Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data

Partial linear varying coefficient models (PLVCM) are often considered for analysing longitudinal data for a good balance between flexibility and parsimony. The existing estimation and variable selection methods for this model are mainly built upon which subset of variables have linear or varying effect on the response is known in advance, or say, model structure is determined. However, in application, this is unreasonable. In this work, we propose a simultaneous structure estimation and variable selection method, which can do simultaneous coefficient estimation and three types of selections: varying and constant effects selection, relevant variable selection. It can be easily implemented in one step by employing a penalized M-type regression, which uses a general loss function to treat mean, median, quantile and robust mean regressions in a unified framework. Consistency in the three types of selections and oracle property in estimation are established as well. Simulation studies and real data analysis also confirm our method.     

Oracle GMM estimation for misspecified models via thresholding

We propose a thresholding generalized method of moments (GMM) estimator for misspecified time series moment condition models. This estimator has the following oracle property: its asymptotic behavior is the same as of any efficient GMM estimator obtained under the a priori information that the true model were known. We propose data adaptive selection methods for thresholding parameter using multiple testing procedures. We determine the limiting null distributions of classical parameter tests and show the consistency of the corresponding block-bootstrap tests used in conjunction with thresholding GMM inference. We present the results of a simulation study for a misspecified instrumental variable regression model and for a vector autoregressive model with measurement error. We illustrate an application of the proposed methodology to data analysis of a real-world dataset.     

Dynamic inference for non-Markov transition probabilities under random right censoring

The main contribution of this article is the verification of weak convergence of a general non-Markov (NM) state transition probability estimator by Titman, which has not yet been done for any other general NM estimator. A similar theorem is shown for the bootstrap, yielding resampling-based inference methods for statistical functionals. Formulas of the involved covariance functions are presented in detail. Particular applications include the conditional expected length of stay in a specific state, given occupation of another state in the past, and the construction of time-simultaneous confidence bands for the transition probabilities. The expected lengths of stay in a two-sample liver cirrhosis dataset are compared and confidence intervals for their difference are constructed. With borderline significance and in comparison to the placebo group, the treatment group has an elevated expected length of stay in the healthy state given an earlier disease state occupation. In contrast, the Aalen-Johansen (AJ) estimator-based confidence interval, which relies on a Markov assumption, leads to a drastically different conclusion. Also, graphical illustrations of confidence bands for the transition probabilities demonstrate the biasedness of the AJ estimator in this data example. The reliability of these results is assessed in a simulation study.     

农房确权的制度设计与政策建议

农民住房财产权的确认(简称农房确权)有助于维护农民财产权利,为下一步农村改革创造 前置条件和法律依据。然而,实践中农房确权面临着甄别、处置、配合和实施等各种难题。建议在制度 设计上按照“房地一体,先地后房”的原则,对农房进行分类处理,通过收取宅基地有偿使用费、明确确权 操作流程等措施予以完善。在此基础上,地方政府利用农房确权契机鼓励农村集约节约用地,通过规划 指导和建房监管确保新建农房达到确权要求,中央政府推进宅基地流转和农房财产权抵押担保制度改 革,使农房确权更具实质意义。     

公平与效率如何可能:社会哲学的分析

关于公平与效率之关系的争论 ,不能仅限于概念的界定和所谓适用范围的讨论 ,尽管这是必要的。公平与效率本质上不是一个语言与逻辑的问题 ,而是一个社会历史问题 ,进言之它们是由人类活动衍生出来 ,并由人类活动的目的所决定的。当人们弄清公平与效率是什么以后 ,必然要进到它们是何以可能与如何可能的阶段上来。前者决定于人类活动的目的 ,后者决定于社会结构与社会制度的合理化。只有从人类活动以及活动的规范化形式即社会制度入手 ,才能真正说明公平与效率的关系及其实现的机制 ,这是一种社会哲学的分析范式     

财产时效取得论──物权制度研究(二)

取得时效是民法物权制度的重要内容．探讨取得时效的价值功能、构成条件等理论问题,对建立和完善我国的取得时效制度具有重要意义．     

规范财政转移支付制度的构想

本文从协调地区经济、实现社会主义本质、优化资源配置等角度,论述了规范财政转移支付制度的必要性。深入分析了现行财政转移支付制度中出现的诸如财力不足、转移支付方式和数量工具具有随意性、财权与事权不相适应等问题。提出了立足于我国国情,规范财政转移支付制度的现实方案     

关于完善我国夫妻财产制的几点看法

1980年《婚姻法》所规定的夫妻财产制已不能适应现实的需要。本文在分析国外相关立法经验的基础上,指出建立我国多形式的夫妻财产制的必要性,并就司法实践中存在的主要难点进行了探讨,提出了解决的途径。     

试论我国民族出版产业

我国的新闻出版业（包括图书、报纸、期刊、音像、电子出版物）经历了由出版事业向出版产业的转变,终于被纳入了市场经济体制。作为具有意识形态特征的民族出版产业,在世界知识经济时代到来及我国将加入ＷＴＯ之时,面对国际出版产业和国际资本的挑战,如何保持民族出版产业的主体地位和主导作用,成为严峻且必须回答的问题。因此,对我国出版产业应有相应的政策和对应的措施