Robust Designs in Generalized Linear Models: A Quantile Dispersion Graphs Approach

This article studies design selection for generalized linear models (GLMs) using the quantile dispersion graphs (QDGs) approach in the presence of misspecification in the link and/or linear predictor. The uncertainty in the linear predictor is represented by a unknown function and estimated using kriging. For addressing misspecified link functions, a generalized family of link functions is used. Numerical examples are shown to illustrate the proposed methodology.     

Economic and economic statistical designs for three-level control charts

In some situations, an appropriate quality measure uses three or more discrete levels to classify a product characteristic. For these situations, some control charts have been developed based on statistical criteria regardless of economic considerations. In this paper, we develop economic and economic statistical designs (ESD) for 3-level control charts. We apply the cost model proposed by Costa and Rahim.[Economic design of X charts with variable parameters: the Markov chain approach, J Appl Stat 28 (2001), 875–885] Furthermore, we assume that the length of time that the process remains in control is exponentially distributed which allows us to apply the Markov chain approach for developing the cost model. We apply a genetic algorithm to determine the optimal values of model parameters by minimizing the cost function. A numerical example is provided to illustrate the performance of the proposed models and to compare the cost of the pure economic and ESD for three-level control charts. A sensitivity analysis is also conducted in this numerical example.     

交互视角下的二语习得研究

在过去的三十年里,交互假设已经发展成为交互模式。结合输入假设、交互假设和输出假设,讨论交互模式的理论根据,并通过示例详细阐述了交互在二语习得中的作用以及交互如何发生作用。此外,还讨论了交互作用所涉及的两个重要心理因素,归纳了交互研究的发展趋势和存在的误区。     

MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

In this paper, we analytically derive the exact formula for the mean squared error (MSE) of two weighted average (WA) estimators for each individual regression coefficient. Further, we execute numerical evaluations to investigate small sample properties of the WA estimators, and compare the MSE performance of the WA estimators with the other shrinkage estimators and the usual OLS estimator. Our numerical results show that (1) the WA estimators have smaller MSE than the other shrinkage estimators and the OLS estimator over a wide region of parameter space; (2) the range where the relative MSE of the WA estimator is smaller than that of the OLS estimator gets narrower as the number of explanatory variables k increases.     

市场经济与经济法的调整对象

经济法的调整对象是经济法学的核心问题和理论基石,但法学界对这一概念的界定一直存在着争论。文章从法与经济法关系的角度出发分析了经济法调整对象的范围问题,并提出自己的观点。     

周易哲学视角下组织过程的不确定性、情境决定论与变通

基于变通的思维方式,"关系"与作为正式制度的层级、官僚体系、组织结构、准则、规范等之间存在替代关系;非正式制度与正式制度之间存在替代关系;"此制度"与"彼制度"之间也存在替代关系。"变通"包括"通融"、"动态调整"、"引导"与"变革"4种方式。同时,基于"易"与"不易"的辩证关系,不确定性的制度安排有其"成本"和"收益"。中国的变通哲学有利于行为的创新,而不利于制度的创新;有利于渐进性创新,而不利于破坏性创新。     

On the improvement of one-sided S control charts

The most common charting procedure used for monitoring the variance of the distribution of a quality characteristic is the S control chart. As a Shewhart-type control chart, it is relatively insensitive in the quick detection of small and moderate shifts in process variance. The performance of the S chart can be improved by supplementing it with runs rules or by varying the sample size and the sampling interval. In this work, we introduce and study one-sided adaptive S control charts, supplemented or not with one powerful runs rule, for detecting increases or decreases in process variation. The properties of the proposed control schemes are obtained by using a Markov chain approach. Furthermore, a practical guidance for the choice of the most suitable control scheme is also provided.     

QALYs versus WTP.

Quality adjusted life years (QALYs) and willingness to pay (WTP) are alternative measures of the value of reductions in health risk that are often used in evaluating environmental, health, and safety practices. Although both methods are based on individual preferences, the underlying assumptions differ. The different bases yield systematically different conclusions about the relative value of reducing health and mortality risks to individuals that differ in age, preexisting health conditions, income, and other factors. The choice of which method to use depends on judgments about what constraints should be placed on individual preferences and what factors should be considered in aggregating preferences across people.     

Ensuring units invariant slack selection in radial data envelopment analysis models,and incorporating slacks into an overall efficiency score

This paper introduces a new methodology ensuring units invariant slack selection in radial DEA models and incorporating the slacks into an overall efficiency score. The CCR and BCC models are units invariant in their radial component, but not in their slack component, thus changing the units of measurement of one or more variables can change the models' solution. The proposed Full Proportional Slack (FPS) methodology improves the slack selections of the CCR and BCC models by producing slack selections that (a) are units invariant, thus producing fully units invariant models, (b) maximize the relative improvements represented by the slacks, and not their values, and (c) measure the full slacks that need to be removed from their corresponding variables. The FPS methodology is a fully oriented methodology first maximizing the improvements in the variables on the side of the orientation of the model. The Proportional Slack Adjusted (PSA) methodology incorporates the FPS slacks into an overall efficiency score, making it easier to interpret and use the results. The FPS and PSA methodologies are illustrated using an input oriented VRS Loan Quality DEA model with data from the retail branch network of one of Canada's largest banks.     

A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC

This paper aims to compare different reinsurance arrangements in order to reduce the longevity and financial risk originated by a life insurer while managing a portfolio of annuities policies. Linear and nonlinear reinsurance strategies as well as swap like agreements are evaluated via a discrete-time actuarial risk model. Specifically, longevity dynamics are represented by Lee–Carter type models, while interest rate is modeled by Cox–Ingersoll–Ross model. The reinsurance strategies effectiveness is evaluated according to the Return on Risk Adjusted Capital under a ruin probability constrain.