Variability explained by covariates in linear mixed‐effect models for longitudinal data

Variability explained by covariates or explained variance is a well‐known concept in assessing the importance of covariates for dependent outcomes. In this paper we study R² statistics of explained variance pertinent to longitudinal data under linear mixed‐effect models, where the R² statistics are computed at two different levels to measure, respectively, within‐ and between‐subject variabilities explained by the covariates. By deriving the limits of R² statistics, we find that the interpretation of explained variance for the existing R² statistics is clear only in the case where the covariance matrix of the outcome vector is compound symmetric. Two new R² statistics are proposed to address the effect of time‐dependent covariate means. In the general case where the outcome covariance matrix is not compound symmetric, we introduce the concept of compound symmetry projection and use it to define level‐one and level‐two R² statistics. Numerical results are provided to support the theoretical findings and demonstrate the performance of the R² statistics. The Canadian Journal of Statistics 38: 352–368; 2010 © 2010 Statistical Society of Canada     

Smoothed empirical likelihood confidence intervals for the relative distribution with left‐truncated and right‐censored data

The study of differences among groups is an interesting statistical topic in many applied fields. It is very common in this context to have data that are subject to mechanisms of loss of information, such as censoring and truncation. In the setting of a two‐sample problem with data subject to left truncation and right censoring, we develop an empirical likelihood method to do inference for the relative distribution. We obtain a nonparametric generalization of Wilks' theorem and construct nonparametric pointwise confidence intervals for the relative distribution. Finally, we analyse the coverage probability and length of these confidence intervals through a simulation study and illustrate their use with a real data set on gastric cancer. The Canadian Journal of Statistics 38: 453–473; 2010 © 2010 Statistical Society of Canada     

Microdata Access and Labor Market Research: The U. S. Experience

Summary: The paper illustrates the value of broad researcher access to survey and administrative microdata using examples drawn from the U. S. experience, outlining how analyses of trends in earnings inequality, poverty and employment dynamics using such data have benefited policy makers and contributed to improvements in statistical agency data products. Methods of facilitating researcher access, including the release of public use files, the use of licensing agreements, and the establishment of research data centers, are discussed. * The author thanks Anne Polivka, Marilyn Seastrom and two anonymous referees for helpful comments on an earlier draft of the paper.     

Arbeitsmarktforschung und Arbeitsmarktstatistik aus der Sicht der wirtschaftspolitischen Beratung: Erfahrungen und Perspektiven

Zusammenfassung: Dieser Beitrag beleuchtet aus der Sicht der wirtschaftspolitischen Beratung einige Anforderungen an die Arbeitsmarkt?konomik und Arbeitsmarktstatistik. Drei Bereiche werden angesprochen: die Arbeitslosenstatistik, die Tariflohnpolitik und die aktive Arbeitsmarktpolitik. Dabei werden zun?chst die Bemühungen hinsichtlich einer realistischeren Erfassung der Unterbesch?ftigung gewürdigt, zugleich aber Hinweise auf Verbesserungsm?glichkeiten gegeben. Anforderungen an die amtliche Statistik ergeben sich des Weiteren hinsichtlich der Tarifentgelte. In diesem Zusammenhang wird die Umsetzung der Erkenntnisse der Arbeitsmarkt?konomik in eine lohnpolitische Orientierungshilfe skizziert. Schlie?lich erfolgt eine kritische Einsch?tzung des Erfolgs der aktiven Arbeitsmarktpolitik, wobei eine zunehmende Willigkeit zur Bereitstellung der für die Evaluation erforderlichen Daten konstatiert werden kann.

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Summary: This paper deals with three demands on labor economics and labor statistics put forward from the point of view of an advisor to economic policy. Despite several improvements of unemployment statistics, a lot of work remains to be done. With respect to wage policy attempts by the German Council of Economic Experts are discussed how to formulate a guidance for wage policy both on scientific grounds and understandable by the public. Finally, a critical assessment of active labor market policies is presented together with a plea for adequate individual data in order to carry out a sound evaluation of these policies.

* Vortrag für die „Statistische Woche“, die Jahrestagung der Deutschen Statistischen Gesellschaft am 20. September 2004 in Frankfurt/Main. Der Vortragsstil wurde beibehalten. Die hier vorgetragenen Auffassungen liegen allein in der Verantwortung des Autors und stellen nicht notwendigerweise die Auffassungen anderer Institutionen dar. Ich danke Bernd Fitzenberger (Universit?t Frankfurt/Main und ZEW), Joachim M?ller (Universit?t Regensburg), Bernhard Boockmann und Tobias Hagen (ZEW), Irmtraud Beuerlein und Dirk Heinlein (Statistisches Bundesamt) für hilfreiche Kommentare und Anregungen. Verbleibende M?ngel gehen—leider—zu meinen Lasten.     

Banking on fewer children: financial intermediation,fertility and economic development

This paper shows that financial intermediation can influence fertility and labor allocation decisions by raising market wages. The increase in wages induces some households to abandon “traditional” labor intensive methods of production managed at the household level and supply labor to “modern” sector firms. Since it is optimal for households in the modern sector to have fewer children, the labor allocation decision leads to lower national fertility. A panel VAR using financial intermediation, fertility and industrial employment share data in 87 countries is estimated. The empirical results show that the data are consistent with the theoretical predictions. Received: 20 October 1997/Accepted: 31 August 1998     

Quadratic estimation in mixed linear models with two variance components

Explicit expressions for Bayes invariant quadratic estimates, biased and unbiased, are presented and proved to cover the entire class of admissible estimates in the considered classes. An unbalanced genetic model is studied for demonstration.     

Asymptotic properties of a generalized regression-type predictor of a finite population variance in probability sampling

A system of predictors for estimating a finite population variance is defined and shown to be asymptotically design-unbiased (ADU) and asymptotically design-consistent (ADC) under probability sampling. An asymptotic mean squared error (MSE) of a generalized regression-type predictor, generated from the system, is obtained. The suggested predictor attains the minimum expected variance of any design-unbiased estimator when the superpopulation model is correct. The generalized regression-type predictor and the predictor suggested by Mukhopadhyay (1990) are compared.     

文化差异制约下的中国“西部镜像”——20世纪初域外探险者笔下的西部探险记游

19世纪末到20世纪初的外国探险者对中国西部的"地理大发现",是在中国沦为半殖民地的历史背景下发生的.因而,要对他们的探险记游所折射出的"西部镜像"给予科学审视和历史分析,既要珍视其独特的文化视角和文学价值,又不能回避其中因为文化差异而导致的偏见、局限与蔑视.因为,域外探险记游文学不仅仅是异域风情的展现与描绘,还包含着创作者的文化认知与主体心灵的展露,自然物象与主体形象的结合与呈现,才是这类作品的最高境界.     

Inferences concerning interpersonal choices given anonymously

It may be difficult or impossible to make a reliable empirical investigation of an unknown network of interpersonal choices or contacts if these are in some respect sensitive for the individuals involved. We consider how choice data given anonymously can be used to reveal various features of the network. Using tools from statistical decision theory and information theory we can determine risks and capacities of disclosing choice data, the graph structure of choice data and its numbers of loops and mutuals. We give some general results, illustrate the combinatorial complexity of the problem and comment upon the computational difficulties.