Some sampling effects of pairwise correlated observations on likelihood ratio tests for the difference between two means

We study the effects of the inclusion of pairs of correlated observations in a sample on likelihood ratio tests for the difference in two means. In particular, we assess how the inclusion of correlated data pairs (e.g., such as data inadvertently collected from sib-pairs) affects the sample size requirements necessary for the implementation of a Likelihood Ratio (LR) test for the difference between two means. Our results suggest that correlated data pairs beneficially or adversely effect sample size requirements for an LR test to a degree functionally related to the mixture parameters dictating their relative frequencies in the larger sample on which the test will be performed, the strength of the correlation between the observations, and the size of imbalances in the sample with respect to the number of observations in each group. The relevance and implications of the results for genetic and epidemiologic research are discussed.     

AN ALGORITHMIC APPROACH TO BAYESIAN LINEAR MODEL CALCULATIONS

A framework is described for organizing and understanding the computations necessary to obtain the posterior mean of a vector of linear effects in a normal linear model, conditional on the parameters that determine covariance structure. The approach has two major uses; firstly, as a pedagogical tool in the derivation of formulae, and secondly, as a practical tool for developing computational strategies without needing complicated matrix formulae that are often unwieldy in complex hierarchical models. The proposed technique is based upon symbolic application of the sweep operator SWP to an appropriate tableau of means and covariances. The method is illustrated with standard linear model specifications, including the so-called mixed model, with both fixed and random effects.     

英语名转动词的生成机理初探

英语名转动词的生成机理有以下凡方面:一是名转动词语义基础的生成理据;二是名转动词语义成分的锁定;三是名转动词进入句法结构。     

房地产上市公司财务预警实证研究

房地产业已成为我国重要的支柱产业,因此,建立房地产上市公司财务预警方法对政府、投资商、中介公司和广大消费者都具有重要意义。以主成分分析和逻辑回归分析为基础建立分析模型,并用该模型对2002~2005年沪、深两市45家房地产业上市公司进行实证分析,发现模型对房地产上市公司前两年和前四年的财务预警有较高的可信度。     

寿险公司偿付能力的综合评价

偿付能力是衡量一个公司经济能力的综合指标，而偿付能力监管是保险监管的首要目标，也是保险公司风险管理的主要内容。依据中国保监会对寿险公司偿付能力监管的要求，选取了九个财务指标，运用主成分分析法对18家活跃在中国保险市场的寿险公司的偿付能力进行了综合评价，提出应当拓宽保险资金运用渠道，优化管理结构，引进优秀人才，改进偿付能力评估办法，从而有效地提高中国寿险公司偿付能力。     

数字经济时代资本三大构成变化及其对劳动报酬占比的影响

近年来,在以互联网、大数据、人工智能为核心生产要素和以创新驱动为战略支撑的数字经济逐步上升为国家战略的过程中,中国经济增长和劳动生产率提高颇为显著,资本技术构成始终保持稳步上升,而资本有机构成与资本价值构成出现了新的变化,均呈现波动式下降。劳动报酬占比在国民收入分配格局中长期处于低水平稳定且增长缓慢状态,如何提高劳动报酬占比越来越成为经济高质量发展的瓶颈。理论分析资本三大构成与劳动报酬占比的关系,并在此基础上就数字经济时代我国资本三大构成新变化对劳动报酬占比的影响进行研究发现,资本技术构成受到劳动生产率与就业数量的影响进而影响劳动报酬占比;资本价值构成对劳动报酬占比的影响与工资水平密切相关;资本有机构成随着经济发展水平的变化对劳动报酬占比的影响也会出现差异,因此需在提高劳动生产率的同时结合三大产业吸纳就业的特征,制定精准的差异化就业政策;形成中间大两头小的橄榄型分配结构,扩大中等收入群体比重并增加低收入群体报酬;探索物质生产资料和精神生产资料"双重"所有制结构变革,结合资本有机构成变化特点合理分配劳动与资本两要素;促进公共服务均等化,加大普惠性人力资本投入,在经济高质量发展中促进共同富...     

The peculiar shrinkage properties of partial least squares regression

Partial least squares regression has been widely adopted within some areas as a useful alternative to ordinary least squares regression in the manner of other shrinkage methods such as principal components regression and ridge regression. In this paper we examine the nature of this shrinkage and demonstrate that partial least squares regression exhibits some undesirable properties.     

A simple way to obtain the spectral decomposition of variance components models for balanced data

By means of an example it is shown how eigenvalues and eigenvectors of variance components models can be obtained straightforwardly when balanced data are available. Simple asymptotically efficient estimators of the variance components are presented.     

Shrinkage Structure of Partial Least Squares

Partial least squares regression (PLS) is one method to estimate parameters in a linear model when predictor variables are nearly collinear. One way to characterize PLS is in terms of the scaling (shrinkage or expansion) along each eigenvector of the predictor correlation matrix. This characterization is useful in providing a link between PLS and other shrinkage estimators, such as principal components regression (PCR) and ridge regression (RR), thus facilitating a direct comparison of PLS with these methods. This paper gives a detailed analysis of the shrinkage structure of PLS, and several new results are presented regarding the nature and extent of shrinkage.