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1.
We consider a method of moments approach for dealing with censoring at zero for data expressed in levels when researchers would like to take logarithms. A Box–Cox transformation is employed. We explore this approach in the context of linear regression where both dependent and independent variables are censored. We contrast this method to two others, (1) dropping records of data containing censored values and (2) assuming normality for censored observations and the residuals in the model. Across the methods considered, where researchers are interested primarily in the slope parameter, estimation bias is consistently reduced using the method of moments approach. 相似文献
2.
Yue Fang 《Journal of statistical planning and inference》2003,110(1-2):55-73
Generalized method of moments (GMM) is used to develop tests for discriminating discrete distributions among the two-parameter family of Katz distributions. Relationships involving moments are exploited to obtain identifying and over-identifying restrictions. The asymptotic relative efficiencies of tests based on GMM are analyzed using the local power approach and the approximate Bahadur efficiency. The paper also gives results of Monte Carlo experiments designed to check the validity of the theoretical findings and to shed light on the small sample properties of the proposed tests. Extensions of the results to compound Poisson alternative hypotheses are discussed. 相似文献
3.
当前,中外合资企业的创新体系已经或可能对中国建设创新型国家发挥一定的作用,这表现在现代化的先进的生产体系与制造平台的模式输入、部分先进的核心技术的引进与共同研发的新的核心技术的产生、作为创新的基础的知识的输入、创新型人才的培养、供应链管理和配套体系的形成等方面。要进一步充分发挥中外合资企业对于中国建设创新型国家的积极作用,就应把中外合资企业的创新纳入中国国家创新体系,建立“所有制中性”的鼓励创新的政策体系。 相似文献
4.
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel probit models with fixed effects for the case of small Tand large N. The moments used are derived for each period from a first order approximation of the mean of the dependent variable conditional on explanatory variables and on the fixed effect. The estimators differ w.r.t. the choice of instruments and whether they use trimming to reduce the bias or not. In a Monte Carlo study, we compare these estimators with pooled probit and conditional logit estimators for different data generating processes. The results show that the proposed estimators outperform these competitors in several situations. 相似文献
5.
In this paper, the task of determining expected values of sample moments, where the sample members have been selected based on noisy information, is considered. This task is a recurring problem in the theory of evolution strategies. Exact expressions for expected values of sums of products of concomitants of selected order statistics are derived. Then, using Edgeworth and Cornish-Fisher approximations, explicit results that depend on coefficients that can be determined numerically are obtained. While the results are exact only for normal populations, it is shown experimentally that including skewness and kurtosis in the calculations can yield greatly improved results for other distributions. 相似文献
6.
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 DSSEij (Impact on Residual Sum of Squares of simultaneously omitting the ith observation and the jth variable), Fj (Partial F-test for the jth variable) and Fj(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 DSSEIJ, FJ and FJ(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. 相似文献
7.
N. Balakrishnan 《Statistical Papers》1989,30(1):141-146
We derive a simple relation satisfied by the covariances of order statistics in the i.i.d. case and then generalize it to
the case when the variables are independent and non-identically distributed. This relation could be employed successfully
either to check the calculations or to reduce the amount of direct computations involved in evaluating the covariances of
order statistics from an outlier model. 相似文献
8.
中华优秀传统文化是中华民族的精神命脉。推动中华优秀传统文化融入教材,对于建设培根铸魂、启智增慧的新时代中国特色高质量教材体系,培养具有高度文化自信的社会主义建设者与接班人具有重要意义。中华传统文化教材建设百年来经历了从“沉寂”到“复兴”的曲折发展历程,反映出中华优秀传统文化顽强的生命力。在中国特色社会主义新时代,中华优秀传统文化“进教材”既是一种注重文化传承与精神引领的知识建构,也是一种凝聚文化教育合力的协同发展。新时代中华优秀传统文化教材建设,应以习近平新时代中国特色社会主义思想为指导,坚持创造性转化与创新性发展的基本方向,探索教材基于新时代语境的现代化诠释、基于全球化语境的本土化编写的发展向度,塑造中华民族优秀文化形象,开发数字教材资源,让中华优秀传统文化渗透、融入教材。新时代中华优秀传统文化教材建设也应强化规范意识,积极规避“人文关怀式微”的价值危机、“学科视野窄化”的认识误区、“教材泛德育化”的理念偏差以及“教育逻辑缺失”的路向偏移等失范问题,增强责任之心,勇于担当作为,落实立德树人根本任务,在固本与创新中肩负起推动中华优秀传统文化传承和发展的历史使命。 相似文献
9.
10.
“夫妻共同债务”与 “连带债务”在债务发生原因和债务履行上存在差别,对其进行诉讼时,诉讼形式应为固有的必要共同诉讼。当债权人仅起诉名义举债人一方时,可能构成诉讼被告不适格。借鉴德日诉讼要件理论,法院可以对当事人适格问题进行“职权调查”,但所采用的诉讼资料应遵循“辩论主义”。在此基础之上,应明确法院的释明权适用情形,即通过对已经参加诉讼的当事人进行释明来改变诉的不合法状态。若因法院在此审判阶段释明权适用不到位,而最终不合法的诉获得了无法顺利执行的实体判决,债权人想要获得圆满救济仅能依靠再审。 相似文献