On empirical likelihood for semiparametric two-sample density ratio models

We consider estimation and test problems for some semiparametric two-sample density ratio models. The profile empirical likelihood (EL) poses an irregularity problem under the null hypothesis that the laws of the two samples are equal. We show that a dual form of the profile EL is well defined even under the null hypothesis. A statistical test, based on the dual form of the EL ratio statistic (ELRS), is then proposed. We give an interpretation for the dual form of the ELRS through φ$\phi$-divergences and duality techniques. The asymptotic properties of the test statistic are presented both under the null and the alternative hypotheses, and approximation of the power function of the test is deduced.     

卖方边际成本可变的多物品多属性逆向拍卖研究

研究卖方边际成本可变的多物品多属性逆向拍卖问题。首先,根据卖方边际成本可变的特点设计了一种多轮逆向拍卖机制;其次,基于近视最佳反应策略的基本假设,分析卖方的投标策略;最后,利用仿真实验方法,研究买方事先公布估价信息对拍卖的影响。基本结果是:本拍卖机制在多数情况下是有效率的;相对买方不公布估价信息的拍卖机制,买方事先公布估价信息的多物品多属性拍卖具有稍差的市场效率,但能够显著地提高拍卖收敛速度。     

Conditional quantile estimation with auxiliary information for left-truncated and dependent data

In this paper, the empirical likelihood method is used to define a new estimator of conditional quantile in the presence of auxiliary information for the left-truncation model. The asymptotic normality of the estimator is established when the data exhibit some kind of dependence. It is assumed that the lifetime observations with multivariate covariates form a stationary α‐mixing sequence. The result shows that the asymptotic variance of the proposed estimator is not larger than that of standard kernel estimator. Finite sample behavior of the estimator is investigated via simulations too.     

Adventures in policy modeling! Operations research in the community and beyond

The literature describing operations research in the community is somewhat of a puzzle. On the one hand, several authors have denigrated the use of traditional operations approaches in addressing community problems, yet several studies document successful applications. Arguing that the operations research mindset is itself a great strength, we will review several examples where operations research methods have been employed creatively to the benefit of the community and beyond.     

Testing homogeneity in discrete mixtures

This paper introduces W-tests for assessing homogeneity in mixtures of discrete probability distributions. A W-test statistic depends on the data solely through parameter estimators and, if a penalized maximum likelihood estimation framework is used, has a tractable asymptotic distribution under the null hypothesis of homogeneity. The large-sample critical values are quantiles of a chi-square distribution multiplied by an estimable constant for which we provide an explicit formula. In particular, the estimation of large-sample critical values does not involve simulation experiments or random field theory. We demonstrate that W-tests are generally competitive with a benchmark test in terms of power to detect heterogeneity. Moreover, in many situations, the large-sample critical values can be used even with small to moderate sample sizes. The main implementation issue (selection of an underlying measure) is thoroughly addressed, and we explain why W-tests are well-suited to problems involving large and online data sets. Application of a W-test is illustrated with an epidemiological data set.     

单身家庭的现状和成因

本文分析了单身家庭的现状和成因,并对单身家庭作了评价。     

Using pilot study information to increase efficiency in clinical trials

It is often necessary to conduct a pilot study to determine the sample size required for a clinical trial. Due to differences in sampling environments, the pilot data are usually discarded after sample size calculation. This paper tries to use the pilot information to modify the subsequent testing procedure when a two-sided t$t$-test or a regression model is used to compare two treatments. The new test maintains the required significance level regardless of the dissimilarity between the pilot and the target populations, but increases the power when the two are similar. The test is constructed based on the posterior distribution of the parameters given the pilot study information, but its properties are investigated from a frequentist's viewpoint. Due to the small likelihood of an irrelevant pilot population, the new approach is a viable alternative to the current practice.     

Selecting and checking a binomial response generalized linear model using phi-divergences

This work introduces specific tools based on phi-divergences to select and check generalized linear models with binary data. A backward selection criterion that helps to reduce the number of explanatory variables is considered. Diagnostic methods based on divergence measures such as a new measure to detect leverage points and two indicators to detect influential points are introduced. As an illustration, the diagnostics are applied to human psychology data.     

D-optimal designs for logistic models with three and four parameters

Logistic functions are used in different applications, including biological growth studies and assay data analysis. Locally D-optimal designs for logistic models with three and four parameters are investigated. It is shown that these designs are minimally supported. Efficiencies are computed for equally spaced and uniform designs.