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探讨隐变量交互作用分析的建模方法及其在SA S软件上的实现;首先阐述隐变量交互作用分析建模的原理,通过拟合一个隐变量交互作用分析示例,对加入交互作用项的统计分析结果与无交互作用项的统计分析结果进行对比;示例中交互作用项引起的变异在结果变量的总变异中占到79.20%.在应用结构方程模型分析隐变量产生的效应时,有时候不进行隐变量交互作用的分析可能会产生偏倚. 相似文献
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李伯海 《高校应用数学学报(A辑)》1987,(1)
在实际工作中,建立离散变量的回归预报方程是一个不可回避的问题。本文采用了将回归模型化成方差分析模型的统计思想,并将正交试验法应用于试验的方案设计,给出了离散变量回归模型参数估计的一种简单的计算方法,讨论了模型的应用,列举了它在生物和成矿预测方面的应用实例。 相似文献
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结构方程模型评价体系的可比性问题 总被引:1,自引:0,他引:1
随着结构方程模型评价体系的推广应用,评价体系的可比性问题值得关注。本文以顾客满意度指数(CSI)为例说明结构方程模型评价体系的可比性问题,并通过模拟研究说明结构方程模型评价体系保持可比性的关键,那就是在其他条件一致的情况下,各结构方程模型中对核心变量的显变量设定一致,而各结构方程模型纳入何种潜变量以及如何设定潜变量之间关系,对评价体系可比性的影响并不显著。 相似文献
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结构方程模型与联立方程模型的比较 总被引:3,自引:0,他引:3
本文首先介绍了结构方程模型和联立方程模型的一般形式、典型实例及其在我国的研究现状。通过将结构方程模型与联立方程模型进行比较,发现结构方程模型具有能直接处理潜变量和测量误差等优点,在管理学、心理学等社会科学中具有广泛应用;但是结构方程模型对样本量要求大、对抽样、问卷设计和调查过程的缺陷以及忽略变量等模型的设定错误不能弥补;而且,结构方程模型的参数不如联立方程模型的含义那么具体而直观。 相似文献
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VaR和ES是衡量金融资产风险的重要测度,对风险控制和金融危机的识别具有重要意义。本文以CAViaR模型为基础,通过因子隐马尔可夫模型构造潜变量,作为CAViaR模型的回归系数的组成部分,最终提出了一个含潜变量的VaR和ES联合估计方法(FHM-CAViaR),实现了VaR和ES的联合预测。在该模型中,潜变量由一个因子隐马尔可夫模型驱动,可以刻画市场信息对模型系数带来的长期效应与短期冲击,该因子隐马尔可夫模型的引入实现了分位数回归模型参数在上百个状态间的转换。最后,基于本文提出的FHM-CAViaR模型分别对上证综指、深证综指和纳斯达克指数的对数收益率数据进行实证分析。实证结果表明,本文提出的模型具有更优的预测效果。此外实证结果还表明,在危机期间VaR的序列聚集性有着显著的增加。本文提出的模型可以通过潜变量的变化识别市场的机制变换,且能更精确地对金融资产的VaR以及ES进行估计,给出金融风险度量一种新的研究方法。 相似文献
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结构向量自回归时间序列的链图模型识别方法 总被引:1,自引:0,他引:1
本文研究了结构向量自回归时间序列的链图模型识别方法.利用局部密度估计法以及Bootstrap方法,给出了时间序列链图模型的概念以及模型结构识别方法.模拟结果显示本方法能有效地识别结构向量自回归模型变量问的相依关系. 相似文献
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研究多维区域中非线性偏微分方程的谱与拟谱方法.建立了修正Laguerre正交逼近与插值结果,这些结果对于建立和分析无界区域中的数值方法起着重要的作用.作为结果的一个应用,研究了二维无界区域中的Logistic方程的修正Laguerre谱格式,证明了它的稳定性和收敛性.数值试验结果表明所提出方法具有很高的精度,与理论分析结果完全吻合. 相似文献
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Numerical integration methods based on rigid frames were introduced by Crouch and Grossman. The order theory of these methods were later analyzed by Owren and Marthinsen. The resulting order conditions are difficult to solve due to nonlinear relations on the weights of the methods. In this paper we propose a variant of the Crouch-Grossman method that uses modified vector fields so that the order conditions of this new method coincide with the classical order conditions for Runge-Kutta methods. 相似文献
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Summary We formulate and prove Aubin-Nitsche-type duality estimates for the error of general projection methods. Examples of applications include collocation methods and augmented Galerkin methods for boundary integral equations on plane domains with corners and three-dimensional screen and crack problems. For some of these methods, we obtain higher order error estimates in negative norms in cases where previous formulations of the duality arguments were not applicable. 相似文献
