Shrinkage inverse regression estimation for model-free variable selection

Summary.  The family of inverse regression estimators that was recently proposed by Cook and Ni has proven effective in dimension reduction by transforming the high dimensional predictor vector to its low dimensional projections. We propose a general shrinkage estimation strategy for the entire inverse regression estimation family that is capable of simultaneous dimension reduction and variable selection. We demonstrate that the new estimators achieve consistency in variable selection without requiring any traditional model, meanwhile retaining the root n estimation consistency of the dimension reduction basis. We also show the effectiveness of the new estimators through both simulation and real data analysis.     

西欧主要政党干部的培养与选拔探析

一个政党能不能不断培养和推出大批优秀的领导人才,在很大程度上影响着该党的政治能力。西欧政党在对干部的物色与发掘、提名与选举、监督与管理、干部的教育与培训等环节都形成了自己的突出特点,其干部培养选拔体现了突出的“选举导向”,干部选拔过程突出了公开性与竞争性原则,干部来源体现了一定的开放性与多元性,干部角色遵循了“非兼职”原则,保持了专业化、职业化。     

西部地区社会保障体系的模式设计与理论创新

西部地区的经济发展需要社会保障制度为其构筑一道“安全网”。回顾西部地区社会保障的发展历史,从社会保障中几个重要指标出发对西部地区社会保障制度作出绩效评估、分析其原因,并且提出西部地区建立覆盖城乡居民的社会保障体系的基本框架、实现路径、步骤与措施。     

河北省金融资源充分利用的路径选择

在开放的市场条件下,金融作为现代经济的核心,其资源的优化配置对区域经济发展有着及其重要的作用,本文根据河北省金融资源配置现状,分析了河北省金融资源利用中存在的问题,指出要充分利用河北省金融资源,必须从调整经济产业结构、改善金融生态环境、抑制金融资源外流和提高金融业自身水平做起。只有这样才能提高河北金融的竞争能力,促进河北经济的整体发展。     

Forecast mean squared error reductionin the VAR(1) process

When VAR models are used to predict future outcomes, the forecast error can be substantial. Through imposition of restrictions on the off-diagonal elements of the parameter matrix, however, the information in the process may be condensed to the marginal processes. In particular, if the cross-autocorrelations in the system are small and only a small sample is available, then such a restriction may reduce the forecast mean squared error considerably.

In this paper, we propose three different techniques to decide whether to use the restricted or unrestricted model, i.e. the full VAR(1) model or only marginal AR(1) models. In a Monte Carlo simulation study, all three proposed tests have been found to behave quite differently depending on the parameter setting. One of the proposed tests stands out, however, as the preferred one and is shown to outperform other estimators for a wide range of parameter settings.     

Model selection for Lévy measures in diffusion processes with jumps from discrete observations

We deal with parametric inference and selection problems for jump components in discretely observed diffusion processes with jumps. We prepare several competing parametric models for the Lévy measure that might be misspecified, and select the best model from the aspect of information criteria. We construct quasi-information criteria (QIC), which are approximations of the information criteria based on continuous observations.     

Efficiency Wages,Productivity and Simultaneity: A Meta-Regression Analysis

This study reports a meta-analysis of 75 estimates of the efficiency-wage effect. It reveals a strong efficiency-wage effect that depends upon whether researchers control for potential simultaneity between wages and productivity. Studies that control for simultaneity tend to report stronger effects. Clear evidence of publication selection is also found. E24, J30.

Women Rule: Gendered Leadership and State Supreme Court Chief Justice Selection

ABSTRACT

While women are underrepresented in many political institutions and leadership positions, nearly half of state supreme court chief justices are women. Is there something about the role of state supreme court justice that facilitates the recruitment of women to this important political position? We examine whether the selection of a woman chief is driven by the court’s institutional need for women’s leadership style or simply the supply of qualified justices. We find that ideological diversity drives demand for a woman chief. A supply of experienced women justices also has a significant impact on likelihood of selection.