Goodness-of-fit tests of generalized linear mixed models for repeated ordinal responses

Categorical longitudinal data are frequently applied in a variety of fields, and are commonly fitted by generalized linear mixed models (GLMMs) and generalized estimating equations models. The cumulative logit is one of the useful link functions to deal with the problem involving repeated ordinal responses. To check the adequacy of the GLMMs with cumulative logit link function, two goodness-of-fit tests constructed by the unweighted sum of squared model residuals using numerical integration and bootstrap resampling technique are proposed. The empirical type I error rates and powers of the proposed tests are examined by simulation studies. The ordinal longitudinal studies are utilized to illustrate the application of the two proposed tests.     

空间面板杜宾模型的Bootstrap Wald-COMFAC检验研究

将共同因子约束(COMFAC)的Wald检验问题引入到空间面板模型中,讨论空间面板杜宾模型与空间面板误差模型的识别问题。蒙特卡洛模拟表明:在有限样本下,基于渐近临界值的Wald检验有着良好的检验功效,但存在着较为严重的尺度扭曲。进一步采用残差Bootstrap方法,在不损失检验功效的前提下,能够显著地降低检验的尺度扭曲。因此,残差Bootstrap方法是更为有效的检验方法。     

Confidence intervals based on the deviance statistic for the hyperparameters in state space models

The main objective of this work is to evaluate the performance of confidence intervals, built using the deviance statistic, for the hyperparameters of state space models. The first procedure is a marginal approximation to confidence regions, based on the likelihood test, and the second one is based on the signed root deviance profile. Those methods are computationally efficient and are not affected by problems such as intervals with limits outside the parameter space, which can be the case when the focus is on the variances of the errors. The procedures are compared to the usual approaches existing in the literature, which includes the method based on the asymptotic distribution of the maximum likelihood estimator, as well as bootstrap confidence intervals. The comparison is performed via a Monte Carlo study, in order to establish empirically the advantages and disadvantages of each method. The results show that the methods based on the deviance statistic possess a better coverage rate than the asymptotic and bootstrap procedures.     

Conditional design of the EWMA median chart with estimated parameters

The exponentially weighted moving average (EWMA) chart is often designed assuming the process parameters are known. In practice, the parameters are rarely known and need to be estimated from Phase I samples. Different Phase I samples are used when practitioners construct their own control chart's limits, which leads to the “Phase I between-practitioners” variability in the in-control average run length (ARL) of control charts. The standard deviation of the ARL (SDARL) is a good alternative to quantify this variability in control charts. Based on the SDARL metric, the performance of the EWMA median chart with estimated parameters is investigated in this paper. Some recommendations are given based on the SDARL metric. The results show that the EWMA median chart requires a much larger amount of Phase I data in order to reduce the variation in the in-control ARL up to a reasonable level. Due to the limitation of the amount of the Phase I data, the suggested EWMA median chart is designed with the bootstrap method which provides a good balance between the in-control and out-of-control ARL values.     

循环经济理念下废旧电器回收、再生、利用循环机理的探究

废旧电器回收再生利用是开辟城市矿山的资源源泉。本文从技术、经济、社会三个层面研究其物质、价值和行为三个形态的循环机理是其产业链构建和有效逆行的理论基础。价值循环要考虑以自然资源资本和环境保护与恢复的成本来分析其价值保值与增值过程;行为循环要以基于生产者责任延伸制的主体责任体系为纽带,分析其行为活动规律及其相互关系;物质循环要按照循环经济的原则考虑各种物质形态的有效转换与有机联系,以实现资源到资源的物质闭路循环。     

废旧手机回收行为影响因素的实证研究--基于在校大学生问卷调查

基于对在校大学生废旧手机回收行为的问卷调查结果,运用统计软件SPSS ,通过因子分析和回归分析,对大学生废旧手机回收行为、行为意向及其影响因素进行了实证研究。结果表明：大学生废旧手机回收行为意向与行为具有显著正向影响;主观规范、个人消费观念、知觉行为控制、环境知识对行为意向具有正向显著影响,且影响力依次递减。据此提出相关改进建议,有效促进大学生积极参与废旧手机回收。     

“Filthy rich” and “dirt poor:” social and cultural dimensions of solid waste management (SWM) in Lagos

Abstract

This paper analyses how household solid waste was perceived and handled in traditional Yoruba and contemporary Lagos society in South West Nigeria. It highlights the roles of individuals, households, changing lifestyles and diet, business cycles, residential segregation, and state and non-state actors and institutions in waste management in Lagos. The filthy rich/dirt poor divide in Lagos is epitomised by spatial segregation and social stratification, reflected by contrasting highbrow neighbourhoods and massive dumpsites in the metropolis. Central to this discussion are changing economic dynamics. The boom years were characterised by conspicuous consumption, waste and replacement while economic adversity precipitated destitution, re-use and recycling of waste, and recourse to imported second-hand clothing and household utensils. The paper recommends a multi-pronged sustainable waste management strategy for Lagos.     

Modelling udder infection data using copula models for quadruples

We study copula models for correlated infection times in the four udder quarters of dairy cows. Both a semi-parametric and a nonparametric approach are considered to estimate the marginal survival functions, taking into account the effect of a binary udder quarter level covariate. We use a two-stage estimation approach and we briefly discuss the asymptotic behaviour of the estimators obtained in the first and the second stage of the estimation. A pseudo-likelihood ratio test is used to select an appropriate copula from the power variance copula family that describes the association between the outcomes in a cluster. We propose a new bootstrap algorithm to obtain the p-value for this test. This bootstrap algorithm also provides estimates for the standard errors of the estimated parameters in the copula. The proposed methods are applied to the udder infection data. A small simulation study for a setting similar to the setting of the udder infection data gives evidence that the proposed method provides a valid approach to select an appropriate copula within the power variance copula family.     

Confidence Corridors for Multivariate Generalized Quantile Regression

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest, which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theorem, and exponential tail inequalities for Gaussian random fields. As a byproduct we also obtain multivariate confidence corridors for the regression function in the classical mean regression. To deal with the problem of slowly decreasing error in coverage probability of the asymptotic confidence corridors, which results in meager coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur representation. The finite-sample properties of both procedures are investigated by means of a simulation study and it is demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a randomized employment enhancement program launched in the 1970s. This article has supplementary materials online.     

Fourier–type tests involving martingale difference processes

We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982 Bierens, H. J. (1982). Consistent model speci?cation tests. J. Econometr. 20:105–134.[Crossref], [Web of Science ®] , [Google Scholar]) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included.