A Proportional Random Utility Approach to Qualitative Response Models

A new functional form of the response probability for a qualitative response model is proposed. The new model is flexible enough to avoid the constraint of independence from irrelevant alternatives, which is perceived as a weakness of the multinomial logit model in some applications. It is computationally simpler than the multinomial probit model and is promising for analyzing problems with a moderate number of alternatives.     

The Impact of Portfolio Location Uncertainty on Probabilistic Seismic Risk Analysis

Probabilistic seismic risk analysis is a well‐established method in the insurance industry for modeling portfolio losses from earthquake events. In this context, precise exposure locations are often unknown. However, so far, location uncertainty has not been in the focus of a large amount of research. In this article, we propose a novel framework for treatment of location uncertainty. As a case study, a large number of synthetic portfolios resembling typical real‐world cases were created. We investigate the effect of portfolio characteristics such as value distribution, portfolio size, or proportion of risk items with unknown coordinates on the variability of loss frequency estimations. The results indicate that due to loss aggregation effects and spatial hazard variability, location uncertainty in isolation and in conjunction with ground motion uncertainty can induce significant variability to probabilistic loss results, especially for portfolios with a small number of risks. After quantifying its effect, we conclude that location uncertainty should not be neglected when assessing probabilistic seismic risk, but should be treated stochastically and the resulting variability should be visualized and interpreted carefully.     

Distributions of Total Job Tenure for Men and Women in Selected Industries and Occupations in the United States, February 1996

This article develops and fits probability distributions for the variability in projected (total) job tenure for adult men and women in 31 industries and 22 occupations based on data reported by the U.S. Department of Labor's Bureau of Labor Statistics. It extends previously published results and updates those results from January 1987 to February 1996. The model provides probability distributions for the variability in projected (total) job tenures within the time range of the data, and it extrapolates the distributions beyond the time range of the data, i.e., beyond 25 years.     

Effect of choice complexity on design efficiency in conjoint choice experiments

Conjoint choice experiments have become a powerful tool to explore individual preferences. The consistency of respondents' choices depends on the choice complexity. For example, it is easier to make a choice between two alternatives with few attributes than between five alternatives with several attributes. In the latter case it will be much harder to choose the preferred alternative which is reflected in a higher response error. Several authors have dealt with this choice complexity in the estimation stage but very little attention has been paid to set up designs that take this complexity into account. The core issue of this paper is to find out whether it is worthwhile to take this complexity into account in the design stage. We construct efficient semi-Bayesian D-optimal designs for the heteroscedastic conditional logit model which is used to model the across respondent variability that occurs due to the choice complexity. The degree of complexity is measured by the entropy, as suggested by Swait and Adamowicz (2001). The proposed designs are compared with a semi-Bayesian D-optimal design constructed without taking the complexity into account. The simulation study shows that it is much better to take the choice complexity into account when constructing conjoint choice experiments.     

Environmental risk assessment model for low dose extrapolation ∗

Use of experimental data from animal studies to estimate human risk due to long-term exposure to very low doses of chemicals in the environment poses a number of biological and statistical problems. One of the statistical problems is to extrapolate the animal dose-response relation from the high dose levels where data are available to low dose, which humans might encounter. Here, a quantal dose-response model is developed based on a multi-hit theory of toxic response. The development of the model utilizes a weighted Lagrange-Poisson distribution for the number of hits. When spontaneous background toxic response is included, the model involves three unknown parameters. The maximum likelihood estimators for these parameters are given as the solution of a nonlinear iterative algorithm. The use of this model for low-dose extrapolation is indicated. The results are applied to nine sets of toxic response data.     

