Approximate Likelihoods for Generalized Linear Errors-in-variables Models

When measurement error is present in covariates, it is well known that naïvely fitting a generalized linear model results in inconsistent inferences. Several methods have been proposed to adjust for measurement error without making undue distributional assumptions about the unobserved true covariates. Stefanski and Carroll focused on an unbiased estimating function rather than a likelihood approach. Their estimating function, known as the conditional score, exists for logistic regression models but has two problems: a poorly behaved Wald test and multiple solutions. They suggested a heuristic procedure to identify the best solution that works well in practice but has little theoretical support compared with maximum likelihood estimation. To help to resolve these problems, we propose a conditional quasi-likelihood to accompany the conditional score that provides an alternative to Wald's test and successfully identifies the consistent solution in large samples.     

Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes

We observe a realization of an inhomogeneous Poisson process whose intensity function depends on an unknown multidimensional parameter. We consider the asymptotic behaviour of the Rao score test for a simple null hypothesis against the multilateral alternative. By using the Edgeworth type expansion (under the null hypothesis) for a vector of stochastic integrals with respect to the Poisson process, we refine the (classic) threshold of the test (obtained by the central limit theorem), which improves the first type probability of error. The expansion allows us to describe the power of the test under the local alternative, i.e. a sequence of alternatives, which converge to the null hypothesis with a certain rate. The rates can be different for components of the parameter.     

专业技术职务任职资格定量评审探讨

本文对如何搞好任职资格的评审提出了“申请评职基本分+专家组意识评审分”综合评审的模式设想,该设想强调目前资格的评审应以对国家作出的贡献为主,并以此强调,高级技术职务的任职要求应建立一个在全国范围内统一的最基本的个人“申请评职基本分”标准。本文对一些标准定分提出了初步设想,最后着重阐述了实行“申请评职基本分”的意义所在。     

高校田径运动会新计分方法及其作用的探讨

1999年度绍兴文理学院田径运动会计分方法进行了改进--增设了参赛成绩分(以下简称新方法).弥补了过去仅设名次分的不足之处.具体表现在报名与参赛率比往年提高,竞争外延扩大,项目间竞争激烈.     

钢琴基础教学中的几个问题

在钢琴基础教学中,教师应让学生掌握如何正确读谱,了解练琴的正确方法,以及培养学生独立学习的能力,重视整体音乐素质的提高,使学生从学琴之初就养成良好的学习习惯。     

国有控股、市场竞争与股权激励效应————基于倾向得分匹配法的实证研究

结合代理理论和制度理论,运用倾向得分匹配法,研究国有控股和市场竞争这两种基本制度环境对股权激励与企业绩效相关关系的影响机制和作用效果发现：股权激励整体上存在激励效应,能显著提高企业绩效;国有控股削弱了股权激励的实施效果,相对于非国有企业,股权激励对国有企业的激励效应并不显著;产品市场竞争强化了股权激励与企业绩效的正向关系,竞争程度越高,股权激励效果越好;市场竞争一定程度上提高了国有企业股权激励的实施效果,在竞争程度高的国企样本中,股权激励显现出了显著的激励效应。研究结论表明,制度环境是股权激励发挥作用的重要前提,深化国有企业产权改革、完善产品市场竞争是提高股权激励效果的关键。     

Effects of correlated covariates on the asymptotic efficiency of matching and inverse probability weighting estimators for causal inference

In observational studies, the overall aim when fitting a model for the propensity score is to reduce bias for an estimator of the causal effect. To make the assumption of an unconfounded treatment plausible researchers might include many, possibly correlated, covariates in the propensity score model. In this paper, we study how the asymptotic efficiency of matching and inverse probability weighting estimators for average causal effects change when the covariates are correlated. We investigate the case with multivariate normal covariates, a logistic model for the propensity score and linear models for the potential outcomes and show results under different model assumptions. We show that the correlation can both increase and decrease the large sample variances of the estimators, and that the correlation affects the asymptotic efficiency of the estimators differently, both with regard to direction and magnitude. Moreover, the strength of the confounding towards the outcome and the treatment plays an important role.     

宅基地退出对农户收入的影响——基于倾向得分匹配(PSM)的反事实估计

基于宅基地退出试点区安徽金寨县626户农户的微观调研数据,在考虑样本选择偏差和农户异质性基础上,运用倾向得分匹配法(PSM)分析宅基地退出对农户收入的影响。结果发现:宅基地退出对农户经营性收入有负向影响,对农户工资性收入和家庭总收入有正向影响;农户宅基地退出,一方面通过缩小耕地经营面积、提高农业生产成本和减少亩均收入降低其经营性收入,另一方面通过增加外出务工人数、提高外出务工时长提升其工资性收入;由于农户工资性收入增加强度大于其经营性收入降低强度,故对其家庭总收入有正向影响;此外,不同教育背景、年龄段农户宅基地退出后收入变化存在差异,因此,应增强宅基地退出就业帮扶政策针对性,宣传宅基地退出政策的增收效应,实施差别化的宅基地退出政策安排。     

Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models

ABSTRACT

In this article we derive third-order asymptotic expansions for the non null distribution functions of four classic statistics under a sequence of local alternatives in one-parameter exponential family models. Our results are quite general and cover a wide range of important distributions.     

Variance bounds for estimators in autoregressive models with constraints

We consider nonlinear and heteroscedastic autoregressive models whose residuals are martingale increments with conditional distributions that fulfil certain constraints. We treat two classes of constraints: residuals depending on the past through some function of the past observations only, and residuals that are invariant under some finite group of transformations. We determine the efficient influence function for estimators of the autoregressive parameter in such models, calculate variance bounds, discuss information gains, and suggest how to construct efficient estimators. Without constraints, efficient estimators can be given by weighted least squares estimators. With the constraints considered here, efficient estimators are obtained differently, as one-step improvements of some initial estimator, similarly as in autoregressive models with independent increments.