Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Variable (LSDV) estimators in dynamic panel data models. Results from Kiviet [Kiviet, J. F. (1995), on bias, inconsistency, and efficiency of various estimators in dynamic panel data models, J. Econometrics68:53-78; Kiviet, J. F. (1999), Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors, In: Hsiao, C., Lahiri, K., Lee, L-F., Pesaran, M. H., eds., Analysis of Panels and Limited Dependent Variables, Cambridge: Cambridge University Press, pp. 199-225] are extended to higher-order dynamic panel data models with general covariance structure. The focus is on estimation of both short- and long-run coefficients. The results show that proper modelling of the disturbance covariance structure is indispensable. The bias approximations are used to construct bias corrected estimators which are then applied to quarterly data from 14 European Union countries. Money demand functions for M1, M2 and M3 are estimated for the EU area as a whole for the period 1991: I-1995: IV. Significant spillovers between countries are found reflecting the dependence of domestic money demand on foreign developments. The empirical results show that in general plausible long-run effects are obtained by the bias corrected estimators. Moreover, finite sample bias, although of moderate magnitude, is present underlining the importance of more refined estimation techniques. Also the efficiency gains by exploiting the heteroscedasticity and cross-correlation patterns between countries are sometimes considerable.     

Markov chain Monte Carlo methods for high dimensional inversion in remote sensing

Summary.  We discuss the inversion of the gas profiles (ozone, NO₃, NO₂, aerosols and neutral density) in the upper atmosphere from the spectral occultation measurements. The data are produced by the 'Global ozone monitoring of occultation of stars' instrument on board the Envisat satellite that was launched in March 2002. The instrument measures the attenuation of light spectra at various horizontal paths from about 100 km down to 10–20 km. The new feature is that these data allow the inversion of the gas concentration height profiles. A short introduction is given to the present operational data management procedure with examples of the first real data inversion. Several solution options for a more comprehensive statistical inversion are presented. A direct inversion leads to a non-linear model with hundreds of parameters to be estimated. The problem is solved with an adaptive single-step Markov chain Monte Carlo algorithm. Another approach is to divide the problem into several non-linear smaller dimensional problems, to run parallel adaptive Markov chain Monte Carlo chains for them and to solve the gas profiles in repetitive linear steps. The effect of grid size is discussed, and we present how the prior regularization takes the grid size into account in a way that effectively leads to a grid-independent inversion.     

ROBUST METHODS FOR DEPENDENT CELL PEDIGREE DATA

This paper studies a robust approach to the analysis of cell pedigree data, building on the work of Huggins & Marschner (1991) which discussed M-estimation for the so-called bifurcating autoregressive process. The study allows for incomplete observation of the pedigree, and incorporates the possibility of additive effects outliers, as discussed in the time series literature. Some properties of the proposed estimation procedure are studied, including a Monte Carlo investigation of robustness in the presence of contamination.     

二维拟线性散度型二阶椭圆型方程弱解的弱收敛

本文用 H—测度来研究二维拟线性散度型二阶椭圆型方程弱解的弱收敛性,并讨论了非一致椭圆的情形,得到了一些很好的结果.     

中小企业CRM系统的OLAP设计与实现

根据中小企业CRM发展需求,构建了OLAP分析模型,为企业提供决策支持.     

应用型本科机械设计制造及自动化专业人才培养方案研究

本文针对应用型本科机械设计制造及其自动化专业如何培养当今社会急缺的高技能复合型人才问题作了探索与研究,提出了新的课程体系与培养方案。     

存储区域网络iSCSI协议的通信机制研究

介绍了存储区域网络主要采用的组网协议,包括FC协议、FCIP协议、iFCP协议和iSCSI协议,着重研究了一种利用TCP/IPI网组建存储区域网络的协议-iSCSI协议,分析了iSCSI协议的通信机制,比较了在IP网络上实现iSCSI协议通信的3种方法,开发了一种iSCSI协议数据单元与TCP数据帧间的接口算法及其硬件设计,并用 VHDL语言成功进行了行为级的仿真。     

Factor analysis for ranked data with application to a job selection attitude survey

Summary.  Factor analysis is a powerful tool to identify the common characteristics among a set of variables that are measured on a continuous scale. In the context of factor analysis for non-continuous-type data, most applications are restricted to item response data only. We extend the factor model to accommodate ranked data. The Monte Carlo expectation–maximization algorithm is used for parameter estimation at which the E-step is implemented via the Gibbs sampler. An analysis based on both complete and incomplete ranked data (e.g. rank the top q out of k items) is considered. Estimation of the factor scores is also discussed. The method proposed is applied to analyse a set of incomplete ranked data that were obtained from a survey that was carried out in GuangZhou, a major city in mainland China, to investigate the factors affecting people's attitude towards choosing jobs.     

基于移动代理的新型IDS维护更新机制设计

提出了一种基于移动代理的新型分布式入侵检测系统。该系统是针对广域网环境专门设计的,数据的处理通过各节点所设置的代理来进行分布式计算,不仅能实现全网络范围内的入侵检测功能,具有良好的可移植性;而且对网络系统和主机的资源占用较低,减少了出现网络瓶颈的可能。还建立了移动代理的新型分布式入侵检测系统的体系结构和理论分析模型,并讨论了该系统的维护更新机制。     

Marginal and association regression models for longitudinal binary data with drop‐outs: A likelihood‐based approach

Longitudinal data often contain missing observations, and it is in general difficult to justify particular missing data mechanisms, whether random or not, that may be hard to distinguish. The authors describe a likelihood‐based approach to estimating both the mean response and association parameters for longitudinal binary data with drop‐outs. They specify marginal and dependence structures as regression models which link the responses to the covariates. They illustrate their approach using a data set from the Waterloo Smoking Prevention Project They also report the results of simulation studies carried out to assess the performance of their technique under various circumstances.