基于回归组合技术的连续性抽样估计方法研究

在使用样本轮换的连续性抽样调查中,不仅可以利用前期调查的研究变量的信息,还可使用现期调查的辅助变量信息来建立回归模型进行回归估计,进而构造回归组合估计量,并在此基础上确定最优样本轮换率和最优权重系数,使得回归组合估计量的方差最小,从而更大程度地提高连续性抽样调查的估计精度。     

城乡居民消费结构变动影响因素的比较分析——基于PLSR的阶段性证据

居民消费结构变动的影响因素可以根据新兴古典经济学的分析框架进行分析。虽然没有与专业化水平、交易效率和经济绩效直接对应的数据，但是可以选择一组涵盖三个方面的指标，运用偏最小二乘回归方法进行实证研究。基于1978～2005的数据，对中国城乡居民消费结构变动的影响因素进行比较分析，其结果显示了影响因素的阶段性差异。     

Non-parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise

Abstract.  The purpose of this paper was to propose a procedure for testing the equality of several regression curves f _i in non-parametric regression models when the noise is inhomogeneous and heteroscedastic, i.e. when the variances depend on the regressor and may vary between groups. The presented approach is very natural because it transfers the maximum likelihood statistic from a heteroscedastic one-way analysis of variance to the context of non-parametric regression. The maximum likelihood estimators will be replaced by kernel estimators of the regression functions f _i . It is shown that the asymptotic distribution of the obtained test-statistic is nuisance parameter free. Asymptotic efficiency is compared with a test of Dette & Neumeyer [Annals of Statistics (2001) Vol. 29, 1361–1400] and it is shown that the new test is asymptotically uniformly more powerful. For practical purposes, a bootstrap variant is suggested. In a simulation study, level and power of this test will be briefly investigated and compared with other procedures. In summary, our theoretical findings are supported by this study. Finally, a crop yield experiment is reanalysed.     

中国老年前期女性红细胞比积正常参考值与地理因素的关系

为制定中国老年前期女性红细胞比积正常参考值的统一标准提供科学依据,收集了中国229个地区用温氏法测定的17562例健康老年前期女性红细胞比积正常参考值,并对其与地理因素的关系进行了研究,结果发现海拔高度是影响老年前期女性红细胞比积正常参考值最主要的因素,随着海拔高度的逐渐增大,老年前期女性红细胞比积正常参考值也在逐渐的增大,相关性很显著。为此用因子分析的方法推导出了一个回归方程,如果知道了中国某地的地理因素,就可以用回归方程估算这个地区的老年前期女性红细胞比积正常参考值。依据老年前期女性红细胞比积正常参考值与地理因素的依赖关系把中国分为青藏区、西南区、西北区、东南区、华北区、东北区。     

国内删失数据统计研究状况综述

研究了国内在线性回归模型、非线性回归模型、半参数回归、非参数回归、单指标回归、生存分析、时间序列分析、密度估计等领域删失数据统计研究状况。     

Forecasting Spanish Natural Life Expectancy

Knowledge of trends in life expectancy is of major importance for policy planning. It is also a key indicator for assessing future development of life insurance products, substantiality of existing retirement schemes, and long-term care for the elderly. This article examines the feasibility of decomposing age-gender-specific accidental and natural mortality rates. We study this decomposition by using the Lee and Carter model. In particular, we fit the Poisson log-bilinear version of this model proposed by Wilmoth and Brouhns et al. to historical (1975-1998) Spanish mortality rates. In addition, by using the model introduced by Wilmoth and Valkonen we analyze mortality-gender differentials for accidental and natural rates. We present aggregated life expectancy forecasts compared with those constructed using nondecomposed mortality rates.     

Bayesian Reanalysis of the Challenger O-Ring Data

A Bayesian forecasting model is developed to quantify uncertainty about the postflight state of a field-joint primary O-ring (not damaged or damaged), given the O-ring temperature at the time of launch of the space shuttle Challenger in 1986. The crux of this problem is the enormous extrapolation that must be performed: 23 previous shuttle flights were launched at temperatures between 53 °F and 81 °F, but the next launch is planned at 31 °F. The fundamental advantage of the Bayesian model is its theoretic structure, which remains correct over the entire sample space of the predictor and that affords flexibility of implementation. A novel approach to extrapolating the input elements based on expert judgment is presented; it recognizes that extrapolation is equivalent to changing the conditioning of the model elements. The prior probability of O-ring damage can be assessed subjectively by experts following a nominal-interacting process in a group setting. The Bayesian model can output several posterior probabilities of O-ring damage, each conditional on the given temperature and on a different strength of the temperature effect hypothesis. A lower bound on, or a value of, the posterior probability can be selected for decision making consistently with expert judgment, which encapsulates engineering information, knowledge, and experience. The Bayesian forecasting model is posed as a replacement for the logistic regression and the nonparametric approach advocated in earlier analyses of the Challenger O-ring data. A comparison demonstrates the inherent deficiency of the generalized linear models for risk analyses that require (1) forecasting an event conditional on a predictor value outside the sampling interval, and (2) combining empirical evidence with expert judgment.     

城市用水量随机梯度回归分析

城市生活用水量的预测在城市水资源利用和节约用水规划管理中起着非常重要的作用。采用随机梯度回归方法建立城市生活用水量预测模型，并利用天津市近年来的用水量数据进行验证，同时与支持向量机方法进行比较，结果表明随机梯度回归的预测精度较高，为城市管理部门在采取切实可行的政策和制定科学的水资源规划方面提供可靠依据。     

女排队员防守起球率与运动素质多元回归分析

在女排运动中,运动员的运动素质指标与防守起球率有着直接的关系。人们通常认为800米跑、立定三级跳远、仰卧起坐、3米折返跑、思维灵敏性、运动知觉和适竞感7项指标与防守起球率有一定的相关性。但它们与防守起球率的回归结果表明:800米跑与防守起球率相关关系不显著;而思维灵敏性、仰卧起坐、3米折返跑、适竞感4项对防守起球率的影响显著,立定三级跳远、运动知觉却相对较弱。     

Are football referees really biased and inconsistent?: evidence on the incidence of disciplinary sanction in the English Premier League

Summary.  The paper presents a statistical analysis of patterns in the incidence of disciplinary sanction (yellow and red cards) that were taken against players in the English Premier League over the period 1996–2003. Several questions concerning sources of inconsistency and bias in refereeing standards are examined. Evidence is found to support a time consistency hypothesis, that the average incidence of disciplinary sanction is predominantly stable over time. However, a refereeing consistency hypothesis, that the incidence of disciplinary sanction does not vary between referees, is rejected. The tendency for away teams to incur more disciplinary points than home teams cannot be attributed to the home advantage effect on match results and appears to be due to a refereeing bias favouring the home team.