The analytic construction of D-optimal designs for the two-variable binary logistic regression model without interaction

Candidate locally D-optimal designs for the binary two-variable logistic model with no interaction, which comprise 3 and 4 support points lying in the first quadrant of the two-dimensional Euclidean space, were introduced by Haines et al. (D-optimal designs for logistic regression in two variables. In: Lopez-Fidalgo J, Rodrigez-Diaz JM, Torsney B, editors. MODA8 – advances in model-oriented designs and analysis. Heidelberg: Physica-Verlag; 2007. p. 91–98). The authors proved algebraically the global D-optimality of the 3-point design for the special case in which the intercept parameter is equal to?1.5434. However for other selected values of the intercept parameter, the global D-optimality of the proposed 3- and 4-point designs was only demonstrated numerically. In this paper, we provide analytical proofs of the D-optimality of these 3- and 4-point designs for all negative and zero intercept parameters of the binary two-variable logistic model with no interaction. The results are extended to the construction of D-optimal designs on a rectangular design space and illustrated by means of two examples of which one is a real example taken from the literature.     

Measures of Association and Visualization of Log Odds Ratio Structure for a Two Way Contingency Table

The odds ratio (OR) is a measure of association used for analysing an I × J contingency table. The total number of ORs to check grows with I and J. Several statistical methods have been developed for summarising them. These methods begin from two different starting points, the I × J contingency table and the two‐way table composed by the ORs. In this paper we focus our attention on the relationship between these methods and point out that, for an exhaustive analysis of association through log ORs, it is necessary to consider all the outcomes of these methods. We also introduce some new methodological and graphical features. In order to illustrate previously used methodologies, we consider a data table of the cross‐classification of the colour of eyes and hair of 5387 children from Scotland. We point out how, through the log OR analysis, it is possible to extract useful information about the association between variables.     

Construction of Simultaneous Confidence Intervals for Ratios of Means of Lognormal Distributions

For constructing simultaneous confidence intervals for ratios of means for lognormal distributions, two approaches using a two-step method of variance estimates recovery are proposed. The first approach proposes fiducial generalized confidence intervals (FGCIs) in the first step followed by the method of variance estimates recovery (MOVER) in the second step (FGCIs–MOVER). The second approach uses MOVER in the first and second steps (MOVER–MOVER). Performance of proposed approaches is compared with simultaneous fiducial generalized confidence intervals (SFGCIs). Monte Carlo simulation is used to evaluate the performance of these approaches in terms of coverage probability, average interval width, and time consumption.     

Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative

Structural breaks in the level as well as in the volatility have often been exhibited in economic time series. In this paper, we propose new unit root tests when a time series has multiple shifts in its level and the corresponding volatility. The proposed tests are Lagrangian multiplier type tests based on the residual's marginal likelihood which is free from the nuisance mean parameters. The limiting null distributions of the proposed tests are the χ²distributions, and are affected not by the size and the location of breaks but only by the number of breaks.

We set the structural breaks under both the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests are locally more powerful than the OLSE-based tests, and that the powers of our tests, in a fixed time span, remain stable regardless the number of breaks. In our application, we employ the data which are analyzed by Perron (1990), and some results differ from those of Perron's (1990).     

关于向量空间的准素分解

本文讨论了向量空间关于线性变换σ的准素分解的一些推广形式。     

Estimating the Size of Street-Dwelling Populations Using Mark-Resighting Counts

Mark-resighting constitutes an advanced technology for estimating animal abundance. Joint hypergeometric maximum likelihood, Minta-Mangel and Bowden estimators are usually adopted with mark-resighting data. In presence of any tendency of animals to aggregate into groups, the Bowden estimator is the sole reliable method, providing that marks are quite evenly distributed among groups. In some cetacean surveys, marking disturbances are avoided through natural marking. Natural marking with Bowden criterion is used to estimate the abundance of street-dwelling populations. The marked individuals are persons identified and recorded in the initial part of the survey and recognizable in subsequent occasions. A simulation helps determine the performance of the Bowden estimator under a wide set of situations, taking into account key features of street-dwelling populations. When marked individuals are evenly distributed among groups, the strategy is efficient.     

人口流动对我国居民收入差距影响的回归分解研究

使用"2005年全国1%人口抽样调查数据"和"中国住户收支调查数据"数据库,通过回归分解技术探讨了在控制年龄、性别、地区、受教育程度、行业等变量的前提下,劳动力人口流动对我国居民收入差距的影响。实证分析表明,忽视劳动力人口流动因素,将高估城镇居民收入水平和低估农村居民收入水平,从而夸大我国城乡居民收入差距,造成"推动城镇化就可以显著缩小居民收入差距"的政策误判。分析表明,要缩小我国居民收入差距,更应该把眼光放在如何缩小受教育度差异、地区差异和行业差异等相关措施上。     

上海与纽约黄金期货价格联动关系实证分析

为研究国内外期货黄金价格之间的关联性,对2011～ 2012年间的纽约期金日收盘价格和上海期金开盘价格进行协整检验、因果检验,建立误差修正模型,进行脉冲响应分析和方差分解研究.结果表明：上海黄金期货市场与纽约黄金期货市场价格之间存在长期均衡的关系.上海期货价格受到纽约期货市场价格的影响幅度更大,时间间隔更短.     

安徽省市域经济增长质量动态模糊综合评价——基于改进的AHP-FCE集成模型

基于评价指标提供的信息和运用改进的AHP-FCE集成模型对2002—2011年间安徽省各市经济增长质量进行了动态模糊综合评价。从构建的描述经济增长质量5个维度的指标体系中选取了8个代表性指标,建立模糊关系矩阵并优化生成客观权重,由模糊合成运算得到动态综合评价结果。通过各市经济增长质量动态综合评价值、最大序差和影响因素分析,显示出安徽省市域经济增长质量在10年间的动态变化轨迹和区域性差异,只有个别城市处于经济增长质量的核心区域,更多的城市则处于经济增长质量的＂跳跃＂区域,经济增长质量的各维度发展程度不均衡。     

基于VAR模型的安徽省粮食产量影响因素的实证研究

自然条件、政策环境、经济因素、技术进步等因素都会影响粮食产量。选取安徽省1990-2012年影响粮食生产的7个因素,最初,使用前向逐步回归分析的方法研究发现,对粮食产量影响较大的因素有粮食成灾面积、有效灌溉面积、化肥施用量3个变量。其次,Johansen协整检验阐释了这3个变量与粮食总产量之间的关系,并构造脉冲响应函数及进行方差分解得出这3个变量对总产量的贡献度为：粮食成灾面积〉化肥施用量〉有效灌溉面积。所以,增强农业工程的防灾减灾效果,提升农田水利基础设施的使用效率,科学控制化肥施用量对提高安徽省粮食综合生产能力具有重大作用。