Bounds on Parameters in Panel Dynamic Discrete Choice Models

Identification of dynamic nonlinear panel data models is an important and delicate problem in econometrics. In this paper we provide insights that shed light on the identification of parameters of some commonly used models. Using these insights, we are able to show through simple calculations that point identification often fails in these models. On the other hand, these calculations also suggest that the model restricts the parameter to lie in a region that is very small in many cases, and the failure of point identification may, therefore, be of little practical importance in those cases. Although the emphasis is on identification, our techniques are constructive in that they can easily form the basis for consistent estimates of the identified sets.     

关系：一种新的分析单位

社会科学的定量研究中都涉及到“分析单位”的问题。分析单位是什么?对这个问题的回答,一方面要看研究的对象是什么;另一方面又要结合社会研究中的资料类型来分析。总的来说,社会科学研究中的数据有多种,因而对应着不同的分析单位。一、三种数据类型J·斯考特(J·Scott,1992:3)认为,社会科学数据可以分为“属性数据”(attribute data)、“关系数据”(relational data)和观念数据(ideational data)三类。属性数据指的是社会行动者1(social actor)自身拥有的态度、观点以及行为等方面的数据,它们一般被视为社会行动者内在的性质、特点,如一…     

How robust are tests for two independent samples?

Non-parametric procedures are sometimes in use even in cases where the corresponding parametric procedure is preferable. This is mainly due to the fact that in practical applications of statistical methods too much attention is paid to any violation of the normality assumption–normal distribution is, however, primarily supposed in order to easily derive the exact distribution of the statistic used within parametric approaches.     

国际贸易统计研究中的几个基本关系

为使国际贸易统计和贸易平衡的研究更为深入和更好地开展,本文建议在研究中要处理好以下三个基本关系：经济发展与统计体系建设的关系,中国贸易统计的国际接轨与促进国际统计制度变革的关系,贸易统计数据生产与贸易统计数据使用的关系。     

无定向测量附合导线网的数据处理

对工程测量中无定向导线网的平差原理、计算方法作了综合论述,提出了无定向附合导线点坐标求定公式及误差方程式,并对全网平差计算及精度评定进行了分析.建立了运用计算机进行数据处理的模块化功能结构,解决了无定向导线网的平差数据处理问题     

用Delphi实现程序间数据传递的其他途径

应用程序间的数据交换是Windows多任务环境的重要特征,作为一种基于Windows的开发工具,Delphi支持三种交换方式：剪切板、动态数据交换（DDE）和对象的链接与嵌入（OLE）。通过WM－COPYDATA消息处理和调用API函数访问全局原子表实现数据交换则是两种非常有效的底层技术。     

网络数据库管理技术在CIMS工程中的应用

CIMS技术在制造业的应用是制造业和信息技术融合,必然趋势,作为CIMS应用的支撑平台也随着Internet的迅猛发展不断完善提高,因而Web技术和企业Internet数据的集成一直是人们关注的热点。本文在研究参考了多种Web和CIMS技术之后,通过一定程度的验证,提出了适合中小企业应用的信息方案。     

Statistical Analysis of Marginal Count Failure Data

Manufacturers want to assess the quality andreliability of their products. Specifically, they want to knowthe exact number of failures from the sales transacted duringa particular month. Information available today is sometimesincomplete as many companies analyze their failure data simplycomparing sales for a total month from a particular departmentwith the total number of claims registered for that given month.This information—called marginal count data—is, thus,incomplete as it does not give the exact number of failures ofthe specific products that were sold in a particular month. Inthis paper we discuss nonparametric estimation of the mean numbersof failures for repairable products and the failure probabilitiesfor nonrepairable products. We present a nonhomogeneous Poissonprocess model for repairable products and a multinomial modeland its Poisson approximation for nonrepairable products. A numericalexample is given and a simulation is carried out to evaluatethe proposed methods of estimating failure probabilities undera number of possible situations.     

A Multiple Imputation Approach to Linear Regression with Clustered Censored Data

Weextend Wei and Tanner's (1991) multiple imputation approach insemi-parametric linear regression for univariate censored datato clustered censored data. The main idea is to iterate the followingtwo steps: 1) using the data augmentation to impute for censoredfailure times; 2) fitting a linear model with imputed completedata, which takes into consideration of clustering among failuretimes. In particular, we propose using the generalized estimatingequations (GEE) or a linear mixed-effects model to implementthe second step. Through simulation studies our proposal comparesfavorably to the independence approach (Lee et al., 1993), whichignores the within-cluster correlation in estimating the regressioncoefficient. Our proposal is easy to implement by using existingsoftwares.