailed tolerance interval can be used as a tolerance interval which includes a specified proportion of the population, but does not necessarily control percentages in both tails. Comparison of such coverage-adjusted tolerance intervals with respect to coverage probabilities and expected widths indicates that the closed-form approximate tolerance intervals are comparable with others, and less conservative, with minimum coverage probabilities close to the nominal level in most cases. The approximate tolerance intervals are simple and easy to compute using a calculator, and they can be recommended for practical applications. The methods are illustrated using two practical examples.     

Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models

In this article, we consider empirical likelihood inference for the parameter in the additive partially linear models when the linear covariate is measured with error. By correcting for attenuation, a corrected-attenuation empirical log-likelihood ratio statistic for the unknown parameter β, which is of primary interest, is suggested. We show that the proposed statistic is asymptotically standard chi-square distribution without requiring the undersmoothing of the nonparametric components, and hence it can be directly used to construct the confidence region for the parameter β. Some simulations indicate that, in terms of comparison between coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the profile-based least-squares method. We also give the maximum empirical likelihood estimator (MELE) for the unknown parameter β, and prove the MELE is asymptotically normal under some mild conditions.     

Estimation Bias in Complete-Case Analysis in Crossover Studies with Missing Data

Crossover designs are used often in clinical trials. It is not uncommon that subjects discontinue before completing all treatment periods in a crossover study. Despite availability of statistical methodologies utilizing all available data and software for obtaining valid inferences under the assumption of missing at random (MAR), naïve approaches, such as the complete case (CC) analysis, which is only valid with a strong assumption of missing completely at random are still widely used in practice. In this article, we obtain the analytical form of the estimation bias of treatment effects with CC for linear mixed models. We use simulation studies to examine the inflation of Type I error and efficiency loss in the inferences with CC under MAR. Invalidity and inefficiency of two other commonly used approaches for defining analyzed data in the presence of missing data, including data from at least two periods in three period crossover and available cases for a specific comparison of interest, are also demonstrated through simulation studies.     

Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals

This article discusses the problem of testing the equality of two nonparametric autoregressive functions against one-sided alternatives. The heteroscedastic errors and stationary densities of the two independent strong mixing strictly stationary time series can be possibly different. The article adapts the idea of using sum of quasi-residuals to construct the test and derives its asymptotic null distributions. The article also shows that the test is consistent for general alternatives and obtains its limiting distributions under a sequence of local alternatives. Then a Monte Carlo simulation is conducted to study the finite sample level and power behavior of these tests at some alternatives. We also compare the test to an existing lag matched test theoretically and by Monte Carlo experiments.     

Model Averaging for Prediction With Fragmentary Data

ABSTRACT

One main challenge for statistical prediction with data from multiple sources is that not all the associated covariate data are available for many sampled subjects. Consequently, we need new statistical methodology to handle this type of “fragmentary data” that has become more and more popular in recent years. In this article, we propose a novel method based on the frequentist model averaging that fits some candidate models using all available covariate data. The weights in model averaging are selected by delete-one cross-validation based on the data from complete cases. The optimality of the selected weights is rigorously proved under some conditions. The finite sample performance of the proposed method is confirmed by simulation studies. An example for personal income prediction based on real data from a leading e-community of wealth management in China is also presented for illustration.     

中国加入WTO对全球福利影响的模拟分析

一、引言关税与贸易总协定(ｔｈｅＧｅｎｅｒａｌＡｇｒｅｅｍｅｎｔｏｎＴａｒｉｆｆｓａｎｄＴｒａｄｅ,ＧＡＴＴ),从前被人们看作是一个置发展中国家的利益于不顾、而专门解决发达国家之间的贸易争端的机构。近20年来,发展中国家逐渐认识到将本国经济与世界市场整合的重要性,许多发展中国家将加入世界贸易组织(ＷｏｒｌｄＴｒａｄｅＯｒｇａｎｉｚａｔｉｏｎ,ＷＴＯ,以前的ＧＡＴＴ)看作是整合过程的重要组成部分。尽管广大发展中国家积极参与了乌拉圭回合中的相互市场准入谈判,但在现行的基本上为西方发达资本主义国家所主宰的国际经济…     

政府生产性基础设施投资对农业经济增长的影响——基于西安市的实证研究

根据西安市1988—2006年间的数据建立柯布一道格拉斯生产函数,在自回归分布滞后模型（ADL）下用最小二乘法（OLS）进行估计。实证分析结果显示：政府基础设施投资对西安市农业经济增长贡献显著,并且其作用远大于非基础设施投资的贡献,表明政府的生产性基础设施投资是西安市农业经济快速增长的关键因素。在此基础上,对西安市政府近期进行基础设施投资的重点方向提出了相关的政策建议。     

现象学对科西克《具体的辩证法》认知模式的功能性建构作用

对人与世界这一当代重大主题的研究 ,需要兼收并蓄多种认知理论和模型并把它们有机地整合在一起。科西克的主导性策略是紧紧依托辩证法 ,通过对还原论、原子论、有机论、结构主义的批判以及对实证主义、存在主义和当代艺术原则的扬弃 ,最终达到摧毁伪具体、呈现“物自体”、取得“主客体辩证统一和双重解放”的目标。这里特别值得指出的是科西克对现象学的征用 ,这一点也是《具体的辩证法》这一著作的清新之处。在此之前或之后鲜有西方马克思主义学者把现象学纳入理论视域 ,我们只能偶尔在卢卡奇那儿发现“本质直观”、在萨特那儿找到“阶级…     

西部开发的问题与模式

本文剖析了西部开发的国内外背景、具备的优势和面临的各种问题,对比分析了国内外地区发展和解决地区经济不平衡问题的十个模式,提出了西部开发的十项建议。     

西汉出宫人制度考实

西汉帝室放嫁宫掖女性，汉初至武帝为制度创立和完善阶段，昭、宣、元三朝为变质的奉陵制阶段，成帝以后为复活阶段。文帝将皇后以外的嫔妃全部改嫁，具有影响后世的经典意义，所出夫人是最高一级嫔妃。此制出现于西汉，其历史脉络是承继了春秋战国以来否定妻妾殉葬制的时代潮流，其社会基础则是西汉流行的妇女改嫁风俗。