工业产业内升级与“一带一路”战略互动研究

在“一带一路”战略布局背景下,研究我国工业产业内升级与对外直接投资的关系。分析我国工业产业发展的状况,提出工业产业内升级是助推“一带一路”战略实施的基础;利用雁行理论深入研究“一带一路”战略的实现路径,并分析“一带一路”战略对工业产业内升级的促进作用。利用实证检验和回归分析,指出工业产业内升级与“一带一路”战略实施具有互动作用。     

Average run lengths for cusum control charts applied to residuals

A common approach to building control charts for autocorrelated data is to apply classical SPC to the residuals from a time series model of the process. However, Shewhart charts and even CUSUM charts are less sensitive to small shifts in the process mean when applied to residuals than when applied to independent data. Using an approximate analytical model, we show that the average run length of a CUSUM chart for residuals can be reduced substantially by modifying traditional chart design guidelines to account for the degree of autocorrelation in the data.     

On the sensitivity to non-normality of a test for outliers in linear models

In this note we use the class of exponential power distributions to assess the robustness to non-normality of the test for outliers based on the maximum absolute studentized residual. We find that the significance levels can be quite markedly affected by even moderate departures from normality of the error distribution in a regression model when the sample size is moderately large.     

Leverage and Influence Diagnostics for Spatial Point Processes

Abstract. For a spatial point process model fitted to spatial point pattern data, we develop diagnostics for model validation, analogous to the classical measures of leverage and influence in a generalized linear model. The diagnostics can be characterized as derivatives of basic functionals of the model. They can also be derived heuristically (and computed in practice) as the limits of classical diagnostics under increasingly fine discretizations of the spatial domain. We apply the diagnostics to two example datasets where there are concerns about model validity.     

Goodness-of-Fit Statistics for General Linear Regression Equations in the Presence of Replicated Responses

Goodness-of-fit statistics for general multiple-linear-regression equations are reviewed for the case of replicated responses. A modification of the coefficient of determination is recommended. This statistic has 1.0 as its achievable upper bound and has the coefficient of determination as a special case. It indicates more effectively how close a general-linear-regression equation is relative to the best possible one and is particularly useful when the purpose is to ascertain whether higher-order terms of a given set of explanatory variables are required. Other goodness-of-fit statistics that take into account the variation within replicated responses are reviewed. An illustration example is presented.     

Checking the Short‐Term and Long‐Term Hazard Ratio Model for Survival Data

Abstract. The short‐term and long‐term hazard ratio model includes the proportional hazards model and the proportional odds model as submodels, and allows a wider range of hazard ratio patterns compared with some of the more traditional models. We propose two omnibus tests for checking this model, based, respectively, on the martingale residuals and the contrast between the non‐parametric and model‐based estimators of the survival function. These tests are shown to be consistent against any departure from the model. The empirical behaviours of the tests are studied in simulations, and the tests are illustrated with some real data examples.     

On the disribution of residuals form fitted parametric models

Results of a simulation study of the fit of data to an estimated parametric model are reported. Three particular models including the two-parameter normal and exponential distributions, and the simple linear regression model are considered. A number of scaled versions of the least squares residuals from the regression model and quantities that we call residuals from the other two models arc seen follow the parent distribution form loo well. i.e., to be supernormal and superexponential. A point of particular interest is that this tendency does not appear to decrease with increasing sample size, at least for the sample sizes considered here.     

Testing equality of correlation coefficients in two populations via permutation methods

The present paper investigates the asymptotic behaviour of a studentized permutation test for testing equality of (Pearson) correlation coefficients in two populations. It is shown that this test is asymptotically of exact level and has the same power for contiguous alternatives as the corresponding asymptotic test. As a by-product we specify the assumptions needed for the validity of the permutation test suggested in Sakaori (2002). A small simulation study compares the finite sample properties of the considered tests.     

Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing

Abstract.  Properties of a specification test for the parametric form of the variance function in diffusion processes are discussed. The test is based on the estimation of certain integrals of the volatility function. If the volatility function does not depend on the variable x it is known that the corresponding statistics have an asymptotic normal distribution. However, most models of mathematical finance use a volatility function which depends on the state x . In this paper we prove that in the general case, where σ depends also on x the estimates of integrals of the volatility converge stably in law to random variables with a non-standard limit distribution. The limit distribution depends on the diffusion process X _t itself and we use this result to develop a bootstrap test for the parametric form of the volatility function, which is consistent in the general diffusion model.     

A Simple Estimator of Error Correlation in Non-parametric Regression Models

Abstract.  It is well known that major strength of non-parametric regression function estimation breaks down when correlated errors exist in the data. Positively (negatively) correlated errors tend to produce undersmoothing (oversmoothing). Several remedies have been proposed in the context of bandwidth selection problem, but they are hard to implement without prior knowledge of error correlations. In this paper we propose a simple estimator of error correlation which is ready to implement and reports a reasonably good performance.