Completeness and optimality of marginal likelihood estimating equations

A counter-example shows that the proof of optimality of the marginal likelihood estimating function for parameter of interest, under the conditions assumed in Lloyd (1987), contains a gap and is, thus, invalid. The same comment applies to the generalized version of Lloyd’s Theorem given by Bhapkar and Srinivasan (1993). In the light of known results concerning Fisher information for parameter of interest and partial sufficiency of a suitable statistic, the counter-example reveals a similar gap in the proof of corollary 3.2 of Bhapkar (1991).     

A note on the orthant probability of the elliptically contoured distribution

When a scale matrix satisfies certain conditions, the orthant probability of the elliptically contoured distribution with the scale matrix is expressed as the same probability of the equicorrelated normal distribution.     

Elasticity of Factor Substitution in Police Agencies Evidence From Florida

A multiproduct translog cost function is estimated and used to calculate elasticities of factor substitution in the production of police services. The data come from Florida's municipal police departments and are for 1982–1983. It is found that substitution elasticities between any pair of inputs in police production are significantly different from unity. This result is inconsistent with the Cobb–Douglas production function—a functional form that has been extensively employed in empirical studies of police production.     

信息不完全应急物资转运系统的随机Petri网建模

对信息不完全条件下的应急物资转运系统建立了一个随机Petri网模型。根据这一模型，找到了计算各个状态中驻留时间、卡车的平均利用率、物资分发点等待物资的平均等待概率、物资分发点等待物资的平均等待时间的方法。使用这个模型对某企业在汶川特大地震应急物资保障中的物资转运系统的性能进行了计算，性能计算的主要结果与实际统计数据吻合。     

Analysis of multiple sets of incomplete rankings

The L statistic is extended to allow incomplete or partial rankings within groups. As a special case of these extensions, tests for ofered alternatives analogous to the page test are provided for other than complete rankings. A two group illustration is provided by an alternative analysis of the Bradley and Terry taste-testing experiment on pork-roasts.     

SNP selection for predicting a quantitative trait

Molecular markers combined with powerful statistical tools have made it possible to detect and analyze multiple loci on the genome that are responsible for the phenotypic variation in quantitative traits. The objectives of the study presented in this paper are to identify a subset of single nucleotide polymorphism (SNP) markers that are associated with a particular trait and to construct a model that can best predict the value of the trait given the genotypic information of the SNPs using a three-step strategy. In the first step, a genome-wide association test is performed to screen SNPs that are associated with the quantitative trait of interest. SNPs with p-values of less than 5% are then analyzed in the second step. In the second step, a large number of randomly selected models, each consisting of a fixed number of randomly selected SNPs, are analyzed using the least angle regression method. This step will further remove redundant SNPs due to the complicated association among SNPs. A subset of SNPs that are shown to have a significant effect on the response trait more often than by chance are considered for the third step. In the third step, two alternative methods are considered: the least angle shrinkage and selection operation and sparse partial least squares regression. For both methods, the predictive ability of the fitted model is evaluated by an independent test set. The performance of the proposed method is illustrated by the analysis of a real data set on Canadian Holstein cattle.     

An algorithm for the evaluation of the incomplete gamma function and the first two partial derivatives with respect to the parameter

A simple to use, straight coded, Fortran 4 algorithm, is presented. This algorithm has the ability to:

1) evaluate the Incomplete Gamma function, Y(r,λx), for parameter values in the range 0 < r < 20.0 and upper limit of integration values in the range 0 75.0;

2) evaluate both the first and second partial derivatives of y with respect to the parameter

3) evaluate both the Euler Di and Trigamma functions, ψ(r) and if ψ′(r)for 0<rf.20.0.

In all cases the accuracy is nine or more significant figures. The user has several choices of data output format     

Catanova for multidimensional contingency tables: Nominal-scale response

This paper extends an analysis of variance for categorical data (CATANOVA) procedure to multidimensional contingency tables involving several factors and a response variable measured on a nominal scale. Using an appropriate measure of total variation for multinomial data, partial and multiple association measures are developed as R² quantities which parallel the analogous statistics in multiple linear regression for quantitative data. In addition, test statistics are derived in terms of these R² criteria. Finally, this CATANOVA approach is illustrated within the context of 2 three-way contingency table from a multicenter clinicaltrial.     

中国人身保险需求的实证分析

从理论角度分析了GDP、收入水平、人口因素、社会保障、通货膨胀等因素对我国人身保险需求的影响,并依1990年到2005年的相关数据,运用因子分析、平稳性检验、多元线性回归等方法对上述因素进行了实证分析.在分析中针对多重共线性问题,引入偏最小二乘回归对模型加以改进.同时,对我国人身保险市场发展提出了要加大寿险宣传力度、创造良好宽松的外部环境、优化险种结构、完善保险法规建设等建议.     

Stone—Geisser检验在顾客满意度中的应用

偏最小二乘法（PLS）模型对数据没有做任何的分布假设，因此基于分布假设的统计检验方法无法实现对PLS模型预测效度的度量。采用非参数检验方法——Stone-Geisser检验，通过盲目（Blindfold）过程进行预测效度的度量。使用MATLAB软件实现了两种Stone-Geisser检验——公因子方差检验与冗余检验。在地税部门顾客满意度应用中，Stone-Geisser检验结果与PLS模型其他结果保持内在一致，从而表明检验方法是有效的。因为Stone-Geisser检验基于交叉验证技术，因此非常适合作为PLS模型的基准检验方法。