企业竞争行为的回应预测研究

竞争回应的预测是竞争互动领域的一个核心论题。由于传统的竞争互动理论主要是以市场行为为核心的研究,而在相当大的程度上忽视了非市场行为的重要性与价值。本文以中国家电行业为研究对象,采用结构化内容分析法,试图从市场与非市场的角度全面探讨竞争回应的预测问题,以期为中国企业的管理者们在制定与实施战略,以及预测竞争对手策略与行为选择时提供一些重要的实践启示。     

Maximum likelihood estimation using the empirical fisher information matrix

In this paper the use of the empirical Fisher information matrix as an estimator of the information matrix is considered in the context of response models and incomplete data problems. The introduction of an additional stochastic component into such models is shown to greatly increase the range of situations in which the estimator can be employed. In particular the conditions for its use in incomplete data problems are shown to be the same as those needed to justify the use of the EM algorithm.     

Fitting disposition codes to mobile phone surveys: experiences from studies in Finland, Slovenia and the USA

Summary.  Using mobile phones to conduct survey interviews has gathered momentum recently. However, using mobile telephones in surveys poses many new challenges. One important challenge involves properly classifying final case dispositions to understand response rates and non-response error and to implement responsive survey designs. Both purposes demand accurate assessments of the outcomes of individual call attempts. By looking at actual practices across three countries, we suggest how the disposition codes of the American Association for Public Opinion Research, which have been developed for telephone surveys, can be modified to fit mobile phones. Adding an international dimension to these standard definitions will improve survey methods by making systematic comparisons across different contexts possible.     

货币政策区域非对称性效应最新研究进展

有关货币政策区域非对称性效应的讨论是当前货币政策有效性研究的热点问题之一。这种效应的存在对各国货币政策当局带来了严重的挑战。货币政策区域非对称性效应的研究不能仅局限在国际货币联盟中,同样适用于单个国家内部,特别是内部发展差异较大的大国内部。从货币政策区域非对称性效应这一领域相关的成果的基础,对其产生的机制、实证研究、治理机制等角度进一步研究。     

Levene type tests for the ratio of two scales

Tests for the equality of variances are of interest in many areas such as quality control, agricultural production systems, experimental education, pharmacology, biology, as well as a preliminary to the analysis of variance, dose–response modelling or discriminant analysis. The literature is vast. Traditional non-parametric tests are due to Mood, Miller and Ansari–Bradley. A test which usually stands out in terms of power and robustness against non-normality is the W50 Brown and Forsythe [Robust tests for the equality of variances, J. Am. Stat. Assoc. 69 (1974), pp. 364–367] modification of the Levene test [Robust tests for equality of variances, in Contributions to Probability and Statistics, I. Olkin, ed., Stanford University Press, Stanford, 1960, pp. 278–292]. This paper deals with the two-sample scale problem and in particular with Levene type tests. We consider 10 Levene type tests: the W50, the M50 and L50 tests [G. Pan, On a Levene type test for equality of two variances, J. Stat. Comput. Simul. 63 (1999), pp. 59–71], the R-test [R.G. O'Brien, A general ANOVA method for robust tests of additive models for variances, J. Am. Stat. Assoc. 74 (1979), pp. 877–880], as well as the bootstrap and permutation versions of the W50, L50 and R tests. We consider also the F-test, the modified Fligner and Killeen [Distribution-free two-sample tests for scale, J. Am. Stat. Assoc. 71 (1976), pp. 210–213] test, an adaptive test due to Hall and Padmanabhan [Adaptive inference for the two-sample scale problem, Technometrics 23 (1997), pp. 351–361] and the two tests due to Shoemaker [Tests for differences in dispersion based on quantiles, Am. Stat. 49(2) (1995), pp. 179–182; Interquantile tests for dispersion in skewed distributions, Commun. Stat. Simul. Comput. 28 (1999), pp. 189–205]. The aim is to identify the effective methods for detecting scale differences. Our study is different with respect to the other ones since it is focused on resampling versions of the Levene type tests, and many tests considered here have not ever been proposed and/or compared. The computationally simplest test found robust is W50. Higher power, while preserving robustness, is achieved by considering the resampling version of Levene type tests like the permutation R-test (recommended for normal- and light-tailed distributions) and the bootstrap L50 test (recommended for heavy-tailed and skewed distributions). Among non-Levene type tests, the best one is the adaptive test due to Hall and Padmanabhan.