Instrumental Variable Models for Discrete Outcomes

Single equation instrumental variable models for discrete outcomes are shown to be set identifying, not point identifying, for the structural functions that deliver the values of the discrete outcome. Bounds on identified sets are derived for a general nonparametric model and sharp set identification is demonstrated in the binary outcome case. Point identification is typically not achieved by imposing parametric restrictions. The extent of an identified set varies with the strength and support of instruments, and typically shrinks as the support of a discrete outcome grows. The paper extends the analysis of structural quantile functions with endogenous arguments to cases in which there are discrete outcomes.     

Measure of location-based estimators in simple linear regression

In this note we consider certain measure of location-based estimators (MLBEs) for the slope parameter in a linear regression model with a single stochastic regressor. The median-unbiased MLBEs are interesting as they can be robust to heavy-tailed samples and, hence, preferable to the ordinary least squares estimator (LSE). Two different cases are considered as we investigate the statistical properties of the MLBEs. In the first case, the regressor and error is assumed to follow a symmetric stable distribution. In the second, other types of regressions, with potentially contaminated errors, are considered. For both cases the consistency and exact finite-sample distributions of the MLBEs are established. Some results for the corresponding limiting distributions are also provided. In addition, we illustrate how our results can be extended to include certain heteroskedastic and multiple regressions. Finite-sample properties of the MLBEs in comparison to the LSE are investigated in a simulation study.     

Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions

This paper shows how the bootstrap method can be used to estimate the joint distribution of sample autocorrelations and partial autocorrelations. The exact joint distribution of sample autocorrelations is mathematically intractable and attempts at workable approximations are difficult and rely on special assumptions. The bootstrap offers an accurate solution to this problem without requiring special assumptions and in a way that avoids theoretical difficulties. The bootstrap-estimated joint distributions of the autocorrelations and partial autocorrelations of time series are shown to lead to better ARMA model identification. This is demonstrated using simulated series.     

Pitman closest equivariant estimators and predictors under location–scale models

For location, scale and location–scale models, which are common in practical applications, we derive optimum equivariant estimators and predictors using the Pitman closeness criterion. This approach is very robust with respect to the choice of the loss function as it only requires the loss function to be strictly monotone. We also prove that, in general, the Pitman closeness comparison of any two equivariant predictors depends on the unknown parameter only through a maximal invariant, and hence it is independent of the parameter when the parameter space is transitive. We present several examples illustrating applications of our theoretical results.     

Some results on residual life and inactivity time at random time

In this article, we enhance the study of residual life at random time (RLRT) and inactivity time at random time (ITRT). To this aim, first we provide some stochastic orderings results among ITRT in two-sample problems when they failed at two different random times. Then, we develop some sufficient conditions which lead to the stochastic comparisons of RLRT and ITRT based on variance residual life order. The results are expected to be useful in reliability theory, forensic science, queue theory, and actuarial science.     

区域技术创新体系中三元主体的作用及关系

本文列示出区域技术创新体系中的三要素———政府、企业和科研机构的合力作用达到最佳状态时的几何模型,分析了三元主体在区域创新体系中的作用及关系,同时提出我国区域创新三元主体协调发展的建议。     

公路绿化的功能与设计

公路绿化是公路建设的一项重要内容。本文结合中外公路绿化的成功实例与经验,阐述了公路景观绿化的功能及作用以及公路绿化设计的原则与方法。     

转型期社会的必然要求:建立服务型政府

随着我国进入经济社会转型时期,新的社会问题层出不穷,迫切要求政府机构进行改革,要求政府职能由管制型向服务型转变,以解决转型期社会出现的新问题。因此,建立服务型政府是新的历史条件下对政府改革提出的新要求。