Type I error rates from likelihood‐based repeated measures analyses of incomplete longitudinal data

The last observation carried forward (LOCF) approach is commonly utilized to handle missing values in the primary analysis of clinical trials. However, recent evidence suggests that likelihood‐based analyses developed under the missing at random (MAR) framework are sensible alternatives. The objective of this study was to assess the Type I error rates from a likelihood‐based MAR approach – mixed‐model repeated measures (MMRM) – compared with LOCF when estimating treatment contrasts for mean change from baseline to endpoint (Δ). Data emulating neuropsychiatric clinical trials were simulated in a 4 × 4 factorial arrangement of scenarios, using four patterns of mean changes over time and four strategies for deleting data to generate subject dropout via an MAR mechanism. In data with no dropout, estimates of Δ and SE_Δ from MMRM and LOCF were identical. In data with dropout, the Type I error rates (averaged across all scenarios) for MMRM and LOCF were 5.49% and 16.76%, respectively. In 11 of the 16 scenarios, the Type I error rate from MMRM was at least 1.00% closer to the expected rate of 5.00% than the corresponding rate from LOCF. In no scenario did LOCF yield a Type I error rate that was at least 1.00% closer to the expected rate than the corresponding rate from MMRM. The average estimate of SE_Δ from MMRM was greater in data with dropout than in complete data, whereas the average estimate of SE_Δ from LOCF was smaller in data with dropout than in complete data, suggesting that standard errors from MMRM better reflected the uncertainty in the data. The results from this investigation support those from previous studies, which found that MMRM provided reasonable control of Type I error even in the presence of MNAR missingness. No universally best approach to analysis of longitudinal data exists. However, likelihood‐based MAR approaches have been shown to perform well in a variety of situations and are a sensible alternative to the LOCF approach. MNAR methods can be used within a sensitivity analysis framework to test the potential presence and impact of MNAR data, thereby assessing robustness of results from an MAR method. Copyright © 2004 John Wiley & Sons, Ltd.     

从人道主义向自然主义迈进的福克纳——读《我弥留之际》

美国南方流派的代表作家威廉·福克纳是一位实验性的作家,在他的文学生涯中,他做过多种尝试,他的早期长篇小说《我弥留之际》是其中非常重要的一次。这部作品的创作思想显示福克纳在上世纪30年代从人道主义向自然主义迈进。     

我国期货市场的法规探讨

本文阐述了期货市场法律规范的基本原则和主要功能，介绍了我国期货市场的近期发展与法规现状，并对我国期贷市场法律规范的基本原则与体系设置作了探讨。     

逆向物流及其整合分析

逆向物流是物流管理的一个新的领域,已经引起理论界和企业界越来越多的关注。逆向物流可以降低企业成本,提高顾客满意度,并最终提升企业的竞争力,这对我国企业实践具有重要意义。     

Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

Outlier detection algorithms are intimately connected with robust statistics that down‐weight some observations to zero. We define a number of outlier detection algorithms related to the Huber‐skip and least trimmed squares estimators, including the one‐step Huber‐skip estimator and the forward search. Next, we review a recently developed asymptotic theory of these. Finally, we analyse the gauge, the fraction of wrongly detected outliers, for a number of outlier detection algorithms and establish an asymptotic normal and a Poisson theory for the gauge.     

中国服务业显性比较优势测算——基于前向联系增加值出口

基于"前向联系增加值出口"方法,测算了1995-2011年中国服务业细分产业层面及按要素密集度特征分类层面的显性比较优势指数(RCA_F),并同基于"总出口"1的比较优势指数(RCA)进行了比较。研究发现,中国在全球价值链分工中,比较优势集中在资本密集型服务业领域,且实现了比较劣势向比较优势的转变;劳动、知识密集型服务业及健康教育公共服务均尚未取得比较优势,但是有迹象表明三个领域的比较劣势有改善的趋势。与基于前向联系增加值出口核算结果相比,基于总出口核算结果"高估"了劳动密集型产业的比较优势,其中对建筑业和零售贸易两个部门的估计偏差最大;同时,在资本、知识密集型两个领域存在不同程度的"低估"现象。     

贵州社会管理创新:经验、问题与出路

近年来,贵州社会管理创新取得了一些成效,其主要经验是强化中国共产党在社会管理创新中的领导地位,发挥政府在社会管理创新中的主导作用,创新内容要关注民生。尽管如此,贵州社会管理创新还存在社会矛盾化解机制不健全、基层政府社会管理力量薄弱、社会组织培育机制不健全等问题,应通过完善源头治理机制、改革基层社会管理体制、优化社会组织培育机制等途径来解决。     

Affine LIBOR models driven by real-valued affine processes

The class of affine LIBOR models is appealing since it satisfies three central requirements of interest rate modeling. It is arbitrage-free, interest rates are nonnegative, and caplet and swaption prices can be calculated analytically. In order to guarantee nonnegative interest rates affine LIBOR models are driven by nonnegative affine processes, a restriction that makes it hard to produce volatility smiles. We modify the affine LIBOR models in such a way that real-valued affine processes can be used without destroying the nonnegativity of interest rates. Numerical examples show that in this class of models, pronounced volatility smiles are possible.     

世纪之交屈原研究的回顾和展望──'99岳阳两湖屈原与楚文化研讨会综述

综述了参与’99湖南岳阳两湖屈原与楚文化学术研讨会的专家学者的主要研究成果,介绍了有关世纪之交屈原研究的回顾与展望方面的成果。     

单窃听双跳协作网络的中继选择方案及其性能分析

研究了安全通信意义下,单向译码转发（decode-and-forward,DF）协作无线网络的中继选择问题。针对窃听者既能获得信源发出的信号,又能窃取中继节点转发数据的通信系统,提出了3种中继选择方案来对抗窃听者,增强系统物理层安全性。其中,方案一选择到窃听者信噪比（signal-to-noise ratio,SNR）最小的中继节点;方案二为最大最小（max-min）选择方案,即选择信源到中继节点和中继节点到信宿的较差信噪比中最大值所对应的中继节点;方案三根据窃听信道和主信道的瞬时信道状态信息（channel state information,CSI）选择使得窃听网络有最大保密容量的中继节点。在对各方案的性能分析过程中,得到了各中继选择方案拦截概率的闭式表示,进一步对拦截概率作渐近分析,获得了各中继选择方案的分集阶数。具体地,方案一的分集阶数为1,另外2个中继选择方案的分集阶数均为中继节点个数M。数值结果验证了理论分析得到的结论。