Nonparametric Identification under Discrete Variation

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function that depends on a discrete endogenous variable and is nonseparable in latent variates. The function delivers values of a discrete or continuous outcome and instruments may be discrete valued. Application of the analog principle leads to quantile regression based interval estimators of values and partial differences of structural functions. The results are used to investigate the nonparametric identifying power of the quarter‐of‐birth instruments used in Angrist and Krueger's 1991 study of the returns to schooling.     

微分方程的解关于部分变元的弱吸引性

本文提出关于部分变元的弱吸引及其相关概念,并给出判定他们的充分条件。文献[]、[]中的相应结果可作为本文的特例。12     

外商直接投资影响因素的偏最小二乘回归建模分析

改革开放的20多年来,我国的外商直接投资逐年增加,对我国经济的快速发展发挥了重要的作用。而影响外商直接投资的因素有很多,不同的因素变量之间往往存在多重共线性或近似多重共线性关系,使得分析问题的难度加大。本文运用新型的多元统计数据分析方法——偏最小二乘(PLS)回归方法(既克服了传统方法的不足,又有效地消除了因素变量之间的多重共线性),分析了影响我国外商直接投资的因素,以及其影响程度,为我国进一步引进外商直接投资提供了有益的定量依据。     

一种新型的商品最优化定价方法

本文在偏态分布^[5]及收益区间定位分析^[6]的基础上,给出了商品的市场最优定价方法,从而可以方便地计算出商品在市场中的最优销售价及相应的预期利润额;本文同时给出了偏态分布的参数估计方法,这使本文所述最优化定价方法更具实用性。     

PLS算法的顾客满意度指数模型

通过对国内外顾客满意度指数模型的对比及对我国的现状分析,提出顾客满意度测评的常规模型。在此基础上对常规模型的模型设定、模型估计和模型评价进行研究;利用PLS算法估计模型中的各个参数,将外部估计分为无缺失值和有缺失值两种情况,针对后者提出局部权重新定的缺失值处理方法;以某食品公司为研究对象,对构建的顾客满意度测评常规模型进行实证分析和评价。结果表明:常规模型的显变量符合单一纬度条件、具有一定的解释能力和良好的内敛效度,拟合效果可以接受,测评结果是满意和有效的,为PLS路径模型研究及缺失值处理提供了实用方法。     

基于PLS路径模型的顾客满意度测评研究

根据美国顾客满意度指数模型,提出了一种基于PLS路径模型的顾客满意度测评模型;详细阐述了模型设定、模型估计和模型评价。实例证明该顾客满意度测评模型显变量符合单一纬度条件、具有良好的内敛效度、具有一定的解释能力,拟合效果可以接受,为国内顾客满意度测评研究提供了实用方法。     

基于智能体的大批量定制体系结构及协同方法

为满足大批量定制运营过程中动态特性和协同管理的要求,本文构建了一个多智能体的大批量定制体系结构,描述了大批量定制下各个智能体的规范,提出了3层协同模型,使用局部全局计划来解决大批量定制协同问题,并介绍了该方法在大批量定制协同的实例应用.     

Logistic regression and other discrete data models for serially correlated observations

Summary We consider the analysis of discrete serially correlated data in the presence of time dependent covariates. If the interest is to relate the covariates to the marginal distribution of the data, Markov chains are an obvious tool to consider, but their use is complicated by the fact that they are expressed in terms of transitional rather than marginal probabilities. We show how to parametrize the transition matrix in a suitable way so that interpretation is as desired. The focus is on binary and Poisson data, but the methodology can be adopted also with other discrete data distributions.     

Spherical symmetry: An elementary justification

Summary The present paper includes characterizations of the conditions of spherical symmetry and of centered spherical symmetry. These characterizations provide an empirical justification for the above mentioned conditions of symmetry.     

Some critical aspects of the use of exchangeability in statistics

Summary This expository paper provides a framework for analysing de Finetti's representation theorem for exchangeable finitely additive probabilities. Such an analysis is justified by reasoning of statistical nature, since it is shown that the abandonment of the axiom of σ-additivity has some noteworthy consequences on the common interpretation of the Bayesian paradigm. The usual (strong) fromulation of de Finetti's theorem is deduced from the finitely additive (weak) formulation, and it is used to solve the problem of stating the existence of a stochastic process, with given finite-dimensional probability distributions, whose sample paths are probability distributions. It is of importance, in particular, to specify prior distributions for nonparametric inferential problems in a Bayesian setting. Research partially supported by MPI (40% 1990, Gruppo Nazionale ?Modelli Probabilistici e Statistica Matematica?).