State-space models for multivariate longitudinal data of mixed types

We propose a class of state-space models for multivariate longitudinal data where the components of the response vector may have different distributions. The approach is based on the class of Tweedie exponential dispersion models, which accommodates a wide variety of discrete, continuous and mixed data. The latent process is assumed to be a Markov process, and the observations are conditionally independent given the latent process, over time as well as over the components of the response vector. This provides a fully parametric alternative to the quasilikelihood approach of Liang and Zeger. We estimate the regression parameters for time-varying covariates entering either via the observation model or via the latent process, based on an estimating equation derived from the Kalman smoother. We also consider analysis of residuals from both the observation model and the latent process.     

锐意教学改革增强"两课"教学实效

"两课"教学不尽如人意,必须锐意改革,更新观念,调动教与学的积极性;确立学生的主体地位,坚持灌输原则,讲究灌输的艺术性;注重实践教学环节,强化社会实践性,加速教学内容信息化与教学手段现代化,打造教学模式的现代性以增强教学实效.     

威廉·福克纳--在传统中寻找永恒

现代人比以往任何时代的人都面临着更多更广泛的精神、道德困境.同大部分现代派作家不同的是,福克纳不仅仅描写现代人的困境,他以其系列作品指出了现代人面临精神、道德困境的出路.他找到的用来拯救现代人的方法,便是回到传统,回到永恒,回到传统中有生命力的那一部分中去.他认为在传统的制度中有一种真理的观念,那便是"勇气、荣誉、自豪、同情、怜悯之心和牺牲精神".他相信只有这些"人类昔日的荣耀",才能帮助现代人在荒原般的现代社会中像人一样生活.     

韩国的社会保障制度分析

韩国的社会保障制度与其经济发展水平相比处于较落后的状态 ,社会保障的支出规模与发达国家相差悬殊 ,为此 ,韩国在努力健全完善本国的社会保障制度。韩国的社会保障制度的发展与完善是以“国家调整论”为主要理论依据的 ,但鉴于这一理论本身的局限性 ,今后 ,韩国社会保障制度的完善还需要较长时间     

Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

We consider model based inference in a fractionally cointegrated (or cofractional) vector autoregressive model, based on the Gaussian likelihood conditional on initial values. We give conditions on the parameters such that the process X_t is fractional of order d and cofractional of order d−b; that is, there exist vectors β for which β^′X_t is fractional of order d−b and no other fractionality order is possible. For b=1, the model nests the I(d−1) vector autoregressive model. We define the statistical model by 0 < bd, but conduct inference when the true values satisfy 0d₀−b₀<1/2 and b₀≠1/2, for which β₀^′X_t is (asymptotically) a stationary process. Our main technical contribution is the proof of consistency of the maximum likelihood estimators. To this end, we prove weak convergence of the conditional likelihood as a continuous stochastic process in the parameters when errors are independent and identically distributed with suitable moment conditions and initial values are bounded. Because the limit is deterministic, this implies uniform convergence in probability of the conditional likelihood function. If the true value b₀>1/2, we prove that the limit distribution of is mixed Gaussian, while for the remaining parameters it is Gaussian. The limit distribution of the likelihood ratio test for cointegration rank is a functional of fractional Brownian motion of type II. If b₀<1/2, all limit distributions are Gaussian or chi‐squared. We derive similar results for the model with d = b, allowing for a constant term.     

The role of the constant and linear terms in cointegration analysis of nonstationary variables

The autoregressive model for cointegrated variables is analyzed with respect to the role of the constant and linear terms. Various models for 1(1) variables defined by restrictions on the deterministic terms are discussed, and it is shown that statistical inference can be performed by reduced rank regression. The asymptotic distributions of the test statistics and estimators are found. A similar analysis is given for models for 1(2) variables with a constant term.     

老庄道家古典生态存在论审美观新说

长期以来,由于人们自觉或不自觉的以西方"主客二分"的认识论思维模式来规范老庄道家存在论思想,从而得出其消极倒退的结论。其实,老庄的道家思想是一种迥异于西方认识论的生态存在论审美观。它依据"天人之际"、"冲气以和"的理论,从"道法自然"的基本观点出发,论述了"道"作为宇宙万物诞育、人类生存发展之本原,人与自然万物共源齐一以及"无为无欲"、"无用之用"、"可道常道"、"大美无言"等带有明显中国特色的理论范畴,主张一种无欲与不争的、超越普通功利与物欲的审美的态度。同时,老庄还论述了带有"生物链"思想的"天倪"观与自我修养的"心斋"、"坐忘"之道以及建立"至德之世"的生态社会理想。老庄的这些思想已经是具有比较严密体系的中国古代生态存在论审美理论形态,成为同当时生产与社会发展不完全平衡的理论高峰。