基于离散选择模型的电信资费套餐选择行为研究

以大学生为例,采用离散选择模型对影响电信客户选择资费套餐行为的因素进行了研究。结果表明,运用嵌套Logit模型比多元Logit模型更能解释影响客户选择资费套餐行为的因素,品牌对客户是否选择中国移动和中国联通的影响大于是否选择中国电信的影响,应付通信费对客户是否选择中国联通和中国电信的影响大于是否选择中国移动的影响,并且中国联通和其他运营商的套餐之间具有高度的替代性。     

Food Stamp Participation and Reasons for Nonparticipation: 1986

The decision of eligible households to participate in the food stamp program is analyzed utilizing the 1986 Panel Study of Income Dynamics. Less than one-half of the sample of eligible households receive food stamps in 1986. The results of a multinomial logit model suggest that participation is related negatively to the age and educational level of the household head and positively to the benefit level. Participation is lower for single men and households residing in the West and higher for people with disabilities and households receiving some form of public transfer income. Problems regarding information about food stamps and personal attitudes toward food stamp use have the greatest impact on the decision to participate.     

A pseudo‐empirical best linear unbiased prediction approach to small area estimation using survey weights

The authors develop a small area estimation method using a nested error linear regression model and survey weights. In particular, they propose a pseudo‐empirical best linear unbiased prediction (pseudo‐EBLUP) estimator to estimate small area means. This estimator borrows strength across areas through the model and makes use of the survey weights to preserve the design consistency as the area sample size increases. The proposed estimator also has a nice self‐benchmarking property. The authors also obtain an approximation to the model mean squared error (MSE) of the proposed estimator and a nearly unbiased estimator of MSE. Finally, they compare the proposed estimator with the EBLUP estimator and the pseudo‐EBLUP estimator proposed by Prasad & Rao (1999), using data analyzed earlier by Battese, Harter & Fuller (1988).     

企业财务风险预测模型实证比较分析

企业财务风险一直是风险管理理论和实务界关心的热点话题。运用判别分析和计量经济方法对重庆市某商业银行的461个样本企业2002-2005年的违约特征进行实证检验和预测。结果发现最重要的决定变量是资产负责率、酸性试验比率、资产净利率等7个财务比率以及企业所处的产业部门,考虑了异方差性的probit模型有更好的预测能力。     

Bayesian analysis of binary survey data

First a comprehensive treatment of the hierarchical-conjugate Bayesian predictive approach to binary survey data is presented, encompassing simple random, stratified, cluster, and two-stage sampling, as well as two-stage sampling within strata. For the case of two-stage sampling within strata when there is more than one variable of stratification, analysis using an unsaturated logit linear model on the prior means is proposed. This allows there to be cells containing no sampled clusters. Formulas for posterior predictive means, variances, and covariances of numbers of successes in unsampled portions of clusters are presented in terms of posterior expectations of certain functions of hyperparameters; these may be evaluated by existing methods. The technique is illustrated using a small subset of Canada Youth & AIDS Study data. A sample of students within each of various selected school boards was chosen and interviewed via questionnaire. The boards were stratified/poststratified in two dimensions, but some of the resulting cells contained no data. The additive logit linear model on the prior means produced estimates and posterior variances for boards in all cells. Data showed the additive model to be plausible.     

我国老年人旅游参与的内在因素分析

随着老龄化社会的到来,我国老年人越来越多。旅游有益于老年人的身心健康。经济收入的增加使很多老年人有旅游的意愿,我国老年旅游市场有很大的发展潜力。基于中国老年人健康长寿影响因素调查（CLHLS）数据．运用logit模型分析了我国老年人旅游参与的内在因素。研究结果表明年龄、性别、健康状况、情感和城乡等因素对老年人是否参与旅游影响较大。主要收入来源对是否参与旅游不显著．但是所有收入是否够用显著地影响旅游的参与。在老年人的旅游与休闲活动关系上．较多参与其他休闲活动的人参与旅游的可能性越大。但较少参与其他休闲活动的老年人比中度参与休闲的老年人更多地参与旅游。前者表现为互补性．后者表现为竞争性.     

Optimal Designs for 2 k Choice Experiments

Abstract

In this article we establish the choice sets in the D-optimal design for a choice experiment for testing main effects and for testing main effects and two-factor interactions, when there are k attributes, each with two levels, for choice set size m. We also give a method to construct optimal and near-optimal designs with small numbers of choice sets.     

Empiricial Comparison between Some Model Selection Criteria

Model selection aims to find the best model. Most of the usual criteria are based on goodness of fit and parsimony and aim to maximize a transformed version of likelihood. The situation is less clear when two models are equivalent: are they close to the unknown true model or are they far from it? Based on simulations, we study the results of Vuong's test, Cox's test, AIC and BIC and the ability of these four tests to discriminate between models.     

A Simple Method for Testing Variance Components in Unbalanced Nested Model

In this article, we consider the unbalanced case of the three fold nested random effects model under partial balance. The distributions of unweighted sums of squares are obtained first. Using the method of generalized p value introduced in Tsui and Weerahandi (1989 Tsui , K. , Weerahandi , S. ( 1989 ). Generalized p-values in significance testing of hypotheses in the presence of nuisance parameters . Journal of the American Statistical Association 84 : 602 – 607 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), a new method is proposed for hypothesis tests involving functions of variance components. To evaluate the sizes of the generalized p value, a simulation study is conducted. The results indicate that the proposed method performs well under all examined conditions.