The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors

Until recently, a difficulty with applying the Durbin-Watson (DW) test to the dynamic linear regression model has been the lack of appropriate critical values. Inder (1986) used a modified small-disturbance distribution (SDD) to find approximate critical values. King and Wu (1991) showed that the exact SDD of the DW statistic is equivalent to the distribution of the DW statistic from the regression with the lagged dependent variables replaced by their means. Unfortunately, these means are unknown although they could be estimated by the actual variable values. This provides a justification for using the exact critical values of the DW statistic from the regression with the lagged dependent variables treated as non-stochastic regressors. Extensive Monte Carlo experiments are reported in this paper. They show that this approach leads to reasonably accurate critical values, particularly when two lags of the dependent variable are present. Robustness to non-normality is also investigated.     

Extending the Barnard’s test to non-inferiority

In 1945, George Alfred Barnard presented an unconditional exact test to compare two independent proportions. Critical regions for this test, by construction accomplish the very useful property of being Barnard convex sets. Besides, there are empirical findings suggesting that Barnard’s test is the most generally powerful. For Barnard’s test, calculation of critical regions is complicated due that they are constructed in an iterative form until is obtained a test size, as close as possible to the nominal significance level and less than or equal to it. In this article we present an extension to non-inferiority of this very leading test. This extension was contructed for any dissimilarity measure and tables were constructed for the difference between proportions. Also we calculate the critical regions for this extended test for sample sizes less or equal than 30, nominal significance level 0.01, 0.025, 0.05, and 0.10 and for non-inferiority margins 0.05, 0.10, 0.15, and 0.20. Additionally, we computed test sizes for the mentioned configurations. To do this calculations, we have written a program in the R environment.     

Testing hypotheses about covariance matrices using bootstrap methods

The usual chi-squared approximation to test statistics based on normal theory for testing covariance structures of multivariate populations is very sensitive to the normality assumption. Two general bootstrap procedures are developed in this paper to obtain approximately valid critical values for these test statistics when the data are not normally distributed. The first is based on separate sampling from individual samples, and the second is based on sampling from pooled samples. Although the second method requires more assumptions, its small sample properties are better.     

Estimation of regression coefficient from survey data based on test of significance

The ordinary least squares (OLS)estimator of regression coeffecient is implicitly based on I.I.D.assumption, which is rarely satisfied by survey data. Many approaches are proposed in the literature which can be classified in two broad categories as model based and design consistent.Du Mouchel and Duncan (1983) proposed a test statistic λwhich helps in testing the ignorability of sampling weights.In this article a preliminary test estimator based on λ is proposed. The model based properties of this estimator has been invetigated theoritically where as to study the design based properties simulation approach is adopted. It has been observed that the proposed estimator is a better cimpromise between model based and randomization based inferential frame work.     

Comment on “modeling asset returns with alternative stable distributions”

This paper considers a modified CUSUM test, suggested by Dufour (1982) for parameter instability and structural change with an unknown change point in a linear model with serially correlated disturbances, in which a preliminary estimate of the autoregressive coefficient for the error process is obtained, and used to transform the data. Then the standard CUSUM statistic is calculated on the transformed data. This paper derives the asymptotic distribution of the modified CUSUM test. We show that the modified CUSUM test retains its asymptotic significance level, i.e., the modified CUSUM test has the same asymptotic distribution as the CUSUM test with serially uncorrelated errors.     

Some new results on univariate and multivariate permutation tests for ordinal categorical variables under restricted alternatives

In several sciences, especially when dealing with performance evaluation, complex testing problems may arise due in particular to the presence of multidimensional categorical data. In such cases the application of nonparametric methods can represent a reasonable approach. In this paper, we consider the problem of testing whether a “treatment” is stochastically larger than a “control” when univariate and multivariate ordinal categorical data are present. We propose a solution based on the nonparametric combination of dependent permutation tests (Pesarin in Multivariate permutation test with application to biostatistics. Wiley, Chichester, 2001), on variable transformation, and on tests on moments. The solution requires the transformation of categorical response variables into numeric variables and the breaking up of the original problem’s hypotheses into partial sub-hypotheses regarding the moments of the transformed variables. This type of problem is considered to be almost impossible to analyze within likelihood ratio tests, especially in the multivariate case (Wang in J Am Stat Assoc 91:1676–1683, 1996). A comparative simulation study is also presented along with an application example.     

关于n元置换群的一个同构群的注记

本文用群的观点研究置换矩阵的性质 ,并在n阶置换矩阵与n阶置换群之间建立了同构关系。特别指明在此同构关系中两个群内的二元运算是相互反序的     

英语应用能力考试（A级）对听力教学的反拨作用研究

语言测试对教学工作有着不可忽视的反拨作用。介绍了反拨作用的分类,高职英语听力教学的特点,并从正反两个方面分析了高等学校英语应用能力考试对高职英语听力教学的反拨作用。     

论普通话水平测试中AABB式形容词读音的判定标准

普通话水平测试中AABB式形容词的读音判定问题由来已久,测试员标准掌握不一会影响受试者的成绩,文章分析了这个问题存在的原因,并在进行语言现状和语言态度有关调查的基础上建议了新的判定标准,即为了有利于普通话推广工作,在普通话水平测试中AABB式形容词的读音可依据柔性原则执行,即不按照字音扣分,而在语调测试项里视程度扣分.     

《普通话水平测试实施纲要》指瑕

普通话水平测试国家指导用书《普通话水平测试实施纲要》中有许多读音等有误或值得商榷的地方。文章列举了其中几个部分的40种情况,与专家学者共同探讨。希望对《普通话水平测试实施纲要》予以重新审订,确保其规范性和实用性。