Resolving the Mixed Models Controversy

Two standard mixed models with interactions are discussed. When each is viewed in the context of superpopulation models, the mixed models controversy is resolved. The tests suggested by the expected mean squares under the constrained-parameters model are correct for testing the main effects and interactions under both the unconstrained-and constrained-parameters models.     

Reducing component estimation for varying coefficient models

The estimation problem for varying coefficient models has been studied by many authors. We consider the problem in the case that the unknown functions admit different degrees of smoothness. In this paper we propose a reducing component local polynomial method to estimate the unknown functions. It is shown that all of our estimators achieve the optimal convergence rates. The asymptotic distributions of our estimators are also derived. The established asymptotic results and the simulation results show that our estimators outperform the the existing two-step estimators when the coefficient functions admit different degrees of smoothness. We also develop methods to speed up the estimation of the model and the selection of the bandwidths.     

Non-negative estimation of variance components in heteroscedastic one-way random-effects ANOVA models

There is a considerable amount of literature dealing with inference about the parameters in a heteroscedastic one-way random-effects ANOVA model. In this paper, we primarily address the problem of improved quadratic estimation of the random-effect variance component. It turns out that such estimators with a smaller mean squared error compared with some standard unbiased quadratic estimators exist under quite general conditions. Improved estimators of the error variance components are also established.     

Tests for random time effects and spatial error correlation in panel regression models

We consider a panel model with spatial autocorrelation and heterogeneity across time. Various Lagrange multiplier and likelihood ratio test statistics are developed for testing time effects and spatial effects, jointly, marginally or conditionally. Limiting null distributions of the tests are derived. Size and power performances of the proposed tests are compared by a Monte-Carlo experiment.     

Comparison of One-Sided Tolerance Limits in Unbalanced One-Way Random Models

Cox's discrete logistic model was extended to the study of the life table by Thompson (1977) to handle grouped survival data. Inferences about the effect of grouping are studies byMonte Carlo methods. The results show that the effect of grouping is not substantial. This approach is applied to the grouped data on liver cancer. The computer program developed for grouped censored data with continuous and indicator covariates is of practical importance and is available fromThe Ohio State University     

组织间信任:收益机制、情境限制及调节策略

在以往研究中，人们通常接受这样的假定：组织间信任必然会给组织与外部的交易带来正向收益。然而，组织间信任对交易收益也可能会产生组织不希望出现的负面影响。为此，我们重新审视了这一假说并发展了更为全面的理论框架来解释这一内部机制。首先，文章探讨组织间信任的内涵要素，进而分析组织间信任中计算性成分与非计算性成分的不同组合对交易收益的作用机制，从逻辑上推演出组织间信任与交易收益之间存在一种倒U型的关系；其次，提出两个重要的情境因素即信任的非对称性和环境的不确定性，讨论它们分别对上述倒U型关系的负向调节作用；再者，提出一组能够应对不同情境限制而同时仍然可增进或保持有益交易结果的调节策略；最后，讨论本研究的启示和未来研究可能的方向。     

PCA likelihood ratio test approach for attributed social networks monitoring

Abstract

One of the most important factors in building and changing communication mechanisms in social networks is considering features of the members of social networks. Most of the existing methods in network monitoring don’t consider effects of features in network formation mechanisms and others don’t lead to reliable results when the features abound or when there are correlations among them. In this article, we combined two methods principal component analysis (PCA) and likelihood method to monitor the underlying network model when the features of individuals abound and when some of them have high correlations with each other.     

Wavelet‐Based Testing for Serial Correlation of Unknown Form in Panel Models

Wavelet analysis is a new mathematical method developed as a unified field of science over the last decade or so. As a spatially adaptive analytic tool, wavelets are useful for capturing serial correlation where the spectrum has peaks or kinks, as can arise from persistent dependence, seasonality, and other kinds of periodicity. This paper proposes a new class of generally applicable wavelet‐based tests for serial correlation of unknown form in the estimated residuals of a panel regression model, where error components can be one‐way or two‐way, individual and time effects can be fixed or random, and regressors may contain lagged dependent variables or deterministic/stochastic trending variables. Our tests are applicable to unbalanced heterogenous panel data. They have a convenient null limit N(0,1) distribution. No formulation of an alternative model is required, and our tests are consistent against serial correlation of unknown form even in the presence of substantial inhomogeneity in serial correlation across individuals. This is in contrast to existing serial correlation tests for panel models, which ignore inhomogeneity in serial correlation across individuals by assuming a common alternative, and thus have no power against the alternatives where the average of serial correlations among individuals is close to zero. We propose and justify a data‐driven method to choose the smoothing parameter—the finest scale in wavelet spectral estimation, making the tests completely operational in practice. The data‐driven finest scale automatically converges to zero under the null hypothesis of no serial correlation and diverges to infinity as the sample size increases under the alternative, ensuring the consistency of our tests. Simulation shows that our tests perform well in small and finite samples relative to some existing tests.     

汽车车灯零部件产品数据库管理系统

用Ａｃｃｅｓｓ９７软件研制开发了一套应用于企业产品信息管理的数据库管理系统,实现了产品信息管理的必要功能。     

青海省企业经营绩效评价

青海省内企业近年来发展迅速,经营状况持续改善。为了青海企业持续发展,对其进行经营绩效评价是必要的。本文首先对青海省企业总体情况做出概括,分析了青海企业规模、数量、产业分布、经济地位方面的特征。在此基础上,运用主成分分析的方法对青海53家主要企业进行了经营绩效评价的实证研究。得到了这些企业在经营、收益、规模、盈利方面的排名,最后得到综合排名。