On the equivalence of three estimators for dispersion effects in unreplicated two-level factorial designs

Box and Meyer [1986. Dispersion effects from fractional designs. Technometrics 28(1), 19–27] were the first to consider identifying both location and dispersion effects from unreplicated two-level fractional factorial designs. Since the publication of their paper a number of different procedures (both iterative and non-iterative) have been proposed for estimating the location and dispersion effects. An overview and a critical analysis of most of these procedures is given by Brenneman and Nair [2001. Methods for identifying dispersion effects in unreplicated factorial experiments: a critical analysis and proposed strategies. Technometrics 43(4), 388–405]. Under a linear structure for the dispersion effects, non-iterative estimation methods for the dispersion effects were proposed by Brenneman and Nair [2001. Methods for identifying dispersion effects in unreplicated factorial experiments: a critical analysis and proposed strategies. Technometrics 43(4), 388–405], Liao and Iyer [2000. Optimal 2^n-p$2^{n-p}$ fractional factorial designs for dispersion effects under a location-dispersion model. Comm. Statist. Theory Methods 29(4), 823–835] and Wiklander [1998. A comparison of two estimators of dispersion effects. Comm. Statist. Theory Methods 27(4), 905–923] (see also Wiklander and Holm [2003. Dispersion effects in unreplicated factorial designs. Appl. Stochastic. Models Bus. Ind. 19(1), 13–30]). We prove that for two-level factorial designs the proposed estimators are different representations of a single estimator. The proof uses the framework of Seely [1970a. Linear spaces and unbiased estimation. Ann. Math. Statist. 41, 1725–1734], in which quadratic estimators are expressed as inner products of symmetric matrices.     

连锁经营物流配送系统的动态分析模型研究

本文提出了研究连锁经营零售商业的物流配送总体计划的大型线性目标规划数学模型,并用动态目标规划的方法来模拟和动态地分析配送系统运行性能和合理性。详细论述了模型结构,并以大型问题的实例进行了测试,证实了方法的正确性和可用性。     

Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis

The literature devoted to the export-led growth (ELG) hypothesis, which is of utmost importance for policymaking in emerging countries, provides mixed evidence for the validity of the hypothesis. Recent contributions focus on the time-dependence of the relationship between export and output growth using rolling causality techniques based on vector autoregressive models. These models focus on a short-term view which captures single policy-induced developments. However, long-term structural changes cannot be covered by examinations related to the short-term. This paper hence examines the time-varying validity of the ELG hypothesis for India for the period 1960–2011 using rolling causality techniques for both the short-run and long-run horizon. For the first time, window-wise optimal lag-selection procedures are applied in connection with these techniques. We find that exports long-run caused output growth from 1997 until 2009 which can be seen as a consequence of political reforms of the 1990s that boosted economic growth by generating foreign direct investment opportunities and higher exports. For the short-run, export significantly caused output in the period 1998–2003 which followed a concentration of liberalization measures in 1997. Causality in the reversed direction, from output to exports, only seems to be relevant in the short-run.     

对称不定线性系统的不定预处理技术

研究求解对称不定线性系统Ax=b的不定不完全分解预处理算法,其中A为稀疏的对称不定矩阵。合适的选主元算法是成功分解不定矩阵的关键,为了加快选主元的速度,给出了松弛的有界Bunch-Kaufman(RBBK)对称选主元算法,并分析了该选主元算法的稳定性以及参数的选择范围。将RBBK算法与不完全Cholesky分解相结合,得到了一类稳定性较高的修改的不完全Cholesky分解预处理技术。MATLAB下的数值例子表明,将提出的预处理技术用于SQMR迭代算法时,得到较快的收敛速度。     

Two kinds of restricted modified estimators in linear regression model

In this paper, we introduce two kinds of new restricted estimators called restricted modified Liu estimator and restricted modified ridge estimator based on prior information for the vector of parameters in a linear regression model with linear restrictions. Furthermore, the performance of the proposed estimators in mean squares error matrix sense is derived and compared. Finally, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results.     

从马斯洛需求层次论看导游从业环境的优化

从理论上讲,导游作为旅游服务业中的一种职业角色,在现代旅游业的发展中有着十分重要的作用.但事实上在旅游业高速发展的今天,我国的导游人员已经成了一个新型的弱势群体.那么究竟导游人员的从业环境怎样,又该如何对其进行优化以期激发导游人员的工作热情.该文依据马斯洛需求层次理论,从多个层面来剖析个中原由,以期能为我国旅游业的发展...     

Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data

In this article, the generalized linear model for longitudinal data is studied. A generalized empirical likelihood method is proposed by combining generalized estimating equations and quadratic inference functions based on the working correlation matrix. It is proved that the proposed generalized empirical likelihood ratios are asymptotically chi-squared under some suitable conditions, and hence it can be used to construct the confidence regions of the parameters. In addition, the maximum empirical likelihood estimates of parameters are obtained, and their asymptotic normalities are proved. Some simulations are undertaken to compare the generalized empirical likelihood and normal approximation-based method in terms of coverage accuracies and average areas/lengths of confidence regions/intervals. An example of a real data is used for illustrating our methods.     

Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error

For semi-varying-coefficient model with an invertible linear process error, we propose an efficient estimator procedure. This procedure is based on a pre-whitening transformation of the dependent variable that must be estimated from the data. We establish the proposed estimations’ asymptotic normalities, and assess their finite sample performance. Monte Carlo simulation suggest that the efficiency gain can be achieved in moderate-sized samples.     

不同荷载比下嵌固式钢框架节点M θr曲线拟合

对嵌固式节点进行有限元仿真分析，得到了嵌固式门式框架在不同的荷载工况条件下节点的M θr曲线。通过对不同荷载组合情况下得到的M θr曲线进行比较可知，节点刚度随着荷载组合的变化而变化，但两个方向框架中嵌固式节点刚度的变化规律不同。综合考虑门式框架嵌固式节点M θr曲线的特性，对多种荷载组合情况下的M θr曲线进行曲线拟合，得到拟合公式并对其进行方差分析。透过相关指数可知提出的嵌固式节点M θr曲线的拟合公式是可靠的，可为进一步深入研究嵌固式组装钢框架的力学性能提供借鉴和参考     

A doubly robust goodness-of-fit test in general linear models with missing covariates

In this article, we utilize a form of general linear model where missing data occurred randomly on the covariates. We propose a test function based on the doubly robust method to investigate goodness of fit of the model. For this aim, kernel method is used to estimate unknown functions under estimating equation method. Doubly robustness and asymptotic properties of the test function are obtained under local and alternative hypotheses. Furthermore, we investigate the power of the proposed test function by means of some simulation studies and finally we apply this method on analyzing a real dataset.