A Proportional Random Utility Approach to Qualitative Response Models

A new functional form of the response probability for a qualitative response model is proposed. The new model is flexible enough to avoid the constraint of independence from irrelevant alternatives, which is perceived as a weakness of the multinomial logit model in some applications. It is computationally simpler than the multinomial probit model and is promising for analyzing problems with a moderate number of alternatives.     

Nonnormality of Linear Combinations of Normal Random Variables

Hamedani and Tata (1975) showed that the bivariate normal distribution is determined uniquely by any countably infinite collection of distinct linear combinations of the variables and by no finite number of them. It is shown here that this characterization of bivariate normal distribution cannot be extended to the multivariate case. More specifically, it is shown that the multivariate normality of subsets (r < n) of the normal variables X ₁, X ₂, …, X_n together with the normality of an infinite number of linear combinations of them do not guarantee the joint normality of these variables.     

信息经济时代对会计假设的探讨

分析了信息经济时代对原有会计假设的影响，在对原有四种会计假设进行探讨的基础上，认为会计假设应作出相应修正和补充，以及对会计假设进行评价，使得会计行业在信息经济时代更加适应新的环境。     

Preference stability and substitution of indifferents: a rejoinder to Seidenfeld

Seidenfeld (Seidenfeld, T. [1988a], Decision theory without 'Independence' or without 'Ordering', Economics and Philosophy 4: 267-290) gave an argument for Independence based on a supposition that admissibility of a sequential option is preserved under substitution of indifferents at choice nodes (S). To avoid a natural complaint that (S) begs the question against a critic of Independence, he provided an independent proof of (S) in his (Seidenfeld, T. [1988b], Rejoinder [to Hammond and McClennen], Economics and Philosophy 4: 309-315). In reply to my (Rabinowicz, W. [1995], To have one's cake and eat it too: Sequential choice and expected-utility violations, The Journal of Philosophy 92: 586-620), in which I argue that the proof is invalid, Seidenfeld (Seidenfeld, T. [2000], Substitution of indifferent options at choice nodes and admissibility: A reply to Rabinowicz, Theory and Decision 48: 305–310 this issue) submits that I fail to give due consideration to one of the underlying assumptions of his derivation: it is meant to apply only to those cases in which the agent's preferences are stable throughout the sequential decision process. The purpose of this note is to clarify the notion of preference stability so as meet this objection.     

国难当头的建设与无为——评《独立评论》关于“无为政治”的讨论

《独立评论》关于“无为政治”的讨论集中反映了国难当头的中国在建设与无为问题上的抉择窘况。面对濒临破产的生产力,“无为”论者主张暂时停止建设,以为农民赢得喘息机会。“建设”论者则强调,国难当头,别说停止建设,即使放缓建设的步伐也不啻在自讨覆亡。实际上,就建设与无为而言,不论作何选择,都不可能收到理想效果。不过,开展学术争论是知识分子表达社会关怀的重要方式,通过这种讨论,他们得以对社会政治生活中存在的弊端进行揭露和批判,并将自由主义的一些基本理念阐发开来。     

20世纪30年代“独立评论派”的农村教育思想

20世纪30年代，在特定的社会背景下，国内各派政治势力纷纷把目光转向农村，促使20年代兴起的乡村建设运动不断走向高涨，受此影响，农村教育问题成为社会各界特别是教育界关注的焦点。聚集在《独立评论》周围的自由派学人，基于对中国乡村社会发展道路的探讨，对当时的乡村建设运动和农村教育思潮提出了不同的看法，形成了比较系统的农村教育思想。以《独立评论》为切入点，探讨自由知识分子有关农村教育的思想和主张，不仅可以从一个独特的视角观照30年代我国乡村教育的现状，也可为当前的新农村建设提供有益的借鉴和帮助。     

Estimating and Testing Nonlinear Local Dependence Between Two Time Series

ABSTRACT

The most common measure of dependence between two time series is the cross-correlation function. This measure gives a complete characterization of dependence for two linear and jointly Gaussian time series, but it often fails for nonlinear and non-Gaussian time series models, such as the ARCH-type models used in finance. The cross-correlation function is a global measure of dependence. In this article, we apply to bivariate time series the nonlinear local measure of dependence called local Gaussian correlation. It generally works well also for nonlinear models, and it can distinguish between positive and negative local dependence. We construct confidence intervals for the local Gaussian correlation and develop a test based on this measure of dependence. Asymptotic properties are derived for the parameter estimates, for the test functional and for a block bootstrap procedure. For both simulated and financial index data, we construct confidence intervals and we compare the proposed test with one based on the ordinary correlation and with one based on the Brownian distance correlation. Financial indexes are examined over a long time period and their local joint behavior, including tail behavior, is analyzed prior to, during and after the financial crisis. Supplementary material for this article is available online.     

社会工程法学说的预设理路与目的困境考辩

庞德社会学法理学的核心是社会工程法理论,其实质上是一种关注法律在社会整合中的作用与实现途径的学说,是一种建基于社会利益之上的社会整合理论。该理论被目的一致性预设、法律工具主义取向以及社会利益界分等难题所困扰。社会工程法理论中暗含的社会整合观,有其困顿之处,也有其合理的一面,至少它试图引导我们关注不同文明时空下法律的变化的必要性和法律的社会目的。     

Statistical evidence in contingency tables analysis

The likelihood ratio is used for measuring the strength of statistical evidence. The probability of observing strong misleading evidence along with that of observing weak evidence evaluate the performance of this measure. When the corresponding likelihood function is expressed in terms of a parametric statistical model that fails, the likelihood ratio retains its evidential value if the likelihood function is robust [Royall, R., Tsou, T.S., 2003. Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions. J. Roy. Statist. Soc. Ser. B 65, 391–404]. In this paper, we extend the theory of Royall and Tsou [2003. Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions. J. Roy. Statist. Soc., Ser. B 65, 391–404] to the case when the assumed working model is a characteristic model for two-way contingency tables (the model of independence, association and correlation models). We observe that association and correlation models are not equivalent in terms of statistical evidence. The association models are bounded by the maximum of the bump function while the correlation models are not.