AN EXACT CONDITIONAL TEST FOR COVARIANCE SELECTION MODELS

An exact conditional test is developed for testing the absence of an edge in a graphical covariance selection model and is shown to be equivalent to a test based on the partial correlation coefficient. An example is given.     

蛋白质结构与密码子上下文关联的信息论研究

从信息学的角度，对人(Homo sapiens)的117个蛋白质和大肠杆菌(Ecoli)的185个蛋白质的各二级结构相对应的mRNA序列中的密码子上下文关联、蛋白质序列中氨基酸上下文关联作了统计分析，计算了各二级结构中密码子(氨基酸)上下文关联的信息剩余．结果显示，同义密码子关联有着不同于氨基酸关联偏好的反常现象，人和大肠杆菌蛋白质中反常的密码子分别占19％、16％左右；并对大肠杆菌中的稀有密码子的关联进行了讨论，发现稀有密码子的关联偏好Sheet和Coil二级结构．     

A tolerance interval approach for assessment of agreement in method comparison studies with repeated measurements

This paper generalizes the tolerance interval approach for assessing agreement between two methods of continuous measurement for repeated measurement data—a common scenario in applications. The repeated measurements may be longitudinal or they may be replicates of the same underlying measurement. Our approach is to first model the data using a mixed model and then construct a relevant asymptotic tolerance interval (or band) for the distribution of appropriately defined differences. We present the methodology in the general context of a mixed model that can incorporate covariates, heteroscedasticity and serial correlation in the errors. Simulation for the no-covariate case shows good small-sample performance of the proposed methodology. For the longitudinal data, we also describe an extension for the case when the observed time profiles are modelled nonparametrically through penalized splines. Two real data applications are presented.     

价格支持政策对农产品期现货市场关联的影响研究

通过构建VAR-BEKK-MVGARCH-DUMMY-T模型,以棉花期现货市场为例,从市场间溢出效应和动态关联两个方面研究了价格支持政策对农产品期现货市场关联的影响。结果表明:不同价格支持政策对棉花期现货市场关联存在明显的差异化影响,具体来看,临时收储政策的实施显著降低了棉花期现货市场间相关程度,而目标价格政策实施后两市场间相关程度又逐渐回升;临时收储政策和目标价格政策均降低了棉花期货市场价格对棉花现货市场价格引导作用,同样降低了两市场间价格波动传递效应;目标价格政策对棉花期现货市场间价格引导及波动传递的影响均小于临时收储政策;临时收储政策降低了棉花期现货市场间价格波动关联程度,而目标价格政策则提升了两市场间价格波动关联程度。因此,农产品价格支持政策的改革和完善应坚持市场化方向,并充分发挥农产品期货市场功能。     

随机约束条件下线性回归模型中的Cook距离

本文建立了随机约束条件下线性回归模型中的Cook距离,讨论了它的统计性质,并找到了它与相关系数、复相关系数及广义相关系数之间的关系。     

我国工业企业学习能力与竞争力关系的研究

将9个衡量企业学习能力的指标划分为3个能力纬度,应用相关分析、回归分析和独立样本t检验对213家制造业企业的调查数据并进行了统计分析,从不同角度研究了企业学习能力与竞争力之间存在的数量关系.研究结果表明,除消化吸收能力不对任何竞争力指标产生显著影响外,企业学习能力与竞争力存在着显著的正相关性并显著作用于竞争力,而且竞争力强的企业在技术监测、消化吸收再创新以及学习源等3方面的能力都明显大于竞争力弱的企业;证实了企业学习能力是企业获取竞争力的重要内在能力基础的理论假设,表明它们之间确实存在着明显的因果关系.     

Marginal Regression for Binary Longitudinal Data in Adaptive Clinical Trials

Abstract.  In an adaptive clinical trial research, it is common to use certain data-dependent design weights to assign individuals to treatments so that more study subjects are assigned to the better treatment. These design weights must also be used for consistent estimation of the treatment effects as well as the effects of the other prognostic factors. In practice, there are however situations where it may be necessary to collect binary responses repeatedly from an individual over a period of time and to obtain consistent estimates for the treatment effect as well as the effects of the other covariates in such a binary longitudinal set up. In this paper, we introduce a binary response-based longitudinal adaptive design for the allocation of individuals to a better treatment and propose a weighted generalized quasi-likelihood approach for the consistent and efficient estimation of the regression parameters including the treatment effects.     

Trends in inequality in infant mortality in the north of England, 1921–1973, and their association with urban and social structure

Summary.  The paper analyses a time series of infant mortality rates in the north of England from 1921 to the early 1970s at a spatial scale that is more disaggregated than in previous studies of infant mortality trends in this period. The paper describes regression methods to obtain mortality gradients over socioeconomic indicators from the censuses of 1931, 1951, 1961 and 1971 and to assess whether there is any evidence for widening spatial inequalities in infant mortality outcomes against a background of an overall reduction in the infant mortality rate. Changes in the degree of inequality are also formally assessed by inequality measures such as the Gini and Theil indices, for which sampling densities are obtained and significant changes assessed. The analysis concerns a relatively infrequent outcome (especially towards the end of the period that is considered) and a high proportion of districts with small populations, so necessitating the use of appropriate methods for deriving indices of inequality and for regression modelling.     

某城市中心开敞式膜结构屋盖的风荷载试验研究

以郑州大上海步行街中心广场膜结构屋盖为工程背景，进行了刚性模型的同步测压试验，详细研究了该屋盖的平均风荷载和脉动风荷载的分布特征、上下表面对应点风压的相关性、以及围护结构设计和承重结构设计的风荷载。结果表明：该屋盖表面的风压以负压为主，脉动成份很大；上下表面对应点风压的相关系数绝大部分为正值；采用规范方法的结果进行围护结构设计偏于不安全，应采用概率统计方法的结果。     

Inequality measurement and the time structure of household income in Israel

The aim of this paper is to empirically evaluate the effect of the length of the accounting period on indices of inequality of household income in Israel. There are three main findings: (1) The analysis of the impact of the accounting period on the Gini index of inequality can be done in a way which is identical to analyzing the effect of the accounting period on the coefficient of variation; (2) changing the accounting period from one to three months decreases, on average, the Gini index of inequality by about 1.7%. Furthermore, the Gini index calculated from a three-month accounting period was 3.9%–4.1% higher than the index based on a 12-month period. The change in the accounting period from 12 months to three months accounts for 27% to 37% of the increase in inequality in the last two decades, depending on the type of income considered. (3) The above relationship is stable over the years but is sensitive to the definition of income.