Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models

This article considers testing serial correlation in partially linear additive errors-in-variables model. Based on the empirical likelihood based approach, a test statistic was proposed, and it was shown to follow asymptotically a chi-square distribution under the null hypothesis of no serial correlation. Finally, some simulation studies are conducted to illustrate the performance of the proposed method.     

Symmetrical Design of Experiment in Global Sensitivity Analysis Based on ANOVA High-dimensional Model Representation

This article reviews symmetrical global sensitivity analysis based on the analysis of variance of high-dimensional model representation. To overcome the computational difficulties and explore the use of symmetrical design of experiment (SDOE), two methods are presented. If the form of the objective function f is known, we use SDOE to estimate the symmetrical global sensitivity indices instead of Monte Carlo or quasi-Monte Carlo simulation. Otherwise, we use the observed values of the experiment to do symmetrical global sensitivity analysis. These methods are easy to implement and can reduce the computational cost. An example is given by symmetrical design of experiment.     

Oracle Inequalities for Convex Loss Functions with Nonlinear Targets

This article considers penalized empirical loss minimization of convex loss functions with unknown target functions. Using the elastic net penalty, of which the Least Absolute Shrinkage and Selection Operator (Lasso) is a special case, we establish a finite sample oracle inequality which bounds the loss of our estimator from above with high probability. If the unknown target is linear, this inequality also provides an upper bound of the estimation error of the estimated parameter vector. Next, we use the non-asymptotic results to show that the excess loss of our estimator is asymptotically of the same order as that of the oracle. If the target is linear, we give sufficient conditions for consistency of the estimated parameter vector. We briefly discuss how a thresholded version of our estimator can be used to perform consistent variable selection. We give two examples of loss functions covered by our framework.     

Local influence diagnostics for incomplete overdispersed longitudinal counts

We develop local influence diagnostics to detect influential subjects when generalized linear mixed models are fitted to incomplete longitudinal overdispersed count data. The focus is on the influence stemming from the dropout model specification. In particular, the effect of small perturbations around an MAR specification are examined. The method is applied to data from a longitudinal clinical trial in epileptic patients. The effect on models allowing for overdispersion is contrasted with that on models that do not.     

FEPA-金融时间序列自适应组合预测模型

本文报告一种金融时间序列预测的信号分析、信息融合与智能计算组合模型,简称FEPA,由针对金融时间序列（FTS）信号分析的经验模态分解（EMD）、用于数据降维的主成分分析（PCA）和用于非线性建模的人工神经网络（ANN）三部分组成。该模型首先应用滑动窗口截取原始金融时间序列最近期数据集,应用EMD分解算法把数据集分解成不同尺度的本征模态函数（IMF）,然后通过主成分分析将分解后的数据降维,提取最有信息量的特征;然后将这些特征输入到神经网络进行组合预测。本文提出的组合预测模型FEPA是基于分解-提优-合成的信息融合思想,有效提高了预测可靠性。其创新点在于：1）首次给出了EMD算法的结构化表达,提供了今后融合更多信息的算法接口;2）通过多步长预测输出深入研究EMD分解的有效信息结构;3）通过切换到更细时间框架来处理EMD的端点效应,并探索了两级时间框架下的预测效果;4）给出了金融时间序列组合预测模型的一般性架构,具有可升级性和可扩展性。并且通过滑动窗口EMD使得实证更能切近实际。通过在沪深300股指和澳大利亚股指上的实证,结果表明FEPA预测模型在沪深300股指日线和15分钟线上的预测命中率高达78%和82%,在澳大利亚股指日线上也达到了74%的命中率,经比较,明显高于文献中常见的5种模型。     

The Indirect Effect of Child Maltreatment Severity on Adult PTSD Symptoms through Anxiety Sensitivity

Although the rate of posttraumatic stress disorder (PTSD) among survivors of child maltreatment is high, individuals differ in symptom severity and many do not experience clinically significant levels of psychopathology. The present study tested the indirect effects of child maltreatment severity on adult PTSD, suicidal ideations, and alcohol dependence via anxiety sensitivity. A sample of 336 participants (mean age of 22.81 years, SD = 8.93; 70.2% female) completed an online survey of child abuse and neglect, anxiety sensitivity, PTSD symptom severity, suicidal ideation severity, and alcohol dependence severity. The results revealed significant indirect effects of child maltreatment on PTSD symptom severity through cognitive and social concerns, but not physical concerns. No direct or indirect effects were demonstrated for suicidal ideations or alcohol dependence severity. These findings elucidate mechanisms in the robust relationship between child maltreatment and adult PTSD symptoms and can potentially inform future research on mechanisms of change in psychotherapy.     

