Tables of the exact quantiles of the top-down correlation coefficient for n - 3(1)14

Iman and Connver (1985, 1987) have suggested the top-down correlation coefficient as a measure of association when n objects are ranked by two or more independent sources and interest centers primarily on agreement in the top rankings, with disagreements on items at the bottom of the rankings being of little or no importance. The top-down correlation coefficient results from computing the ordinary Pearson correlation coefficient on Savage scores. Quantiles of the exact distribution of the top-down correlation coefficient based on the assumption of independent rankings are provided for n = 3(1)14.     

A robust procedure for testing an assumed value of the population correlation coefficient

For testing that the population correlations coefficientp Q, Tiku and Balakrishnan1986) developed a robust test. This test is extended here to situcitions where one wants to test that p p , p being a specified non-zero value of p. o o     

Bayesian inference of asymmetric stochastic conditional duration models

This paper extends stochastic conditional duration (SCD) models for financial transaction data to allow for correlation between error processes and innovations of observed duration process and latent log duration process. Suitable algorithms of Markov Chain Monte Carlo (MCMC) are developed to fit the resulting SCD models under various distributional assumptions about the innovation of the measurement equation. Unlike the estimation methods commonly used to estimate the SCD models in the literature, we work with the original specification of the model, without subjecting the observation equation to a logarithmic transformation. Results of simulation studies suggest that our proposed models and corresponding estimation methodology perform quite well. We also apply an auxiliary particle filter technique to construct one-step-ahead in-sample and out-of-sample duration forecasts of the fitted models. Applications to the IBM transaction data allow comparison of our models and methods to those existing in the literature.     

科技政策评估的方法论体系及相关性研究

科技政策评估方法是科技政策评估的操作环节,合理而科学的方法论体系可以体现出政策的价值导向,本论文试图建构一个科技政策评估的方法论体系。同时,相关性问题是科技政策评估中普遍忽视的一个重要学术问题,本文详细阐述了相关性的内在本质,并分析由相关性所导致的政策评估问题。     

Computation of finite population parameters and approximate probability values for multi-response randomized block permutation procedures (mrbp)

An algorithm is presented for computing the finite population parameters and the approximate probability values associated with a recently-developed class of statistical inference techniques termed multi-response randomized block permutation procedures (MRBP).     

Singularity and Autoregressive Disturbances in Linear Logit Models

The implications of including autoregressive disturbances in linear logit models of demand systems are explored. It is argued that the normality assumption of the error terms is more appropriate in the linear logit model than in a share equation model with additive disturbances (commonly found in the literature). Autoregressive disturbances and their implications for model estimation are discussed in that context. Both theoretical arguments and empirical evidence are presented in favor of the logit specification given the presence of serial correlation.     

Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy,Relative Efficiency,and Test Statistics

Abstract

The efficacy and the asymptotic relative efficiency (ARE) of a weighted sum of Kendall's taus, a weighted sum of Spearman's rhos, a weighted sum of Pearson's r's, and a weighted sum of z-transformation of the Fisher–Yates correlation coefficients, in the presence of a blocking variable, are discussed. The method of selecting the weighting constants that maximize the efficacy of these four correlation coefficients is proposed. The estimate, test statistics and confidence interval of the four correlation coefficients with weights are also developed. To compare the small-sample properties of the four tests, a simulation study is performed. The theoretical and simulated results all prefer the weighted sum of the Pearson correlation coefficients with the optimal weights, as well as the weighted sum of z-transformation of the Fisher–Yates correlation coefficients with the optimal weights.     

Planning for the 1950 Censuses of Population and Agriculture

The change from the z of “Student's” 1908 paper to the t of present day statistical theory and practice is traced and documented. It is shown that the change was brought about by the extension of “Student's” approach, by R.A. Fisher, to a broader class of problems, in response to a direct appeal from “Student” for a solution to one of these problems.     

Large Differences between Partial Correlation Coefficients

A plot of each ranking of N objects in N-dimensional space is shown to provide geometric interpretations of Kendall's tau and Spearman's rho and also of the relationship of rho to a sum of inversion weights. The computation of rho from a sum of inversion weights is shown to allow sequential calculation of rho.