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消费者态度数据的预测准确性AI 解读

This note evaluates the forecasting accuracy of the index of consumer sentiment constructed by the Michigan Survey Research Center. For the most part, other analyses have focused on the interpretation which should be given to an attitude variable or broadly described movements of the index of consumer sentiment in the vicinity of cyclical turning points. None of the studies have compared the accuracy of equations in which the attitude index is an independent variable against…

微观视角下的诱致要素增进型技术进步AI 解读

In this paper the question of induced factor augmenting technical change in the context of the profit maximizing firm is addressed. The Kennedy innovation possibility frontier is employed to describe the opportunities available to the firm for factor augmentation and from it the direction of factor augmentation can be chosen. In addition, this opportunity curve can be shifted inwards or outwards according to the expenditure on research and development. The selection of the…

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使用因子分析估计参数AI 解读

Factor analysis has been traditionally utilized for three broad purposes: First, as a data reduction technique which will hopefully simplify a multivariate situation to a smaller set of dimensions and enable the researcher to utilize data on a large number of variables; second, as an indexing device in which overtly manifested data are transformed to provide the latent or unobservable trait of a phenomenon; finally, as a cluster technique which helps the researcher to…

利用因子分析估计参数AI 解读

Factor analysis has been traditionally utilized for three broad purposes: First, as a data reduction technique which will hopefully simplify a multivariate situation to a smaller set of dimensions and enable the researcher to utilize data on a large number of variables; second, as an indexing device in which overtly manifested data are transformed to provide the latent or unobservable trait of a phenomenon; finally, as a cluster technique which helps the researcher to…

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时间序列非平稳性的检验AI 解读

Summary We consider the problem of testing a given time-series for stationarity. The approach is based on evolutionary spectral analysis, and the proposed method consists essentially in testing the “homogeneity” of a set of evolutionary spectra evaluated at different instants of time. Using a logarithmic transformation, we show that the mechanics of the test are formally equivalent to a two-factor analysis of variance procedure when the residual variance is known, a priori.…

线性回归系数的改进估计量AI 解读

Point estimators for the coefficients in orthogonal linear regression which are better than the ordinary least squares estimator are obtained when at least three coefficients are to be estimated. The measure of goodness of an estimator is the sum, or weighted sum, of the componentwise mean squared errors. Some of the new estimators have interpretations as estimators which depend upon preliminary tests of significance. These estimators may be especially appropriate when the…

多元分布的渐近近似方法AI 解读

Methods are discussed for producing Edgeworth expansions, and the validity of the expansions is examined. Algorithms for perturbation approximations in multivariate statistics are presented, in general and for the cases of principal components, canonical analysis and discriminant analysis. The algorithms are suitable for implementation in a system of computerized algebra.

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The non-null distribution is obtained of a test statistic for the null hypothesis that a matrix with a single non-isotropic principal component has that component in a prescribed direction.

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探索性统计研究中的主成分回归AI 解读

Regression upon principal components of the percentage points of the income and education distributions for 1950 census tracts in the city of Chicago led to the estimation of “beta coefficient profiles” for television receiver and refrigerator ownership, for central heating system usage, and for a measure of dwelling unit overcrowding. The betas are standardized coefficients of regression of a dependent variable upon the proportions of families in the classes of the marginal…

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帕累托型稳定随机函数与收入的乘法变化AI 解读

a new family of stable non-gaussian random functions, U(t), and it is intimately connected with random walks of log U(t). Its principal feature is, however, that no use is made of the principle of proportionate effect, the model being rather based upon the fact that there exist certain limits for sums of random functions, upon which the effect of chance in time is multiplicative. (Actually, the result is more general.) This feature provides a new type of motivation for the…

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作为因子分析替代方法的方差分析AI 解读

Summary An analogy between factor analysis and analysis of variance is pointed out, and an approximate test of significance is indicated. It is suggested that considerable simplification in the factor loadings may be made without appreciably affecting the final results. The interactions of factors is discussed, and it is suggested that batteries of tests should be designed so that they can be measured and tested. Some examples are given to illustrate the points made.

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