家庭医生签约服务下社区居民就医选择的相关因素研究

为了解南京市浦口区居民就医选择现状,分析影响就医选择的相关因素,以浦口区11个社区卫生服务中心为调查地点,普查与等容抽样相结合方式纳入调查对象2 301人。问卷调查收集其人口学特征、就医选择以及医疗相关行为等信息;多因素Logistic回归分析浦口区居民就医选择的相关影响因素。结果显示,调查对象中1 883人（81.9%）表示可以接受以家庭医生为核心的基层首诊,1 525人（66.3%）选择首先去基层医疗机构就诊。Logistic回归分析结果显示,到最近医疗机构所需时间、年龄、慢性病、是否签约家庭医生是居民接受以家庭医生为核心的基层首诊的相关因素;影响居民就医选择的相关因素则包括到最近医疗机构所需时间、年龄、文化程度、家庭人均月收入、是否签约家庭医生。浦口区居民选择基层医疗机构首诊的构成比相对较高;签约家庭医生有助于促进社区居民对基层首诊的选择与接受度;60岁及以上老年人与慢病患者对基层首诊的需求度更高,提示签约家庭医生的推广工作应重点关注这两类人群。     

The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes

We study locally self-similar processes (LSSPs) in Silverman’s sense. By deriving the minimum mean-square optimal kernel within Cohen’s class counterpart of time–frequency representations, we obtain an optimal estimation for the scale invariant Wigner spectrum (SIWS) of Gaussian LSSPs. The class of estimators is completely characterized in terms of kernels, so the optimal kernel minimizes the mean-square error of the estimation. We obtain the SIWS estimation for two cases: global and local, where in the local case, the kernel is allowed to vary with time and frequency. We also introduce two generalizations of LSSPs: the locally self-similar chirp process and the multicomponent LSSP, and obtain their optimal kernels. Finally, the performance and accuracy of the estimation is studied via simulation.     

Bimodal skew-symmetric normal distribution

ABSTRACT

We introduce a new parsimonious bimodal distribution, referred to as the bimodal skew-symmetric Normal (BSSN) distribution, which is potentially effective in capturing bimodality, excess kurtosis, and skewness. Explicit expressions for the moment-generating function, mean, variance, skewness, and excess kurtosis were derived. The shape properties of the proposed distribution were investigated in regard to skewness, kurtosis, and bimodality. Maximum likelihood estimation was considered and an expression for the observed information matrix was provided. Illustrative examples using medical and financial data as well as simulated data from a mixture of normal distributions were worked.     

Measures of uniformity in experimental designs: A selective overview

ABSTRACT

Discrepancies are measures which are defined as the deviation between the empirical and the theoretical uniform distribution. In this way, discrepancy is a measure of uniformity which provides a way of construction a special kind of space filling designs, namely uniform designs. Several discrepancies have been proposed in recent literature. A brief, selective review of these measures including some construction algorithms are given in this paper. Furthermore, a critical discussion along with some comparisons is provided, as well.     

A generalization of mosteller's test

A generalization of Mosteller's test for slippage of the location parameter is proposed. The distribution of the test statistic under the null hypothesis is obtained and the power of the test is compared with that of Mosteller's test     

An asymptotic expression for cumulative sum of probabilities of the hermite distribution

An asymptotic approximation of cumulative sum F(s) of probabilities of the Hermite distribution (Kemp C. D. and Kemp A. W. (1965)) and an asymptotic approximation of individual Hemite Probability P_s are given for large s.     

Covariate classification by post–stratification

The plug–in Anderson's covariate classification statistic is constructed on the basis of an initially unclassified training sample by means of posty–stratification. The asymptotic efficiency relative to the discriminant based on an initially classified training sample is evaluated for the case where a covariate is present. Effect of post–stratification is examined.     

Improved estimation of a finite population mean based on paired observations

This paper considers an improvement of the customary estimator of a finite population mean under a single stage sampling design when paired data, are available on each unit of the sample. Guided by the well known problem of “corninon mean”, a mixture i.e. a weighted combination of the mean of the principal characteristic and that of the auxiliary (possibly transformed) characteristic is proposed. It is shown that, under some conditions, improveinent (with respect to MSE) over the traditional estimator is possible for a broad range of the values of the mixing constant. An estimator of the MSE of the proposed estimator is also provided.     

Estimate of variance of u-statistics

Let g(x₁,… , x_k) be a symmetric function with k arguments. Let U be a U-statistic based on a random sample of size n with kernel function g . In this paper, the problem of estimating var(U) is considered. Several estimators are compared by computer simulations and we conclude that two estimators, one is constructed as a U-statistic and the other is the bootstrap estimator, give good estimates for many U-statistics.