中国投资者市场情绪生成模式经验研究——基于情绪指数的证据

研究发现个人投资者与机构投资者市场日情绪指数存在较强相关这一特征事实。运用Kalm an滤波和瞬时W iener-G ranger因果检验等经济计量分析方法探讨这一特征事实背后的原因,结果表明:投资者情绪生成本质上是不一致的;经验数据表现出的较强相关源于情绪的相互关联;投资者市场日情绪生成呈现出放大传递模式。     

合肥848名小学生心理健康状况的调查分析

为调查与分析合肥市小学生心理健康状况,本文采用心理健康诊断测验(MHT)对合肥市某小学1 096名7~11岁小学生进行测查。结果表明:(1)小学生心理健康问题总分检出率为3.65%,各分量表阳性总检出率为总人数的62.5%,其中学习焦虑因子检出率为43.3%,各项检出率依次排序为:学习焦虑、过敏倾向、自责倾向、身体症状、对人焦虑、冲动倾向、孤独倾向、恐怖倾向。(2)除恐怖倾向外,其他各因子分男生与女生没有显著性差异。(3)恐怖倾向和冲动倾向与年级的相关达到了非常显著性水平,其中恐怖倾向与年级呈现负相关。学习焦虑、对人焦虑、孤独倾向与年级的相关达到显著性水平,其中孤独倾向与年级呈现负相关。研究得出:合肥市小学生整体心理健康水平较好,但学习焦虑明显,应制定有效的干预措施,加强小学生的心理健康教育。     

Finite-sample Resampling-based Combined Hypothesis Tests,with Applications to Serial Correlation and Predictability

This article suggests Monte Carlo multiple test procedures which are provably valid in finite samples. These include combination methods originally proposed for independent statistics and further improvements which formalize statistical practice. We also adopt the Monte Carlo test method to noncontinuous combined statistics. The methods suggested are applied to test serial dependence and predictability. In particular, we introduce and analyze new procedures that account for endogenous lag selection. A simulation study illustrates the properties of the proposed methods. Results show that concrete and nonspurious power gains (over standard combination methods) can be achieved through the combined Monte Carlo test approach, and confirm arguments in favor of variance-ratio type criteria.     

语言学能与二语习得研究述评

语言学能与认知、心理和生理因素相关联,与其它个体差异相比,语言学能具有遗传性与稳定性的特点。语言学能测量有其认知、心理与神经基础,它在二语习得中的作用不仅表现在课堂学习环境中,而且表现在非课堂学习环境中。对语言学能的研究应吸取相关领域的研究成果,采取更广泛的视角,并与其它认知与情感因素相结合进行。     

Comparison of permutation methods for the partial correlation and partial mantel tests

This study compares empirical type I error and power of different permutation techniques that can be used for partial correlation analysis involving three data vectors and for partial Mantel tests. The partial Mantel test is a form of first-order partial correlation analysis involving three distance matrices which is widely used in such fields as population genetics, ecology, anthropology, psychometry and sociology. The methods compared are the following: (1) permute the objects in one of the vectors (or matrices); (2) permute the residuals of a null model; (3) correlate residualized vector 1 (or matrix A) to residualized vector 2 (or matrix B); permute one of the residualized vectors (or matrices); (4) permute the residuals of a full model. In the partial correlation study, the results were compared to those of the parametric t-test which provides a reference under normality. Simulations were carried out to measure the type I error and power of these permutatio methods, using normal and non-normal data, without and with an outlier. There were 10 000 simulations for each situation (100 000 when n = 5); 999 permutations were produced per test where permutations were used. The recommended testing procedures are the following:(a) In partial correlation analysis, most methods can be used most of the time. The parametric t-test should not be used with highly skewed data. Permutation of the raw data should be avoided only when highly skewed data are combined with outliers in the covariable. Methods implying permutation of residuals, which are known to only have asymptotically exact significance levels, should not be used when highly skewed data are combined with small sample size. (b) In partial Mantel tests, method 2 can always be used, except when highly skewed data are combined with small sample size. (c) With small sample sizes, one should carefully examine the data before partial correlation or partial Mantel analysis. For highly skewed data, permutation of the raw data has correct type I error in the absence of outliers. When highly skewed data are combined with outliers in the covariable vector or matrix, it is still recommended to use the permutation of raw data. (d) Method 3 should never be used.     

PSC有关问题分析

除语音错误和缺陷外 ,普通话水平测试中不乏误读现象。误读主要来自于应试人员的学养不足 ,从中可观察汉语语音的演变、汉字的表意性质和形声字声符的特性。现行普通话水平测试大纲对试卷第一项的拟制要求和关于第四项的评分规则都有其薄弱之处 ,有待加强、完善     

A weighted symmetric cointegration test

Weighted symmetric estimation is employed to develop a new test for cointegration. Using Monte Carlo simulation, the resulting test is shown to possess greater power than alternative existing tests.     

Precedence probabilities and their applications

In precedence tests, the test powers are given by the probabilities P(Y_(i) > X_(j)) for some i and j, where X_(j) and Y_(i) are the order statistics of two independent random samples. Such probabilities can also arise in reliability theory. In this paper, we investigate the properties of these probabilities and their applications.     

Integrating psychometric and cultural theory approaches to formulate an alternative measure of risk perception

Psychometric and cultural theory are key approaches used to explain risk perceptions. However, both approaches explain only 20 and 5–10% of the variance of risk perceptions, respectively. Through advances in social psychology, terror management theory revealed that certain survey questions used in the psychometric approach primed thoughts of death. Such unintentional priming evoked defense mechanisms that would subconsciously activate participants’ cultural biases and values when answering some questions but not others. There are two implications: one, psychometric theorists need to modify their questionnaires to reduce the incidence of priming thoughts of death; and two, integrating the psychometric and cultural theory approaches may potentially explain a higher amount of variance in risk perceptions. Specifically, attitudes (psychometric approach), demographics, affect and past behavior collectively influence cultural biases, which in turn exert an effect on risk perception. However, such a model calls for an appropriate measure of the dynamic nature of cultural biases that current attitudinal measures fall short of. Drawing from methodology within industrial/organizational psychology, the Situational Judgment Test (SJT) is proposed as an alternative measure for risk perception. Steps to designing an SJT are outlined and followed through to culminate in a 10-item SJT that measures cultural biases.     

Maximizing a Family of Optimal Statistics over a Nuisance Parameter with Applications to Genetic Data Analysis

In this article, a simple algorithm is used to maximize a family of optimal statistics for hypothesis testing with a nuisance parameter not defined under the null hypothesis. This arises from genetic linkage and association studies and other hypothesis testing problems. The maximum of optimal statistics over the nuisance parameter space can be used as a robust test in this situation. Here, we use the maximum and minimum statistics to examine the sensitivity of testing results with respect to the unknown nuisance parameter. Examples from genetic linkage analysis using affected sub pairs and a candidate-gene association study in case-parents trio design are studied.