Generalized f variates in the general linear model

In this paper the theory of the generalized F variate is examined. A large class of statistics is constructed for linear for linear models when the errors are distributed N(0, ∑), where ∑ is positive definite. These statistics are shown to have a generalized F distribution. The role of the generalized F variate is then studied in detail for a linear model of constant intraclass correlation.     

On a theorem of graybill

Graybill (1976) gives a theorem for testing variance components in balanced random models. Unfortunately, the theorem does not hold true. We pin down the reason that causes the theorem to fail and give a correct version of it.     

Multilevel and nonlinear panel data models

Summary This paper presents a selective survey on panel data methods. The focus is on new developments. In particular, linear multilevel models, specific nonlinear, nonparametric and semiparametric models are at the center of the survey. In contrast to linear models there do not exist unified methods for nonlinear approaches. In this case conditional maximum likelihood methods dominate for fixed effects models. Under random effects assumptions it is sometimes possible to employ conventional maximum likelihood methods using Gaussian quadrature to reduce a T-dimensional integral. Alternatives are generalized methods of moments and simulated estimators. If the nonlinear function is not exactly known, nonparametric or semiparametric methods should be preferred. Helpful comments and suggestions from an unknown referee are gratefully acknowledged.     

Time preference and labour migration in an OLG model with land and capital

This paper constructs a two-country migration model in the lines of Galor (1986), in which the world population consists of individuals of two types who have different time preferences. Production uses three inputs: mobile labour, immobile capital and land. It is shown that both countries are necessarily inhabited by agents of both types and exhibit equal density of population and equal interest rate at the steady state equilibrium of the integrated economy. The steady state welfare implications of international labour migration are studied.This paper has been written during Philippe Michel's visit at CORE, September 1994. Earlier drafts of this paper have been presented at the meeting Journées d'étude générations imbriquées (Marseille, November 24–26, 1994), at the ESPE conference (Lisbon, June 1–3, 1995) and at the EEA annual meeting (Prag, September 1–3, 1995). Comments by participants are gratefully acknowledged. We are also grateful to Stéphane Déo, Kamhon Kan, Pierre Pestieau, Christoph Schmidt and two anonymous referees for helpful comments. The usual disclaimer applies.Responsible editor: Alessandro Cigno     

用结构参数F预测饱和烷烃水的溶解度和辛醇/水分配系数

用结构参数F预测了46种饱和烷烃水的溶解度和辛醇／水分配系数,预测结果与文献值十分接近．     

Macroeconomic impacts of Chinese currency appreciation on China and the Rest of World: A global CGE analysis

This paper analyzes the ex-ante short-term impacts of the Chinese RMB appreciation on the Chinese and world economy, using a novel approach of modeling nominal exchange rate adjustment in the GTAP, a global CGE model. Scenario results show that Chinese economy will be affected negatively, with lower real GDP, lower employment rates, and a decline in the trade surplus. Chinese currency appreciation has positive impact on the GDP of the major countries and regions, although by a small margin. With higher Chinese exchange rate, trade balance for other trading partner countries improves with the exception of the U.S.     

The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models

It is demonstrated that factors needed to conduct tests and form confidence intervals for the ratio of two normal variances can be found using one of the new desk calculators which compute F probabilities.     

Log-linear models for mutations in the HIV genome

We discuss a general application of categorical data analysis to mutations along the HIV genome. We consider a multidimensional table for several positions at the same time. Due to the complexity of the multidimensional table, we may collapse it by pooling some categories. However, the association between the remaining variables may not be the same as before collapsing. We discuss the collapsibility of tables and the change in the meaning of parameters after collapsing categories. We also address this problem with a log-linear model. We present a parameterization with the consensus output as the reference cell as is appropriate to explain genomic mutations in HIV. We also consider five null hypotheses and some classical methods to address them. We illustrate methods for six positions along the HIV genome, through consideration of all triples of positions.     

Limit theory of generalized order statistics

Generalized order statistics (gos) were introduced by Kamps [1995. A Concept of Generalized Order Statistics. Teubner, Stuttgart] to unify several models of ordered random variables (rv's), e.g., (ordinary) order statistics (oos), records, sequential order statistics (sos). In a wide subclass of gos that includes oos and sos, the possible limit distribution functions (df's) of the maximum gos are obtained in Nasri-Roudsari [1996. Extreme value theory of generalized order statistics. J. Statist. Plann. Inference 55, 281–297]. In this paper, for this subclass, necessary and sufficient conditions of weak convergence, as well as the form of the possible limit df's of extreme, intermediate and central gos are derived. These results are extended to a wider subclass.