Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel probit models with fixed effects for the case of small Tand large N. The moments used are derived for each period from a first order approximation of the mean of the dependent variable conditional on explanatory variables and on the fixed effect. The estimators differ w.r.t. the choice of instruments and whether they use trimming to reduce the bias or not. In a Monte Carlo study, we compare these estimators with pooled probit and conditional logit estimators for different data generating processes. The results show that the proposed estimators outperform these competitors in several situations.     

用谦抑性原则检讨我国刑法对教唆未遂的处罚规定

刑法谦抑性原则的要义就是缩小刑事处罚的范围和减轻刑事处罚的程度。我国刑法第 2 9条第 2款规定 :“如果被教唆的人没有犯被教唆的罪 ,对于教唆犯 ,可以从轻或减轻处罚。”这表明我国刑法对教唆未遂采必罚主义 ,这种做法有违谦抑性原则 ,且不具有可操作性。因此 ,该条款应修改为 :“如果被教唆的人没有犯被教唆的罪 ,如果此罪的法定最低刑为三年以上有期徒刑 ,对于教唆犯 ,可以比照所教唆之罪从轻、减轻或免除处罚。     

A Non-parametric Frailty Model for Temporally Clustered Multivariate Failure Times

Abstract A model is introduced here for multivariate failure time data arising from heterogenous populations. In particular, we consider a situation in which the failure times of individual subjects are often temporally clustered, so that many failures occur during a relatively short age interval. The clustering is modelled by assuming that the subjects can be divided into ‘internally homogenous’ latent classes, each such class being then described by a time‐dependent frailty profile function. As an example, we reanalysed the dental caries data presented earlier in Härkänen et al. [Scand. J. Statist. 27 (2000) 577], as it turned out that our earlier model could not adequately describe the observed clustering.     

Bootstrap Estimation of Benchmark Doses and Confidence Limits with Clustered Quantal Data

The benchmark dose (BMD) is an exposure level that would induce a small risk increase (BMR level) above the background. The BMD approach to deriving a reference dose for risk assessment of noncancer effects is advantageous in that the estimate of BMD is not restricted to experimental doses and utilizes most available dose-response information. To quantify statistical uncertainty of a BMD estimate, we often calculate and report its lower confidence limit (i.e., BMDL), and may even consider it as a more conservative alternative to BMD itself. Computation of BMDL may involve normal confidence limits to BMD in conjunction with the delta method. Therefore, factors, such as small sample size and nonlinearity in model parameters, can affect the performance of the delta method BMDL, and alternative methods are useful. In this article, we propose a bootstrap method to estimate BMDL utilizing a scheme that consists of a resampling of residuals after model fitting and a one-step formula for parameter estimation. We illustrate the method with clustered binary data from developmental toxicity experiments. Our analysis shows that with moderately elevated dose-response data, the distribution of BMD estimator tends to be left-skewed and bootstrap BMDL s are smaller than the delta method BMDL s on average, hence quantifying risk more conservatively. Statistically, the bootstrap BMDL quantifies the uncertainty of the true BMD more honestly than the delta method BMDL as its coverage probability is closer to the nominal level than that of delta method BMDL. We find that BMD and BMDL estimates are generally insensitive to model choices provided that the models fit the data comparably well near the region of BMD. Our analysis also suggests that, in the presence of a significant and moderately strong dose-response relationship, the developmental toxicity experiments under the standard protocol support dose-response assessment at 5% BMR for BMD and 95% confidence level for BMDL.     

The use of GIS in informal settlement upgrading: its role and impact on the community and on local government

The Urban Geographical Information Systems (GIS) Group within the Department of Civil Engineering at the University of Cape Town has been coordinating a pilot informal settlement upgrading in Cape Town since 1998. The project objective has been the evolution of a model-based approach to informal settlement upgrading that is both structured and replicable. It was felt that the only way this could be achieved was through the use of a spatial data management system operated through a GIS system. The spatial database has been used for all facets of data collection and data process and forms the basis for all decision-making. Thus it covers all physical data pertaining to the site, cadastral and shack data, demographic and socio-economic data (with an in-depth review of every household) economic opportunities and physical planning and design data. The result is a comprehensive, integrated, settlement upgrading methodology that is built upon a GIS-based spatial data management framework. Such a framework is seen as the basic building block for large-scale informal settlement upgrading.     

