Survivor Function Estimators Under Group Sequential Monitoring Based on the Logrank Statistic

In this paper we investigate a group sequential analysis of censored survival data with staggered entry, in which the trial is monitored using the logrank test while comparisons of treatment and control Kaplan-Meier curves at various time points are performed at the end of the trial. We concentrate on two-sample tests under local alternatives. We describe the relationship of the asymptotic bias of Kaplan-Meier curves between the two groups. We show that even if the asymptotic bias of the Kaplan-Meier curve is negligible relative to the true survival, this is not the case for the difference between the curves of the two arms of the trial. A corrected estimator for the difference between the survival curves is presented and by simulations we show that the corrected estimator reduced the bias dramatically and has a smaller variance. The methods of estimation are applied to the Beta-Blocker Heart Attack Trial (1982), a well-known group sequential trial.     

战略本质与企业战略内在层次结构

本文在回顾企业战略概念与内容的相关研究基础上,给出了企业经营管理及其它各领域战略的共同本质。由此并结合以往对企业战略内容及其结构的不同研究,试图探讨企业战略分层次的内在结构,以此加深对战略分析、战略生成等企业战略管理过程的认识。     

股东参与治理的私人收益和社会收益的实证研究

本文探讨了股东参与治理所带来的私人收益、特定股权结构的社会收益以及股权集中成本三者之间的关系。我们分析的结果表明,当股东与经理人员之间的利益冲突水平较高、其它治理机制的作用较弱时,股权集中(股东参与治理的积极性较高)可以创造大量的社会收益;反之,股权的集中与分散程度(股东参与治理的积极性较低)对社会收益的影响不明显。本文的研究结论为我国股东参与治理及股权结构改革提供了重要启示。     

邓小平视野中政治体制改革的鲜明特色:制度改革

邓小平把马克思主义国家学说与中国实际相结合,对我国的政治体制改革进行广泛深人思考并做出一系列精辟论述,形成了邓小平政治体制改革思想.这一思想以制度改革为其鲜明特色,既是对传统的政治制度禁区的突破,又是对"文革"教训及制度弊端的深刻反思,丰富和发展了马克思主义民主政治理论,为我国政治体制改革指明了前行方向.邓小平在领导我国政治体制改革的历史进程中,以身作则,率先垂范,为推进政治制度建设做出了表率.     

Comparing the Fisher information in record data and random observations

We compare the Fisher information (FI) contained in the firstn record values and record times with the FI inn i. i. d. observations. General results are established for exponential family and Weibull type setups, and a summary table is provided listing several common distributions. We show that the FI in record data improves notably once the record times are included, often changing from being less to being equal or greater than the FI in a random sample of the same size. The behavior in the Weibull case is surprising. There it depends onn, whether the record or the i.i. d. observations have more FI. We propose new estimators based on record data. The results may be of interest in some life testing situations. Supported in part by Fondo Nacional de Desarrollo Cientifico y Tecnologico (FONDECYT) grant # 1010222 of Chile.     

EM-based maximum likelihood parameter estimation for multivariate generalized hyperbolic distributions with fixed λ

Generalized Hyperbolic distribution (Barndorff-Nielsen 1977) is a variance-mean mixture of a normal distribution with the Generalized Inverse Gaussian distribution. Recently subclasses of these distributions (e.g., the hyperbolic distribution and the Normal Inverse Gaussian distribution) have been applied to construct stochastic processes in turbulence and particularly in finance, where multidimensional problems are of special interest. Parameter estimation for these distributions based on an i.i.d. sample is a difficult task even for a specified one-dimensional subclass (subclass being uniquely defined by ) and relies on numerical methods. For the hyperbolic subclass ( = 1), computer program hyp (Blæsild and Sørensen 1992) estimates parameters via ML when the dimensionality is less than or equal to three. To the best of the author's knowledge, no successful attempts have been made to fit any given subclass when the dimensionality is greater than three. This article proposes a simple EM-based (Dempster, Laird and Rubin 1977) ML estimation procedure to estimate parameters of the distribution when the subclass is known regardless of the dimensionality. Our method relies on the ability to numerically evaluate modified Bessel functions of the third kind and their logarithms, which is made possible by currently available software. The method is applied to fit the five dimensional Normal Inverse Gaussian distribution to a series of returns on foreign exchange rates.     

反思发展主义：基于中国城乡结构转型的分析

城乡二元结构的建构是国家在发展主义理念指引下的发展策略,在这种城乡分割的结构体制之下,资源在城乡之间的分配严重不均,造成了中国乡村在现代化过程中濒临破败的局面,中国城乡一体化机制的建构在所难免。城乡一体化的理念基础是一种承认城乡之间的文化差异及二者在道德意义上的平等性的理念,当社会日益由“传统”走向“现代”,我们更需要在理念基础上重新思考“传统”的意义,审视“乡村”和“城市”各自的价值。     

Automatic model selection for high-dimensional survival analysis

Many different models for the analysis of high-dimensional survival data have been developed over the past years. While some of the models and implementations come with an internal parameter tuning automatism, others require the user to accurately adjust defaults, which often feels like a guessing game. Exhaustively trying out all model and parameter combinations will quickly become tedious or infeasible in computationally intensive settings, even if parallelization is employed. Therefore, we propose to use modern algorithm configuration techniques, e.g. iterated F-racing, to efficiently move through the model hypothesis space and to simultaneously configure algorithm classes and their respective hyperparameters. In our application we study four lung cancer microarray data sets. For these we configure a predictor based on five survival analysis algorithms in combination with eight feature selection filters. We parallelize the optimization and all comparison experiments with the BatchJobs and BatchExperiments R packages.     

时变视角下房价对制造业投资影响的再审视

在相对宽松的货币政策环境下,近些年房价飞速上涨。房价的快速上涨导致很多资金投向房地产业,而没有投向制造业,对制造业产生的这一影响是中国经济发展所面临的问题之一。在分析了相关影响路径后,使用带有随机波动项的时变参数向量自回归模型,针对房价波动对制造业投资的影响进行了实证分析。实证结果表明,房价上涨对制造业投资存在显著的负向影响,房价冲击带来的这一负向影响在1年左右达到最大,且随着时间的推移,房价波动越剧烈,这种负向影响越明显;企业在股票市场的融资并没有流入制造业,而是更多地去追逐房地产市场的高收益;扩张性货币政策带来的房价上涨导致货币政策对制造业投资的调节作用失效。基于研究结论,建议控制房价预期,减少经济增长对房地产的依赖,推动经济转型带动实体经济发展。     

惯例的理论位置及其市场秩序关系:一个初步框架

惯例因承载着历史和集体的某种记忆和智慧,对市场的日常实践具有重大的影响、形塑和建构作用,是交易和产权的基石,在非常广泛的经济生活中发挥着重要作用。本文首先梳理并分析了哲学、经济学和社会学对惯例的不同理解和表述。惯例的多元表现形态是一个客观事实,且各学科的不同定义均具有合理性。而惯例作为一个统一的概念和要素,当且仅当其作为一种结构性因素存在和发挥作用时才得以可能。在具有多元特征的同时,惯例在社会学的理论体系里仍然可以通过潜结构的身份获得统一的重要理论位置,即作为蕴涵一组中层理论的潜结构而存在。本文从理论上演绎了作为潜结构要素的惯例如何作用于市场秩序的再生产和转型的关系模型,以为将来的经验研究提供理论上的启示和参考。