Three-step estimation in linear mixed models with skew-t distributions

Linear mixed models based on the normality assumption are widely used in health related studies. Although the normality assumption leads to simple, mathematically tractable, and powerful tests, violation of the assumption may easily invalidate the statistical inference. Transformation of variables is sometimes used to make normality approximately true. In this paper we consider another approach by replacing the normal distributions in linear mixed models by skew-t distributions, which account for skewness and heavy tails for both the random effects and the errors. The full likelihood-based estimator is often difficult to use, but a 3-step estimation procedure is proposed, followed by an application to the analysis of deglutition apnea duration in normal swallows. The example shows that skew-t models often entail more reliable inference than Gaussian models for the skewed data.     

Analysis of the relationship between air pollution and asthma

In recent years, considerable attention has been devoted to methods for analyzing longitudinal data. A review of some of the issues surrounding the use of regression analysis is undertaken as they relate to a study of the health effects of air pollution in a group of asthmatics. Daily diary recordings of hours with asthma symptoms are found to be positively related to the daily mean concentration of total reduced sulphur as well as to the daily intake of nonsteroidal drug medication. This finding is corroborated using three different statistical models.     

评"西方马克思主义"对科学技术社会功能的批判

"西方马克思主义"理论家对科学技术的两个富有创意的基本判断,一是认为科学技术是第一生产力,二是认为科学技术履行意识形态的社会职能.在此基础上,"西方马克思主义"理论家,特别是霍克海＃默、马尔库塞和哈贝马斯,都对科学技术本身及其社会功能的根源,对科技理性、技术专家治国论以及科学主义进行了较为深入的批判.这些批判尽管充满着穿凿附会之处,具有某种程度的片面性,但无疑也是一种具有极强的时效性的深刻的片面,因为它给20世纪和后20世纪的人类提出了这样一种警告:科学无视价值存在以及与此相关的科学的"异化"将会带来灾难性的后果.     

Analysis of overdispersed paired count data

This article is about the statistical analysis of overdispersed paired count data for comparing two treatments. The data consist of the number of events obtained in a stratum during the fixed observation period. Three types of model are discussed: the Poisson, a mixed, and a semiparametric model. Overdispersion is represented in the last two models but not in the Poisson model. Of particular interests are to examine whether there is any loss of efficiency in using the estimate of the treatment effect obtained under other two models if the mixed model is true, and also whether overdispersion leads to a larger variance of the estimate than that expected from the Poisson model. It is shown that all three models provide the same estimate of the treatment effect (i.e., there is no loss of efficiency) and that the variance of the estimate of the treatment effect obtained under the Poisson model is the same as that based on the mixed model. However, the semiparametric model provides the variance of the estimate larger than those obtained under the other two models.     

外资并购对中国市场结构的优化--目标与效应趋势

在西方发达市场经济国家,寡头垄断是最普遍、最稳定和最有效的市场结构范式,因而应成为我国市场结构优化的目标选择。而外资并购对我国寡头垄断市场结构形成将具有重要的直接效应和间接效应,国家在积极引导外资并购直接效应的同时,更要注重外资并购间接效应的发挥。     

Testing for Causal Effects in a Generalized Regression Model With Endogenous Regressors

A unifying framework to test for causal effects in nonlinear models is proposed. We consider a generalized linear‐index regression model with endogenous regressors and no parametric assumptions on the error disturbances. To test the significance of the effect of an endogenous regressor, we propose a statistic that is a kernel‐weighted version of the rank correlation statistic (tau) of Kendall (1938). The semiparametric model encompasses previous cases considered in the literature (continuous endogenous regressors (Blundell and Powell (2003)) and a single binary endogenous regressor (Vytlacil and Yildiz (2007))), but the testing approach is the first to allow for (i) multiple discrete endogenous regressors, (ii) endogenous regressors that are neither discrete nor continuous (e.g., a censored variable), and (iii) an arbitrary “mix” of endogenous regressors (e.g., one binary regressor and one continuous regressor).     

Binary Response Models for Panel Data: Identification and Information

This paper considers a panel data model for predicting a binary outcome. The conditional probability of a positive response is obtained by evaluating a given distribution function (F) at a linear combination of the predictor variables. One of the predictor variables is unobserved. It is a random effect that varies across individuals but is constant over time. The semiparametric aspect is that the conditional distribution of the random effect, given the predictor variables, is unrestricted. This paper has two results. If the support of the observed predictor variables is bounded, then identification is possible only in the logistic case. Even if the support is unbounded, so that (from Manski (1987)) identification holds quite generally, the information bound is zero unless F is logistic. Hence consistent estimation at the standard pn rate is possible only in the logistic case.     

宋代军事训练述论

军事训练作为军队提高战斗力的重要方法之一,历来深受重视。宋代施行募兵制,庞大职业军队的战斗力需要以高强度的日常军事训练来维持。宋代军事训练以实战为出发点,扬长避短,在步兵训练、阵法训练、水军训练等方面均有鲜明特点,并对新式训练方法进行了一定探索,取得了良好训练效果,为保障国家安全发挥了重要作用。然而,由于相对复杂的社会、政治因素,宋代军事训练也存在着诸多弊端,这在相当长的一段时间内制约宋代的军事。     

新疆城乡居民消费对经济增长的拉动效应研究

基于1978—2011年数据对新疆农村和城市居民的消费拉动力进行测算,并引用傅里叶无边界方程,对农村居民劳动力问题提出本地化就业的基本思路,以此拉动收入水平提高从而拉动经济增长。在前人文献的基础上,引入系统科学的方法论,以人本视角为主线,探究消费拉动经济增长的内在机理。分析指出,居民的消费对经济增长的拉动效应较大,提升新疆产业的合理化布局,把握就业人本化,是提高新疆劳动力收入水平的必备条件。