Analysis of Linear Models with Two Factors Having Both Fixed and Random Levels

A general theory for a case where some factors have both fixed and random effect levels is developed under a two-way treatment structure model. This is an extension of a one factor with both fixed and random levels (Njuho and Milliken, 2005 Njuho , P. M. , Milliken , G. A. ( 2005 ). Analysis of linear models with one factor having both fixed and random levels . Commun. Statist. Theor. Meth. 34 : 1979 – 1989 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]). We consider several alternative approaches for estimating the fixed effects and the variance components using mixed models. We propose conducting the analysis in stages depending on the hypothesis being tested. The computational procedures are illustrated using two numerical examples.     

Cointegration: Bayesian Significance Test

To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926 Yule , G. U. ( 1926 ). Why we do sometimes get nonsense-correlations between time-series? A study in sampling and the nature of time-series (with discussion) . J. Roy. Statist. Soc. 89 : 1 – 64 .[Crossref] , [Google Scholar]). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999 Bauwens , L. , Lubrano , M. , Richard , J.-F. ( 1999 ). Bayesian Inference in Dynamic Econometric Models . Oxford : Oxford University Press . [Google Scholar]) highlighted that “the topic of selecting the cointegrating rank has not yet given very useful and convincing results”.

The present article applies the Full Bayesian Significance Test (FBST), especially designed to deal with sharp hypotheses, to cointegration rank selection tests in VECM time series models. It shows the FBST implementation using both simulated and available (in the literature) data sets. As illustration, standard non informative priors are used.     

Testing the Homogeneity of Two Survival Functions Against a Mixture Alternative Based on Censored Data

When the survival distribution in a treatment group is a mixture of two distributions of the same family, traditional parametric methods that ignore the existence of mixture components or the nonparametric methods may not be very powerful. We develop a modified likelihood ratio test (MLRT) for testing homogeneity in a two sample problem with censored data and compare the actual type I error and power of the MLRT with that nonparametric log-rank test and parametric test through Monte-Carlo simulations. The proposed test is also applied to analyze data from a clinical trial on early breast cancer.     

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.     

Three-Factor Cartographic Representation

Statistics and statisticians have contributed to industry. Attention has been given to the appropriate training of statisticians for careers in industry. Statistics is used with benefit to industry in quality control, experimental design in research and development, and management decisions. Statistics can benefit from industry's assistance, the subject of this article. Five premises are set forth, three of them suggesting problems for statistics and industry. They relate to public understanding of statistics, the recruitment of students to statistics, the recruitment of statisticians to industry, and the relevance of research in statistics to the needs of industry. Thirteen recommendations are made on what industry can do for statistics and suggestions are made on how the American Statistical Association and the American Society for Quality Control can provide leadership in meeting the problems posed with the help of industry.     

Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates

Our purpose is to explore the intrinsic Bayesian inference on the rate of a Poisson distribution and on the ratio of the rates of two independent Poisson distributions, with the natural conjugate family of priors in the first case and the semi-conjugate family of priors defined by Laurent and Legrand (2011) in the second case. Intrinsic Bayesian inference is derived from the Bayesian decision theory framework based on the intrinsic discrepancy loss function. We cover in particular the case of some objective Bayesian procedures suggested by Bernardo when considering reference priors.     

我国企业公仆型领导量表的设计与检验

本文采用文献研究、专题座谈会、个别深入访谈、关键事件分析以及问卷调查等多种研究方法,编制了一个由11个维度的44个计量项目组成的公仆型领导量表,并通过定性和定量分析,对这个量表的心理测量特征进行了初步的检验.可靠性分析、探测性分析、确认性与二阶因子分析、多层次线性模型分析结果表明,作者编制的公仆型领导量表具有较好的可靠性、会聚有效性、鉴别有效性和预测有效性,可用于计量组织、部门、基层单位等各个层次的公仆型领导风格.     

Hypothesis testing in mixture regression models

Summary.  We establish asymptotic theory for both the maximum likelihood and the maximum modified likelihood estimators in mixture regression models. Moreover, under specific and reasonable conditions, we show that the optimal convergence rate of n ^−1/4 for estimating the mixing distribution is achievable for both the maximum likelihood and the maximum modified likelihood estimators. We also derive the asymptotic distributions of two log-likelihood ratio test statistics for testing homogeneity and we propose a resampling procedure for approximating the p -value. Simulation studies are conducted to investigate the empirical performance of the two test statistics. Finally, two real data sets are analysed to illustrate the application of our theoretical results.     

西方“知沟假设”理论评析

文章对西方传播学效果研究的经典理论———“知沟假设”的研究层次进行了深入的分析与评价 ,指出了宏观社会结构层面和个体层面在理论上各自的优势与缺陷 ,尤其从低社会地位群体角度 ,对个体层面无视大众传播的社会后果进行了剖析。文章也从作者在国内所做的大型实证研究出发 ,试图寻求两个研究层次的联结 ,并对“知沟假设”的未来研究进行了构想。     

企业薪酬管理公平性对员工工作态度和行为的影响

作者对广东省七家饭店的员工及他们的主管进行了前后两次问卷调查,通过纵断数据分析,探讨员工的薪酬公平感和满意感与他们的情感性归属感、工作积极性和工作绩效之间的因果关系。数据分析结果表明,企业薪酬管理公平性是影响员工薪酬满意感的重要因素,员工的薪酬公平感和满意感会影响他们的情感性归属感,薪酬管理信息公平性会影响员工的工作积极性和工作绩效,员工的薪酬满意感与他们的工作积极性和工作绩效存在双向因果关系。