An algorithm for weighted bilinear regression

Bilinear models in which the expectation of a two-way array is the sum of products of parameters are widely used in spectroscopy. In this paper we present an algorithm called combined-vector successive overrelaxation (COV-SOR) for bilinear models, and compare it with methods like alternating least squares, singular value decomposition, and the Marquardt procedure. Comparisons are done for missing data also.     

Q plots,a graphical aid for regression analysis

Plots are presented which are based on the singular value decomposition of the augmented data matrix in regression. In general, these plots assist in identifying discrepant observations, and in conjunction with associated diagnostics they are useful for identifying influential observations.     

Scoring under ordered constraints in contingency tables

Methods are developed for analyzing contingency tables which have ordered categoriesa priori. A correspondence analysis is extended to incorporate this a priori ordering. An exact represention is obtained when differences in the scores of the categories are known.     

On the block lu decomposition of block toeplitz matrices using the vector yule-walker equations

It is shown that the inverse of a block Toeplitz matrix can be factored into a product of an upper block triangular, a block diagonal and a lower block triangular matrices, where the component matrices consist of the solutions of the forward and backward extended Yule-Walker equations. Also, a recursive algorithm is presented to decompose nested Toeplitz matrices, which is a generalization of the Levinson-Durbin algorithm. Its derivation is elementary. The decomposition and the algorithm are useful for solving a block Toeplitz system of simultaneous equations, particularly, which appears in the vector autoregressive moving-average model analysis.     

城镇劳动力市场上的性别工资差异问题研究

经济转型以来,中国城镇劳动力市场上女性工资与男性工资存在很大差距。文章利用Brown分解方法对中国城镇职工的性别工资差距进行了分解。分解结果显示,职业内工资差异与职业间工资差异分别为19．8％和18．4％,即存在比较严重的纵向和横向性别职业隔离。此外,受教育程度、工作年限等人力资本水平对男女工资差异有显著的影响,职业性别歧视也是导致城镇劳动力市场上男女工资差异的主要原因。     

Bayesian analysis of joint mean and covariance models for longitudinal data

Efficient estimation of the regression coefficients in longitudinal data analysis requires a correct specification of the covariance structure. If misspecification occurs, it may lead to inefficient or biased estimators of parameters in the mean. One of the most commonly used methods for handling the covariance matrix is based on simultaneous modeling of the Cholesky decomposition. Therefore, in this paper, we reparameterize covariance structures in longitudinal data analysis through the modified Cholesky decomposition of itself. Based on this modified Cholesky decomposition, the within-subject covariance matrix is decomposed into a unit lower triangular matrix involving moving average coefficients and a diagonal matrix involving innovation variances, which are modeled as linear functions of covariates. Then, we propose a fully Bayesian inference for joint mean and covariance models based on this decomposition. A computational efficient Markov chain Monte Carlo method which combines the Gibbs sampler and Metropolis–Hastings algorithm is implemented to simultaneously obtain the Bayesian estimates of unknown parameters, as well as their standard deviation estimates. Finally, several simulation studies and a real example are presented to illustrate the proposed methodology.     

非线性因素对远场涡流探头特性的影响

采用线性和非线性有限元方法对带磁路和磁电组合屏蔽的远场涡流探头的信号──距离特性进行了计算机模拟,给出探头的信号──距离特性曲线。结果表明：铁磁材料的非线性因素导致激励电流密度与二次穿透区的位置直接相关联。     

基于自适应组LASSO估计的高维门限因子模型一致选择

门限因子模型设定载荷具有阈值型区制转换结构,可以同时刻画高维时间序列的共变性和区制转换特征。针对高维门限因子模型,本文基于自适应组LASSO技术给出了一种一致模型选择过程。这一模型选择过程将因子个数设定、门限效应推断纳入统一的分析框架,不仅解决了模型选择的一致性问题,还同时实现了模型选择误差的统一控制,这对于高维门限因子模型而言是非常重要的。理论研究和随机模拟结论表明本文给出的一致模型选择过程具有良好的大样本性质和有限样本表现。最后,本文将门限因子模型应用于我国金融市场分析,实证结果进一步验证了本文理论的有效性。