Projection‐Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

It is well known that standard asymptotic theory is not applicable or is very unreliable in models with identification problems or weak instruments. One possible way out consists of using a variant of the Anderson–Rubin ((1949), AR) procedure. The latter allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, but not for individual coefficients. This problem may in principle be overcome by using projection methods (Dufour (1997), Dufour and Jasiak (2001)). At first sight, however, this technique requires the application of costly numerical algorithms. In this paper, we give a general necessary and sufficient condition that allows one to check whether an AR‐type confidence set is bounded. Furthermore, we provide an analytic solution to the problem of building projection‐based confidence sets from AR‐type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are needed to build the confidence intervals.     

多载波CDMA在Rician衰落信道的性能研究

在一种同步ＯＦＤＭＣＤＭＡ的系统模型基础上,对频率非选择性Ｒｉｃｉａｎ衰落信道的误码率性能进行了研究,分析和数值结果说明由于多径的存在系统误码率性能迅速下降,而且当直射成分很小时,信道为Ｒａｙｌｅｉｇｈ信道,系统性能变为最差。     

Construction and Nonparametric Testing of Orthogonal Arrays through Algebraic Strata and Inequivalent Permutation Matrices

In this article we use a new methodology, based on algebraic strata, to generate the class of all the orthogonal arrays of given size and strength. From this class we extract all the non isomorphic orthogonal arrays. Then, using all these non isomorphic orthogonal arrays, we suggest a method based on the inequivalent matrices permutations testing procedures Basso et al. (2004 Basso , D. , Evangelaras , H. , Koukouvinos , C. , Salmaso , L. ( 2004 ). Nonparametric testing for main effects on inequivalent designs. Proc. 7th Int. Workshop Model-Oriented Design Anal. Heeze, Netherlands, June 14–18 . [Google Scholar]) in order to obtain separate permutation tests for the effects in unreplicated mixed level fractional factorial designs. In order to validate the proposed method we perform a Monte Carlo simulation study and find out that the permutation tests appear to be a valid solution for testing effects, in particular when the usual normality assumptions cannot be justified.     

Studying the dependence between ordinal-nominal categorical variables via orthogonal polynomials

In situations where the structure of one of the variables of a contingency table is ordered recent theory involving the augmentation of singular vectors and orthogonal polynomials has shown to be applicable for performing symmetric and non-symmetric correspondence analysis. Such an approach has the advantage of allowing the user to identify the source of variation between the categories in terms of components that reflect linear, quadratic and higher-order trends. The purpose of this paper is to focus on the study of two asymmetrically related variables cross-classified to form a two-way contingency table where only one of the variables has an ordinal structure.     

Variability explained by covariates in linear mixed‐effect models for longitudinal data

Variability explained by covariates or explained variance is a well‐known concept in assessing the importance of covariates for dependent outcomes. In this paper we study R² statistics of explained variance pertinent to longitudinal data under linear mixed‐effect models, where the R² statistics are computed at two different levels to measure, respectively, within‐ and between‐subject variabilities explained by the covariates. By deriving the limits of R² statistics, we find that the interpretation of explained variance for the existing R² statistics is clear only in the case where the covariance matrix of the outcome vector is compound symmetric. Two new R² statistics are proposed to address the effect of time‐dependent covariate means. In the general case where the outcome covariance matrix is not compound symmetric, we introduce the concept of compound symmetry projection and use it to define level‐one and level‐two R² statistics. Numerical results are provided to support the theoretical findings and demonstrate the performance of the R² statistics. The Canadian Journal of Statistics 38: 352–368; 2010 © 2010 Statistical Society of Canada     

农村土地综合整治项目效益评价方法研究

农村土地综合整治是实现城乡统筹发展的重要平台,对农村经济发展、生态环境和社会发展有重要影响。本文首先建立了土地综合整治有关经济效益、社会效益和生态效益方面的各项评价指标,并利用灰色系统理论中的关联投影法构造了灰色关联度判断矩阵,通过计算各评价方案的灰色关联投影值,判断各决策方案与理想方案之间的接近程度,以此来比较所选项目区内各个项目效益的大小,并根据评价结果对实施不同整治工程内容的两类项目进一步进行比较分析,得出以居民点整理和新村建设为中心的综合整治效益较好,但对农村土地不能忽视农田整治的结论。     

2015年国际原油价格分析与趋势预测

在回顾2014年国际原油市场主要发展历程的基础上,从两方面对2015年油价走势进行了发展态势展望和预测分析。研究认为:受全球经济形势复杂多变,复苏进程缓慢、脆弱而不均衡以及供需基本面因素的主要作用,在产量相对过剩情况下,2015年油价上半年依旧延续下跌趋势,国际原油价格还将在低位震荡,下半年或出现企稳反弹,全年油价波动幅度小于2014年。预计Brent原油均价为50~65美元/桶,WTI原油均价为45~60美元/桶。     

基于支持向量机模型的北京市能源需求预测研究

北京市能源需求系统具有非线性、历史数据较少而影响因素众多等复杂特征, 而支持向量机模型在解决小样本、非线性及高维模式识别问题方面具有突出优势。为此, 引入支持向量机模型对北京市1978-2010年能源需求进行建模, 并据此对2012-2020年能源需求量进行预测。结果表明:支持向量机模型能有效拟合北京市能源需求系统的复杂变化趋势, 比其他传统方法有更高的预测精度。研究发现, 2012-2020年北京市能源需求量逐年增加, 年均增速2.75%;另外, 北京市能源需求的增速在“十三五”期间会比“十二五”期间略有趋缓。     

正交回归多波长光度法同时测定铜、锌、钴和镍

本文应用正交回归多波长光度法,在PAN(1-(2-吡啶偶氮)-2-萘酚)-KCl显色体系中,测定铜、锌、钴和镍的混合溶液在613、578、563和539nm四个波长处的光密度,求得四种金属离子浓度与光密度间的回归方程。在该方程的适用范围内,可任意测定这四种离子的混合样品。通过方差分析表明,回归方程在α≤0.01的显著性水平上其可信度为99以上;零水平重复试验表明,方程在各金属离子浓度范围内均有良好的拟合。模拟混合物样品测定结果指出,测定误差小于3％,回收率在107.3～92.9％之间,测定浓度下限达4×10~(-7)mol·L~(-1)。四种离子可同时测定,不必分离和掩蔽。可用于合金分析和土壤分析。     

青藏铁路高性能混凝土组成设计研究

根据青藏铁路环境特点,分析了低温早强耐久防腐高性能混凝土的技术要求,重点对原材料选择和依据正交试验优化混凝土配合比等进行了介绍,依据本文方法设计的混凝土配合比完全满足施工及规范要求。