Consistency and robustness properties of the S-nonnegative garrote estimator

This paper concerns a robust variable selection method in multiple linear regression: the robust S-nonnegative garrote variable selection method. In this paper the consistency of the method, both in terms of estimation and in terms of variable selection, is established. Moreover, the robustness properties of the method are further investigated by providing a lower bound for the breakdown point, and by deriving the influence function. The provided expressions nicely reveal the impact that the choice of an initial estimator has on the robustness properties of the variable selection method. Illustrative examples of influence functions for the S-nonnegative garrote as well as for the original (non-robust) nonnegative garrote variable selection method are provided.     

Maximum-likelihood estimation and presentation for the interaction between treatments in observational studies with a dichotomous outcome

In observational studies for the interaction between treatments, one needs to estimate and present both the treatment effects and the interaction to learn the significance of the interaction to the treatment effects. In this article, we estimate the treatment effects and the interaction jointly by using only one logistic model and based on maximum-likelihood. We present the interaction by (1) point estimate and confidence interval of the interaction, (2) point estimate and confidence region of (treatment effect, interaction), and (3) point estimate and confidence interval of the interaction when the maximum-likelihood estimate of one treatment effect falls into specified range.     

Notes on estimation of the proportion ratio in the presence of carryover effects under the AB/BA crossover trial

The authors focus discussion on estimation of the proportion ratio (PR) in the presence of residual effects under the AB/BA design. Under a random effects multiplicative risk model, we develop three point estimators and three interval estimators accounting for residual effects for the PR. Using Monte Carlo simulations, we compare the performance of these point (or interval) estimators with point (or interval) estimators assuming no residual effects with respect to the bias and mean-squared-error (or the coverage probability and average length). The authors use the data taken from an AB/BA trial comparing two new inhalation devices to illustrate the use of these estimators.     

Random-Time Aggregation in Partial Adjustment Models

Structural econometric auction models with explicit game-theoretic modeling of bidding strategies have been quite a challenge from a methodological perspective, especially within the common value framework. We develop a Bayesian analysis of the hierarchical Gaussian common value model with stochastic entry introduced by Bajari and Hortaçsu. A key component of our approach is an accurate and easily interpretable analytical approximation of the equilibrium bid function, resulting in a fast and numerically stable evaluation of the likelihood function. We extend the analysis to situations with positive valuations using a hierarchical gamma model. We use a Bayesian variable selection algorithm that simultaneously samples the posterior distribution of the model parameters and does inference on the choice of covariates. The methodology is applied to simulated data and to a newly collected dataset from eBay with bids and covariates from 1000 coin auctions. We demonstrate that the Bayesian algorithm is very efficient and that the approximation error in the bid function has virtually no effect on the model inference. Both models fit the data well, but the Gaussian model outperforms the gamma model in an out-of-sample forecasting evaluation of auction prices. This article has supplementary material online.     

REGRESSION DIAGNOSTICS FOR THE LEAST ABSOLUTE DEVIATIONS AND THE MINIMAX METHODS

Abstract

In this article, we extend the concept of univariate frailty to a bivariate case to quantify and visualize the loss of efficiency of the log-rank test when a dependence structure between failure and censoring times is being ignored. We assume that an unobservable frailty influences the risk of failure and the other affects the risk of censoring, and those two frailties are correlated. Under the model being compared as a benchmark, the dependence structure between failure and censoring times is assumed to be completely observed. Under the model where the log-rank test is constructed without considering the dependency between failure and censoring times, it is assumed that the unobservable dependence structure has been absorbed into the baseline distributions. We note in our particular example that the loss of efficiency is minimal under the proportional hazards model even when the correlation between potential failure and censoring times is strong unless the dependence censorship induces a severe nonproportionality.     

On efficient point prediction systems

Assume that a forecaster observes a sequence of random variables and issues predictions according to a point prediction systems, i.e. a rule which, at every time t , issues a point prediction for the next observation at time t +1. We introduce the concept of efficiency of a point prediction system, for the case that the joint distribution of the sequence of observations is known to belong to a parametric family, and performance is assessed by the long run sum of squared prediction errors. Independence is not a requirement. Under weak conditions, the class of efficient point prediction systems is non-empty, and any two efficient point prediction systems will, in a certain strong sense, make asymptotically identical predictions for the infinite future. We discuss the efficiency of point prediction systems based on Bayesian predictive means, and on plugging in parameter estimates. The results are applied to probability forecasting and stochastic regression.     

利益集团博弈与决策均衡点的形成

目前,我国存在着不同的利益集团,在国家决策过程中,进行着激烈博弈。文章首先分析利益集团的形成背景及其划分;其次,提出了利益集团博弈中决策均衡点的形成依据;最后,提出了决策均衡点的实现机制。     

一个有价值的逻辑起点--文学文本多层次结构问题

现象学美学家茵伽登、英美新批评派的韦勒克、沃伦以及原型批评理论家弗莱,中国魏晋时期的文学理论家刘勰等,从不同的理论立足点,不约而同地聚焦于文学文本存在方式,或者从"层次"或者从"面面观"的角度相应得出文学文本是一个多层次结构、多侧面的构成.我们所珍视的不仅在于他们见解的相近,更在于他们的不同点.以此为基点,对文学批评理论的意义是第一,为文学批评从"多层次的立体结构"来全面动态地认识"文学性"开拓了思路.第二,文本多层次立体结构意味着划出了文本本体的边界,由于各个理论的相异,又表明了文学作品多层次的结构性存在是非本质的,所以艺术作品的存在本体是建构性的和开放性的.对于文学批评来说是一个有意义的前提.第三,确认多层次立体结构的文本存在方式,意味着拓宽了文学批评方法可以介入的空间,为多种方法在文学作品的各层次间进行对话和交往,形成批评话语的间性创造了条件.     

A comparison of estimators for the network autocorrelation model based on observed social networks

Network autocorrelation models (NAMs) are widely used to study a response variable of interest among subjects embedded within a network. Although the NAM is highly useful for studying such networked observational units, several simulation studies have raised concerns about point estimation. Specifically, these studies have consistently demonstrated a negative bias of maximum likelihood estimators (MLEs) of the network effect parameter. However, in order to gain a practical understanding of point estimation in the NAM, these findings need to be expanded in three important ways. First, these simulation studies are based on relatively simple network generative models rather than observed networks, thereby leaving as an open question how realistic network topologies may affect point estimation in practice. Second, although there has been strong work done in developing two-stage least squares estimators as well as Bayesian estimators, only the MLE has received extensive attention in the literature, thus leaving practitioners in question as to best practices. Third, the performance of these estimators need to be compared using both bias and variance, as well as the coverage rate of each estimator's corresponding confidence or credible interval. In this paper we describe a simulation study which aims to overcome these shortcomings in the following way. We first fit real social networks using the exponential random graph model and used the Bayesian predictive posterior distribution to generate networks with realistic topologies. We then compared the performance of the three different estimators mentioned above.     

碳排放交易机制中涵盖部门制度的构建

碳排放交易机制是减缓温室气体排放的重要经济手段,其首要环节是确定涵盖部门范围,以及排放实体或设施的纳入门槛。环境效果与经济效率是涵盖部门制度设计的重要价值考量。在理论上,涵盖的部门范围越广泛,纳入的排放单位越多,其环境效果和经济规模效应越显著。但在实践中,一些产业部门根据经济可行性分析、技术因素的考虑以及减排激励的差异,会有其他更加合适的减排选项。