Estimation for High‐Dimensional Linear Mixed‐Effects Models Using ℓ1‐Penalization

Abstract. We propose an ?₁‐penalized estimation procedure for high‐dimensional linear mixed‐effects models. The models are useful whenever there is a grouping structure among high‐dimensional observations, that is, for clustered data. We prove a consistency and an oracle optimality result and we develop an algorithm with provable numerical convergence. Furthermore, we demonstrate the performance of the method on simulated and a real high‐dimensional data set.     

Performance of Robust GCV and Modified GCV for Spline Smoothing

Abstract. While it is a popular selection criterion for spline smoothing, generalized cross‐validation (GCV) occasionally yields severely undersmoothed estimates. Two extensions of GCV called robust GCV (RGCV) and modified GCV have been proposed as more stable criteria. Each involves a parameter that must be chosen, but the only guidance has come from simulation results. We investigate the performance of the criteria analytically. In most studies, the mean square prediction error is the only loss function considered. Here, we use both the prediction error and a stronger Sobolev norm error, which provides a better measure of the quality of the estimate. A geometric approach is used to analyse the superior small‐sample stability of RGCV compared to GCV. In addition, by deriving the asymptotic inefficiency for both the prediction error and the Sobolev error, we find intervals for the parameters of RGCV and modified GCV for which the criteria have optimal performance.     

Simultaneous Wavelet Deconvolution in Periodic Setting

Abstract.  The paper proposes a method of deconvolution in a periodic setting which combines two important ideas, the fast wavelet and Fourier transform-based estimation procedure of Johnstone et al . [ J. Roy. Statist. Soc. Ser. B 66 (2004) 547] and the multichannel system technique proposed by Casey and Walnut [ SIAM Rev . 36 (1994) 537]. An unknown function is estimated by a wavelet series where the empirical wavelet coefficients are filtered in an adapting non-linear fashion. It is shown theoretically that the estimator achieves optimal convergence rate in a wide range of Besov spaces. The procedure allows to reduce the ill-posedness of the problem especially in the case of non-smooth blurring functions such as boxcar functions: it is proved that additions of extra channels improve convergence rate of the estimator. Theoretical study is supplemented by an extensive set of small-sample simulation experiments demonstrating high-quality performance of the proposed method.     

Paradoxes of Modernization: The new agrarian question and the peasant movement in Mexico

The clauses of this [social] contract are so determined by the nature of the act that the slightest modification would make them vain and ineffective; so that, although they have perhaps never been formally set forth, they are everywhere the same and everywhere tacitly admitted and recognized, until, on the violation of the social compact, each regains his original rights and resumes his natural liberty, while losing the conventional liberty in favour of which he renounced it.     

RESEARCH UNIVERSITIES AND REGIONAL HIGH‐TECH FIRM START‐UP AND EXIT

If localized knowledge spillovers are present in the university setting, higher rates of both start‐up and/or survival would be observed in areas that are geographically proximate to the university. Using a detailed industry data set for Texas for 1999:3–2005:2, we analyze start‐up and exit rates for high‐tech firms. Based on a Poisson quasi‐maximum likelihood estimation, we find evidence that the level of R&D and proximity of a research institution positively affects the likelihood of technology start‐ups. However, using both the Cox proportional hazards model and Kaplan–Meier approach, our results suggest that geographic proximity to knowledge centers does not reduce hazard rates. (JEL R12, R53, O18)     

Stochastic Differential Mixed-Effects Models

Abstract.  Stochastic differential equations have been shown useful in describing random continuous time processes. Biomedical experiments often imply repeated measurements on a series of experimental units and differences between units can be represented by incorporating random effects into the model. When both system noise and random effects are considered, stochastic differential mixed-effects models ensue. This class of models enables the simultaneous representation of randomness in the dynamics of the phenomena being considered and variability between experimental units, thus providing a powerful modelling tool with immediate applications in biomedicine and pharmacokinetic/pharmacodynamic studies. In most cases the likelihood function is not available, and thus maximum likelihood estimation of the unknown parameters is not possible. Here we propose a computationally fast approximated maximum likelihood procedure for the estimation of the non-random parameters and the random effects. The method is evaluated on simulations from some famous diffusion processes and on real data sets.     

关于少数民族概念的几个问题－－少数民族权利理论问题研究

“少数民族”一词是一个被广泛使用的概念。“少数民族”概念在各个国家和地区各有不同的界定,每一个国家根据其自身所要调整的民族关系,来定义其特定的少数民族概念,并进而保障少数民族权利。在中国,少数民族概念已经深入人心,这是民族概念在当代中国社会和中国宪法体系中所具有的独特意义和价值。