决定论与机遇论之争：休谟问题的延续（上）——规范数学方法与“具体性的误置”

今天围绕因果关系中决定与非决定的许多争论,都没能突破决定论与机遇论必居其一的简单逻辑.因果律和机遇律都是对自然规律的数学刻划,是规范化的数学工具带来的结果.决定论论题的真正焦点是隐藏在其背后的必然性这一抽象的核心范畴,它引发了因果观中那些最根本的争论.自然具有必然性和完备的秩序信念,是人类对自然进行理性探索的公设,是科学存在的前提,也是因果观念合理性的基础.决定论是逻辑上的必然性在现实世界中的误置,但机遇论则主张把由数学工具而来的统计相关联系,作为否定自然规律背后必然性的理由.这与休谟的自然主义如出一辙.今天的有关决定论与机遇论的争论,其实质仍然是必然性问题.自然规律中必然性如何实现?这是休谟问题的延续.     

The link between the two epidemics provides an opportunity to remedy obesity while dealing with Covid-19

The World Health Organization proclaimed the global epidemic of obesity more than twenty years ago. However, there has never been a coordinated action to address the problem on the global level. Covid-19 virus pandemic is world’s largest public health problem currently. Many comorbidities associated with Covid-19 and obesity mortality are common. We determine that obesity is single largest and most common cause of mortality in Covid-19 patients globally based on a sample of 171 countries, while economic variables have no impact. This creates an opportunity to finally address the obesity global epidemic through an effort coordinated on the global level.     

不良贷款率对银行业影响的统计关系检验

在5%的显著性水平下,不良贷款率对资本利润率、净利差、资本充足率有单向格兰杰因果关系;而存贷比、流动性比率对不良贷款率有单向格兰杰因果关系;拨备覆盖率与不良贷款率在不同滞后期格兰杰因果关系不同。当不良贷款率上升时,商业银行不应通过承担更高的风险选择高贷款利率的贷款项目以实现其经营绩效;在系统性风险可控的前提下,监管部门和中央银行实施逆周期调整,可适当有选择性地提高容忍度,允许部分商业银行或业务条线调整对资本的计提标准,降低其顺周期性;商业银行应注重盈利性、流动性、安全性之间的平衡,理性对待不良贷款率上升。     

Modelling method effects as individual causal effects

Summary.  Method effects often occur when different methods are used for measuring the same construct. We present a new approach for modelling this kind of phenomenon, consisting of a definition of method effects and a first model, the method effect model , that can be used for data analysis. This model may be applied to multitrait–multimethod data or to longitudinal data where the same construct is measured with at least two methods at all occasions. In this new approach, the definition of the method effects is based on the theory of individual causal effects by Neyman and Rubin. Method effects are accordingly conceptualized as the individual effects of applying measurement method j instead of k . They are modelled as latent difference scores in structural equation models. A reference method needs to be chosen against which all other methods are compared. The model fit is invariant to the choice of the reference method. The model allows the estimation of the average of the individual method effects, their variance, their correlation with the traits (and other latent variables) and the correlation of different method effects among each other. Furthermore, since the definition of the method effects is in line with the theory of causality, the method effects may (under certain conditions) be interpreted as causal effects of the method. The method effect model is compared with traditional multitrait–multimethod models. An example illustrates the application of the model to longitudinal data analysing the effect of negatively (such as 'feel bad') as compared with positively formulated items (such as 'feel good') measuring mood states.     

