Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models

In this study, we develop nonparametric analysis of deviance tools for generalized partially linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance, which admit an additivity property that reduces to analysis of variance decompositions in the Gaussian case. Chi-square tests based on integrated likelihood functions are proposed to formally test whether the nonparametric term is significant. Simulation results are shown to illustrate the proposed chi-square tests and to compare them with an existing procedure based on penalized splines. The methodology is applied to German Bundesbank Federal Reserve data.     

Ridge Regression: Degrees of Freedom in the Analysis of Variance

It appears to be common practice with ridge regression to obtain a decomposition of the total sum of squares, and assign degrees of freedom, according to established least squares theory. This discussion notes the obvious fallacies of such an approach, and introduces a decomposition based on orthogonality, and degrees of freedom based on expected mean squares, for non-stochastic k.     

Symmetrical Design of Experiment in Global Sensitivity Analysis Based on ANOVA High-dimensional Model Representation

This article reviews symmetrical global sensitivity analysis based on the analysis of variance of high-dimensional model representation. To overcome the computational difficulties and explore the use of symmetrical design of experiment (SDOE), two methods are presented. If the form of the objective function f is known, we use SDOE to estimate the symmetrical global sensitivity indices instead of Monte Carlo or quasi-Monte Carlo simulation. Otherwise, we use the observed values of the experiment to do symmetrical global sensitivity analysis. These methods are easy to implement and can reduce the computational cost. An example is given by symmetrical design of experiment.     

我国区域不均等:分解方法与实证分析

在对区域不均等度量指标及分解方法进行归纳性阐释的基础上,运用泰尔指数分析了我国自20世纪80年代中后期以来的区域不均等,并对我国区域差异中的城乡收入差距,东中西部农村地区的收入差距进行了分解。结果表明,在总的不均等中约70-80%的不均等来自城乡之间,只有20%-30%是由城市和农村内部引起的。东中西之间的不均等对总不均等的贡献大约只有20-30%,剩下的70-80%则归因于东中西各自内部不同省份之间的差距。     

生命周期评价与环境伦理

评价材料与环境协调性的生命周期评价方法有环境伦理的哲学基础,是环境伦理的核心观点的科学体现。然而,从科学角度来看的生命周期评价方法的局限性则未必真是它的局限性,在对其作出环境伦理学的说明之后,有些局限性不过是哲学与科学的内在矛盾的体现,是科学自身的局限性的折射而已。     

智力资源对物质资源的部分替代与我国集约经济的发展

任何生产活动都需要一定的资源,投入资源之间会形成一定的比例。在很多情况下,投入资源之间的比例是可变的,即资源之间存在着一定程度的替代关系。理想的状况是,是根据各种资源的稀缺程度、效率等因素对其进行合理组合。根据我国经济发展的状况以及资源秉赋,我国应增加智力资源的投入、减少物质资源的消耗,即实现智力资源对物质资源的部分替代,这种替代具有很强的必要性、可能性和现实性。     

音乐课程的教育理论之我见

音乐课程是一门知识性和实用性结合的最完美的课程之一。在公共体制下,要想成功的上好音乐课,必须注重探讨音乐教育课程的教学课程论、音乐课程的教材论、音乐课程的教学方法论等方面的理论问题。旨在:转变目前我国音乐教育课程实践中存在的只靠经验教学,忽视其基础理论等现状。     

开发立体化教材和网络课堂，构建新型教学模式

教学信息化的最基本要素是教学资源数字化和网络化,开发立体化教材和网络课堂是教学资源数字化和网络化的具体实现形式,有助于构建新型教学模式。     

Identifying Systemically Important Banks: A temporal approach for macroprudential policies

Contrary to the general belief, systemic risk does not only regard the risk posed by balance sheet relationships and interdependencies among institutions. It also features a temporal dimension related to the inappropriate responses of financial market participants to changes in risk over time. This paper proposes a method to simultaneously address the cross-sectional and the time dimension in which systemic risk materializes. The method is based on the TOPHITS algorithm. It provides three scores, namely borrowing, lending and time scores: the first two represent the systemic importance of the borrowing and the lending activity associated with each financial institution,while the third represents an empirical Early Warning Signal of the financial crisis. Our findings reveal that the identification of the time score as an indicator for an incoming market distress could be relevant to design macro prudential policies.     

论创新型高校组织文化特征

面向21世纪的高等教育改革实践中,突出加强大学生创新知识的传授、创新能力和创新素质的培养,以造就适应知识经济时代和我国社会主义建设事业需要的创新型高级专业人才,无疑是一项十分紧迫的任务。我们比以往任何时候更坚信国家真正的财富是人民的素质,高校组织文化对开展全面创新素质教育起到了至关重要的作用。对创新型高校组织文化特征的浅析将会为高校进行全面素质教育提供一种新的思路。