概率论中随机变量函数若干问题探讨

文章给出了连续型随机变量差以及积的分布密度公式.针对两个独立同服从标准正态分布的随机变量详细推导了其积的分布密度公式和特征函数,并给出了涉及标准正态分布随机变量乘积函数分布的几个结论.     

静态金融可计算一般均衡扩展模型构建及货币政策模拟

文章将要素价格完全内生化,并通过引入“货币乘数”和“消费价格指数”,构建了扩展的静态金融可计算一般均衡模型,模拟了货币发行规模变化和存款准备金水平的改变对我国宏观经济、各产业部门和价格水平的影响.结论表明:从货币角度看,价格水平变化并不单一地依赖于货币总量的改变,准备金对货币市场调控效果远强于货币发行,而无论何种宽松的货币政策,央行释放的货币与银行信贷资金增加余额不成比例,银行惜贷现象仍较为严重;从产业角度看,增加货币供给会提高劳动要素报酬而降低资本要素支付,无论采取宽松或是紧缩的货币政策,农业相较于其他产业,对货币的弹性较大.     

属性关系与诊断测验分类影响的探讨

认知诊断模型-DINA模型假定属性之间是相互独立、非补偿的关系,但在实际应用中,属性之间有可能存在补偿关系.文章探讨了在不同的被试总体下,DINA模型在属性之间独立和存在补偿关系时作答数据上的表现,结果表明,当测验中有部分属性间存在补偿关系时,会给DINA模型诊断分布带来较大的影响,在固定其他条件(被试人数、随机因子)条件下,存在和不存在补偿作用所导致的诊断分类率之间有显著差异,且在不同大小补偿作用下,诊断分类率之间的差异显著;随着随机因子的增加,不同大小的补偿因子所导致的诊断分类率之间的差异会变小,补偿因子和随机因子之间存在着显著的交互作用.     

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.     

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.