Using institutional ethnography's ideological circle to portray how textually mediated disability discourse paralysed a Supreme Court of Canada ruling

Persons with disabilities created through texts as damaged goods are being ‘cured’ by workplace accommodation, a textually mediated work process. Prior to 1999, workplace accommodation in the Canadian federal public service signified the adjustments necessary to enable a disabled worker to fit into a workplace designed for able-bodied workers. In 1999, a Supreme Court of Canada (SCC) ruling known as Meiorin turned this accommodation provision on its head. Instead of being focused on individual-level fixes so that a disabled worker could be accommodated in an existing workplace, this legislation required employers to transform their workplaces so as to make them ready to receive as many different types of workers as reasonably possible from the outset. Using Dorothy E. Smith's institutional ethnography, I use my experiences as a disability rights activist employed in the Canadian federal public service to explicate how textually mediated disability discourse paralysed this groundbreaking SCC ruling.     

国内外中国研究生跨文化敏感度比较研究

本调查用Chen和Starosta的"跨文化敏感度量表"对100名国内外中国研究生的跨文化敏感度进行测评,旨在探索国内外中国研究生跨文化敏感度现状的差异。研究结果显示,留学国外的中国研究生跨文化敏感度总体水平高于在国内学习的研究生,留学国外的中国研究生比国内研究生更容易接受和认同不同的文化,更能从不同文化互动中获得享受。     

中国农村基层民主选举中经济投票行为研究

"经济投票"理论为分析公民投票行为内在机理提供有效的观测窗口。伴随我国农村基层群众自治组织民主选举的蓬勃开展,针对投票人投票参与和投票选择等行为研究的重要性日益凸显。已有研究中由于存在样本选择、资料来源、研究方法取向等问题,无法从严谨的学术视角提供经济投票理论对中国农村基层民主选举行为的影响的实证分析。对经济投票理论展开全景性回顾和归纳性评述,基于全国性调查数据来实证分析农村基层选举中经济投票理论的现实影响,可以发现,年龄与投票行为之间存在倒U形关系,社会经济地位对投票行为的影响主要通过经济状况和主观社会地位来施加,政治涉入程度越深的村民更倾向于积极参与,认为"经济发展比民主重要"的人群更愿意投票,"经济评价"对投票行为只发挥了很有限的影响。所谓"经济投票"理论对中国农村基层投票行为的解释力有限,可能受理论局限性、经济投票测量问题、中国当前重经济发展的宏观环境以及村庄的异质性的影响。     

Mitigating the Impact of Functional Dominance in Cross‐Functional Process Improvement Teams

Manufacturing process improvement teams often draw upon cross‐functional expertise. However, teams dominated by a single or few functions often do not achieve the desired interdisciplinary learning and cooperation, which in turn could negatively affect the performance of that cross‐functional team. Through an empirical analysis of 149 manufacturing process improvement teams in six SIC industrial categories, we show that even after controlling for several factors such as team size, number of functions, gender diversity, ethnicity, number of management levels, and geographic dispersion of team members, psychological safety of work environment fully mediates the relationship between functional dominance and team performance. We also confirm that a team leader possessing high interpersonal justice mitigates the deficiency of dominated teams and improves team performance by fostering a psychologically safe work environment. Our recommendation therefore is that when a dominated team is unavoidable due to the needed skill sets or other organizational considerations, to ensure success it is imperative that the firm chooses a team leader who can promote psychological safety by being just, and who can effectively encourage input from all functional team members and give them objective feedback.