An adaptive-to-model test for partially parametric single-index models

Residual marked empirical process-based tests are commonly used in regression models. However, they suffer from data sparseness in high-dimensional space when there are many covariates. This paper has three purposes. First, we suggest a partial dimension reduction adaptive-to-model testing procedure that can be omnibus against general global alternative models although it fully use the dimension reduction structure under the null hypothesis. This feature is because that the procedure can automatically adapt to the null and alternative models, and thus greatly overcomes the dimensionality problem. Second, to achieve the above goal, we propose a ridge-type eigenvalue ratio estimate to automatically determine the number of linear combinations of the covariates under the null and alternative hypotheses. Third, a Monte-Carlo approximation to the sampling null distribution is suggested. Unlike existing bootstrap approximation methods, this gives an approximation as close to the sampling null distribution as possible by fully utilising the dimension reduction model structure under the null model. Simulation studies and real data analysis are then conducted to illustrate the performance of the new test and compare it with existing tests.     

与能源消耗等指标发生偏离的GDP是否可信

本文选取了1995-2014年全国30个省市数据,综合使用了向量自回归模型、参数面板模型、非参数面板模型和面板门限模型对GDP增速与电力消费增速、第二产业增速、第三产业增速、财政收入增速、货物流转增速、能源消费增速和固定资产投资增速等物理性指标间的关系进行了建模.实证研究发现,GDP增速、电力消费增速、第三产业增速、能源消费增速之间存在作用机制,但是这种影响模式并非一成不变,在不同时间段内,其模式发生改变,同时,这一影响模式也随着人均GDP的变化而发生阶段性改变.在经济新常态下,不能因为经济转型中的GDP数据与物理指数之间发生偏离,而简单否定GDP的准确性.     

企业内部控制有效性影响因素的实证

作为公司治理的核心,董事会负责公司的重大决策和对管理层的监督,对公司内部控制的设计与实施效果有着重要影响.文章以2012-2014年国内A股上市公司为研究样本,实证检验了董事会治理特征对公司内部控制有效性的影响.检验结果表明,上市公司董事会的规模与会议次数与内部控制有效性无关;独立董事比例、审计委员会的设立、董事持股比例与内部控制有效性正相关;董事长与CEO二职合一与内部控制有效性负相关.     

Control‐based imputation for sensitivity analyses in informative censoring for recurrent event data

In clinical trials, missing data commonly arise through nonadherence to the randomized treatment or to study procedure. For trials in which recurrent event endpoints are of interests, conventional analyses using the proportional intensity model or the count model assume that the data are missing at random, which cannot be tested using the observed data alone. Thus, sensitivity analyses are recommended. We implement the control‐based multiple imputation as sensitivity analyses for the recurrent event data. We model the recurrent event using a piecewise exponential proportional intensity model with frailty and sample the parameters from the posterior distribution. We impute the number of events after dropped out and correct the variance estimation using a bootstrap procedure. We apply the method to an application of sitagliptin study.     

教育期望中的班级效应分析

班级是中国基础教育领域重要的组织设置。利用“中国教育追踪调查”（CEPS）数据,应用分层线性模型,本研究关注班级设置,包括班级组织结构和班级氛围,对初中生教育期望的影响。研究结果表明,在多个组织结构变量中,班主任的受教育程度和教龄对学生教育期望影响显著,但任课老师的资历影响不显著;在多个班级氛围变量中,学生的教育期望既受到班级客观学业水平的影响,亦受到师生之间互动关系的影响。此外,在控制了班级氛围变量后,师资配置对学生教育期望的影响不再显著。总之,在以往研究重点关注个体、家庭和学校影响的基础上,本研究将对教育期望的研究进一步拓展到学校内部的班级环境,并发现师生之间建立的紧密互动关系及良好的班级氛围对学生的教育期望发挥着最重要的影响。     

Perceived Need for Home- and Community-Based Services: Experiences of Urban Chinese Older Adults With Functional Impairments

Guided by Cantor’s social care model, this study identified individual, family, and social support factors that influence urban older adults’ need for home- and community-based services, including medical and rehabilitation, instrumental care and support, and psychosocial services. The data were extracted from the Sample Survey on Aged Population in Urban/Rural China conducted by the China Research Center on Aging in 2006. Results from multiple logistic regression show that older adults’ need for medical and rehabilitation services is significantly related to instrumental activities of daily living, depression, not having filial children, friend support networks, and having a confidant. Older adults’ need for instrumental care and support is related to their educational attainment, financial strain, instrumental activities of daily living, not living with children, and friend support networks. Finally, older adults’ need for psychosocial services is significantly related to educational attainment, depression, not being married, friend support networks, and having a confidant. Implications for social service development are discussed.     

Family Relationships,Social Connections,and Depressive Symptoms Among Chinese Older Adults in International Migrant Families

This study explored whether and how family relationships and social connections influence depressive symptoms of older migrants and older adults in transnational families using the data gathered from a cross-sectional survey in Los Angeles, California, United States, and Beijing, China. Regression results showed that the older migrants reported significantly higher levels of depression than the elders in transnational families. The findings highlight the importance of maintaining close family relations and having large friendship networks for older adults in international migrant families.     

Bootstrap-calibrated empirical likelihood confidence intervals for the difference between two Gini indexes

Measuring the difference between two Gini indexes is important in comparing the inequality between two groups. This paper systematically provides confidence intervals for this difference. First, normal approximation- and bootstrap-based confidence intervals are provided for the difference. Second, empirical likelihood (EL)-based confidence intervals are proposed according to a ratio statistic that is proven to have a weighted Chi-squared distribution with one degree of freedom. Third, two calibration approaches are established to improve the undercoverage issue of the EL method; these two approaches are augmented EL and bootstrap-calibrated EL. Monte Carlo simulations show that bootstrap-calibrated EL generally outperforms other methods in constructing confidence intervals. In the simulations, these methods are compared with the permutation method to test the equality of two Gini indexes. Lastly, these methods are applied to real data.     

Statistical measurement of the inventory shortage cost

In searching for the optimal inventory control policy, the objective is to minimize the expected total costs related, of which the shortage cost is an important element. Due to the difficulty in calculating the indirect cost of the loss of goodwill resulted from the shortage, practitioners and researchers often simply assume a fixed penalty cost on the inventory shortage or switch to the alternative method by assigning a specific customer service level. The development of an appropriate tool for measuring the shortage cost can help a business control the total costs and improve the productivity more effectively. This paper proposes probabilistic measurements of the shortage cost, based on mathematical relationship between the cost and the shortage amount. The derived closed-form estimates of the expected shortage cost value can then be applied to support the determination of the optimal inventory control policy.