A new local estimation method for single index models for longitudinal data

Single index models are natural extensions of linear models and overcome the so-called curse of dimensionality. They are very useful for longitudinal data analysis. In this paper, we develop a new efficient estimation procedure for single index models with longitudinal data, based on Cholesky decomposition and local linear smoothing method. Asymptotic normality for the proposed estimators of both the parametric and nonparametric parts will be established. Monte Carlo simulation studies show excellent finite sample performance. Furthermore, we illustrate our methods with a real data example.     

A study of the operation efficiency and cost performance indices of power-supply companies in China based on a dynamic network slacks-based measure model

This paper applies the dynamic network slacks-based measure model with free links and fixed links (hereafter referred to as DNSBM-Free and DNSBM-Fixed respectively) to evaluate the operational performance of 31 electric power-supply companies (hereafter referred to as EPCs) in China from 2010 to 2012. This approach allows for the consideration of the group heterogeneity of electric power transmission. This approach also considers the new structural reform in the power grid of China in the near future, i.e., the separation of the transmission division (hereafter referred to as T) and the distribution division (hereafter referred to as D). We extend several performance indices to measure the cost efficiency and technology gaps in electric power supply. We estimate the efficiencies of the EPCs under different policies. The results indicate that regional economic development level has a significant impact on the performance of the EPCs. Under the DNSBM-Free and DNSBM-Fixed models, while the efficiency of D was a slightly higher than that of T before separating T and D, however, the efficiency of D was significantly lower than that of T after separation. Conversely, divisional efficiencies of some companies show a significant gap between T and D. This suggests that policy-makers should seriously balance the pros and cons of separation policy before making decisions, and the EPCs in China focus on enhancing operating efficiency of D when deciding to separate T and D in the future. Furthermore, this paper speculates that the macro-economic environment influences the policy of separation of T and D.     

A Multiple-community Overlap Measure Based on a Probabilistic Approach

Species diversity indices are designed to measure the species diversity of a community and to compare the species distribution structure of two communities. The Shannon and Simpson indices are for describing one community, and the Jaccard and Morisita indices are for comparing two communities. Only a few indices allow the simultaneous comparison of three or more communities. In this study, we propose a multiple-community similarity index based on a probabilistic approach, and compare it with other multiple-community indices. Empirical examples are considered as a demonstration of the proposed similarity indices.     

Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms

In this article, we deal with an empirical comparison of two data-driven heuristic procedures of estimation of a positive extreme value index (EVI), working thus with heavy right tails. The semi-parametric EVI-estimators under consideration, the so-called peaks over random threshold (PORT)–minimum-variance reduced-bias (MVRB) EVI-estimators, are location and scale-invariant estimators, based on the PORT methodology applied to second-order MVRB EVI-estimators. Trivial adaptations of these algorithms make them work for a similar estimation of other parameters of extreme events, such as the Value-at-Risk at a level p, the expected shortfall and the probability of exceedance of a high level x, among others. Applications to simulated data sets and to real data sets in the field of finance are provided.     

360度评估体系中权重调整方法研究

在360度评估体系中,评估者主要包括上级、下级、同级和员工本人。评估成员中往往有高估自己而低估他人的倾向,有时也会出现策略性的评估,这会导致评价结果出现偏差。另外在企业的实际应用中,各类评估者的权重往往是固定的,因此对于出现的各类偏差很难调整。本文通过分析成员的评分结果,确定成员自评与他评的一致性类型,给出了自评与他评的权重确定方法,在此基础上设计了成员的得分函数。本文的权重调整方法实际上是一种机制设计,主要是约束各类评估者策略性的评估或者降低由于心理因素带来的各类偏差。最后,将该方法应用于企业员工贡献值的排序问题,并通过与传统方法的比较,说明了此方法的有效性与合理性。     

经济预警指数、国房景气指数与CPI指数波动溢出实证分析——基于三元VAR-GARCH-BEKK模型

建立三元VAR-GARCH-BEKK模型对中国经济预警指数、国房景气指数和CPI指数间的ARCH型和GARCH型波动溢出进行了分析,发现经济预警指数和国房景气指数当期波动均受到了自身滞后残差平方与滞后波动的显著影响,但CPI指数波动不存在ARCH和GARCH效应。CPI指数对经济预警指数和国房景气指数有显著的波动溢出作用,经济预警指数对国房景气指数存在波动溢出作用。因此,国家制定宏观经济政策时应避免分割控制模式,积极建立动态制度框架和信息沟通机制以抵御风险。     

基于省际面板数据的行业收入差距与经济增长关系研究

通过泰尔指数的测算发现,中国的行业收入差距水平9年间几乎没有变化,然而各地区的行业收入差距变化差异较大,发达省份的行业收入差距持续扩大,欠发达省份的差距持续缩小,全国的平静掩盖了各省行业收入差距变化较大的事实,更值得一提的是,中国各地区的行业收入差距的变化规律违背了"库兹涅兹倒U型假说"。基于30个省份19个行业的省际面板数据,建立计量模型来分析各地行业收入差距与经济增长的关系,结果表明,各地经济增长与行业收入差距呈现负相关关系,而且这种关系是互为因果的。     

SPECIAL ISSUE： CLIMATE CHANGE AND GLOBAL GOVERNANCEStrategic Measures to Reduce China＇s Carbon Emissions： Based on an Index Decomposition Analysis of Carbon Emissions in Eight Industries

基于优化的Laspeyres指数分解方法,通过考察1994-2008年我国八大行业部门碳排放量的总体趋势与特征,结果发现：经济规模每增长一个百分点,碳排放量平均增加15Mt（百万吨）,但不同行业间经济增长的边际碳排放量差异很大;经济结构重型化加剧碳排放量的增加,制造业比重每增加一个百分点,碳排放量平均增加56Mt;技术进步推动能源强度下降,是减少碳排放的核心动力,能源强度每下降一个百分点,碳排放量平均减少33Mt;以煤炭为主的能源结构导致碳排放密度居高不下,能源结构变化的减排效应并不显著。但是,综合碳排放密度下降是一个积极的信号,显现出我国能源结构优化的迹象。推动产业结构调整、能源结构优化,促进节能技术与工艺创新、走新型工业化道路,是实现中国低碳发展的必经之路。     

社区成员的社区教育满意度测量理论研究

社区成员对社区教育的满意度评价,是社区教育教育评价的重要组成。构建社区教育满意度测量指标,是满意度测量和评价的前提。本论文根据顾客满意度测量理论和教育满意度测量理论,分析了影响社区成员的社区教育满意度的各个要素．以社区教育服务的构成要素为测量点,建构了社区成员的社区教育满意度测量指标体系。     

The Clustering of Categorical Data: A Comparison of a Model-based and a Distance-based Approach

For clustering multivariate categorical data, a latent class model-based approach (LCC) with local independence is compared with a distance-based approach, namely partitioning around medoids (PAM). A comprehensive simulation study was evaluated by both a model-based as well as a distance-based criterion. LCC was better according to the model-based criterion and PAM was sometimes better according to the distance-based criterion. However, LCC had an overall good and sometimes better distance-based performance as PAM, although this was not the case in a real data set on tribal art items.