Optimal estimation of a finite population mean under generalized random permutation models

Employing certain generalized random permutation models and a general class of linear estimators of a finite population mean, it is shown that many of the conventional estimators are “optimal” in the sense of minimum average mean square error. Simple proofs are provided by using a well-known theorem on UMV estimation. The results also cover certain simple response error situations.     

Robust methods in econometrics

This survey of recent developments in robust estimation and inference is directed primarily toward econometricians. It is argued that many of the techniques in common use in econometrics are highly sensitive to unverified hypotheses. Recent progress in designing alternative robust procedures is described and some prospects for future developments are discussed.     

外商直接投资影响因素的偏最小二乘回归建模分析

改革开放的20多年来,我国的外商直接投资逐年增加,对我国经济的快速发展发挥了重要的作用。而影响外商直接投资的因素有很多,不同的因素变量之间往往存在多重共线性或近似多重共线性关系,使得分析问题的难度加大。本文运用新型的多元统计数据分析方法——偏最小二乘(PLS)回归方法(既克服了传统方法的不足,又有效地消除了因素变量之间的多重共线性),分析了影响我国外商直接投资的因素,以及其影响程度,为我国进一步引进外商直接投资提供了有益的定量依据。     

Estimating a sensitive proportion through randomized response procedures based on auxiliary information

Randomized response techniques are widely employed in surveys dealing with sensitive questions to ensure interviewee anonymity and reduce nonrespondents rates and biased responses. Since Warner’s (J Am Stat Assoc 60:63–69, 1965) pioneering work, many ingenious devices have been suggested to increase respondent’s privacy protection and to better estimate the proportion of people, π _A , bearing a sensitive attribute. In spite of the massive use of auxiliary information in the estimation of non-sensitive parameters, very few attempts have been made to improve randomization strategy performance when auxiliary variables are available. Moving from Zaizai’s (Model Assist Stat Appl 1:125–130, 2006) recent work, in this paper we provide a class of estimators for π _A , for a generic randomization scheme, when the mean of a supplementary non-sensitive variable is known. The minimum attainable variance bound of the class is obtained and the best estimator is also identified. We prove that the best estimator acts as a regression-type estimator which is at least as efficient as the corresponding estimator evaluated without allowing for the auxiliary variable. The general results are then applied to Warner and Simmons’ model.     

管理层持股、领导权结构与财务重述

本文以我国2005-2009年间A股市场补充与更正报告中出现"会计差错更正"项目的公司为研究对象,以是否发生财务重述为因变量,采用配对样本分析的Logit回归方法研究了管理层持股、领导权结构与财务重述之间的关系。本研究发现,管理层持股比例与财务重述之间存在显著的U型关系,领导权结构对财务重述没有显著影响,然而管理层持股的利益协同效应(堑壕效应)在两职分离(两职合一)的公司中更容易得到发挥。本研究发展了财务重述、管理层持股以及领导权结构的研究内容,为完善公司治理机制、防范会计错报提供了相应的思路。     

建立最优回归方程的一种新方法

本文提出了一种新的建立最优回归方程的方法,即t统计量法。应用实践表明该方法完全能够建立起最优回归方程。     

论历史研究中一些哲学问题——历史研究与想像力

通过探讨历史连续性与非连续性,历史研究中重视史料与发挥合理想像,以及历史著述之有限性和不可避免之当代性,揭示出历史与历史研究之复杂性。指出完全恢复历史本来面貌,不仅不可能,而且只能是一种幼稚的幻想。同时,在探讨历史理性与历史规律联系时,指出不能如后现代思想家那样把历史断裂绝对化,但也不能把历史连续性和规律性绝对化。在探讨历史研究现状时,通史研究必须建立在专史与微观史研究基础上,而中国专史与微观史研究恰恰比较薄弱。     

Regression Methods for Combining Multiple Classifiers

As no single classification method outperforms other classification methods under all circumstances, decision-makers may solve a classification problem using several classification methods and examine their performance for classification purposes in the learning set. Based on this performance, better classification methods might be adopted and poor methods might be avoided. However, which single classification method is the best to predict the classification of new observations is still not clear, especially when some methods offer similar classification performance in the learning set. In this article we present various regression and classical methods, which combine several classification methods to predict the classification of new observations. The quality of the combined classifiers is examined on some real data. Nonparametric regression is the best method of combining classifiers.     

深沪两市公司股本结构与净资产收益率及市净率的回归分析

本文以深沪股市全部上市公司为样本 ,经过将一些特殊的上市公司样本剔除 ,对样本股权结构与上市公司净资产收益率及市净率作相关分析 ,探讨并分析我国上市公司股权结构中各比例与公司绩效的相关性