Considerations on group-wise identical designs for linear mixed models

We consider a general class of mixed models, where the individual parameter vector is composed of a linear function of the population parameter vector plus an individual random effects vector. The linear function can vary for the different individuals. We show that the search for optimal designs for the estimation of the population parameter vector can be restricted to the class of group-wise identical designs, i.e., for each of the groups defined by the different linear functions only one individual elementary design has to be optimized. A way to apply the result to non-linear mixed models is described.     

A critical approach to wage devaluation: The case of Spanish economic recovery

In line with the orientation of EU economic policy, the Spanish government has favoured a strategy of internal devaluation as a way of adjusting price levels within the currency union. The results of empirical studies indicate that the internal devaluation applied in Spain does not seem to have attained the desired goals in terms of reducing the relative prices of exports and consolidating a model of growth based on external demand. Indeed, the estimates drawn up show that tailwinds – the depreciation of the euro and the fall in risk premium as results of the measures taken by the ECB, greater economic activity by trading partners and the fall in the price of oil – exercised a decisive influence in the trends followed by the prices of exports and the balance of trade during the period of crisis management in Spain.     

How much is too much: Does the size of income support transfers affect labor supply?

Cash transfer programs pursue mainly protective objectives, but can also impact rural livelihoods by inducing investments in productive activities and changing household labor allocation. We adopt a continuous treatment approach to quantify how households’ labor supply responds to transfer size. We find a shift from paid labor to own farm labor and find that the transfer size is well within a level that would have disincentive effects on time spent on own farm activities. The switch from paid to own farm labor occurs at lower levels of transfers for labor-constrained households, and at higher levels for non-labor constrained households.     

Least-square regularized regression with non-iid sampling

We study the least-square regression learning algorithm generated by regularization schemes in reproducing kernel Hilbert spaces. A non-iid setting is considered: the sequence of probability measures for sampling is not identical and the sampling may be dependent. When the sequence of marginal distributions for sampling converges exponentially fast in the dual of a Hölder space and the sampling process satisfies a polynomial strong mixing condition, we derive learning rates for the learning algorithm.     

理性与信仰有高低之分吗?——从托马斯与洛克的看法说起

理性与信仰孰高孰低是古往今来的哲学经常论及的问题.尽管不同的哲学对这一问题的看法往往大相径庭,但在谈论这一问题时,均未对问题本身提出过质疑.我们可以把托马斯所讲的信仰理解为作为人的认识的神的认识,而由于神的认识高于人的认识,所以人的信仰高于人的理性.洛克则认为,信仰是有根据的意见,因而从属于理性.实际上.在现实的认识中,既没有脱离信仰的纯粹的理性,也没有脱离理性的纯粹的信仰,因而很难分出理性与信仰的高低.     

Childhood family structure and young adult behaviors

This paper examines a wide variety of forms, and full histories, of family structure to test existing theories of family influences and identify needs for new theories. The focus is on links between childhood family structure and both completed schooling and risk of a nonmarital birth. Using a 27-year span of panel (PSID) data for U.S. children, we find that: (a) change is stressful, (b) timing during childhood is relevant, (c) adults other than parents are important, and (d) two more recently studied family structures (mother-with-grandparent(s) and mother-with-stepfather) do not fit the molds of existing theories. The findings suggest that new theories should consider allocation of resources and reasons people group into family structures. Received: 11 September 1998/Accepted: 27 March 2000     

Ecosystem resilience, specialized adaptation and population decline: A modern Malthusian theory

The purpose of this article is to construct a theoretical framework characterizing the interactions among economic development, ecosystem equilibrium and possible population decline, and to discuss the population dynamics in the very long run. In our framework, economic activities bridge population and environment. On the one hand, human beings reform the environment through economic activities; on the other hand, economic activities decrease environmental resilience and increase the possibility of an environmental change in a discontinuous and irreversible pattern, as described in Arrow et al. (1995). Furthermore, a highly developed economy also causes over-specialization of human adaptation, which tends to exaggerate the impact of an environmental change on human population size. Received: 19 January 1999/Accepted: 3 July 1999     

Palm Distributions for Log Gaussian Cox Processes

This paper establishes a remarkable result regarding Palm distributions for a log Gaussian Cox process: the reduced Palm distribution for a log Gaussian Cox process is itself a log Gaussian Cox process that only differs from the original log Gaussian Cox process in the intensity function. This new result is used to study functional summaries for log Gaussian Cox processes.     

Threshold Estimation for Stochastic Processes with Small Noise

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent but numerically unstable in the sense of large standard deviations under finite samples when the noise process has jumps. We propose a filter to cut large shocks from data and construct the same LSE from data selected by the filter. The proposed estimator can be asymptotically equivalent to the usual LSE, whose asymptotic distribution strongly depends on the noise process. However, in numerical study, it looked asymptotically normal in an example where filter was chosen suitably, and the noise was a Lévy process. We will try to justify this phenomenon mathematically, under certain restricted assumptions.