Examples of the use of an equivalence theorem in constructing optimum experimental designs for random-effects nonlinear regression models

The problem considered is that of finding an optimum measurement schedule to estimate population parameters in a nonlinear model when the patient effects are random. The paper presents examples of the use of sensitivity functions, derived from the General Equivalence Theorem for D-optimality, in the construction of optimum population designs for such schedules. With independent observations, the theorem applies to the potential inclusion of a single observation. However, in population designs the observations are correlated and the theorem applies to the inclusion of an additional measurement schedule. In one example, three groups of patients of differing size are subject to distinct schedules. Numerical, as opposed to analytical, calculation of the sensitivity function is advocated. The required covariances of the observations are found by simulation.     

出口二元边际、行业异质性与劳动生产率

基于行业异质性视角,文章主要考察出口二元边际对劳动生产率的影响.利用UN Comtrade数据库,采用HK指数法测度中国出口深度边际和出口广度边际,发现中国出口产品种类基本覆盖了世界全部种类的90％.进一步地,借助聚类分析方法综合多种因素区分行业劳动技能异质性,出口二元边际与劳动生产率关系的实证结果显示:总体上出口深度边际显著推动劳动生产率提高,出口广度边际对劳动生产率产生抑制作用.更为重要的是,出口深度边际对劳动生产率的促进作用仅存在于高技能行业,受限于行业产品技术含量和劳动技能水平等,低技能和中等技能行业出口深度边际出现贫困化增长现象.出口种类扩张的生产率损失超过出口溢出效应的生产率收益,出口广度边际对高中低技能行业劳动生产率具有不同程度的负向影响.     

Testing the Equality of Two Exponential Distributions

This paper proposes an overlapping-based test statistic for testing the equality of two exponential distributions with different scale and location parameters. The test statistic is defined as the maximum likelihood estimate of the Weitzman's overlapping coefficient, which estimates the agreement of two densities. The proposed test statistic is derived in closed form. Simulated critical points are generated for the proposed test statistic for various sample sizes and significance levels via Monte Carlo Simulations. Statistical powers of the proposed test are computed via simulation studies and compared to those of the existing Log likelihood ratio test.     

Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model

Time-varying GARCH-M models are commonly employed in econometrics and financial economics. Yet the recursive nature of the conditional variance makes likelihood analysis of these models computationally infeasible. This article outlines the issues and suggests to employ a Markov chain Monte Carlo algorithm which allows the calculation of a classical estimator via the simulated EM algorithm or a simulated Bayesian solution in only O(T) computational operations, where T is the sample size. Furthermore, the theoretical dynamic properties of a time-varying-parameter EGARCH(1,1)-M are derived. We discuss them and apply the suggested Bayesian estimation to three major stock markets.     

GMM Estimation with persistent panel data: an application to production functions

This paper considers the estimation of Cobb-Douglas production functions using panel data covering a large sample of companies observed for a small number of time periods. GMM estimatorshave been found to produce large finite-sample biases when using the standard first-differenced estimator. These biases can be dramatically reduced by exploiting reasonable stationarity restrictions on the initial conditions process. Using data for a panel of R&Dperforming US manufacturing companies we find that the additional instruments used in our extended GMM estimator yield much more reasonable parameter estimates.     

异质性产业集聚对城市创新发展能力的影响

城市创新圈是创新要素的高聚集、高密度的创新系统。本研究尝试将产业集聚和数字经济同时纳入城市创新发展能力的分析框架,基于中国2005—2020年262个地级市面板数据,通过理论分析与GMM模型实证检验相结合,讨论产业集聚对城市创新发展能力的影响。主要结论如下：产业集聚均对城市创新有着正向的促进作用,并且促进效果顺序是制造业集聚大于协同集聚,生产性服务业集聚排在最后。异质性检验表明,在产业集聚对城市创新的影响中,南方地区城市均表现显著的促进作用,北方地区城市则只有制造业集聚对城市创新存在显著的促进作用。数字经济只在制造业集聚对城市创新的促进作用中发挥正向调节作用,在生产性服务业集聚和协同集聚对城市创新的影响中均发挥出负向调节作用。     

Two-dimensional generalisations of dynamic programming for image analysis

Dynamic programming (DP) is a fast, elegant method for solving many one-dimensional optimisation problems but, unfortunately, most problems in image analysis, such as restoration and warping, are two-dimensional. We consider three generalisations of DP. The first is iterated dynamic programming (IDP), where DP is used to recursively solve each of a sequence of one-dimensional problems in turn, to find a local optimum. A second algorithm is an empirical, stochastic optimiser, which is implemented by adding progressively less noise to IDP. The final approach replaces DP by a more computationally intensive Forward-Backward Gibbs Sampler, and uses a simulated annealing cooling schedule. Results are compared with existing pixel-by-pixel methods of iterated conditional modes (ICM) and simulated annealing in two applications: to restore a synthetic aperture radar (SAR) image, and to warp a pulsed-field electrophoresis gel into alignment with a reference image. We find that IDP and its stochastic variant outperform the remaining algorithms.     

A simulation study of the Bennett test and Miller test for coefficients of variation

In the article, properties of the Bennett test and Miller test are analyzed. Assuming that the sample size is the same for each sample and considering the null hypothesis that the coefficients of variation for k populations are equal against the hypothesis that k ? 1 coefficients of variation are the same but differ from the coefficient of variation for the kth population, the empirical significance level and the power of the test are studied. Moreover, the dependence of the test statistic and the power of the test on the ratio of coefficients of variation are considered. The analyses are performed on simulated data.     

Virtual Worlds and Social Work Education

ABSTRACT

The introduction of computerised virtual worlds in the early twenty-first century was considered to be an innovation that would be widely used in higher education. There are a number of examples of virtual worlds used for higher education in medicine, nursing, and allied health, including examples in social work. The aim of this article is to explore the potential value of virtual-world technology to enhance the student learning experience for social work education in interpersonal communication skills in a virtual health centre. Findings of a study of Australian undergraduate social work students who engaged in a role play in a virtual health centre for skill development in interpersonal communication are presented. The study findings highlight issues for social work educators to consider when deciding whether or not to use virtual-world technology in social work education, and when designing further research on similar innovations.     

FDI对中国经济增长的区域效应和动态效应

以我国各个省市作为横截面单元,利用各横截面单元1988~2005年的样本组成面板数据,进而建立动态面板数据模型来考察FDI对我国不同地区经济增长的影响。结果表明,FDI对我国经济增长具有促进作用,但是滞后2期FDI对我国经济增长具有负面影响。同时,FDI对不同地区的影响有显著差异,对东部地区而言,FDI对经济增长的效应最为明显。