Lag Order and Critical Values of the Augmented Dickey–Fuller Test

Response surface analysis is used to obtain approximate finite-sample critical values for the augmented Dickey–Fuller (ADF) test. Previous studies estimating the critical values for the test have generally ignored their possible dependence on the lag order. This study shows that the lag order, in addition to the sample size, can affect the finite-sample behavior of the test. The result points to the importance of correcting for the effect of lag order in applying the ADF test.     

从掉渣烧饼看中国特许经营的发展

曾经名不见经传的湖北土家掉渣烧饼在一夜之间迅速蹿红,从门庭若市到门可罗雀,掉渣烧饼的命运从一个侧面呈现出目前特许经营已多行业、市场化、国际化的趋势．随着中国加入WTO,市场开放程度的加大,我国特许经营也面临着机遇和挑战。为了加快特许经营的发展,一方面要积极引进、借鉴、吸收国外成功的经验和好的做法；另一方面要结合本地实际情况,探索一条行之有效的特许经营发展新路子。     

Individual strategies for coping with stress at work: A review

This paper discusses some of the conceptual and methodological issues involved in the study of coping. It focuses on individual coping with work and work-related problems, and adopts a transactional framework for the definition of the key concepts of stress, appraisal and coping. It identifies and reviews 17 recent papers which are representative of the coping literature, as defined by the scope of the paper. What it draws out of this review largely concerns issues of measurement, and four particular issues are flagged as important for future research. It concludes that there is a need for more and more adequate studies, particularly in relation to the classification and modelling of coping, and that the adequacy of those future studies should be partly judged in terms of how well they deal with the issues raised here.     

Comparison of designs for multivariate generalized linear models

The purpose of this paper is to discuss response surface designs for multivariate generalized linear models (GLMs). Such models are considered whenever several response variables can be measured for each setting of a group of control variables, and the response variables are adequately represented by GLMs. The mean-squared error of prediction (MSEP) matrix is used to assess the quality of prediction associated with a given design. The MSEP incorporates both the prediction variance and the prediction bias, which results from using maximum likelihood estimates of the parameters of the fitted linear predictor. For a given design, quantiles of a scalar-valued function of the MSEP are obtained within a certain region of interest. The quantiles depend on the unknown parameters of the linear predictor. The dispersion of these quantiles over the space of the unknown parameters is determined and then depicted by the so-called quantile dispersion graphs. An application of the proposed methodology is presented using the special case of the bivariate binary distribution.     

美国社区学院的社区教育及几点思考

本文依次从历史渊源、目的、活动领域、组织形式、经费、规模、发展趋势等方面,对美国社区学院的社区教育进行了比较全面和深入的论述,最后就我国社区教育提出了几点思考意见.     

Implementation of ridge analysis on quadratic response surfaces

A computer program that performs ridge analysis on quadratic response surfaces is presented in this paper, the primary goal of which is to seek the estimated optimum operating conditions inside a spherical region of experimentation during the stage of process optimization. The computational algorithm is developed based upon the trust-region methods in nonlinear optimization and guarantees the resulting operating conditions to be globally optimal without any priori assumption on the structure of response functions. Under a particular condition termed the "hard case" arising from the trust region literature, the conventional ridge analysis procedure fails to provide a set of acceptable optimum operating settings, yet the proposed algorithm has the capability of locating a pair of non-unique global solutions achieved on an identical estimated response value. Two illustrative examples taken from the response surface methodology (RSM) literature are given to demonstrate the effectiveness and efficiency of the method addressed in the paper.     

The performance of subset response surface designs for estimating third order terms

Response surface designs are widely used in industries like chemicals, foods, pharmaceuticals, bioprocessing, agrochemicals, biology, biomedicine, agriculture and medicine. One of the major objectives of these designs is to study the functional relationship between one or more responses and a number of quantitative input factors. However, biological materials have more run to run variation than in many other experiments, leading to the conclusion that smaller response surface designs are inappropriate. Thus designs to be used in these research areas should have greater replication. Gilmour (2006) introduced a wide class of designs called “subset designs” which are useful in situations in which run to run variation is high. These designs allow the experimenter to fit the second order response surface model. However, there are situations in which the second order model representation proves to be inadequate and unrealistic due to the presence of lack of fit caused by third or higher order terms in the true response surface model. In such situations it becomes necessary for the experimenter to estimate these higher order terms. In this study, the properties of subset designs, in the context of the third order response surface model, are explored.     

农村税费改革与计划生育工作

目前在农村实行的税费改革是农村政策的重大调整。农村计划生育工作在税费改革中遇到了机构、人员、经费等诸多问题。作者通过对安徽宣城等地的调查 ,提出了乡镇机构改革、人员分流、财政投入等对策     

‘Pushing buttons‘: an evaluation of the effect of Aboriginal income management on commercial gambling expenditure

The Northern Territory National Emergency Response Act 2007 was a radical intervention into the lives of Aboriginal residents of the Northern Territory, Australia. One of the intervention's key measures was income management – a scheme designed to limit the range of goods and services that may be purchased with social security payments. The aim of income management was to curb 'anti‐social behaviours' such as excessive gambling and alcohol consumption. In this paper, we specifically test the efficacy of income management in reducing the amount spent on commercial gambling. To achieve this we conduct an interrupted time series analysis with deflated monthly electronic gaming machine (EGM) expenditure data from July 2002 to July 2010 for hotels and clubs in the towns of Alice Springs and Katherine. We find a negative association between income management and EGM revenues for only one gambling venue in each town. However, local complexity in the form of segregated markets along temporal, spatial and racial lines, along with other policy confounders, may obscure the effects of the macro‐policy intervention. We conclude by making suggestions for locally‐based responses to problematic forms of risky consumption that may be more sensitive to local geographies.     

A reference prior for the analysis of a response surface

Standard response surface methodology employs a second order polynomial model to locate the stationary point ξ$\mathit{\xi }$ of the true response function. To make Bayesian analysis more direct and simpler, we refer to an alternative and equivalent parametrization, which contains ξ$\mathit{\xi }$ as parameter of interest. The marginal reference prior of ξ$\mathit{\xi }$ is derived in its general form and particular cases are also given in detail, showing the Bayesian role of rotatability.