Modeling for Risk Assessment of Neurotoxic Effects

The regulation of noncancer toxicants, including neurotoxicants, has usually been based upon a reference dose (allowable daily intake). A reference dose is obtained by dividing a no-observed-effect level by uncertainty (safety) factors to account for intraspecies and interspecies sensitivities to a chemical. It is assumed that the risk at the reference dose is negligible, but no attempt generally is made to estimate the risk at the reference dose. A procedure is outlined that provides estimates of risk as a function of dose. The first step is to establish a mathematical relationship between a biological effect and the dose of a chemical. Knowledge of biological mechanisms and/or pharmacokinetics can assist in the choice of plausible mathematical models. The mathematical model provides estimates of average responses as a function of dose. Secondly, estimates of risk require selection of a distribution of individual responses about the average response given by the mathematical model. In the case of a normal or lognormal distribution, only an estimate of the standard deviation is needed. The third step is to define an adverse level for a response so that the probability (risk) of exceeding that level can be estimated as a function of dose. Because a firm response level often cannot be established at which adverse biological effects occur, it may be necessary to at least establish an abnormal response level that only a small proportion of individuals would exceed in an unexposed group. That is, if a normal range of responses can be established, then the probability (risk) of abnormal responses can be estimated. In order to illustrate this process, measures of the neurotransmitter serotonin and its metabolite 5-hydroxyindoleacetic acid in specific areas of the brain of rats and monkeys are analyzed after exposure to the neurotoxicant methylene-dioxymethamphetamine. These risk estimates are compared with risk estimates from the quantal approach in which animals are classified as either abnormal or not depending upon abnormal serotonin levels.     

Tree health mapping with multispectral remote sensing data at UC Davis, California

Tree health is a critical parameter for evaluating urban ecosystem health and sustainability. Traditionally, this parameter has been derived from field surveys. We used multispectral remote sensing data and GIS techniques to determine tree health at the University of California, Davis. The study area (363 ha) contained 8,962 trees of 215 species. Tree health conditions were mapped for each physiognomic type at two scales: pixel and whole tree. At the pixel scale, each tree pixel within the tree crown was classified as either healthy or unhealthy based on vegetation index values. At the whole tree scale, raster based statistical analysis was used to calculate tree health index which is the ratio of healthy pixels to entire tree pixels within the tree crown. The tree was classified as healthy if the index was greater than 70%. Accuracy was checked against a random sample of 1,186 trees. At the whole tree level, 86% of campus trees were classified as healthy with 88% mapping accuracy. At the pixel level, 86% of the campus tree cover was classified as healthy. This tree health evaluation approach allows managers to identify the location of unhealthy trees for further diagnosis and treatment. It can be used to track the spread of disease and monitor seasonal or annual changes in tree health. Also, it provides tree health information that is fundamental to modeling and analysis of the environmental, social, and economic services produced by urban forests.     

A modified false discovery rate multiple-comparisons procedure for discrete data, applied to human immunodeficiency virus genetics

Summary.  To help to design vaccines for acquired immune deficiency syndrome that protect broadly against many genetic variants of the human immunodeficiency virus, the mutation rates at 118 positions in HIV amino-acid sequences of subtype C versus those of subtype B were compared. The false discovery rate (FDR) multiple-comparisons procedure can be used to determine statistical significance. When the test statistics have discrete distributions, the FDR procedure can be made more powerful by a simple modification. The paper develops a modified FDR procedure for discrete data and applies it to the human immunodeficiency virus data. The new procedure detects 15 positions with significantly different mutation rates compared with 11 that are detected by the original FDR method. Simulations delineate conditions under which the modified FDR procedure confers large gains in power over the original technique. In general FDR adjustment methods can be improved for discrete data by incorporating the modification proposed.     

对我院理财环境的分析与思考

高校理财环境是制约高校发展的瓶颈,影响我院理财环境的因素主要有三个,即社会外部因素,高校内部因素和财务管理本身的因素,本文通过深入分析这三个方面的因素,提出我们应该树立财务管理的目标,建立有效的财务管理人才激励机制和全员动员,寻求新的理财途径三个方面努力营造良好的理财环境为我院的发展提供坚实的财务保障。     

Book Reviews

Books reviewed:
R.J. Adler, R.E. Feldman & M.S. Taqqu, A Practical Guide to Heavy Tails: Statistical Techniques and Applications.
J.J. Foste, A Beginner's Guide to Data Analysis Using SPSS for Windows.
N. Limnios and G. Oprisan, Semi–Markov Processes and Reliability.