Two Pitfalls of Using Standard Regression Diagnostics When Both X and Y Have Measurement Error

Modern exploratory data analysis produces models that are not based on physical theory but that are consistent with pictures of the data. When both X and Y have error this can be risky, because important features are hidden. Two examples are given that show that systematic model departures and heteroscedasticity may not be detectable with standard regression diagnostics.     

法律进化论视角下的刑事诉讼模式理论研究

以法律进化论为视角,以美国学者帕卡的刑事诉讼模式理论为研究背景,运用价值分析法,在立足传统研究成果的基础上,剖析了我国刑事诉讼模式重构可能存在的误区,并建议以本土法制资源和环境的改善为出发点,在强调制度整体性的基础上重构我国的刑事诉讼模式。     

The Speed of Adjustment of Warrant Prices to Changes in Stock Prices

This article reports on work designed to measure the time required for a change in a stock's price to be fully reflected in the price of a warrant on that stock. The method employed to measure the adjustment speed is the bivariate transfer function technique of Box and Jenkins. An interesting aspect of the study is the use of trade-by-trade data for measuring stock and warrant returns. The evidence presented here suggests that warrant prices adjust quickly to changes in stock prices. In addition, evidence concerning the ability of the estimated models to forecast warrant prices is presented.     

高校组织文化对研究生培养体系效率影响研究——以北京航空航天大学研究生培养状况为例

要增强组织效率,提高组织的综合竞争能力,在当今时代已不可能单纯依靠技术、货币等物质因素,还要发挥其他各种非物质因素的作用,其中,组织文化就是非常重要的非物质因素。因此,探讨组织文化与组织效率的关系是很有必要的。文章首先定性分析了组织文化因素对高校研究生教育培养体系组织效率的影响,然后通过建立组织文化价值取向模型,进行实际的问卷调查研究并分析所采集的数据,总结并改进了组织文化对高校研究生培养教育体系组织效率影响定量分析模型。     

再制造方式下引擎保证成本最小化研究

针对如何优化汽车引擎产品的保证成本这一问题,利用成本动因理论,分析并建立了引擎产品保证成本动因体系,该成本动因体系不仅包括了传统的保证成本,还考虑了失效产品再次失效的潜在成本。接着,利用数学规划方法,建立了引擎产品保证成本模型,并利用Matlab进行了数值分析。研究结论可用于指导汽车引擎制造企业在再制造方式下优化引擎产品保证成本。     

网络内容的技术控制模式建构与评析

基于维纳的经典控制模式,依照接入控制、过滤控制、编辑控制、分析控制四个流程,尝试建构了网络内容的技术控制模式。此模式着眼于复杂的网络传播环境,反映了多传播时代的多向反馈,体现了效果/批判的范式融合,综合了立体多元的控制手段。     

Agent‐Based Modeling to Simulate Contamination Events and Evaluate Threat Management Strategies in Water Distribution Systems

In the event of contamination of a water distribution system, decisions must be made to mitigate the impact of the contamination and to protect public health. Making threat management decisions while a contaminant spreads through the network is a dynamic and interactive process. Response actions taken by the utility managers and water consumption choices made by the consumers will affect the hydraulics, and thus the spread of the contaminant plume, in the network. A modeling framework that allows the simulation of a contamination event under the effects of actions taken by utility managers and consumers will be a useful tool for the analysis of alternative threat mitigation and management strategies. This article presents a multiagent modeling framework that combines agent‐based, mechanistic, and dynamic methods. Agents select actions based on a set of rules that represent an individual's autonomy, goal‐based desires, and reaction to the environment and the actions of other agents. Consumer behaviors including ingestion, mobility, reduction of water demands, and word‐of‐mouth communication are simulated. Management strategies are evaluated, including opening hydrants to flush the contaminant and broadcasts. As actions taken by consumer agents and utility operators affect demands and flows in the system, the mechanistic model is updated. Management strategies are evaluated based on the exposure of the population to the contaminant. The framework is designed to consider the typical issues involved in water distribution threat management and provides valuable analysis of threat containment strategies for water distribution system contamination events.     

COMPARATIVE CALIBRATION WITH SUBGROUPS

The main object of this paper is to consider structural comparative calibration models under the assumption that the unknown quantity being measured is not identically distributed for all units. We consider the situation where the mean of the unknown quantity being measured is different within subgroups of the population. Method of moments and maximum likelihood estimators are considered for estimating the parameters in the model. Large sample inference is facilitated by the derivation of the asymptotic variances. An application to a data set which indeed motivated the consideration of such general model and was obtained by measuring the heights of a group of trees with five different instruments is considered.     

中国现阶段环境约束下的适度经济增长率研究——基于废气排放量视角的分析

经济发展与环境污染的关系历来都是一对不可回避的矛盾,也是学术界研究的热点,国内外大多数学者都在考察人均GDP与环境污染的库兹涅茨曲线,但对于环境与经济增长率的关系却很少有人研究。首先建立环境变量与经济增长率关系的变参数状态空间模型,并将建立的状态空间模型转化成线性规划中的决策方程,之后应用参数区间估计和集合论两种方法,通过约束相应的变量及变量的系数来估计中国现阶段环境约束下的适度经济增长率。     

Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process

In this article, we consider the Sparre Andersen risk model that is perturbed by an inflated chi-process with non-negative random inflator R. Under some conditions on the perturbation and the random inflator, which allow for both small and large fluctuations, exact asymptotic behaviour of the finite-time ruin probability is obtained when initial reserve tends to infinity.