Analytic bounds on causal risk differences in directed acyclic graphs involving three observed binary variables

We apply a linear programming approach which uses the causal risk difference (R_DC)$(R{D}_C)$ as the objective function and provides minimum and maximum values that R_DC$R{D}_C$ can achieve under any set of linear constraints on the potential response type distribution. We consider two scenarios involving binary exposure X, covariate Z and outcome Y. In the first, Z is not affected by X, and is a potential confounder of the causal effect of X on Y. In the second, Z is affected by X and intermediate in the causal pathway between X and Y. For each scenario we consider various linear constraints corresponding to the presence or absence of arcs in the associated directed acyclic graph (DAG), monotonicity assumptions, and presence or absence of additive-scale interactions. We also estimate Z-stratum-specific bounds when Z is a potential effect measure modifier and bounds for both controlled and natural direct effects when Z is affected by X  . In the absence of any additional constraints deriving from background knowledge, the well-known bounds on R_Dc$R{D}_c$ are duplicated: -Pr(Y≠X)?R_DC?Pr(Y=X)$-\mathit{Pr}(Y\ne X)?R{D}_C?\mathit{Pr}(Y=X)$. These bounds have unit width, but can be narrowed by background knowledge-based assumptions. We provide and compare bounds and bound widths for various combinations of assumptions in the two scenarios and apply these bounds to real data from two studies.     

基于ECM模型的城镇居民收入与消费问题的实证研究——以杭州为例

本文根据协整理论与误差修正模型,利用1978-2007年度数据以杭州市为例对城镇居民收入与消费的协整关系进行了实证分析。结果表明:杭州市城镇居民家庭的人均消费与收入之间存在单向长期稳定的因果关系,即人均可支配收入变动是影响人均消费变动的原因,而人均消费变动不是影响人均可支配收入变动的原因。因此,从长期来看,要刺激城镇居民消费来拉动经济增长,必须增加城镇居民的可支配收入。     

中国国民收入与茶叶内销量的实证研究

通过Eviews3.1软件就1990年到2008年我国国民收入与茶叶内销售量关系进行分析,得出我国国民收入与茶叶内销量存在协整关系,同时运用格兰杰检验得出我国国民收入提高是我国茶叶内销量增加的成因,认为通过预测我国国民收入水平可推算出我国茶叶的内销量,为茶叶产销决策提供依据。     

国际责任法上私人行为归属于国家问题研究

在国际责任法上,私人行为在特定情形下应当归属于国家,但私人行为之所以归属于国家的内在逻辑和法理依据并不明确。这将影响、制约对私人行为归属于国家的具体情形和事由的理解适用,以及这些特定的归责情形和事由自身的变化发展。为此,需要在国家及其行为和私人行为之间确立一种＂相当因果关系＂,以此为框架分析界定各种情形下的私人行为是否应当归属于国家。对此,需要根据国家的相关义务以及特定情形下＂行为归属＂的因果关系的共识观念和国际法规则,在具体的行为情形中予以确定行为归属问题。     

Vector autoregression and causality: a theoretical overview and simulation study

This paper provides a theoretical overview of Wald tests for Granger causality in levels vector autoregressions (VAR's) and Johansen-type error correction models (ECM's). The theory is based on results in Toda and Phillips (1991a) and allows for stochastic and deterministic trends as well as arbitrary degrees of cointegration. We recommend some operational procedures for conducting Granger causality tests that are based on the Gaussian maximum likelihood estimation of ECM's. These procedures are applicable in the important practical case of testing the causal effects of one variable on another group of variables and vice versa. This paper also investigates the sampling properties of these testing procedures through simulation exercises. Three sequential causality tests in ECM's are compared with conventional causality tests in levels and differences VAR's.     

金融宏观调控与流动性关系的实证分析

近几年,如何有效治理流动性问题成为社会各界关注的焦点。通过对1990—2009年的存贷款利率和M2/GDP的年度数据以及2000年1月—2011年2月的存款准备金率和M2-M1的季度数据,进行协整检验和格兰杰因果检验,分组讨论金融宏观调控与流动性之间的关系。结果表明,提高存贷款利率能够长期有效的抑制流动性过剩,提高存款准备金率对流动性过剩的抑制作用相对较弱且在长期中不稳定,存款准备金率是M2-M1的格兰杰原因,反之不成立。