Probit模型在期刊读者群分析中的应用

选择probit这一二元选择模型为手段,以性别和年龄为主要研究变量,研究不同类型读者对期刊的偏好,以期找出各类期刊的读者群特征,为期刊社有针对性地采编文章及广告投放提出建议。     

Fast EM-type implementations for mixed effects models

The mixed effects model, in its various forms, is a common model in applied statistics. A useful strategy for fitting this model implements EM-type algorithms by treating the random effects as missing data. Such implementations, however, can be painfully slow when the variances of the random effects are small relative to the residual variance. In this paper, we apply the 'working parameter' approach to derive alternative EM-type implementations for fitting mixed effects models, which we show empirically can be hundreds of times faster than the common EM-type implementations. In our limited simulations, they also compare well with the routines in S-PLUS® and Stata® in terms of both speed and reliability. The central idea of the working parameter approach is to search for efficient data augmentation schemes for implementing the EM algorithm by minimizing the augmented information over the working parameter, and in the mixed effects setting this leads to a transfer of the mixed effects variances into the regression slope parameters. We also describe a variation for computing the restricted maximum likelihood estimate and an adaptive algorithm that takes advantage of both the standard and the alternative EM-type implementations.     

Reference Wealth Effects in Sequential Choice

It is argued that in order to accommodate experimentally-observed choice patterns, it is not enough to model the utility function as being dependent on changes from a reference wealth point. Instead, individuals should be modeled as treating decisions as part of an identifiable sequence of decisions, and utility should be a function of reference wealth, income so far from the sequence, and payoffs from the current decision. The three-argument utility function allows for risk aversion over gains and risk seeking over losses for the first choice in the sequence, and for the house money and break-even effects in later decisions.     

An exhaustive analysis of prime modulus multiplicative congruential random number generators with modulus smaller than 215

This paper presents the results of an exhaustive analysis of all of the prime modulus multiplicative congruential random number (RN) generators with moduli smaller than 2¹⁵. In an amount of around 20 million multipliers which are able to produce a full period of RNs, 239 multipliers have a good lattice structure. Among which 52 multipliers further pass a comprehensive battery of empirical tests. These 52 multipliers thus possess good local and global statistical properties. It is worthwhile to note that some empirically tested multipliers recommended in some previous studies are not on this list. The conclusion is that both theoretical and empirical tests are mandatory to sieve out good multipliers. To generate RNs of very long period, many existing techniques can be applied without further effort.     

供应链信息资源配置研究

科学地对供应链中的信息资源进行配置，可以提高供应链信息管理的水平，增强供应链的竞争能力。为满足供应链信息资源配置的总目标和要求，供应链信息资源配置是由时间、空间、类型组成的三维模型，时间配置模型和空间配置模型是供应链信息资源有效配置的重点，供应链信息资源配置还应考虑与供应链战略的匹配。     

孝与慈：家庭纵向伦理效用的闭路循环

综合大量史料，提示中华传统社会孝慈伦理效用闭路循环的基本内容，探讨其设计原则、运行机制，并追问其价值归宿。分析认为，孝慈之伦理效用就是孝与慈在亲子之间表现出来的环环相扣、代代相续的双向约束力；这种双向约束力凭借“亲亲”、“尊尊”的设计原则、差时与秩序的运行机制、家国一体的社会制度，成功地调节、规范了传统社会亲子之间的利益关系，实现了保证血缘生命存在与绵延的价值目标，为中华民族的繁衍与繁荣做出了重要贡献。     

基于后悔理论和DEMATEL的语言型多属性决策方法

针对目前语言型多属性决策方法大多基于期望效用理论且不考虑指标间影响关系的不足，提出了一种将后悔理论和决策试验与评价试验法相结合的语言型多属性决策方法。首先，依据后悔理论的思想，定义了语言后悔-欣喜函数，给出了方案感知效用值的计算公式；然后，利用决策试验与评价试验法分析指标间的影响关系，给出了基于语言DEMATEL的指标权重确定方法，再通过指标总容量最大优化模型给出了基于注水原理的指标权重确定方法，并在此基础上求解方案的综合感知效用值，据此对方案进行排序择优；最后，通过两个应用实例来验证所提方法的可行性和有效性。实例结果表明，由于该方法同时考虑了决策者的心理行为和指标间的影响关系，因此可使决策结果更加贴近现实且更为可靠。     

The geometrical interpretation of statistical tests in multivariate linear regression

A geometrical interpretation of the classical tests of the relation between two sets of variables is presented. One of the variable sets may be considered as fixed and then we have a multivariate regression model. When the Wilks’ lambda distribution is viewed geometrically it is obvious that the two special cases, theF distribution and the HotellingT ² distribution are equivalent. From the geometrical perspective it is also obvious that the test statistic and thep-value are unchanged if the responses and the predictors are interchanged.     

不可分效用函数和经济增长的不确定性

基于Harrison(2003)的实证结果,建立一个仅在投资品部门存在外部性的两部门(消费品、投资品)增长模型,采用在消费和休闲之间不可分的效用函数,得到了具有轻度外部性的两部门增长模型产生不确定性均衡的一般条件,其不再依赖于单位替代弹性和较高的劳动供给弹性;同时结合参数校准经济,通过数值模拟证实了结论的可靠性.在此基础上分别考虑消费跨期替代弹性、劳动供给弹性对经济增长不确定性的影响.     

企业家动机的理论探讨

企业家在某一时间和地点如何行为取决于经济中的报酬结构———个人选择成为企业家只有当他的效用最大之时,效用包括财富、权力和声誉等。结合前人企业家动机的研究,本文论证企业家的个人特性对企业家活动分析的价值,并采用效用分析方法,综合考虑经济、努力态度、风险态度和独立性态度等不同的偏好对选择成为企业家的影响,提出企业家动机各因素对企业家活动的影响关系。