流浪乞讨人员救助管理制度的实践社会学分析——以北京市C救助站为例

基于对北京市C救助站的个案调查,以实践社会学为理论指导,比较分析我国救助管理制度的核心理念从＂收容＂转向＂救助＂的转变,尤其对实施过程中的实践逻辑进行了深入探究。研究认为,救助管理制度在运行中,其实践逻辑发生了偏误。要完善救助管理制度,不仅要充分调动社会救助主体的积极性,加强部门合作,而且要从理念上升为行动,确保制度的执行。     

论广东在明末清初传教活动中的地位

明末清初天主教首先在广东的澳门建立了基地,进而深入肇庆、韶州和广州,然后在北京播种于宫廷、传扬于全国。近代广东得风气之先,在基督教传教活动中起了特殊作用,一因广东具有优越的博采异域文化的地理位置和古老传统;其次由于岭南文化长期以来所形成的内引外联的开放性;再次,明末清初天主教传教士在广东的居留与考察,为其了解中国国情、确立文化传教和结交上层、从而获得合法传教身份的方针提供了人文环境。     

THE CHOICE BETWEEN SETS OF REGRESSORS

This paper examines the choice of critical values for testing both non-sequential and nested sequential sets of constraints in the standard linear regression model. Modest increases in (e.g.) t-ratio critical values relative to their one-off values are often sufficient to maintain proper size. A Bayesian decision-theoretic approach, highlighted by the Schwarz (1978) criterion, provides a framework for deriving consistency and asymptotic local power properties of both forms of testing (data mining) algorithms.     

A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES

Consider a large number of econometric investigations using different estimation techniques and/or different subsets of all available data to estimate a fixed set of parameters. The resulting empirical distribution of point estimates can be shown - under suitable conditions - to coincide with a Bayesian posterior measure on the parameter space induced by a minimum information procedure. This Bayesian interpretation makes it easier to combine the results of various empirical exercises for statistical decision making. The collection of estimators may be generated by one investigator to ensure the satisfaction of our conditions, or they may be collected from published works, where behavioral assumptions need to be made regarding the dependence structure of econometric studies.     

Generalized estimating equations for mixtures with varying concentrations

A finite mixture model is considered in which the mixing probabilities vary from observation to observation. A parametric model is assumed for one mixture component distribution, while the others are nonparametric nuisance parameters. Generalized estimating equations (GEE) are proposed for the semi‐parametric estimation. Asymptotic normality of the GEE estimates is demonstrated and the lower bound for their dispersion (asymptotic covariance) matrix is derived. An adaptive technique is developed to derive estimates with nearly optimal small dispersion. An application to the sociological analysis of voting results is discussed. The Canadian Journal of Statistics 41: 217–236; 2013 © 2013 Statistical Society of Canada     

A Markov regime‐switching model for crude‐oil markets: Comparison of composite likelihood and full likelihood

We use the two‐state Markov regime‐switching model to explain the behaviour of the WTI crude‐oil spot prices from January 1986 to February 2012. We investigated the use of methods based on the composite likelihood and the full likelihood. We found that the composite‐likelihood approach can better capture the general structural changes in world oil prices. The two‐state Markov regime‐switching model based on the composite‐likelihood approach closely depicts the cycles of the two postulated states: fall and rise. These two states persist for on average 8 and 15 months, which matches the observed cycles during the period. According to the fitted model, drops in oil prices are more volatile than rises. We believe that this information can be useful for financial officers working in related areas. The model based on the full‐likelihood approach was less satisfactory. We attribute its failure to the fact that the two‐state Markov regime‐switching model is too rigid and overly simplistic. In comparison, the composite likelihood requires only that the model correctly specifies the joint distribution of two adjacent price changes. Thus, model violations in other areas do not invalidate the results. The Canadian Journal of Statistics 41: 353–367; 2013 © 2013 Statistical Society of Canada     

A Nonstochastic Interpretation of Reported Significance Levels

Tests of significance are often made in situations where the standard assumptions underlying the probability calculations do not hold. As a result, the reported significance levels become difficult to interpret. This article sketches an alternative interpretation of a reported significance level, valid in considerable generality. This level locates the given data set within the spectrum of other data sets derived from the given one by an appropriate class of transformations. If the null hypothesis being tested holds, the derived data sets should be equivalent to the original one. Thus, a small reported significance level indicates an unusual data set. This development parallels that of randomization tests, but there is a crucial technical difference: our approach involves permuting observed residuals; the classical randomization approach involves permuting unobservable, or perhaps nonexistent, stochastic disturbance terms.     

Performance of the One-Sample Goodness-of-Fit P–P-Plot Length Test

This article studies the performance of the one-sample goodness-of-fit test which is based on the length of the P–P-plot initially introduced in a similar context by Reschenhofer and Bomze (1991 Reschenhofer , E. , Bomze , I. M. ( 1991 ). Length tests for goodness-of-fit . Biometrika 78 : 207 – 216 . [Google Scholar]). The distributional properties of the length test are revised empirically via simulations. In the Monte Carlo power study that follows the length test is shown empirically to have high power under various alternatives considered relative to members of the Cramér–von Mises family of goodness-of-fit tests, and the Kolmogorov–Smirnov test.     

A specification strategy for order determination in arma models

In this paper a specification strategy is proposed for the determination of the orders in ARMA models. The strategy is based on two newly defined concepts: the q-conditioned partial auto-regressive function and the p-conditioned partial moving average function. These concepts are similar to the generalized partial autocorrelation function which has been recently suggested for order determination. The main difference is that they are defined and employed in connection with an asymptotically efficient estimation method instead of the rather inefficient generalized Yule-Walker method. The specification is performed by using sequential Wald type tests. In contrast to the traditional testing of hypotheses, these tests use critical values which increase with the sample size at an appropriate rate