A Population Approach to Analysis of Variance Models

Several authors have contributed to what can now be considered a rather complete theory for analysis of variance in cases with orthogonal factors. By using this theory on an assumed basic reference population, the orthogonality concept gives a natural definition of independence between factors in the population. By looking upon the treated units in designed experiments as a formal sample from a future population about which we want to make inference, a natural parametrization of expectations and variances connected to such experiments arises. This approach seems to throw light upon several controversial questions in the theory of mixed models. Also, it gives a framework for discussing the choice of conditioning in models     

Generalized Leverage and its Applications

The generalized leverage of an estimator is defined in regression models as a measure of the importance of individual observations. We derive a simple but powerful result, developing an explicit expression for leverage in a general M -estimation problem, of which the maximum likelihood problems are special cases. A variety of applications are considered, most notably to the exponential family non-linear models. The relationship between leverage and local influence is also discussed. Numerical examples are given to illustrate our results     

A Multivariate Model for Repeated Failure Time Measurements

A parametric multivariate failure time distribution is derived from a frailty-type model with a particular frailty distribution. It covers as special cases certain distributions which have been used for multivariate survival data in recent years. Some properties of the distribution are derived: its marginal and conditional distributions lie within the parametric family, and association between the component variates can be positive or, to a limited extent, negative. The simple closed form of the survivor function is useful for right-censored data, as occur commonly in survival analysis, and for calculating uniform residuals. Also featured is the distribution of ratios of paired failure times. The model is applied to data from the literature     

Spatial variation in risk of disease: a nonparametric binary regression approach

A common problem in environmental epidemiology is the estimation and mapping of spatial variation in disease risk. In this paper we analyse data from the Walsall District Health Authority, UK, concerning the spatial distributions of cancer cases compared with controls sampled from the population register. We formulate the risk estimation problem as a nonparametric binary regression problem and consider two different methods of estimation. The first uses a standard kernel method with a cross-validation criterion for choosing the associated bandwidth parameter. The second uses the framework of the generalized additive model (GAM) which has the advantage that it can allow for additional explanatory variables, but is computationally more demanding. For the Walsall data, we obtain similar results using either the kernel method with controls stratified by age and sex to match the age–sex distribution of the cases or the GAM method with random controls but incorporating age and sex as additional explanatory variables. For cancers of the lung or stomach, the analysis shows highly statistically significant spatial variation in risk. For the less common cancers of the pancreas, the spatial variation in risk is not statistically significant.     

理清大经贸战略思路牵引重庆经济快速发展

针对重庆直辖市的特殊市情,提出《重庆市未来五年到2010年对外经贸发展规划》的修改意见:规划的着力点、重庆外经贸特征与自身条件、定位、争取优惠条件、利用外资、货物贸易、服务贸易、经营管理体制改革、基础建设等。     

The Limitations and Opportunities of Business Process Re-engineering in a Politicized Organizational Climate

This paper is concerned with the organizationalchange and project management issues raised by theimplementation of a business process re-engineering(BPR) approach in the politicized hospital context. This is a report of research in progress,focusing on the issues arising at the problem definitionand project planning stages of a BPR application in anoperating theaters department experiencing problems with scheduling and delays. The research designrelies on a case study approach, with the researcher asparticipant observer, as both an adviser to the projectteam and as field interviewer. The paper argues that an ambitious BPR agenda is compromised inat least two regards. First, the lack of precisionsurrounding the focus and methodology of BPR givespolitically motivated actors considerable influence with respect to defining terms of reference in wayswhich will shape potential outcomes in their favor.Second, the complexity and indeterminacy of the businessprocess or patient trail can also diluteredesign attempts. The principal limitations of theapproach thus concern the impracticality of embarking onrapid and radical change working from a blanksheet of paper with respect to organizational and job design. BPR, unlike other organizationdevelopment interventions, is not a contextsensitive approach. The role of project manageris critical in establishing a working balance betweenindividual, occupational, and organizational goals in a manner perceivedto be legitimate in the context. Effective BPR projectmanagement thus requires a combination of political andprocess analysis skills. The principal opportunities of BPR derive from its process orientation,which brings a fresh perspective to a traditionally andfunctionally fragmented organizational setting, andwhich presents a potentially valuable platform for anevolutionary approach to process improvement.     

Managing Uncertainty through Profit Sharing Contracts from Medieval Italy to Silicon Valley

Organizational innovation is essential to economic development. But, the way successful societies have organized new ventures has been remarkably similar in both past and present. The commenda organizations of medieval Italy shared many characteristics with modern startups that are financed by venture capital. Profit share contracts; limited liability and periodic reevaluations are cases in point. Agency contracts in both types of ventures are designed to absorb the high uncertainty inherent to these enterprises through risk sharing. Uncertainty prohibits a unique ex ante ranking order of investment projects and prompts investors to look for hidden human capital. Equity finance is better equipped to even out unexpected losses and gains that are inherent to uncertainty than debt finance.     

Underlying Values and Consequences in Financial Services

The freeing of financial markets has brought with it increasing sophistication in regulatory regimes. Over time, a succession of frauds and financial scandals has emphasised some limitations of these complex regulatory schemes. This paper seeks to address the reasons for the events that have caused concern, and suggests that they are to be found principally in three categories: (1) the underlying values that drive financial services; (2) the assumptions and values of regulatory regimes, and (3) the increased opportunities to break or evade the rules. Some possible ways forward are sketched. This revised version was published online in July 2006 with corrections to the Cover Date.     

Culture and Organization: The Case of Transmanche-Link

The relationship between culture and organization has often been discussed, but rarely explored directly. This paper implements a cultural values instrument taken from Hofstede together with a behavioural instrument derived from Van de Ven to matched samples of British and French managers working on the Channel Tunnel project. The results largely replicate the findings of Hofstede regarding cultural values, but do not support the predicted implications for behaviour. In essence, the British were found to be more bureaucratic and more team-oriented than their French counterparts, who tended to be more fonceur and competitive. This indicates that the relationship between culture and behaviour might be more complicated than research to date suggests.     

金融工程中资产收益的连续时间模型评述

总结了在过去30年中金融资产收益连续时间模型的发展及主要成果,讨论了迄今连续时间模型参数估计的主要方法,其中特别讨论了MCMC方法;最后指出了现在和未来该领域研究所面临的主要课题。