Microeconometric models and anonymized micro data

Summary The paper first provides a short review of the most common microeconometric models including logit, probit, discrete choice, duration models, models for count data and Tobit-type models. In the second part we consider the situation that the micro data have undergone some anonymization procedure which has become an important issue since otherwise confidentiality would not be guaranteed. We shortly describe the most important approaches for data protection which also can be seen as creating errors of measurement by purpose. We also consider the possibility of correcting the estimation procedure while taking into account the anonymization procedure. We illustrate this for the case of binary data which are anonymized by ‘post-randomization’ and which are used in a probit model. We show the effect of ‘naive’ estimation, i. e. when disregarding the anonymization procedure. We also show that a ‘corrected’ estimate is available which is satisfactory in statistical terms. This is also true if parameters of the anonymization procedure have to be estimated, too. Research in this paper is related to the project “Faktische Anonymisierung wirtschaftsstatistischer Einzeldaten” financed by German Ministry of Research and Technology.     

浅议高职学生统计观念的培养

本文主要从三个方面分析了高职学生统计观念的内涵,同时又从三个方面对高职学生的统计观念的培养进行了探索。     

Evaluation of the economic statistical design of the multivariate T2 control chart with multiple variable sampling intervals scheme: NSGA-II approach

The economic and statistical merits of a multiple variable sampling intervals scheme are studied. The problem is formulated as a double-objective optimization problem with the adjusted average time to signal as the statistical objective and the expected cost per hour as the economic objective. Bai and Lee's [An economic design of variable sampling interval ¯X control charts. Int J Prod Econ. 1998;54:57–64] economic model is considered. Then we find the Pareto-optimal designs in which the two objectives are minimized simultaneously by using the non-dominated sorting genetic algorithm. Through an illustrative example, the advantages of the proposed approach are shown by providing a list of viable optimal solutions and graphical representations, which indicate the advantage of flexibility and adaptability of our approach.     

On-line monitoring data quality of high-dimensional data streams

ABSTRACT

In recent years, effective monitoring of data quality has increasingly attracted attention of researchers in the area of statistical process control. Among the relevant research on this topic, none used multivariate methods to control the multidimensional data quality process, but instead relied on multiple univariate control charts. Based on a novel one-sided multivariate exponentially weighted moving average (MEWMA) chart, we propose a conditional false discovery rate-adjusted scheme to on-line monitor the data quality of high-dimensional data streams. With thousands of input data streams, the average run length loses its usefulness because one will likely have out-of-control signals at each time period. Hence, we first control the percentage of signals that are false alarms. Then, we compare the power of the proposed MEWMA scheme with that of two alternative methods. Compared with two competitors, numerical results show that the proposed MEWMA scheme has higher average power.     

Using Predictive Risk for Process Control

When monitoring highly capable processes, it is often desirable to tolerate small instabilities in order to avoid tempering. One approach in this setting is to monitor the capability of the process dynamically and signal if the estimated capability reaches an unacceptably low level. We suggest that monitoring the probability of the next item not falling between the specification limits is a more natural scale to evaluate risk, and offers appreciable flexibility. We use a statistical model and a window of data to evaluate this probability and decide if the process should be halted immediately based on that estimate. The properties of this method are explored numerically and a case study is provided.     

车牌额度拍卖市场管制有效性及效率改进空间

随着我国城镇化和机动化进程加速,已有多个城市加入私车拥有权管制行列,管制政策有效性亟待科学分析和系统评估。基于管制绩效评估理论,以上海车牌额度拍卖市场为切入点,首先,通过限价之前拍卖市场关键变量近线性关系发现其具有量价齐升、正向激励特征,Hurst 指数分析表明拍卖价格变化率可恢复均值、回归中位。其次,选择三种对照组,采用差中差、OLS 等方法计量减缓私人汽车拥有量增速的宏观效应以及通过额度投放量稳定拍卖市场的微观效应,发现管制效果显著。进一步,根据高斯回归过程考察拍卖价格可预测性,指明提升效率、放松管制的改进方向和措施,为政策完善提供有价值参考。     

中国城镇居民收入差异比较——基于不同统计视角的解释

基于两种不同的统计视角,采用锡尔系数与基尼系数来一同分析中国城镇居民收入差异。以行政区划为统计基础的中国城镇居民统计数据显示了1985—2008年中国区域间（省际间）城镇居民的高低收入差异不明显,处于高度均衡状态,1994年前,中国区域间（省际间）的城镇居民收入差异有所扩大,但1994年后。中国区域间（省际间）的城镇居民收入差异趋于稳定;以家庭户为统计基础的统计数据则得到了相反的结论,1985年以来中国城镇居民收入的高低差异不断扩大,2002年基尼系数已增加到0．40701,已进入贫富差距的警戒线,此后一直大于0．4,处于收入差距偏大的层次。现实中,只有以单个的人为单位来进行统计。然后对人与人之间的收入差距情况进行全体测算,才会得出最完善的结论。     

Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes

This paper presents analytical expressions for the average adjustment interval and the mean squared deviation from target of the “bounded adjustment” schemes of Box and Luceno (1997a) under the assumption that the disturbances are generated from a double-exponential distribution. The solutions obtained are very close to those computed numerically for normally distributed innovations. This not only demonstrates the robustness of the schemes to the distributional assumptions, but also provides new useful expressions for the average adjustment interval and mean squared deviation from target. Expressions for the characteristic and probability mass functions of the adjustment interval are also given.     

Linear Combinations,Products and Ratios of Simplicial or Spherical Variates

The density level sets of the two types of measures under consideration are l _{2, p} -circles with p = 1 and p = 2, respectively. The intersection-percentage function (ipf) of such a measure reflects the percentages which the level set corresponding to the p-radius r shares for each r > 0 with a set to be measured. The geometric measure representation formulae in Richter (2009 Richter , W.-D. (2009). Continuous l _{n, p} -symmetric distributions. Lithuanian Mathemat. J. 49:93–108.[Crossref], [Web of Science ®] , [Google Scholar]) is based upon these ipf's and will be used here for evaluating exact cdf's and pdf's for the linear combination, the product, and the ratio of the components of two-dimensional simplicial or spherically distributed random vectors.     

On structural models and a theorem of d. basu

Structural inference as a method of statistical analysis seems to have escaped the attention of many statisticians. This paper focuses on Fraser’s necessary analysis of structural models as a tool to derive classical distribution results.

A structural model analyzed by Zacks (1971) by means of conventional statistical methods and fiducial theory is re-examined by the structural method. It is shown that results obtained by the former methods come as easy consequences of the latter analysis of the structural model. In the process we also simplify Zacks1 methods of obtaining a minimum risk equivariant estimator of a parameter of the model.

A theorem of Basu (1955), often used to prove independence of a complete sufficient statistic and an ancillary statistic, is also reexamined in the light of structural method. It is found that for structural models more can be achieved by necessary analysis without the use of Basu’s theorem. Bain’s (1972) application of Basu’s theorem of constructing confidence intervals for Weibull reliability is given as an example.