The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression

The Frisch–Waugh–Lovell (FWL) (partitioned regression) theorem is essential in regression analysis. This is partly because it is quite useful to derive theoretical results. The lasso regression and the ridge regression, both of which are penalized least-squares regressions, have become popular statistical techniques. This article describes that the FWL theorem remains valid for these penalized least-squares regressions. More precisely, we demonstrate that the covariates corresponding to unpenalized regression parameters in these penalized least-squares regression can be projected out. Some other results related to the FWL theorem in such penalized least-squares regressions are also presented.     

Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation

We present a time-domain goodness-of-fit (gof) diagnostic test that is based on signal-extraction variances for nonstationary time series. This diagnostic test extends the time-domain gof statistic of Maravall (2003 Maravall, A. (2003). A class of diagnostics in the ARIMA-model-based decomposition of a time series. Memorandum, Bank of Spain. Available at http://www.bde.es/servicio/software/tramo/diagnosticsamb.pdf [Google Scholar]) by taking into account the effects of model parameter uncertainty, utilizing theoretical results of McElroy and Holan (2009 McElroy, T., Holan, S. (2009). A local spectral approach for assessing time series model misspeci?cation. Journal of Multivariate Analysis 100:604–621.[Crossref], [Web of Science ®] , [Google Scholar]). We demonstrate that omitting this correction results in a severely undersized statistic. Adequate size and power are obtained in Monte Carlo studies for fairly short time series (10 to 15 years of monthly data). Our Monte Carlo studies of finite sample size and power consider different combinations of both signal and noise components using seasonal, trend, and irregular component models obtained via canonical decomposition. Details of the implementation appropriate for SARIMA models are given. We apply the gof diagnostic test statistics to several U.S. Census Bureau time series. The results generally corroborate the output of the automatic model selection procedure of the X-12-ARIMA software, which in contrast to our diagnostic test statistic does not involve hypothesis testing. We conclude that these diagnostic test statistics are a useful supplementary model-checking tool for practitioners engaged in the task of model-based seasonal adjustment.     

Racial/Ethnic Minority Vocational Research Trends: An 11‐Year Update

This study extends Flores et al.'s ( 2006 ) 36‐year analysis of racial/ethnic minority (REM) career research to identify recent trends in choice of topics and leading individual and institutional contributors. The authors identified 166 articles on REM career research published from 2005 to 2015 in the Journal of Vocational Behavior, The Career Development Quarterly, the Journal of Career Assessment, and the Journal of Career Development. Of these studies, 92% were empirical, with more than three quarters of these using quantitative rather than qualitative methodology. Most frequently, the empirical studies (n = 153) were based on samples of high school (30.7%) or undergraduate (34.6%) students. The authors discuss the implications of their findings and suggest ways to expand REM career research in the future.     

晚清革命思潮发生与发展的动态过程

革命思潮是革命思想的发展,而革命思想则源于革命意识。晚清革命意识的形成,固然为国人受不良现实剌激的结果,也与仇满、反满的历史记忆和西方革命学说传播不无联系。不断汇聚的革命意识经过"编码",逐渐形成较为理性和系统的革命思想。而职业革命者对革命的论证与宣传,则使革命思想的张力增强,传播强度提高,革命的观念场与意识流逐渐成型,且不断发展,革命思潮于焉形成。     

美元的霸权性及其对全球利益博弈的影响

国际利益博弈源于国家之间需求的碰撞,自1970年代起,全球发展进入后工业社会阶段,美元作为世界货币,其表面的"美金→石油美元"转换后面,是美元信用来源的"实际财富抵押→暴力抵押"的转换;该转换带来了一个全新的世界格局,即"美元/全球资源资产"与"美元/美国国债"的双跷跷板结构。美元成为世界利益博弈的核心。2012年,美元进入第三个"17年大周期升浪"和临近"5年升值小周期",世界由此进入"美元升/全球资源资产贬"的格局之中。     

现代性与现代中国文学思潮史

从20世纪90年代开始,现代性理论受到文学研究界的普遍关注,它为现代中国文学研究提供了新的理论工具.从现代性角度研究现代中国文学思潮,避免了创作方法论的长期影响,开辟了中国现代文学研究的新视野.在现代性理论的观照下,现代中国文学主潮由启蒙主义文学和革命古典主义文学构成,这与现代性与现代民族国家的双重历史任务具有内在的一致性.     

新世纪世界农业的发展趋势

通过对世界农业发展历史的考察和对有关资料的研究分析,认为:世界农业将朝着商品化、全球化、集约化、信息化、科学化、多元化、产业化、健康化、生态化和非农化方向发展。     

论汉魏六朝书信体散文对“骈文化”创作倾向的继承与发展

本文主要从继承与创新两个角度论述了汉魏六朝书信体散文的"骈文化创作倾向",全文论述角度更加偏重于这一时期书信体散文文体形式上的发展与创新,而这种发展与创新主要是从语言句式的对偶、四六句式的对仗、音韵声律的和谐以及用典技巧的运用四个方面来加以体现的。希望通过本文的论述,使读者对汉魏六朝书信体散文"骈中有散,散中有骈,骈散相间"的文体形式有一个更加深入的了解。     

伍尔夫意识流小说《达罗卫夫人》中的语法变异

意识流小说家善于把内心世界的混乱无序、朦胧的潜意识活动直接显示出来,揭示其内在的真实。这种创作不可避免地破坏了叙述的逻辑性,使语言支离破碎,破坏语言规则,导致了语言的变异,成了意识流小说主要的语言特征。意识流小说的语言在语体风格上独树一帜,在文学创作领域中占有着重要地位。本文以美国著名作家弗吉尼亚.伍尔夫的著作《达罗卫夫人》为线索,剖析了意识流小说的语言风格中语法变异。     

ФopTyHaTOB的“形式”观

作为俄罗斯"形式语言学派"创始人的ФортунатовФ.Ф.(佛尔图拿托夫)在语言学史上独树一帜,做出了许多开创性的贡献.ФортунатовФ.Ф.的"形式"观对后来的语言学,尤其是对语法学有着很现实和深远的影响.本文概括地介绍了ФортунатовФ.Ф.对词的形式的理解和他对词的形式的分类.同时由于ФортунатовФ.Ф.认为词、词组、句子的语法结构相似,应等同看待,所以本文对词组的分类也进行了简单的阐述.