Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach

In this paper, we develop an info-metric framework for testing hypotheses about structural instability in nonlinear, dynamic models estimated from the information in population moment conditions. Our methods are designed to distinguish between three states of the world: (i) the model is structurally stable in the sense that the population moment condition holds at the same parameter value throughout the sample; (ii) the model parameters change at some point in the sample but otherwise the model is correctly specified; and (iii) the model exhibits more general forms of instability than a single shift in the parameters. An advantage of the info-metric approach is that the null hypotheses concerned are formulated in terms of distances between various choices of probability measures constrained to satisfy (i) and (ii), and the empirical measure of the sample. Under the alternative hypotheses considered, the model is assumed to exhibit structural instability at a single point in the sample, referred to as the break point; our analysis allows for the break point to be either fixed a priori or treated as occuring at some unknown point within a certain fraction of the sample. We propose various test statistics that can be thought of as sample analogs of the distances described above, and derive their limiting distributions under the appropriate null hypothesis. The limiting distributions of our statistics are nonstandard but coincide with various distributions that arise in the literature on structural instability testing within the Generalized Method of Moments framework. A small simulation study illustrates the finite sample performance of our test statistics.     

大病冲击、经济状况与农户筹资约束相互影响机制研究——基于四川童寺镇1105个农户的调查

研究不同经济状况农户在大病冲击下的筹资能力和筹资行为,有助于深入理解大病农户的筹资约束,为农村医改措施的实施与完善提供农户层面的微观证据.为此,采用1 105个农户调查数据,通过理论分析、交叉分析和最优尺度回归分析,揭示大病农户的筹资能力和筹资行为.研究结论表明:贫困程度越高的大病农户筹资约束问题越严重,而贫困农户“因贫致病”、“因病致贫”和“因病致病”的风险则更大.     

On Comparisons of Exact Powers of Bivariate GMANOVA Tests

Exact powers of four classical tests in a GMANOVA model are compared numerically when the order of the error sum of square matrix is 2. The four tests are likelihood ratio (=LR), Pillai's V, Hotelling's T ², and Roy's largest root tests. It turns out that for small sizes, there are a few cases in which Rothenberg's condition for the relative magnitude of asymptotic powers of three standard tests does not hold.     

Large Deviations for Sums of Independent Non Identically Distributed Random Variables

This article considers large deviation results for sums of independent non identically distributed random variables, generalizing the result of Petrov (1968 Petrov , V. V. ( 1968 ). Asymptotic behavior of probabilities of large deviations . Theor. Probab. Appl. 13 : 408 – 420 . [Google Scholar]) by using a weaker and more natural condition on bounds of the cumulant generating functions of the sequence of random variables.     

The Strong Consistency of M Estimator in a Linear Model for Negatively Dependent Random Samples

The strong consistency of M estimators of the regression parameters in linear models for negatively dependent random errors under some mild conditions is established, which is an essential improvement on the relevant results in the literature on the moment conditions and dependent errors. Especially, Theorems 1 and 2 of Wu (2006 Wu , Q. Y. ( 2006 ). Strong consistency of M estimator in linear model for negatively associated samples . J. Syst. Sci. Complex. 19 ( 4 ): 592 – 600 .[Crossref] , [Google Scholar]) are not only extended to the case of negatively dependent random errors, but also are improved essentially on the moment conditions.     

Some Properties of Non Inferiority Tests for Two Independent Probabilities

For exact tests of non inferiority for two independent binomial probabilities, in 1999 Röhmel and Mansmann proved that if a rejection region from an exact test fulfills the Barnard convexity condition, then the corresponding significance level can be computed as the maximum in a subset of the null space boundary. This is particularly important because computing time of significance levels is greatly reduced. Later, in 2000, Frick extended the Röhmel and Mansmann theorem to more general critical regions also corresponding to exact tests. In this article, we generalize Frick's theorem to both exact and asymptotic tests. Like the two theorems mentioned, in this article the resulting theorem also includes, as particular cases, non inferiority hypotheses for parameters such as difference between proportions, proportions ratio, and odds ratio for two independent binomial probabilities. Moreover, proof of this result follows a different line of reasoning than that followed by Frick and is much simpler. In addition, some applications of the main result are provided.     

Testing Fiscal Sustainability via Strong Convergence of Gaussian Random Variables

We prove, via the Borel-Cantelli lemma, that for every sequence of Gaussian random variables the combination of convergence in expectation and decreasing variances at fractional-polynomial rate implies strong convergence. This result has an important consequence for macroeconomic stochastic infinite-horizon models: The almost sure transversality condition (i.e., fiscal sustainability with probability one) is satisfied if (a) the discounted levels of net liabilities are Gaussian-distributed with fractional-polynomially decaying variances and (b) their means converge to zero. If (a) holds but (b) fails, the transversality condition will be almost surely violated. Hence, (a) and (b) constitute a test for almost sure fiscal sustainability.     

Performance measures for asymmetric power loss functions

ABSTRACT

Robust parameter design, known as Taguchi’s design of experiments, are statistical optimization procedures designed to improve the quality of the functionality or quality characteristics of products or processes. In this article, we introduce a new performance measure based on asymmetric power loss functions for positive variables and discuss its applications to robust parameter design.     

风生水未起——河南省大学生体质状况探析

在信息化、网络化盛行的今天,高校学生的体质健康是我国社会、家庭及教育部门长期以来关注的焦点问题之一。通过对2000年、2005年和2010年河南省3次大学生体质监测的结果进行分析,发现2000—2010年10年间,河南省大学生的体质除身体形态指标保持增长外,身体机能和身体素质均呈整体持续下滑趋势。体育教学体系的滞后,应试教育,传统文化,对身体意象与运动行为关系的认识,以及群众体育发展的缓慢等是造成大学生体质下降的原因。     

不定度规空间上的一类带有移条件的Sturm-Liouville问题的自共轭性

本文围绕不连续奇异微分算子的自共轭性进行研究,微分算子的自共轭性是线性算子理论中十分重要的问题.文章主要研究了定义在一个新的完备的不定度规空间下的带有转移条件的Sturm-Liouville问题,最终证明了算子在不定度规空间下的自共轭性。