A direct derivation of the REML likelihood function

The original derivation of the widely cited form of the REML likelihood function for mixed linear models is difficult and indirect. This paper derives it directly using familiar operations with matrices and determinants.     

混合经济模式：中国的经验和前途

新中国50年经济运行表明，凡是实行多种经济共同发展方针则民富国强，若实行单一的公有经济则民穷国困。20世纪的历史证明，国家社会主义与私人资本主义两个极端都不成功，混合经济模式却富有生命力，它将是21世纪经济发展的方向。     

A new estimation procedure for a partially nonlinear model via a mixed‐effects approach

The authors consider the estimation of the parametric component of a partially nonlinear semiparametric regression model whose nonparametric component is viewed as a nuisance parameter. They show how estimation can proceed through a nonlinear mixed‐effects model approach. They prove that under certain regularity conditions, the proposed estimate is consistent and asymptotically Gaussian. They investigate its finite‐sample properties through simulations and illustrate its use with data on the relation between the photosynthetically active radiation and the net ecosystem‐atmosphere exchange of carbon dioxide.     

Estimation of the Force of Infection from Current Status Data Using Generalized Linear Mixed Models

Based on sero-prevalence data of rubella, mumps in the UK and varicella in Belgium, we show how the force of infection, the age-specific rate at which susceptible individuals contract infection, can be estimated using generalized linear mixed models (McCulloch & Searle, 2001). Modelling the dependency of the force of infection on age by penalized splines, which involve fixed and random effects, allows us to use generalized linear mixed models techniques to estimate both the cumulative probability of being infected before a given age and the force of infection. Moreover, these models permit an automatic selection of the smoothing parameter. The smoothness of the estimated force of infection can be influenced by the number of knots and the degree of the penalized spline used. To determine these, a different number of knots and different degrees are used and the results are compared to establish this sensitivity. Simulations with a different number of knots and polynomial spline bases of different degrees suggest - for estimating the force of infection from serological data - the use of a quadratic penalized spline based on about 10 knots.     

读《唐会要》札记一则

在检阅四库本《唐会要》卷七十四《选部上.论选事》和中华本《唐会要》卷七十六《贡举中.进士》时,发现二书或整段内容此有彼无,或史事时间序次歧互淆乱,或人名和官名互有出入,或文字衍脱讹误,凡此类可拾掇的问题不在少数。     

非线性混合整数规划的罚函数解法

主要对非线性混合整规划问题的求解进行探讨。利用罚函数把非线性混合整规划问题转化为等价的非线性规划问题,从而可通过求解一个无约束线性规划问题而得到原问题的最优解。     

Analysis of growth curve data by using cubic smoothing splines

Longitudinal data frequently arises in various fields of applied sciences where individuals are measured according to some ordered variable, e.g. time. A common approach used to model such data is based on the mixed models for repeated measures. This model provides an eminently flexible approach to modeling of a wide range of mean and covariance structures. However, such models are forced into a rigidly defined class of mathematical formulas which may not be well supported by the data within the whole sequence of observations. A possible non-parametric alternative is a cubic smoothing spline, which is highly flexible and has useful smoothing properties. It can be shown that under normality assumption, the solution of the penalized log-likelihood equation is the cubic smoothing spline, and this solution can be further expressed as a solution of the linear mixed model. It is shown here how cubic smoothing splines can be easily used in the analysis of complete and balanced data. Analysis can be greatly simplified by using the unweighted estimator studied in the paper. It is shown that if the covariance structure of random errors belong to certain class of matrices, the unweighted estimator is the solution to the penalized log-likelihood function. This result is new in smoothing spline context and it is not only confined to growth curve settings. The connection to mixed models is used in developing a rough testing of group profiles. Numerical examples are presented to illustrate the techniques proposed.     

我国混业经营条件下金融监管制度的缺陷及对策

随着全球经济一体化,混业经营体制逐步成为国际金融业的主流。我国现行金融监管体制缺乏规范的、限制性的金融集团内部交易的风险传播的制度;缺乏规范的信息披露制度;缺乏规范的市场性原则与约束。在激烈的竞争中,我们应协调好各有关监管部门之间的关系;通过合理分工,改进和加大联合监管力度,提高综合监管水平和效率;完善金融业经营监管方面的法律法规,为金融业的良性运作提供强有力的法律保障;逐步建立健全、完善的金融市场。     

Competition and Coordination in Two‐Tier Public Service Systems under Government Fiscal Policy

As a result of government budgetary limits and rapid market growth, many public service systems—such as health care—are characterized by extensive customer wait times that have become a serious problem. This problem might be solved by allowing private firms to enter these markets, which would provide customers with a choice between a free (governmental) public service provider (SP) and a fee‐charging (or “toll”) private SP. In such a two‐tier service system, the two SPs are differentiated by service quality and cost efficiency. This study focuses on the competition and coordination issues for two‐tier service systems with customers who are sensitive to both service quality and delay. The free system attempts to maximize its expected total customer utility with limited capacity, whereas the toll system attempts to maximize its profit. Neither goal is aligned with the social welfare goal of the public service. To achieve the social welfare goal, the government plays a crucial role in coordinating the two‐tier service system via the budget, the tradeoff of social members' goals, and tax‐subsidy policies. Using a mixed duopoly game, we establish Nash equilibrium strategies and identify the conditions for the existence of the two‐tier service system. We employ several interesting and counter‐intuitive managerial insights generated by the model to show that the public service can be delivered more efficiently via customer choice and SP competition. In addition, we show that a relatively low tax‐subsidy rate can almost perfectly coordinate the two SPs to achieve most of the maximum possible benefit of the two‐tier service system.     

Medicare and Medicaid Reimbursement Rates for Nursing Homes Motivate Select Culture Change Practices But Not Comprehensive Culture Change

Components of nursing home (NH) culture change include resident-centeredness, empowerment, and home likeness, but practices reflective of these components may be found in both traditional and “culture change” NHs. We use mixed methods to examine the presence of culture change practices in the context of an NH’s payer sources. Qualitative data show how higher pay from Medicare versus Medicaid influences implementation of select culture change practices, and quantitative data show NHs with higher proportions of Medicare residents have significantly higher (measured) environmental culture change implementation. Findings indicate that heightened coordination of Medicare and Medicaid could influence NH implementation of reform practices.