A note on connectedness in fixed effects manova and gmanova models withmissing cells

Murray and Smith (1985) and Hocking (1985) give a generalized definition and test of connectedness in the case of missing cells using the univariate cell-means model with linear restrictions on the cell-means. The test of connectedness is here extended to multivariate fixed effects models, including the usual MANOVA model with linear restrictions, the MANOVA model with double linear restrictions, and the GMANOVA model.     

Seasonal Time Series and Transfer Function Modeling

A simple modification is suggested for the construction of transfer function models relating an output variable Y_t to an input variable X_t when the model for X_t contains operators that cancel out. In addition, the evaluation of transfer function models is discussed by comparing the forecasts with the actual observations.     

公众满意结构的初步研究

本文在对相关研究进行述评的基础上,通过预调查编制公众满意结构调查问卷,对1566名成年人的正式调查表明,我国的公众满意主要包含七个因子:政府形象、社会安全、经济调控、教育就业与保健、人文生态保护、国际参与和民主政治;调查数据显示上述七因子受公众关注的程度存在着差异。研究结果为公众满意的测评内容提供了一个框架,也为公共行政的工作重点提供了参考。     

产品组合决策模型的适用性比较分析﹡

目前广泛使用的产品组合决策模型包括矩阵模型和定量模型两大类别。二者各有其使用价值,其中矩阵模型更适合做产品组合经营战略选择的工具,而定量模型特别适合投资组合的投资优先顺序的确定决策。但是传统产品组合决策定量模型及其现代使用的作业成本法和约束理论都存在一定缺陷而影响其使用效力。为了使决策定量模型更为合理化和适用化,尚需综合考虑产品的市场受欢迎度和不受欢迎产品的处理成本等综合市场竞争因素,优化决策模型,使改进后的决策模型更适应强烈市场竞争下的企业产品组合决策。     

Graphical Techniques for Selecting Explanatory Variables for Time Series Data

Bayesian model building techniques are developed for data with a strong time series structure and possibly exogenous explanatory variables that have strong explanatory and predictive power. The emphasis is on finding whether there are any explanatory variables that might be used for modelling if the data have a strong time series structure that should also be included. We use a time series model that is linear in past observations and that can capture both stochastic and deterministic trend, seasonality and serial correlation. We propose the plotting of absolute predictive error against predictive standard deviation. A series of such plots is utilized to determine which of several nested and non-nested models is optimal in terms of minimizing the dispersion of the predictive distribution and restricting predictive outliers. We apply the techniques to modelling monthly counts of fatal road crashes in Australia where economic, consumption and weather variables are available and we find that three such variables should be included in addition to the time series filter. The approach leads to graphical techniques to determine strengths of relationships between the dependent variable and covariates and to detect model inadequacy as well as determining useful numerical summaries.     

论“自主学习”模式下的教师角色

培养学习者自主学习的能力是外语教学的重要目标。本文在自主学习模式下,探讨当代大学教师应扮演的角色:策划、指导者;监控、评估者;促进、帮助者;反思、研究者;资源利用者和心理医生。     

地理距离、方言文化与劳动力空间流动

本文基于百度迁徙大数据研究中国劳动力的空间流动，系统考察地理和文化对劳动力流动的影响。通过构造流动机会比率，基于引力模型和普通最小二乘法的研究表明地理距离和方言距离阻碍劳动力流动。在空间距离上，劳动力偏好邻近城市，地理距离每增加1%，劳动力的流动机会比率降低约0.6%。在空间位置上，劳动力倾向于在方言文化相近地域范围流动，方言距离每增加1%，劳动力的流动机会比率下降2%左右。通过构造两地年均降水量差距和小麦种植适宜度差距作为方言距离的工具变量，以两阶段最小二乘法估计缓解内生性问题，估计显示结论稳健。考虑普通话因素后方言距离的抑制影响依然稳健，但目的地的高普通话普及率显著发挥促进劳动力流动的引力作用。最后，本文得出持续推广普通话、加强交通建设和深化中等教育的政策建议。     

递阶双因素模型估计信用组合一致性风险

当信用组合内资产个数较少时，基于Gordy提出的粒度调节方法计算的组合风险量度VaR将严重被低估，从而高估一致性风险量度预期短缺ES。本文利用Taylor展开式改进粒度调节方法，提高估计ES的准确性；并且假设行业因素是宏观经济因素的线性函数，由此保证了组合不变性的条件，从而扩展单因素模型为递阶双因素模型，提高相关性估计准确性，解决了单因素模型高估经济资本的问题。模拟结果显示递阶双因素模型的优越性，特别是组合内资产规模较小时，改进的效果更明显。     

口译笔记的认知理据

口译笔记是影响口译质量的一个重要因素。文章从认知科学的角度出发分析了口译笔记的特点和规律,指出口译笔记的具体操作和激活扩散模型、图式理论、连通主义等许多认知领域的研究成果有密切的联系,其中尤其是吉尔的精力分配理论,对如何做口译笔记有很强的实践指导作用。     

新时期榜样示范的出路

在社会转型的新时期下,随着价值观念日益趋向多元化,榜样示范面临着巨大的挑战和困境。如何洞悉榜样示范所面临的困境,并超越现实找到出路,是我们必须认真对待和深刻思考的。