Microeconometric models and anonymized micro data

Summary The paper first provides a short review of the most common microeconometric models including logit, probit, discrete choice, duration models, models for count data and Tobit-type models. In the second part we consider the situation that the micro data have undergone some anonymization procedure which has become an important issue since otherwise confidentiality would not be guaranteed. We shortly describe the most important approaches for data protection which also can be seen as creating errors of measurement by purpose. We also consider the possibility of correcting the estimation procedure while taking into account the anonymization procedure. We illustrate this for the case of binary data which are anonymized by ‘post-randomization’ and which are used in a probit model. We show the effect of ‘naive’ estimation, i. e. when disregarding the anonymization procedure. We also show that a ‘corrected’ estimate is available which is satisfactory in statistical terms. This is also true if parameters of the anonymization procedure have to be estimated, too. Research in this paper is related to the project “Faktische Anonymisierung wirtschaftsstatistischer Einzeldaten” financed by German Ministry of Research and Technology.     

The tube method for the moment index in projection pursuit

The projection pursuit index defined by a sum of squares of the third and the fourth sample cumulants is known as the moment index proposed by Jones and Sibson [1987. What is projection pursuit? J. Roy. Statist. Soc. Ser. A 150, 1–36]. The limiting distribution of the maximum of the moment index under the null hypothesis that the population is multivariate normal is shown to be the maximum of a Gaussian random field with a finite Karhunen–Loève expansion. An approximate formula for tail probability of the maximum, which corresponds to the p-value, is given by virtue of the tube method through determining Weyl's invariants of all degrees and the critical radius of the index manifold of the Gaussian random field.     

On a new goodness‐of‐fit process for families of copulas

A goodness‐of‐fit procedure is proposed for parametric families of copulas. The new test statistics are functionals of an empirical process based on the theoretical and sample versions of Spearman's dependence function. Conditions under which this empirical process converges weakly are seen to hold for many families including the Gaussian, Frank, and generalized Farlie–Gumbel–Morgenstern systems of distributions, as well as the models with singular components described by Durante [Durante ( 2007 ) Comptes Rendus Mathématique. Académie des Sciences. Paris, 344, 195–198]. Thanks to a parametric bootstrap method that allows to compute valid P‐values, it is shown empirically that tests based on Cramér–von Mises distances keep their size under the null hypothesis. Simulations attesting the power of the newly proposed tests, comparisons with competing procedures and complete analyses of real hydrological and financial data sets are presented. The Canadian Journal of Statistics 37: 80‐101; 2009 © 2009 Statistical Society of Canada     

大学生偶像崇拜现象及教育对策

随着大众传媒的迅速发展，中国文化本身已呈现多元化趋势，偶像崇拜也出现了多元性。从大学生偶像崇拜的现状入手，结合中北大学学生偶像崇拜现象的调查结果，阐述了大学生偶像崇拜的一些消极影响。如何消除这些消极影响将是高校思想政治教育面临的新课题。高校思想政治教育应重视对大学生偶像崇拜的引导，从而使他们树立正确的人生观、世界观和价值观。     

21世纪初中国经济走势:持续快速发展

中国要加快实现社会主义现代化建设第三步战略目标,要建成社会主义市场经济体制,要实现经济和社会的可持续发展,要巩固稳定的社会政治局面,要增强综合国力,要实现和平统一祖国大业,要维护世界和平,都要靠经济的持续快速发展.经验已经证明,1992年以来,中国在很困难的条件下成功实现了经济的持续快速发展.21世纪初中国实现经济持续快速发展的条件是改革开放,科技进步,产业结构调整,作为一个发展中大国的某些优势,已经积累的丰富的宏观调控经验,可以保持稳定的社会政治局面和国际和平环境.     

我们今天怎样研究赛珍珠——从中国赛珍珠研究现状谈起

中国赛珍珠研究已经走过了70余年的历程,特别是新时期以后,这一研究取得了丰硕的成果,而这些成果的取得除了由于赛珍珠及其创作在全球化时代越发显现出其现实意义外,还得益于多样的研究方法的运用.但是,在此基础上,我们的研究还可以而且应该更为合理地运用已有的研究方法,并开发利用更多更新的批评方法,俾使我们的赛珍珠研究取得更大的成绩,更充分地利用赛珍珠留下的文化遗产,汲取她在跨文化领域的智慧,为21世纪人类文化建设服务.     

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.     

Stochastic volatility modelling in continuous time with general marginal distributions: Inference,prediction and model selection

We compare results for stochastic volatility models where the underlying volatility process having generalized inverse Gaussian (GIG) and tempered stable marginal laws. We use a continuous time stochastic volatility model where the volatility follows an Ornstein–Uhlenbeck stochastic differential equation driven by a Lévy process. A model for long-range dependence is also considered, its merit and practical relevance discussed. We find that the full GIG and a special case, the inverse gamma, marginal distributions accurately fit real data. Inference is carried out in a Bayesian framework, with computation using Markov chain Monte Carlo (MCMC). We develop an MCMC algorithm that can be used for a general marginal model.     

Transitions from employment among young Norwegian workers

In a large representative sample of young Norwegian workers, we estimate gross transitions to unemployment, education, and other exits in a multinomial logit. In line with received literature, we find that individuals with high education, experience, and income have significantly lower probabilities of job exits. While female education rates have increased to surpass those of males, female labour market outcomes are still more responsive to family related background characteristics as compared with the outcomes for males. Received: 17 October 1996/Accepted: 5 March 1999     

荣格的分析心理学与道

荣格在吸收中国传统文化的基础上，完善与发展了其分析心理学的思想体系。“道”这个中国文化中最神奇最玄妙的概念，正是荣格分析心理学的内在基础之一。本文试图从分析心理学的基本特征出发，寻找其与“道”的内在联系，以便促进我们对分析心理学的理解和对中国传统文化的重视