中国城乡居民口粮消费差距估算——基于中国健康与营养调查数据

利用中国健康与营养调查数据,并结合食物成分表和人口统计年鉴的数据,可以估算城乡居民自1997年到2009年部分年份的口粮消费量.在估算时,需要考虑居民在外就餐的情况,并需解决同一类食物下不同种食物不能直接加总和不同特征人群之间食物消费不能直接加总的问题.根据估算结果,自1997年到2009年城乡居民的口粮消费量都出现了下降的趋势,并且农村居民的年人均口粮消费量在最近几年都是比城镇居民只高20公斤至24公斤(按成品粮计算),二者的口粮消费结构差异也不是很明显,据此可以认为城乡居民基本生活水平差距并没有因其收入差距的拉大而拉大.     

零售商资金约束时的供应链协调问题研究

在一般随机需求的情况下,根据报童模型可以得出最优订货量,但是这是在企业有足够资金的条件下才能实现的,但现实往往并非如此。当零售商没有足够资金进行最优订货时,不但会影响自身的收益,也会损害整条供应链的利益,此时零售商可以选择贷款。本文是基于报童模型的在零售商资金约束时的供应链协调问题研究,分析内容分为以下三种情况:(1)零售商无融资服务下的供应链协调问题研究;(2)供应链中核心制造商提供商业信用时的供应链协调问题研究(内部融资);(3)供应链中核心制造商担保下零售商外部融资时的供应链协调问题研究。最后得出,零售商在资金约束时贷款可以提高供应链的收益,并且集中决策有利于供应链整体的最优化。     

Normal tests for unit roots based on instrumental variable estimators

For estimating unit roots of autoregressive processes, we introduce a new instrumental variable (IV) method which discounts large values of regressors corresponding to the unit roots. Based on the IV estimator, we propose new unit root tests whose limiting null distributions are standard normal. Observation at time t is adjusted for mean recursively by the sample mean of observations up to the time t. The powers of the proposed tests are better than those of the Dickey–Fuller tests and are comparable to those of the tests based on the weighted symmetric estimator, which are known to have the best power against stationary alternatives.     

A Goodness-of-Fit Test for Logistic Regression Models in Stratified Case-Control Studies via Empirical Likelihood

In the literature, there were only a few reports on goodness-of-fit tests on logistic regression models specifically derived for case-control studies. In this article, we propose a goodness-of-fit test for logistic regression models in stratified case-control studies using an empirical likelihood approach. The proposed statistic is an alternative to the statistic G _o , recently proposed by Arbigast and Lin (2005 Arbigast , P. G. , Lin , D. Y. ( 2005 ). Model-checking techniques for stratified case-control studies . Statist. Med. 24 : 229 – 247 . [Google Scholar]). Simulation results show that the proposed statistic is often slightly more powerful than G _o , although their performances are always close to each other. Moreover, implementation of our method is easy since the usual stratified logistic regression procedures in many statistical softwares can be employed. Some asymptotic results and application of the proposed statistic to two real datasets are also presented.     

Maximum likelihood estimation for arma models in the presence of ARMA errors

An ARMA(p, q) process observed with an ARMA(c, d) error has an ARMA (p + c, k) representation with k = max(c + q, p + d) whose parameters satisfy some nonlinear constraints. Identification of the model is discussed. We develop Newton-Raphson estimators for the ARMA(p + c, k) process which take advantage of the information contained in the nonlinear restrictions. Explicit expressions for the derivatives of the restrictions are derived.     

An empirical Bayes approach to evaluation of results for a specific region in multiregional clinical trials

To accelerate the drug development process and shorten approval time, the design of multiregional clinical trials (MRCTs) incorporates subjects from many countries/regions around the world under the same protocol. After showing the overall efficacy of a drug in all global regions, one can also simultaneously evaluate the possibility of applying the overall trial results to all regions and subsequently support drug registration in each of them. In this paper, we focus on a specific region and establish a statistical criterion to assess the consistency between the specific region and overall results in an MRCT. More specifically, we treat each region in an MRCT as an independent clinical trial, and each perhaps has different treatment effect. We then construct the empirical prior information for the treatment effect for the specific region on the basis of all of the observed data from other regions. We will conclude similarity between the specific region and all regions if the posterior probability of deriving a positive treatment effect in the specific region is large, say 80%. Numerical examples illustrate applications of the proposed approach in different scenarios. Copyright © 2013 John Wiley & Sons, Ltd.     

Unbiased estimation of the MSE matrices of improved estimators in linear regression

Stein-rule and other improved estimators have scarcely been used in empirical work. One major reason is that it is not easy to obtain precision measures for these estimators. In this paper, we derive unbiased estimators for both the mean squared error (MSE) and the scaled MSE matrices of a class of Stein-type estimators. Our derivation provides the basis for measuring the estimators' precision and constructing confidence bands. Comparisons are made between these MSE estimators and the least squares covariance estimator. For illustration, the methodology is applied to data on energy consumption.     

对新时期“荒诞派小说”的回顾

新时期的“荒诞派小说”是一个重要的小说流派 ,前期的作家主要是在借鉴西方文学的一种形式 ,而后期的作者则开始探讨“荒诞”这一主题 ,并取得了一定的成绩 ,对中国当代小说的发展有不可低估的贡献 ,时至今日我们应该对此进行总结与回顾