Visualization of generalized mean estimators using auxiliary information in survey sampling

Abstract

The mean estimators with ratio depend on multiple auxiliary variables and unknown parameters in a finite population setting. We propose a new generalized approach with matrices for modeling the mutivariate mean estimators with two auxiliary variables. Our approach brings naturally a graphical analysis for comparing mean estimators.     

On the shrinkage of local linear curve estimators

Local linear curve estimators are typically constructed using a compactly supported kernel, which minimizes edge effects and (in the case of the Epanechnikov kernel) optimizes asymptotic performance in a mean square sense. The use of compactly supported kernels can produce numerical problems, however. A common remedy is ridging, which may be viewed as shrinkage of the local linear estimator towards the origin. In this paper we propose a general form of shrinkage, and suggest that, in practice, shrinkage be towards a proper curve estimator. For the latter we propose a local linear estimator based on an infinitely supported kernel. This approach is resistant against selection of too large a shrinkage parameter, which can impair performance when shrinkage is towards the origin. It also removes problems of numerical instability resulting from using a compactly supported kernel, and enjoys very good mean squared error properties.     

编辑无意识偏见及其控制

编辑偏见的存在有利有弊。编辑偏见有“有意识”与“无意识”之别。在编辑实践中,诱导编辑无意识偏见的发生因素主要有:认知懒惰或繁忙,非理性决策思维以及直觉信心等。编辑无意识偏见存在影响了编辑对稿件内容的客观评价,但因无意识编辑偏见具有较强的隐蔽性,消除比较困难,编辑必须通过无意识偏见发生前的“有意识”认知、严格落实“三审制”和利用大数据反馈等措施规避无意识偏见发生,以确保稿件价值选择的客观与公正。     

中国省际人口流动与人力资本流动差异性分析

人力资本流动与人口流动相关却不相同,本文采用2010-2016年全国流动人口动态监测数据,从流动方向和流动强度两方面对我国省际人口流动引致的人力资本流动现象加以研究。结果表明从流动方向分析,各省人口净流动方向基本呈现时间一致性并且流入流出区域具有稳定性。在调查期间人口净流出省份为16个,人口净流入省份为15个,没有明显变化。人力资本净流向与人口净流向完全一致,但省际人口净流向与高级人力资本净流向并不完全一致,山西、广西、重庆等省市的高级人力资本净流向始终与总人力资本净流向相反。本文采用流出流入比率和迁移选择中心两种指标测算人力资本流动强度,结果基本一致。人力资本流动中心与人口流动中心分布均较为固定。2010年人力资本流动强度最大的省份在2016年的流动强度也更强,流动强度在省际呈现惯性和马太效应。人力资本流入最强地区包括北京、天津、上海三个直辖市,人力资本流出最强省份始终包括安徽、四川、河南等省份。以人力资本流出弹性衡量人力资本流出强度与人口流出强度的相对强弱,东部地区、东北地区省份人力资本的流出强度始终大于人口流出强度,西部地区省份差异较大。考虑各省近五年经济增长状况,人口流动或者人...     

An Assessment of Change in Risk Perception and Optimistic Bias for Hurricanes Among Gulf Coast Residents

This study focuses on levels of concern for hurricanes among individuals living along the Gulf Coast during the quiescent two‐year period following the exceptionally destructive 2005 hurricane season. A small study of risk perception and optimistic bias was conducted immediately following Hurricanes Katrina and Rita. Two years later, a follow‐up was done in which respondents were recontacted. This provided an opportunity to examine changes, and potential causal ordering, in risk perception and optimistic bias. The analysis uses 201 panel respondents who were matched across the two mail surveys. Measures included hurricane risk perception, optimistic bias for hurricane evacuation, past hurricane experience, and a small set of demographic variables (age, sex, income, and education). Paired t‐tests were used to compare scores across time. Hurricane risk perception declined and optimistic bias increased. Cross‐lagged correlations were used to test the potential causal ordering between risk perception and optimistic bias, with a weak effect suggesting the former affects the latter. Additional cross‐lagged analysis using structural equation modeling was used to look more closely at the components of optimistic bias (risk to self vs. risk to others). A significant and stronger potentially causal effect from risk perception to optimistic bias was found. Analysis of the experience and demographic variables’ effects on risk perception and optimistic bias, and their change, provided mixed results. The lessening of risk perception and increase in optimistic bias over the period of quiescence suggest that risk communicators and emergency managers should direct attention toward reversing these trends to increase disaster preparedness.     

On bias reduction estimators of skew-normal and skew-t distributions

A particular concerns of researchers in statistical inference is bias in parameters estimation. Maximum likelihood estimators are often biased and for small sample size, the first order bias of them can be large and so it may influence the efficiency of the estimator. There are different methods for reduction of this bias. In this paper, we proposed a modified maximum likelihood estimator for the shape parameter of two popular skew distributions, namely skew-normal and skew-t, by offering a new method. We show that this estimator has lower asymptotic bias than the maximum likelihood estimator and is more efficient than those based on the existing methods.     

An improved alternative estimation procedure for current population mean in presence of positively and negatively correlated auxiliary variables in two-occasion rotation patterns

Abstract

The present study confirms the influential role of a positively and a negatively correlated auxiliary variables in enhancing the precision of estimates of current population mean in two occasion rotation (successive) sampling. Exponential-type estimators of current population mean have been proposed for three different situations: (i) the information on a positively correlated auxiliary variable is readily available on both occasions (ii) the information on a negatively correlated auxiliary variable is readily available on both occasions and (iii) the information on both positively and negatively correlated auxiliary variables are readily available on both the occasions. The characteristics of the proposed estimators have been explored and their efficacious performances are compared with the natural and recent contemporary estimators. Optimum replacement strategies of the proposed estimation procedures have been formulated. Simulation and empirical studies are carried out to justify the proposition of the proposed estimators and appropriate recommendations have been put forward to the survey practitioners.     

损失厌恶、后悔厌恶与沉没成本效应的关联性分析

以往研究认为沉没成本效应的产生与损失厌恶和后悔厌恶相关,但对其相互关系的探讨较少考虑货币性沉没成本和非货币性沉没成本的不同影响.文章选取证券监管者和证券市场投资者作为被试对象,通过有情境因素的调查问卷对损失厌恶、后悔厌恶与沉没成本效应之间的关联性进行验证.实证结果发现,与证券市场投资者相比,证券监管者的损失厌恶倾向要显著更低,而二者的后悔厌恶和沉没成本效应则无显著差异;证券监管者的数据结果表明,后悔厌恶与沉没成本效应之间存在显著的相关性,而损失厌恶与沉没成本效应之间不存在显著的相关性;相比之下,证券市场投资者的数据结果则表明,损失厌恶与沉没成本之间存在显著的相关性,而后悔厌恶与沉没成本之间则不存在显著的相关性.     

证券分析师性别、盈余预测偏差与纠偏能力

证券分析师个人特征是其能力的重要表征.文章选取2007-2014年我国资本市场相关数据,研究了证券分析师的性别对盈余预测偏差的影响,以及盈余预测偏差的时间序列特征,实证结果显示:第一,整体上男性分析师的盈余预测偏差大于女性分析师;第二,男性分析师对于盈余预测偏差的纠正能力高于女性分析师;第三,随着对公司跟踪时间的增加,男性分析师的盈余预测偏差下降速度更快.研究结果说明,对于分析师跟踪时间较短的公司,女性分析师的盈余预测偏差较小,而对于受分析师长期跟踪的公司,男性分析师的盈余预测结果更准确.研究结论对投资者依据分析师性别判定其盈利预测准确性具有重要意义.