A modified LGB method for detecting significant effects based on a half-normal probability plot

In analyzing data from unreplicated factorial designs, the half-normal probability plot is commonly used to screen for the ‘vital few’ effects. Recently, many formal methods have been proposed to overcome the subjectivity of this plot. Lawson (1998) (hereafter denoted as LGB) suggested a hybrid method based on the half-normal probability plot, which is a blend of Lenth (1989) and Loh (1992) method. The method consists of fitting a simple least squares line to the inliers, which are determined by the Lenth method. The effects exceeding the prediction limits based on the fitted line are candidates for the vital few effects. To improve the accuracy of partitioning the effects into inliers and outliers, we propose a modified LGB method (hereafter denoted as the Mod_LGB method), in which more outliers can be classified by using both the Carling’s modification of the box plot (Carling, 2000) and Lenth method. If no outlier exists or there is a wide range in the inliers as determined by the Lenth method, more outliers can be found by the Carling method. A simulation study is conducted in unreplicated $2^4$ designs with the number of active effects ranging from 1 to 6 to compare the efficiency of the Lenth method, original LGB methods, and the proposed modified version of the LGB method.     

汇改后中国外汇市场与资本市场联动效应——基于集合经验模态分解法

以投资者预期收益变动逻辑起点,构建在不同预期收益下外汇市场与资本市场的联动机制理论模型,进而将2005-2014年按金融市场改革历程划分为4个阶段,通过集合经验模态分解法对中国外汇市场与资本市场的数据进行分解,过滤掉代表资本价格随机波动的短周期分量,提取最具代表联动性的长周期趋势分量。采用VAR-GARCH-BEKK模型对4个阶段两个市场的均值溢出效应和波动溢出效应进行分析,结果显示:受中国经济增长的方式以及外汇管制制度影响,不同阶段两个市场间的溢出效应呈现出不同的特点,虽然总体来看联动强度有一定程度的加强,但是两个市场间"资金价格"传导机制的脆弱性并未获得实质性的改变。因此,只有推进汇率市场化,循序渐进的加快资本项目可兑换,完善人民币汇率形成机制,才能够不断提高货币政策调控的主动性和有效性性,维护国家利益。     

论现代汉语中的“T1+（的）+T2”结构

现代汉语中存在着这样一种特殊的复合时间结构——T1+（的）+T2,T1、T2均是具有指示性的时点。在言语交际过程中, 人们常使用“T1+（的）+T2”这类复合时间结构的语言表达式,将原来具有一定距离的“事件”（包括已然事件和未然事件）拉回 到现时,从而产生加强现场感的语用效果,且站在说话人角度,具有积极的交际效果。     

Evaluating the Use of Spatial Covariance Structures in the Analysis of Cardiovascular Imaging Data

This article investigates the choice of working covariance structures in the analysis of spatially correlated observations motivated by cardiac imaging data. Through Monte Carlo simulations, we found that the choice of covariance structure affects the efficiency of the estimator and power of the test. Choosing the popular unstructured working covariance structure results in an over-inflated Type I error possibly due to a sample size not large enough relative to the number of parameters being estimated. With regard to model fit indices, Bayesian Information Criterion outperforms Akaike Information Criterion in choosing the correct covariance structure used to generate data.     

Collective versus Individual Effects in Survival Analysis of Multiple Failures

In survival analysis, we sometimes encounter data with multiple censored outcomes. Under certain scenarios, partial or even all covariates have ‘similar’ relative risks on the multiple outcomes in the Cox regression analysis. The similarity in covariate effects can be quantified using the proportionality of regression coefficients. Identifying the proportionality structure, or equivalently whether covariates have individual or collective effects, may have important scientific implications. In addition, it can lead to a smaller set of unknown parameters, which in turn results in more accurate estimation. In this article, we develop a novel approach for identifying the proportionality structure. Simulation shows the satisfactory performance of the proposed approach and its advantage over estimation under no assumed structure. We analyse three datasets to demonstrate the practical application of the proposed approach.     

Investigating impacts of complex sampling on latent growth curve modelling

We investigate the impacts of complex sampling on point and standard error estimates in latent growth curve modelling of survey data. Methodological issues are illustrated with empirical evidence from the analysis of longitudinal data on life satisfaction trajectories using data from the British Household Panel Survey, a national representative survey in Great Britain. A multi-process second-order latent growth curve model with conditional linear growth is used to study variation in the two perceived life satisfaction latent factors considered. The benefits of accounting for the complex survey design are considered, including obtaining unbiased both point and standard error estimates, and therefore correctly specified confidence intervals and statistical tests. We conclude that, even for the rather elaborated longitudinal data models that were considered, estimation procedures are affected by variance-inflating impacts of complex sampling.     

Cultural capital or relative risk aversion? Two mechanisms for educational inequality compared1

In this paper we empirically examined two explanatory mechanisms for educational inequality: cultural reproduction and relative risk aversion, using survey data taken from secondary school pupils in Amsterdam. Cultural reproduction theory seeks to explain class variations in schooling by cultural differences between social classes. Relative risk aversion theory argues that educational inequalities can be understood by between-class variation in the necessity of pursuing education at branching points in order to avoid downward mobility. We showed that class variations in early demonstrated ability are for a substantial part cultural: cultural capital - measured by parental involvement in highbrow culture - affected school performance at the primary and secondary level. However, relative risk aversion - operationalized by being concerned with downward mobility - strongly affects schooling ambitions, whereas cultural capital had no effect. Thus, we conclude that 'primary effects' of social origin on schooling outcomes are manifested through cultural capital and not through relative risk aversion (in addition to other potential sources of class variations such as genetics). Relative risk aversion, and not cultural capital, affects schooling ambitions, which is relevant for our understanding of secondary effects.     

An Experiment on the Social Facilitation of Gambling Behavior

Research and theory regarding the social facilitation effect generates the expectation that the presence of other gamblers (or co-actors) in a gaming venue is likely to intensify individual gambling behavior and magnify losses. Fifty male and 66 female participants (116 total) played a computer-simulated electronic gaming machine with a fixed winning sequence, followed by an indefinite losing sequence. Measures of the intensity of gambling behavior included the final payout (a direct measure of losses), average bet-size, number of trials played, and the speed of play. Some participants received false feedback from the computer designed to suggest that other gamers in adjacent rooms were playing and sometimes winning at the same game. Persons who received both sight and sound information, including winning bells and instant messages regarding the wins of other (fake) players, placed more bets and lost more money compared to the other conditions with less information.     

有效产业政策的具体准则构架

随着政策科学在西方的兴起,产业政策评估已经成为各国经济学家和政治学家共同关心的课题,并日益受到各国政府的重视。但对何为有效的产业政策,至今仍是一个需要进一步探讨的重要理论和实践问题。目前,最大多数人的最大福利原则、综合效应标准、生产力标准和国际竞争力标准是评价产业政策是否有效的原则和一般标准,本文拟在此基础上,试从产业政策的制定和执行两大环节中,以制约产业有效性的六个主要因素,来构架有效产业政策的具体准则。