COMPONENTS OF VARIANCE MODELS WITH TRANSFORMATIONS

Power transformations are a popular way to improve the agreement between the observations and the assumptions in a statistical model. In this paper it is assumed that the data, after appropriate power transformation Λ, satisfies a variance components model, with independent Gaussian components. The focus is on inference for quantities which have an interpretation regardless of the choice of Λ (Carroll & Ruppert, 1981) – in particular the intraclass correlation coefficient ρ, the predicted probability of a new observation being less than a specified value and the predicted quantile. It is shown that, in the case Λ= 0, the asymptotic variance of ρ is the same, whether or not one treats Δ as estimated or as known. This supports an empirical conjecture of Solomon (1985). For predicted probabilities and predicted quantiles the variance when A is estimated is shown to be only slightly greater than the variance assuming Δ is known, except in the tails of the distribution where there can be substantial difference between the two variances.     

Responsive contingency planning in supply risk management by considering congestion effects

Contingency rerouting is known as a cost-effective risk management strategy for major disruptions such as earthquakes and natural disasters. The objective of this paper is to develop a decision-making tool to determine the appropriate response speed of a volume-flexible backup supplier to improve the supply chain responsiveness. We propose a mixed integer programming (MIP)-based capacity planning tool which generates the contingency plan of the supply chain subject to random disruptions. In order to make an accurate decision, the impact of critical operational characteristics such as response time and congestion are considered in a disruption scenario. The appropriate response speed is selected through a decision tree analysis by minimizing the expected supply chain costs. The selection is made with respect to three different attitudes of the decision maker towards risk. In order to evaluate the impact of the different failure and recovery probabilities over the selection process, a sensitivity analysis is presented. The results show that considering congestion is especially critical for risk-neutral decision makers in mitigating against disruptions.     

A Proportional Random Utility Approach to Qualitative Response Models

A new functional form of the response probability for a qualitative response model is proposed. The new model is flexible enough to avoid the constraint of independence from irrelevant alternatives, which is perceived as a weakness of the multinomial logit model in some applications. It is computationally simpler than the multinomial probit model and is promising for analyzing problems with a moderate number of alternatives.     

Some approaches to statistical analysis of a weather modification experiment

Data from a weather modification experiment are examined and a number of statistical analyses reported. The validity of earlier inferences is studied as are the utilities of various statistical methods. The experiment is described. The original analysis of North American Weather Consultants, who conducted the experiment, is reviewed. Data summarization is reported. A major approach to analysis is through the use of cloud-physics covari-ates in regression analyses. Finally, a multivariate analysis is discussed. It appears that the covariates may have been affected by treatment (cloud seeding) and that their use is invalid, not only reducing error variances but removing treatment effect. Some recommendations for improved design of similar future experiments are given in a concluding section, including preliminary trial use of blocking by storms.     

三大改造的偏失与对社会主义本质的认识

该文从认识社会主义本质特征的角度 ,对三大改造的偏失原因进行了深入分析 ,论证了对社会主义本质认识的局限和误区是造成社会主义改造偏差的根本原因 ,从而进一步论证了正确理解邓小平社会主义本质理论对社会主义现代化建设的重要意义     

Environmental risk assessment model for low dose extrapolation ∗

Use of experimental data from animal studies to estimate human risk due to long-term exposure to very low doses of chemicals in the environment poses a number of biological and statistical problems. One of the statistical problems is to extrapolate the animal dose-response relation from the high dose levels where data are available to low dose, which humans might encounter. Here, a quantal dose-response model is developed based on a multi-hit theory of toxic response. The development of the model utilizes a weighted Lagrange-Poisson distribution for the number of hits. When spontaneous background toxic response is included, the model involves three unknown parameters. The maximum likelihood estimators for these parameters are given as the solution of a nonlinear iterative algorithm. The use of this model for low-dose extrapolation is indicated. The results are applied to nine sets of toxic response data.     

企业竞争行为的回应预测研究

竞争回应的预测是竞争互动领域的一个核心论题。由于传统的竞争互动理论主要是以市场行为为核心的研究,而在相当大的程度上忽视了非市场行为的重要性与价值。本文以中国家电行业为研究对象,采用结构化内容分析法,试图从市场与非市场的角度全面探讨竞争回应的预测问题,以期为中国企业的管理者们在制定与实施战略,以及预测竞争对手策略与行为选择时提供一些重要的实践启示。     

Maximum likelihood estimation using the empirical fisher information matrix

In this paper the use of the empirical Fisher information matrix as an estimator of the information matrix is considered in the context of response models and incomplete data problems. The introduction of an additional stochastic component into such models is shown to greatly increase the range of situations in which the estimator can be employed. In particular the conditions for its use in incomplete data problems are shown to be the same as those needed to justify the use of the EM algorithm.     

Fitting disposition codes to mobile phone surveys: experiences from studies in Finland, Slovenia and the USA

Summary.  Using mobile phones to conduct survey interviews has gathered momentum recently. However, using mobile telephones in surveys poses many new challenges. One important challenge involves properly classifying final case dispositions to understand response rates and non-response error and to implement responsive survey designs. Both purposes demand accurate assessments of the outcomes of individual call attempts. By looking at actual practices across three countries, we suggest how the disposition codes of the American Association for Public Opinion Research, which have been developed for telephone surveys, can be modified to fit mobile phones. Adding an international dimension to these standard definitions will improve survey methods by making systematic comparisons across different contexts possible.     

货币政策区域非对称性效应最新研究进展

有关货币政策区域非对称性效应的讨论是当前货币政策有效性研究的热点问题之一。这种效应的存在对各国货币政策当局带来了严重的挑战。货币政策区域非对称性效应的研究不能仅局限在国际货币联盟中,同样适用于单个国家内部,特别是内部发展差异较大的大国内部。从货币政策区域非对称性效应这一领域相关的成果的基础,对其产生的机制、实证研究、治理机制等角度进一步研究。