Approximate regression models and splines

The literature pertaining to splines in regression analysis is reviewed. Spline regression is motivated as a simple extension of the basic polynomial regression model. Using this framework, the concepts of fixed and variable knot spline regression are developed and corresponding inferential procedures are considered. Smoothing splines are also seen to be an extension of polynomial regression and various optimality properties, as well as inferential and diagnostic methods, for these types of splines are discussed.     

Superiority comparisons of heterogeneous linear estimators

In this paper conditions for strong and weak superiority of a heterogeneous linear estimator over another are derived. The general results are applied to some special cases: in particular, two restricted least squares estimators are compared using the superiority conditions obtained. The weak superiority criterion is used as a basis in forming a generalization of an optimal se-quence of tests (Anderson, 1962) for searching for the best estimator when the alternative linear restrictions form a nested se-quence of hypotheses. An application of this is the determination of the correct length of lag and appropriate degree of polynomial in the estimation of polynomial distributed lag models.     

Teaching control and capability at alcoa

The past efforts by the Aluminum Company of America (Alcoa) to create a statistically capable work force have met with limited success. Faced with a mixed record of translating statistical training to on-the-job application and meeting demanding executive expectations, members of the Alcoa Quality, Training and Education Department are creating tools which help Alcoa develop quantitatively literate employees- One result is a workshop which gives the participants hands-on experience and provides them with an appropriate set of statistical tools “just-in time”. This paper outlines the elements of the workshop, emphasizing that bringing a process into control and making it capable is really empirical learning. Learning models are explored, and an algorithm outlining a methodology to bring processes into control and make them capable is presented.     

Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling

We consider the local linear generalized method of moment (GMM) estimation of functional coefficient models with a mix of discrete and continuous data and in the presence of endogenous regressors. We establish the asymptotic normality of the estimator and derive the optimal instrumental variable that minimizes the asymptotic variance-covariance matrix among the class of all local linear GMM estimators. Data-dependent bandwidth sequences are also allowed for. We propose a nonparametric test for the constancy of the functional coefficients, study its asymptotic properties under the null hypothesis as well as a sequence of local alternatives and global alternatives, and propose a bootstrap version for it. Simulations are conducted to evaluate both the estimator and test. Applications to the 1985 Australian Longitudinal Survey data indicate a clear rejection of the null hypothesis of the constant rate of return to education, and that the returns to education obtained in earlier studies tend to be overestimated for all the work experience.     

Discrete-time GIX/Geo/1/N queue with negative customers and multiple working vacations

Using the supplementary variable and the embedded Markov chain method, we consider a discrete-time batch arrival finite capacity queue with negative customers and working vacations, where the RCH killing policy and partial batch rejection policy are adopted. We obtain steady-state system length distributions at pre-arrival, arbitrary and outside observer’s observation epochs. Furthermore, we consider the influence of system parameters on several performance measures to demonstrate the correctness of the theoretical analysis.     

若干可积的二维变系数线性微分系统

本文谈二维变系数线性微分系统的若干可积类,且指出求它们的通解的具体步骤。     

我国农民生育行为的社会结构解释

通过分析“成本-效用”的经济因素及文化因素解释说,对于农民非要生育男孩这一生育行为的解释在理论与方法论方面存在的局限性,提出了使用社会结构的分析视角来理清各影响因素彼此间的关系,即从内生变量因素(农村家庭养老、家庭结构和社区结构)以及外生变量因素(户籍制度、计划生育政策)2个方面对农民偏好男孩这一生育行为作出分析和解释。最终认为,理解并认可农民想要一个男孩是一件并不过分的事,这有助于促进人口工作取得实际成效。     

基于熵权法的财务危机预警指标选择研究

合理选择财务指标是财务危机预警研究中的重要内容,用定性和定量相结合的方法进行选择是科学有效的方法之一。首先根据初选原则对财务指标进行了初步选择,然后提出了一种基于熵权的变量选择方法,对初选的财务指标进行定量筛选,进行实证研究,最终确定了应用于财务危机预警的财务指标。     

随机变量的平均不等式(Ⅰ)

文献[1]定义了随机变量的算术平均与几何平均,并建立了对称随机变量的平均不等式。本文借助于[1]的定义与方法,建立了更为一般的算术平均、几何平均、期望不等式。并将 Diaz—Metcalf 不等式、Plya—Szeg不等式、Kantorovich 不等式作为推论导出。利用本文所建立的不等式在一定条件下还可以用来估计方差的上界。     

Bayesian Model Choice in Exponential Survival Models

ABSTRACT

Log-linear models for the distribution on a contingency table are represented as the intersection of only two kinds of log-linear models. One assuming that a certain group of the variables, if conditioned on all other variables, has a jointly independent distribution and another one assuming that a certain group of the variables, if conditioned on all other variables, has no highest order interaction. The subsets entering into these models are uniquely determined by the original log-linear model. This canonical representation suggests considering joint conditional independence and conditional no highest order association as the elementary building blocks of log-linear models.