Model Diagnostics for Remote Access Regression Servers

To protect public-use microdata, one approach is not to allow users access to the microdata. Instead, users submit analyses to a remote computer that reports back basic output from the fitted model, such as coefficients and standard errors. To be most useful, this remote server also should provide some way for users to check the fit of their models, without disclosing actual data values. This paper discusses regression diagnostics for remote servers. The proposal is to release synthetic diagnostics—i.e. simulated values of residuals and dependent and independent variables–constructed to mimic the relationships among the real-data residuals and independent variables. Using simulations, it is shown that the proposed synthetic diagnostics can reveal model inadequacies without substantial increase in the risk of disclosures. This approach also can be used to develop remote server diagnostics for generalized linear models.     

从分笔交易数据透视中国债券市场流动性

采用分笔交易数据,用相对买卖价差分析我国债券市场流动性,可以得出如下结论:各期限国债流动性差异不大,短期和长期国债流动性相对较好;国债买卖价差最小,可转债累计深度最大;债券市场流动性和波动性特征之间存在紧密的内在联系。     

Issues in applying recent CPMP ‘Points to Consider’ and FDA guidance documents with biostatistical implications

The International Conference on Harmonisation guideline ‘Statistical Principles for Clinical Trials’ was adopted by the Committee for Proprietary Medicinal Products (CPMP) in March 1998, and consequently is operational in Europe. Since then more detailed guidance on selected topics has been issued by the CPMP in the form of ‘Points to Consider’ documents. The intent of these was to give guidance particularly to non‐statistical reviewers within regulatory authorities, although of course they also provide a good source of information for pharmaceutical industry statisticians. In addition, the Food and Drug Administration has recently issued a draft guideline on data monitoring committees. In November 2002 a one‐day discussion forum was held in London by Statisticians in the Pharmaceutical Industry (PSI). The aim of the meeting was to discuss how statisticians were responding to some of the issues covered in these new guidelines, and to document consensus views where they existed. The forum was attended by industry, academic and regulatory statisticians. This paper outlines the questions raised, resulting discussions and consensus views reached. It is clear from the guidelines and discussions at the workshop that the statistical analysis strategy must be planned during the design phase of a clinical trial and carefully documented. Once the study is complete the analysis strategy should be thoughtfully executed and the findings reported. Copyright © 2003 John Wiley & Sons, Ltd.     

经济预测中的Monte Carlo模拟及方差控制——以国际石油价格预测为例

从MDnte Carlo模拟的实现过程入手，首先通过对Monte Carlo方法原理的阐述来介绍该种方法。进一步结合具体的实例通过计算机进行模拟来解释Monte Carlo方法的具体实现过程。重点讨论在选择合理的数据生成过程的前提下，如何在Monte Carlo方法中减少模拟方差，从而提高估计精度，更好地应用这种方法来进行经济预测。     

Estimation of dependence between paired correlated failure times in the presence of covariate measurement error

Summary. In many biomedical studies, covariates are subject to measurement error. Although it is well known that the regression coefficients estimators can be substantially biased if the measurement error is not accommodated, there has been little study of the effect of covariate measurement error on the estimation of the dependence between bivariate failure times. We show that the dependence parameter estimator in the Clayton–Oakes model can be considerably biased if the measurement error in the covariate is not accommodated. In contrast with the typical bias towards the null for marginal regression coefficients, the dependence parameter can be biased in either direction. We introduce a bias reduction technique for the bivariate survival function in copula models while assuming an additive measurement error model and replicated measurement for the covariates, and we study the large and small sample properties of the dependence parameter estimator proposed.     

维吾尔语言文字广告表达与其风俗习惯关系初探

维语广告与维吾尔族风俗习惯存在碰撞和交融。一方面，维吾尔族风俗习惯对维语广告的表达具有潜移默化的作用，使之呈现出独特的审美意蕴；另一方面，维语广告对维吾尔族风俗习惯有着不容忽视的改变，展现并促进着它们由传统向现代转型。二者相辅相成，共同将维语广告的发展推向一个更成熟、更有效的境界。     

Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel probit models with fixed effects for the case of small Tand large N. The moments used are derived for each period from a first order approximation of the mean of the dependent variable conditional on explanatory variables and on the fixed effect. The estimators differ w.r.t. the choice of instruments and whether they use trimming to reduce the bias or not. In a Monte Carlo study, we compare these estimators with pooled probit and conditional logit estimators for different data generating processes. The results show that the proposed estimators outperform these competitors in several situations.     

论宋元之际江西遗民词的内容特质

文学作品是作家本性、人格精神的复现。江西遗民词作为江西遗民词人群个性、心灵之诗意表现 ,其中所表露出的欲挽狂澜于既倒、重整乾坤的雄心与壮志、对自身归属感的积极寻求和对自己所处时空的理性反思、及对社会人生的执著与关注等内容 ,正是这个词人群体在江西独特的地域文化环境中生成的豪逸之气、忠义之心、耿直之性等群体特征的文学表达 ,具有鲜明的地域共性与特色。     

浅论《中国的西北角》的表现手法

范长江的通讯集《中国的西北角》是旅途通讯的经典之作 ,在中国现代新闻史上具有里程碑般的意义。《中国的西北角》表现手法既丰富又独到 ,具有格局特别的评论性 :气势恢宏的政论 ,援古证今的史论 ;摇曳多姿的笔法 :散文笔法 ,杂文笔法 ,曲径通幽 ,对比反衬 ,烘云托月 ,抑扬自如 ;风土人情的生动描绘 :自然景物的描写采用中国画写意笔调 ,风情习俗的描摹铺张扬厉 ,极尽动感和力量 ,表现少数民族勇敢和纯朴。     

A Non-parametric Frailty Model for Temporally Clustered Multivariate Failure Times

Abstract A model is introduced here for multivariate failure time data arising from heterogenous populations. In particular, we consider a situation in which the failure times of individual subjects are often temporally clustered, so that many failures occur during a relatively short age interval. The clustering is modelled by assuming that the subjects can be divided into ‘internally homogenous’ latent classes, each such class being then described by a time‐dependent frailty profile function. As an example, we reanalysed the dental caries data presented earlier in Härkänen et al. [Scand. J. Statist. 27 (2000) 577], as it turned out that our earlier model could not adequately describe the observed clustering.