Joint impact of multiple observations on a subset of variables in multiple linear regression

In multiple linear regression analysis, each observation affects the fitted regression equation differently and has varying influences on the regression coefficients of the different variables. Chatterjee & Hadi (1988) have proposed some measures such as DSSE_ij (Impact on Residual Sum of Squares of simultaneously omitting the ith observation and the jth variable), F_j (Partial F-test for the jth variable) and F_j(i) (Partial F-test for the jth variable omitting the ith observation) to show the joint impact and the interrelationship that exists among a variable and an observation. In this paper we have proposed more extended form of those measures DSSE_IJ, F_J and F_J(I) to deal with the interrelationships that exist among the multiple observations and a subset of variables by monitoring the effects of the simultaneous omission of multiple variables and multiple observations.     

Improving on truncated linear estimates of exponential and gamma scale parameters

We consider the problem of estimating the scale parameter of an exponential or a gamma distribution under squared error loss when the scale parameter θ is known to be greater than some fixed value θ₀. Natural estimators in this setting include truncated linear functions of the sufficient statistic. Such estimators are typically inadmissible, but explicit improvements seem difficult to find. Some are presented here. A particularly interesting finding is that estimators which are admissible in the untruncated problem which take values only in the interior of the truncated parameter space are found to be inadmissible for the truncated problem.     

繁荣社会科学是科学发展的必然要求——为山东社会科学院建院30周年而作

30年前的1978年,中国共产党召开了具有划时代意义的十一届三中全会,我国从此跨进了改革开放和社会主义现代化建设的新时期。在那一伟大历史时刻诞生的山东社会科学院,本身就是新时期的产物。在她发展的30年历程中,鲜明地表现了新时期的特点:高举中国特色社会主义理论的伟大旗帜     

基于面板数据的风险投资与区域创新因果关系研究

本文采用面板的Granger因果检验,对1997-2008年间我国24个省市自治区风险投资与创新之间因果关系进行的实证研究结果表明,风险投资和专利授权均是一阶单整变量;且Kao检验、Johansen Fisher检验和Pedroni检验的协整检验结果也十分显著。这不仅说明了风险投资和专利授权变量间存在长期稳定的均衡关系,而且还验证了"风险投资先于创新"假说的成立。但却没有发现"创新先于风险投资"的显著证据。     

Let's Call it Quits: Break‐Even Effects in the Decision to Stop Taking Risks

“Chasing” behavior, whereby individuals, driven by a desire to break even, continue a risky activity (RA) despite incurring large losses, is a commonly observed phenomenon. We examine whether the desire to break even plays a wider role in decisions to stop engaging in financially motivated RA in a naturalistic setting. We test hypotheses, motivated by this research question, using a large data set: 707,152 transactions of 5,379 individual financial market spread traders between September 2004 and April 2013. The results indicate strong effects of changes in wealth around the break‐even point on the decision to cease an RA. An important mediating factor was the individual's historical long‐term performance. Those with a more profitable trading history were less affected by a fall in cash balance below the break‐even point compared to those who had been less profitable. We observe that break‐even points play an important role in the decision of nonpathological risk takers to stop RAs. It is possible, therefore, that these nonpathological cognitive processes, when occurring in extrema, may result in pathological gambling behavior such as “chasing.” Our data set focuses on RAs in financial markets and, consequently, we discuss the implications for institutions and regulators in the effective management of risk taking in markets. We also suggest that there may be a need to consider carefully the nature and role of “break‐even points” associated with a broader range of nonfinancially‐focused risk‐taking activities, such as smoking and substance abuse.     

小泉的政治手法与小泉内阁的特点

传统上,日本政治的决策程序是自下而上的,即首先由执政党国会议员组成的各类委员会与政府各部委的官僚进行磋商,确定政策草案后提交执政党总务会讨论并获得一致通过后,再提交国会投票从而形成法律。这种多重的决策程序和组织结构使日本的首相很难发挥强势的领导作用。但小泉内阁的出现彻底改变了上述决策程序。小泉通过强化内阁府和财政经济咨询委员会以及新设首相助理等手段,实现了由首相官邸主导政治决策的目标。日本政治呈现出自上而下的决策特点,日本媒体称之为"总统型政治"。小泉之所以能够推行这种"总统型政治",主要基于三方面的因素:一是他依靠民意的高度支持,得以压服党内的反对派从而独断专行地安排内阁人选;二是他通过扩编内阁府并操纵经济财政咨询会议强化了首相权限;三是他通过解散议会、实施大选排除了党内抗拒改革的所谓"抵抗势力"。     

《唐摭言》成书时间考

唐五代著名的笔记小说《唐摭言》专述有唐一代之科举之人事,有丰富的史料价值。但此书成书时间历来所论不一,本文试以《唐摭言》文本为据,在有关前人论述的基础上再详加考述,初步推定为南汉大有初或大有中王定保任宁远节度使期间所撰。     

Model Uncertainty and Bayesian Model Averaged Benchmark Dose Estimation for Continuous Data

The benchmark dose (BMD) approach has gained acceptance as a valuable risk assessment tool, but risk assessors still face significant challenges associated with selecting an appropriate BMD/BMDL estimate from the results of a set of acceptable dose‐response models. Current approaches do not explicitly address model uncertainty, and there is an existing need to more fully inform health risk assessors in this regard. In this study, a Bayesian model averaging (BMA) BMD estimation method taking model uncertainty into account is proposed as an alternative to current BMD estimation approaches for continuous data. Using the “hybrid” method proposed by Crump, two strategies of BMA, including both “maximum likelihood estimation based” and “Markov Chain Monte Carlo based” methods, are first applied as a demonstration to calculate model averaged BMD estimates from real continuous dose‐response data. The outcomes from the example data sets examined suggest that the BMA BMD estimates have higher reliability than the estimates from the individual models with highest posterior weight in terms of higher BMDL and smaller 90th percentile intervals. In addition, a simulation study is performed to evaluate the accuracy of the BMA BMD estimator. The results from the simulation study recommend that the BMA BMD estimates have smaller bias than the BMDs selected using other criteria. To further validate the BMA method, some technical issues, including the selection of models and the use of bootstrap methods for BMDL derivation, need further investigation over a more extensive, representative set of dose‐response data.     

基于盾构掘进参数的LVQ神经网络地层识别

以苏州4号线2标及2号线东延伸线5标地铁工程为背景，分析了盾构机的掘进参数：千斤顶推力、推进速度、刀盘扭矩、螺旋机转速和同步注浆量在不同地层条件下的变化规律。提出了基于盾构机掘进参数的学习向量量化（Learning Vector Quantization，LVQ）神经网络地层识别方法。建立了以盾构机五个掘进参数作为输入，地层特性编码为输出的数学模型，通过每种地层100组训练样本对模型进行训练，通过57步训练，训练样本误差控制在0.1以内，并用每种地层50组检验样本进行检验，地层总体识别率达到82.7%。     

中国特色社会主义民主政治的内在优势和前景

所谓中国模式、中国奇迹,从表象来看是中国经济发展的奇迹,实际上其背后的支撑是中国政治制度的优势。中国经济奇迹的秘密在于我们的政治制度的有效性和优越性,他能组织和调动起八千多万党员和13亿人民的积极性和创造性;能为现代化目标做出长远规划,且能在动态中加以调整;能确保改革开放在和谐稳定的环境中逐步推进;有足够的组织上的激励去执行和维护经济发展的战略;能推动国家和社会的良性互动;为各级地方政府间互相竞争提供可持续的学习和创新平台;在面对国际国内危机时善于化危机为机遇。