Testing the monotonicity or convexity of a function using regression splines

Methods for smoothed isotonic or convex regression are useful in many applications. Sometimes the shape assumptions constitute a priori knowledge about the regression function, but often the shape is part of the research question. The authors propose tests for monotonicity and convexity using constrained and unconstrained regression splines. The tests have good large‐sample properties and the small‐sample behaviour is illustrated through simulations. Extensions to the partial linear model and the generalized regression model are presented. The Canadian Journal of Statistics 39: 89–107; 2011 © 2011 Statistical Society of Canada     

A note on testing the regression functions via nonparametric smoothing

The authors present a consistent lack‐of‐fit test in nonlinear regression models. The proposed procedure possesses some nice properties of Zheng's test such as the consistency, the ability to detect any local alternatives approaching the null at rates slower than the parametric rate. What's more, for a predetermined kernel function, the proposed test is more powerful than Zheng's test and the validity of these findings is confirmed by the simulation studies and a real data example. In addition, the authors find out a close connection between the choices of normal kernel functions and the bandwidths. The Canadian Journal of Statistics 39: 108–125; 2011 © 2011 Statistical Society of Canada     

Two‐sample empirical likelihood ratio tests for medians in application to biomarker evaluations

The median is a commonly used parameter to characterize biomarker data. In particular, with two vastly different underlying distributions, comparing medians provides different information than comparing means; however, very few tests for medians are available. We propose a series of two‐sample median‐specific tests using empirical likelihood methodology and investigate their properties. We present the technical details of incorporating the relevant constraints into the empirical likelihood function for in‐depth median testing. An extensive Monte Carlo study shows that the proposed tests have excellent operating characteristics even under unfavourable occasions such as non‐exchangeability under the null hypothesis. We apply the proposed methods to analyze biomarker data from Western blot analysis to compare normal cells with bronchial epithelial cells from a case–control study. The Canadian Journal of Statistics 39: 671–689; 2011. © 2011 Statistical Society of Canada     

A note on Läuter-type robust design for polynomial regression models

In this paper, we consider the problem of model robust design for simultaneous parameter estimation among a class of polynomial regression models with degree up to k. A generalized D-optimality criterion, the Ψ_α‐optimality criterion, first introduced by Läuter (1974) is considered for this problem. By applying the theory of canonical moments and the technique of maximin principle, we derive a model robust optimal design in the sense of having highest minimum Ψ_α‐efficiency. Numerical comparison indicates that the proposed design has remarkable performance for parameter estimation in all of the considered rival models.     

3D打印在Pro/E软件教学中的应用研究

针对当前Pro/E软件教学中的问题,提出将3D打印技术引入课程教学,以增强教学效果。给出了3D打印与Pro/E软件教学相结合的过程,并给出产品建模及3D打印教学的实例。实施结果表明,将3D打印技术引入到Pro/E课程,能提高学生学习兴趣,使学生掌握从产品设计建模到手板制作所需的各项技能。     

Reforming against all odds: Multi‐pillar pension systems in the Czech Republic and Romania

Attempts to replace pay‐as‐you‐go pension schemes with private funded systems came to a halt in Central and Eastern Europe after 2005. However, more recently, the region has witnessed two belated reformers: the Czech Republic and Romania. Both countries decided to partially privatize pensions despite the rising tide of evidence concerning the challenges associated with the policy. We argue that while part of the domestic political elite remained supportive of private funded pensions, the difficulties experienced by earlier reformers and reduced support from International Financial Institutions led to the adoption of small funded pension pillars. Such cautious attempts at privatization might become more common in the future as large reforms have proven politically unsustainable.     

A call for more elaborate and transparent pension data to inform policy‐making: A critical examination of World Bank data for Eastern Europe

This article offers a critical analysis of the methods by means of which data relating to the performance of second pillar pension schemes are collated, compared and reported. This is done with regard to the performance of mandatory private second pillar pension funds in Eastern Europe. By critically examining data published in a number of World Bank studies, and through the identification of data problems and irregularities, the article argues that a much more elaborate and transparent approach to the collation, comparative analysis and reporting of data is needed. Required is the establishment of a consensus regarding what should represent a robust basis for making credible policy recommendations, not least with regard to pension re‐reforms in the countries of Eastern Europe and elsewhere. In the absence of such a consensus, unresolved data problems and irregularities may potentially continue to influence the formulation of incomplete national policy conclusions regarding the performance of second pillar pension funds and, in turn, the ability of policy‐makers to evaluate appropriately the need for, and assess the feasibility of implementing in a sustainable manner, pension re‐reform.     

From pension funds to piggy banks: (Perverse) consequences of the Stability and Growth Pact since the crisis

As part of their strategy for economic and monetary union, European governments committed themselves to fiscal discipline – particularly by placing limits on annual deficits and on public debt. Subsequently, and as they sought to respond to the “current crisis”, they embraced the view that only if public finances were kept under control would sustainable recovery be possible. Rules of fiscal governance were strengthened. To help them meet these rules, the governments of many member States of the European Union made changes to their pension systems or to funds they had established specifically to pay the costs of population ageing. The intention was not to cut retirement benefits or to improve the efficiency of the relevant pension schemes and institutions. Rather, it was to free up resources immediately. Funded pension schemes and pension funds were treated like “piggy banks” that were raided when times became hard. Moreover, the policies pursued succeeded in meeting their objectives only because the system of national accounts according to which outcomes are judged does not recognize the way in which most of the fiscal gains are matched by future fiscal liabilities.     

Behavioral responses and the distributional effects of the Russian ‘flat’ tax

This paper simulates the distributional impact of the Russian personal income tax (PIT) following the flat tax reform of 2001 using data from the Russian Longitudinal Monitoring Survey. I decompose the change in the distribution of net income into a direct (tax) effect and an indirect effect. The indirect effect is further decomposed into evasion and productivity effects using existing estimates of these respective elasticities. As expected, the direct tax effect increased net income inequality. Changes in the pre-tax distribution (indirect effect), on the other hand, had a large negative impact on inequality thus leading to an overall decline in net income inequality. I also find that the tax-induced evasion response increased reported net income inequality while reducing consumption inequality. To the extent that consumption approximates actual income, these results demonstrate that the flat tax reform had a much smaller effect on actual income inequality than on reported income inequality. More importantly, relative to non-tax factor, the reform had little overall effect on income inequality. This suggests that objection to flatter tax schedules on the grounds of income inequality is mostly misguided, especially in transitional countries with high levels of evasion.