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Due to decreasing order quantities, increasing product variety and fluctuating production orders, manufacturing companies have been encountering an increased occurrence of repetitive learning-forgetting phenomenon. In this paper, deterministic methods for the learning curve parameter estimation from the limited production data available from the unstable production environment are studied. Two main learning curve models: cumulative average (Wright) and unit (Crawford) were considered and several different mathematically proven methods were proposed for the parameter estimation. The calculation results illustrated that learning curve parameters can be unequivocally estimated from the limited production data (single random sample) by using deterministic methods for both of the learning curve models, although more accurate estimation was provided by the cumulative average model based methods. Newly proposed methods enable sufficiently accurate parameter estimation from the limited production data where traditional statistical parameter estimation methods cannot be applied. 相似文献
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The problem of reconstructing the atmospheric scattering phase function from groundbased solar almucantar sky brightness observations is considered.A newiterative algorithm for solving this problem was developed as a combination of existing additive and multiplicative methods of refining the single-scattering contribution to the observed brightness with polarization of scattered radiation in the atmosphere. Also, some modifications of these methods were proposed. The objective of this paper is to numerically substantiate the convergence of these methods. For this purpose, an algorithm of Jacobi matrix calculation for the iteration operators of the methods was developed, and calculations were carried out for various parameters of the atmosphere. 相似文献
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《Journal of Computational and Applied Mathematics》1999,107(2):233-239
We describe the structure of the nonlinear system for the coefficients of diagonally implicit multistage integration methods for ordinary differential equations. This structure is then utilized in the search for methods of high order and stage order with a given stability function. New methods were obtained by solving the nonlinear systems by state-of-the-art software based on least squares minimization. 相似文献
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多模式广义失效概率计算的数值模拟法及其工程应用 总被引:2,自引:0,他引:2
提出了安全与失效状态含有模糊信息时,广义失效概率计算的数值模拟,及相应的方差估算,并提出了对应的数值积分方法.当状态变量服从正态分布,且其对模糊安全域的隶属函数为正态型时,单个模式的广义失效概率具有精确解.首先利用这种特殊情况检验了所提数值模拟的精度,结果表明对于数值模拟法,随抽样次数的增加,估计值逐渐收敛于真实值.然后利用扩展原理和概率定理,提出两个及两个以上失效模式数广义失效概率的数值模拟计算方法以及相应的数值积分方法.对于工程结构问题,一般在删除次要失效模式之后,主要失效模式的数目不会太多,因此用该数值模拟与数值积分法可以得到精度较高的解.工程算例结果证明了此结论.另外还对所提的两种方法的适用范围做了讨论. 相似文献
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论求解单调变分不等式的一些投影收缩算法 总被引:6,自引:1,他引:6
论求解单调变分不等式的一些投影收缩算法何炳生(南京大学)ONSOMEPROJECTIONANDCONTRACTIONMETHODSFORSOLVINGMONOTONEVARIATIONALINEQUALITIES¥HeBing-sheng(Namin... 相似文献
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A. Melman. 《Mathematics of Computation》1997,66(217):333-344