Bayesian inference for zero-and-one-inflated geometric distribution regression model using Pólya-Gamma latent variables

Abstract

In the fields of internet financial transactions and reliability engineering, there could be more zero and one observations simultaneously. In this paper, considering that it is beyond the range where the conventional model can fit, zero-and-one-inflated geometric distribution regression model is proposed. Ingeniously introducing Pólya-Gamma latent variables in the Bayesian inference, posterior sampling with high-dimensional parameters is converted to latent variables sampling and posterior sampling with lower-dimensional parameters, respectively. Circumventing the need for Metropolis-Hastings sampling, the sample with higher sampling efficiency is obtained. A simulation study is conducted to assess the performance of the proposed estimation for various sample sizes. Finally, a doctoral dissertation data set is analyzed to illustrate the practicability of the proposed method, research shows that zero-and-one-inflated geometric distribution regression model using Pólya-Gamma latent variables can achieve better fitting results.     

Penalized proportion estimation for non parametric mixture of regressions

Abstract

In this article, we propose a penalized local log-likelihood method to locally select the number of components in non parametric finite mixture of regression models via proportion shrinkage method. Mean functions and variance functions are estimated simultaneously. We show that the number of components can be estimated consistently, and further establish asymptotic normality of functional estimates. We use a modified EM algorithm to estimate the unknown functions. Simulations are conducted to demonstrate the performance of the proposed method. We illustrate our method via an empirical analysis of the housing price index data of United States.     

公司治理对会计信息披露质量影响 ——基于我国生物医药业上市公司的实证研究

会计信息披露是企业向信息使用者揭示和反映企业价值运动,高质量的信息披露可以降低信息不对称程度,使投资者能更正确地做出判断.以生物医药业上市公司为例,采用Logistic回归分析方法,系统研究公司治理与会计信息的披露质量之间的关系,发现公司治理中的董事会规模、独立董事比例和监事会规模的提高会使得会计信息披露质量得到提高,董事会会议次数与会计信息披露质量显著负相关.     

农村中学生家长陪读影响因素研究

在文献研究的基础上提出研究假设,并利用问卷法和访谈法对179位调查对象进行资料收集,通过对调查资料的Logistic回归分析,探讨农村中学生家庭中哪些因素对家长选择陪读构成了显著性影响,得出研究结论：孩子的学习成绩、性格特征对陪读有显著影响;孩子所处的家庭环境对陪读有显著影响;父亲职业、母亲的文化水平对陪读有显著影响。     

信息化在“四化”发展中的贡献度研究——基于中国省际面板数据

构建“四化”发展水平指标体系,基于2006-2013年中国省际面板数据,运用全局主成分分析法得出“四化”发展水平得分,在此基础上,对“四化”耦合发展互动关系进行计量分析.结果显示:“四化”之间存在长期均衡的协整关系;信息化对于农业现代化边际贡献度为0.231 8,弱于工业化的边际贡献;信息化对于城镇化的边际贡献度为0.702 3,强于工业化对城镇化的贡献;信息化对于工业化的边际贡献不显著.基于实证分析结果,提出加强城镇信息化建设和提升城镇化人口素质的政策建议.     

Inference in Semi‐Parametric Dynamic Models for Repeated Count Data

This paper deals with a longitudinal semi‐parametric regression model in a generalised linear model setup for repeated count data collected from a large number of independent individuals. To accommodate the longitudinal correlations, we consider a dynamic model for repeated counts which has decaying auto‐correlations as the time lag increases between the repeated responses. The semi‐parametric regression function involved in the model contains a specified regression function in some suitable time‐dependent covariates and a non‐parametric function in some other time‐dependent covariates. As far as the inference is concerned, because the non‐parametric function is of secondary interest, we estimate this function consistently using the independence assumption‐based well‐known quasi‐likelihood approach. Next, the proposed longitudinal correlation structure and the estimate of the non‐parametric function are used to develop a semi‐parametric generalised quasi‐likelihood approach for consistent and efficient estimation of the regression effects in the parametric regression function. The finite sample performance of the proposed estimation approach is examined through an intensive simulation study based on both large and small samples. Both balanced and unbalanced cluster sizes are incorporated in the simulation study. The asymptotic performances of the estimators are given. The estimation methodology is illustrated by reanalysing the well‐known health care utilisation data consisting of counts of yearly visits to a physician by 180 individuals for four years and several important primary and secondary covariates.     

基于财政竞争力分析的福建省经济发展策略研究

财政对经济增长起着不可替代的促进作用,而财政竞争力也是经济综合竞争力的重要组成部分,分析福建省各地市的财政竞争力以寻找经济发展策略,对促进福建省经济有重大意义。本文对各地市财政收支现状进行初步比较,构建财政竞争力三级指标体系以分析财政竞争力水平,同时利用主成分因子得分分析财政竞争力与经济发展之间的关系。研究结果表明,厦门、福州及泉州财政竞争力较强,以这三个地市为例,从财政竞争实力和竞争潜力两个方面提出进一步提升财政竞争力的建议。     

A股上市公司变相财务操纵对行业估值的影响

关于上市公司利润操控的相关研究主要是将净利润作为一个事关操控的敏感指标,但在监管与被监管双方努力的博弈下,其可被操纵的潜力已被充分挖掘。从实证角度关注上市公司财务操纵的其他可操作途径,其中就包括一些看似合理的变相财务操纵手段。按照2001年中国证监会公布的《上市公司行业分类指引》,把我国上市企业分为13个行业,对不同行业内企业2003—2013年部分主观可操控的财务指标与其所在行业的平均市盈率进行格兰杰因果检验和回归分析,结果表明,一些行业内企业的部分财务指标与其所在行业的平均市盈率存在领先与滞后关系,并且影响作用显著。     

创意都市农业CSA经营模式研究

依据创意都市农业的内涵及特征,分析经营主体相关成分的行为偏好及参与程度,结合不同经营时期的目标值,确定不同的主体组合方式,即：经营初期选择“农户+消费者”“农户+合作社”模式;成熟期选择“农户+消费者”“农户+合作社+企业”“农户+合作社+企业+消费者”模式。不同的CSA经营模式选择对延伸农业产业链,促进农旅结合,实现乡村可持续发展具有指导意义。     

An Empirical Process View of Inverse Regression

A common approach taken in high‐dimensional regression analysis is sliced inverse regression, which separates the range of the response variable into non‐overlapping regions, called ‘slices’. Asymptotic results are usually shown assuming that the slices are fixed, while in practice, estimators are computed with random slices containing the same number of observations. Based on empirical process theory, we present a unified theoretical framework to study these techniques, and revisit popular inverse regression estimators. Furthermore, we introduce a bootstrap methodology that reproduces the laws of Cramér–von Mises test statistics of interest to model dimension, effects of specified covariates and whether or not a sliced inverse regression estimator is appropriate. Finally, we investigate the accuracy of different bootstrap procedures by means of simulations.